Essays about: "Axel Bryhn"

Found 1 essay containing the words Axel Bryhn.

  1. 1. In the Periphery of Financial Markets: Asset Pricing of Cryptocurrencies

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Axel Bryhn; Oscar Gonzales; [2019]
    Keywords : asset pricing; cryptocurrency; CAPM; Fama-French three-factor model; Carhart four-factor model;

    Abstract : In this thesis we analyze asset pricing of cryptocurrencies. We try to understand and explain what determines the change in return on individual cryptocurrencies by running time-series regressions on their daily returns. The independent variables included are based on the market, size, value and momentum effect. READ MORE