Sökning: "Pontus Jörnhagen"

Hittade 1 uppsats innehållade orden Pontus Jörnhagen.

  1. 1. The Impact of Institutional Ownership on Idiosyncratic Volatility: A study of Swedish companies listed on the OMX 2004-2007

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

    Författare :Klas Landelius; Pontus Jörnhagen; [2008]
    Nyckelord :Volatility; Idiosyncratic Volatility; Institutional Owners; Ownership;

    Sammanfattning : How does idiosyncratic volatility relate to the proportion of institutional ownership in a company? This thesis investigates the question by running cross-sectional regressions, using panel data on Swedish firms included in OMX Mid Cap and Large Cap between the years 2004 and 2007. We start by constructing a measure of idiosyncratic volatility. LÄS MER