Sökning: "Michael Bailey"
Hittade 1 uppsats innehållade orden Michael Bailey.
1. What Drives Bank Stock Returns? An Analysis Using Factor Models
D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiSammanfattning : What drives bank returns and how different are they compared to non-financial firms? Have banks' risk exposures changed since the great financial crisis? We construct Fama-French type factors of U.S. LÄS MER
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