Sökning: "Felix Wilke"

Hittade 1 uppsats innehållade orden Felix Wilke.

  1. 1. The Reverse Size Effect: Intricate Relationship between Size and Quality in Sweden and the Nordics

    D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Författare :Niklas Stöcker; Felix Wilke; [2016]
    Nyckelord :Size Effect; Quality; Junk; January Effect; Nordics;

    Sammanfattning : We examine the size anomaly in the Nordic countries with a particular focus on its largest individual market, Sweden. First, analyzing return patterns of market value sorted portfolios, we find that large stocks outperform small stocks in Sweden and the Nordics, leading to a reverse size effect. LÄS MER