Sökning: "price - to - book ratio"

Visar resultat 1 - 5 av 32 uppsatser innehållade orden price - to - book ratio.

  1. 1. The Swedish equity market: Anomalies and pricing contributions using portfolio sorting techniques

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Max Hulth; Gustav Nilsson; [2018-07-04]
    Nyckelord :Asset pricing; Anomalies; Portfolio sorting; CAPM; Fama French three-factor model; Carhart four-factor model;

    Sammanfattning : MSc in Finance.... LÄS MER

  2. 2. Models explaining the average return on the Stockholm Stock Exchange

    Kandidat-uppsats, Högskolan i Jönköping/Internationella Handelshögskolan

    Författare :Jämtander Jämtander; [2018]
    Nyckelord :Asset Pricing Model; P E ratio; CAPM; Market Efficiency; Market return; risk-free rate; Anomaly; Behavioral finance; Fama-French Three Factor Model; Fama-French Four Factor Model; Stockholm Stock Exchange; Market value; Book-to-market value; Portfolio; OLS-regression;

    Sammanfattning : Using three different models, we examine the determinants of average stock returns on the Stockholm Stock Exchange during 2012-2016. By using time-series data, we find that a Fama-French three-factor model (directed at capturing size and book-to-market ratio) functions quite well in the Swedish stock market and is able to explain the variation in returns better than the traditional CAPM. LÄS MER

  3. 3. A study of value investment strategies based on dividend yield, price-to-earnings and price-to-book ratios in Swedish stock market

    Magister-uppsats, Högskolan i Jönköping/Internationella Handelshögskolan; Högskolan i Jönköping/Internationella Handelshögskolan

    Författare :Drevelius Markus; Jonas Sormunen; [2018]
    Nyckelord :Value investing; dividend yield; price - to - earnings ratio; price - to - book ratio;

    Sammanfattning : As the existence of value premium has been showed in previous studies, this paper focuses on studying strategies for capitalizing this value premium in Swedish stock market. This paper studies the possible gains and risks of value investing strategies constructed with dividend yield, price-to-earnings (P/E) and price-to-book (P/B) ratios in Swedish stock market during 2006-2016. LÄS MER

  4. 4. Value and growth stocks on the Chinese stock market

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

    Författare :Qingqing He; Peilun Li; [2018]
    Nyckelord :Value Investing; Growth Investing; Chinese Equities;

    Sammanfattning : This thesis investigates whether an investor can get superior returns when investing in value stocks compared to investing in growth stocks on the Chinese stock exchange (2009-2017). Value and growth stocks are classified by financial ratios. LÄS MER

  5. 5. Pricing contingent convertible bonds: A numerical implementation with the hybrid equity-credit model

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Maggie Wan-Chun Bogert; Zhang Zhao; [2017-07-25]
    Nyckelord :Contingent Convertible Bonds; Equity-credit Model; CoCos; Fortet Algorithms; Pricing;

    Sammanfattning : MSc in Finance.... LÄS MER