Sökning: "Robin Saliba"

Hittade 1 uppsats innehållade orden Robin Saliba.

  1. 1. The Skewed Perception of the Distribution of Stock Returns

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

    Författare :Mattias Hellstrand; Robin Saliba; [2013]
    Nyckelord :Skewness; Kurtosis; Normal distribution; Stock returns; Stock pricing;

    Sammanfattning : This thesis investigates the sensibility of the often used simplifications of how stock returns behave in financial models by studying Swedish stock returns using data from 1979 to 2012. The data is tested for normality by using Jarque-Bera test in several steps and exogenous factors are examined for significant impact on the skewness and kurtosis of the stock returns using a non-parametric test developed for this particular purpose. LÄS MER