Sökning: "Christer Wanngård"
Hittade 1 uppsats innehållade orden Christer Wanngård.
1. Style Timing in the European Equity Markets: Recursive Modeling for Directional Predictions of Size and Value Premiums
D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiSammanfattning : In this study predictability of short-term variability in European size and value premiums is investigated. By the means of a recursive logistic regression model allowing for permutations over the independent variables, it is shown that the direction of both size and value premiums is predictable. LÄS MER
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