Sökning: "Michael Bailey"

Hittade 1 uppsats innehållade orden Michael Bailey.

  1. 1. What Drives Bank Stock Returns? An Analysis Using Factor Models

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

    Författare :Michael Bailey; Josef Matyas; [2019]
    Nyckelord :Banks; Asset pricing; Factor models; Interest rate exposure;

    Sammanfattning : 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