Essays about: "Caroline Holtsjö"

Found 2 essays containing the words Caroline Holtsjö.

1. 1. Currency Exposure and Hedging Strategies for Limited Partners Investing in Private Equity

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Caroline Holtsjö; Carl Åkerlind; [2017]
   Keywords : Currency Exposure; Hedging; Private Equity; Limited Partners; Foreign Exchange Rates;

   Abstract : This paper sets out to examine how limited partners investing in private equity should define currency exposure and whether they should hedge it or not. To our knowledge, no previous research has investigated this field. The subject is important since foreign investments in private equity are increasing. READ MORE

3. 2. The Cross-Section of Stocks and Options - Informed Trading & Volatility Mispricing

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Philip Hamnå; Caroline Holtsjö; [2015]
   Keywords : Informed trading; Implied volatility; Realized volatility; Abnormal return; Cross-section;

   Abstract : We examine the cross-section of stocks and options to confirm recent findings that past abnormal stock return predicts an increase in implied volatility and a decrease in realized volatility. In our extended empirical analysis we present new evidence indicating that future implied volatility is positively related to decreases in stock trading activity and negatively related to stock illiquidity. READ MORE