Sökning: "GIPS equity markets"

Hittade 1 uppsats innehållade orden GIPS equity markets.

  1. 1. Idiosyncratic Risk and Expected Stock Returns: An Empirical Investigation on the GIPS Countries

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

    Författare :Nadir Luvisotti; [2013]
    Nyckelord :Idiosyncratic Risk; CAPM; Fama-French three factor model; GIPS equity markets;

    Sammanfattning : The thesis aims to provide a framework for understanding how the idiosyncratic risk (IVOL) may affect the returns of individual stocks in the context of the Capital Asset Pricing Model and the Fama-French three factor model. We examine the Greek, Italian, Portuguese and Spanish (GIPS) Equity Markets. LÄS MER