Sökning: "Christer Wanngård"

Hittade 1 uppsats innehållade orden Christer Wanngård.

  1. 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 ekonomi

    Författare :Christer Wanngård; [2010]
    Nyckelord :Style timing; Size value Premium; Recursive modelling;

    Sammanfattning : 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