Sökning: "David Kilsgård"
Hittade 3 uppsatser innehållade orden David Kilsgård.
1. Estimation of Expected Return: The Fama and French Three-Factor Model Vs. The Chen, Novy-Marx and Zhang Three- Factor Model
Master-uppsats, Lunds universitet/Företagsekonomiska institutionenSammanfattning : The study examines the adequacy of the measurement of the cross-section of expected stock returns on the London Stock Exchange of the recent three-factor model introduced by Chen, Novy-Marx and Zhang against that of the Fama and French three-factor model. The former model use factors in addition to the market factor based on profitability and investment while the latter model use factors based on size and book-to-market equity. LÄS MER
2. The Fama and French Three-Factor Model - Evidence from the Swedish Stock Market
Magister-uppsats, Lunds universitet/Företagsekonomiska institutionenSammanfattning : The present study adds to the sparse published Swedish literature on the performance of the Fama and French Three-Factor model on the Swedish stock market. The ability of the model to measure the cost of equity is compared with that of the CAPM. The tests are conducted in time periods with and without financial turmoil. LÄS MER
3. Cultural differences when entering a new market - A study of Swedish companies entering the Eastern European markets
Kandidat-uppsats, Institutionen för ekonomiSammanfattning : When a company moves to a foreign market, it must learn how to deal with that market’s particular culture. A country’s culture can mean its language, religion, norms and so on. A company needs to take many different factors into account when moving to a foreign market and certain markets are riskier than others. LÄS MER
