Sökning: "Pär Baker"

Hittade 1 uppsats innehållade orden Pär Baker.

  1. 1. A multi-factor model for the Swedish stock market

    Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Patrik Nilsson; Pär Karlsson; [2006]
    Nyckelord :regression; Efficient market hypothesis; multi-factor model; statistical theory; prediction; fundamental variables; Economics; econometrics; economic theory; economic systems; economic policy; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik; Business and Economics;

    Sammanfattning : In 1996, Robert A. Haugen and Nardin L. Baker published a study where they had made a multi-factor model based on micro-variables on the American stock market between 1979 and 1993. In testing the model on the examined period they made an average annual return of 30,9 percent. LÄS MER