Sökning: "Julius Pedersen"

Hittade 1 uppsats innehållade orden Julius Pedersen.

  1. 1. Reconciling Quality and Idiosyncratic Volatility Puzzles: A Study of the Effect of Stock Fundamentals on Pricing and Firm-Specific Risk

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

    Författare :Julius Juodinis; Ivan Mihhejev; [2014]
    Nyckelord :quality; fundamentals; idiosyncratic return volatility; pricing;

    Sammanfattning : The aim of the paper is twofold. First - to investigate the relation between quality of a stock, as measured by a set of its fundamentals, and its idiosyncratic return volatility. LÄS MER