Sökning: "Jan-Hendrik Mohr"

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  1. 1. Tracking Down Skewness: What Role does Fundamental Risk Play? Evidence from Swedish Equities 1994-2013

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

    Författare :Fjodor Krainikov; Jan-Hendrik Mohr; [2014]
    Nyckelord :Skewness; Coskewness; Leverage; Risk; Swedish stock market;

    Sammanfattning : Our thesis sheds light on the research gap of what makes a firm's stock return skewed. We conduct a broad and explorative study in the Swedish equity market from 1994-2013 to find possible relations between different fundamental risk measures and two particular skewness indicators. LÄS MER