Sökning: "Marcus Hober"

Hittade 1 uppsats innehållade orden Marcus Hober.

  1. 1. Dumb and Dumber: A Study of Capital Flows and Cross-sectional Mispricing

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

    Författare :Johanna Lindegren; Marcus Hober; [2021]
    Nyckelord :Mispricing; Pricing anomalies; Hedge funds; Mutual funds; Retail investors;

    Sammanfattning : This study analyzes the role of smart money and dumb money in relation to cross-sectional mispricing of stocks, measured using eleven well-documented asset pricing anomalies. Further, we investigate whether dumber money is present in the market by examining the relationship between retail investor capital flows and mispricing in the cross section of stocks. LÄS MER