Sökning: "idiosyncratic risk"

Visar resultat 1 - 5 av 65 uppsatser innehållade orden idiosyncratic risk.

  1. 1. Exploring the Idiosyncratic Volatility Anomaly in the Swedish Stock Market: An Empirical Analysis of its Impact on Returns

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Anton Ahlqvist; Walter Uong; [2023-06-29]
    Nyckelord :;

    Sammanfattning : We examine the cross-sectional relationship between idiosyncratic volatility relative to the Fama-French three factor model and expected stock returns. We find that portfolios containing the firms with the lowest idiosyncratic risk offers excess returns in relation to the prediction of the Fama-French three factor model, while those with the highest idiosyncratic risk do not. LÄS MER

  3. 2. Idiosynkratiska överenskommelser för att förlänga arbetslivet : En studie om hur individuella överenskommelser kan förlänga arbetslivet för äldre undersköterskor

    Magister-uppsats, Umeå universitet/Sociologiska institutionen

    Författare :Emilia Avander; Rebecka Lindegren; [2023]
    Nyckelord :assistant nurses; idiosyncratic deals; work conditions; social exchange; extended working life;

    Sammanfattning : Three ongoing trends are the background for this study: the aging population, the large retirements and the challenges of skill supply, which are particularly pronounced in the public sector. Partly because of the large retirements, the public sector is currently experiencing recruitment difficulties combined with increasing demand for healthcare services. LÄS MER

  4. 3. Introduction of the Swedish Investment Saving Account and Individual Stock Investment Behavior

    D-uppsats, Handelshögskolan i Stockholm/Institutionen för nationalekonomi

    Författare :Yao Fu; [2023]
    Nyckelord :capital income taxation; ISK; stock investment; idiosyncratic risk; systematic risk;

    Sammanfattning : The Swedish government introduced a new saving platform named as the Swedish Investment Saving Account (ISK) in January 2012 in order to simplify the taxation on the capital income of security investment. Compared to the conventional accounts (CA), ISK is taxed at a flat-rate based on the balance in the account, and there is no other taxation related to security sales and dividend distribution. LÄS MER

  5. 4. Managing supply risks post pandemic : Understanding gaps in organizational decision-making and proposing a tool to manage differences

    Master-uppsats, KTH/Skolan för industriell teknik och management (ITM)

    Författare :Aron Joshi; [2023]
    Nyckelord :manufacturing; supply chain risk management; performance; decision-making; trade-offs; Tillverkning; riskhantering av försörjningskedjor; förmåga; beslutsfattande; avvägning;

    Sammanfattning : Effective supply chain risk management has become crucial for companies as supply chains have become more complex and integrated due to decades of globalization. The outbreak of the Covid-19 pandemic has highlighted the fragility of global supply chains and the necessity of manufacturing companies to have a robust supply chain in order to be resilient towards supply chain disruptions. LÄS MER

  7. 5. Revisiting the Idiosyncratic Volatility Puzzle and MAX Effect in European Equity Markets

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

    Författare :David Böckling; Jurgis Druktenis; [2023]
    Nyckelord :Idiosyncratic volatility; Fama-French three-factor model; MAX effect; European equity markets; Asset pricing anomalies;

    Sammanfattning : In light of traditional financial theory's argument that firm-specific risk should not impact future returns, the findings of the Idiosyncratic Volatility (IVOL) puzzle, as well as the Maximum Daily Returns (MAX) effect, have sparked a vibrant academic debate. Using data from January, 1993, to December, 2022, this paper presents European aggregate and country-level evidence at the intersection between the two asset pricing anomalies. LÄS MER