Sökning: "Small-Minus-Big SMB"

Hittade 2 uppsatser innehållade orden Small-Minus-Big SMB.

1. 1. Does Quality Matter?

   Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

   Författare :Lovisa Jalrup; Sawan Patel; [2020]
   Nyckelord :Investment strategy; Small-Minus-Big SMB ; size effect; firm quality; Fama-MacBeth two-step regressions.; Business and Economics;

   Sammanfattning : The purpose of this study is to investigate if there is any size effect in the Swedish stock market between April 2010 and December 2019, and if controlling for firms' quality improves the performance of a size-based investment strategy. The risk premium of firms with smaller market value of equity has since its discovery been under heavy scrutiny. LÄS MER

3. 2. TESTING THE CAPM AND THE FAMA-FRENCH 3-FACTOR MODEL ON U.S. HIGH-TECH STOCKS

   Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

   Författare :Ville Kari; Steffen Gausselmann; [2017]
   Nyckelord :CAPM; Fama-French Three-Factor Model; U.S. high-tech stocks; Business and Economics;

   Sammanfattning : This master’s thesis tests the capital asset pricing model (CAPM) and the Fama-French 3-factor model (FF3FM) for the U.S. high-tech industry. For a total sample of 120 U. LÄS MER