Essays about: "Andrea Risberg"

Found 1 essay containing the words Andrea Risberg.

  1. 1. Illiquidity and Stock Returns: Evidence from the 2007-2016 Period on the Stockholm Stock Exchange

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Andrea Risberg; Maximilian Linder; [2019]
    Keywords : Illiquidity; Bid-Ask Spread; Asset Pricing; Stockholm Stock Exchange;

    Abstract : In this thesis, we study whether stock specific liquidity help explain stock return variations on the Stockholm Stock Exchange in Sweden over the years 2007-2016 by regressing excess stock return on liquidity, market excess returns, size and value variables. Furthermore, we investigate whether illiquidity premia have differed during the global financial crisis of 2007-2008, compared to four following two-year periods. READ MORE