Essays about: "Asset Growth Anomaly"

Found 2 essays containing the words Asset Growth Anomaly.

1. 1. Asset growth and the cross-section of stock returns: Evidence from Nordic equity markets

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Joel Wägmark; Fredrik Biesèrt; [2020]
   Keywords : Asset Growth Effect; Asset Growth Anomaly; Investment Factor; Nordics;

   Abstract : We investigate the relationship between firm year-on-year percentage change in total assets and subsequent stock returns in Nordic equity markets. Asset growth rates are strong predictors of future stock returns and hold for firm capitalization. Of particular interest, the asset growth effect is present among large capitalization Nordic stocks. READ MORE

3. 2. The Reverse Size Effect: Intricate Relationship between Size and Quality in Sweden and the Nordics

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Niklas Stöcker; Felix Wilke; [2016]
   Keywords : Size Effect; Quality; Junk; January Effect; Nordics;

   Abstract : We examine the size anomaly in the Nordic countries with a particular focus on its largest individual market, Sweden. First, analyzing return patterns of market value sorted portfolios, we find that large stocks outperform small stocks in Sweden and the Nordics, leading to a reverse size effect. READ MORE