Sökning: "Pontus Angvald Westesson"

Hittade 1 uppsats innehållade orden Pontus Angvald Westesson.

  1. 1. Is there a Swedish Size Effect? Controlling for Quality

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

    Författare :Vincent Hansson; Pontus Angvald Westesson; [2020]
    Nyckelord :Sweden; Quality minus junk; Size premium; SMB; Carhart four-factor model;

    Sammanfattning : Whether size affects a firm's expected return or not has been widely disputed in asset pricing literature. However, recent evidence suggests there is a size premium in the United States. Despite this, whether a size effect exists or not remains unclear in many countries, for example in Sweden. LÄS MER