Sökning: "Tobias Thejll"

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  1. 1. Returns to Buying Winners and Selling Losers

    Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Tobias Thejll; [2018]
    Nyckelord :Return Continuation; Price Momentum; Stockholm Stock Exchange; CAPM; Fama and French Three-Factor Model; Business and Economics;

    Sammanfattning : The argument put forward in this paper is that stocks listed on the Stockholm Stock Exchange, from 1993 to 2016, exhibits return continuation over an intermediate-horizon. The best performing strategy, which selects stocks based on the previous six months’ returns and holds the portfolio for three subsequent months, yields an average monthly return of 2. LÄS MER