Uppsatser om skogsvik

Famas och Frenchs två faktorer

proxyvariabler för konkursrisk?

D-uppsats · Handelshögskolan i Stockholm

The aim of this study is to examine whether the two factors SMB and HML in the Fama-French Three Factor Model proxy for default risk. The study is based on companies noted on the Stockholm Stock Exchange between 2003 and 2008. These companies are used to create the factors SMB …

Kan risken för finansiell kris förutsäga första dagens avkastning vid börsintroduktioner?

C-uppsats · Handelshögskolan i Stockholm

… the possibility of failure in the future. This has been studied by applying Skogsvik’s probability of failure model on the 92 issuing firms. The relationship between first day returns and risk were investigated through multiple regressions. The conclusion of the study is that …