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Found 3 essays matching the above criteria.

  1. 1. Returning to Quality: An Empirical Investigation of Short Sale Constraints Effect on a Quality Investment Strategy

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Carl Johan Ingvarsson; [2021]
    Keywords : Quality; Portfolio performance; Difference-in-Difference; Short-sale constraints; Limits to arbitrage; Business and Economics;

    Abstract : This paper examines an investment strategy relying on underlying characteristics of stocks and how market efficiency drives its returns. By using the recently published quality-minus-junk factor this paper attempts to explain the abnormal performance of portfolios sorted on their quality score by using a natural experiment which interferes with market efficiency. READ MORE

  2. 2. Quality's relationship to the idiosyncratic volatility puzzle

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Carl Johan Ingvarsson; [2020]
    Keywords : Idiosyncratic volatility puzzle; quality; portfolio performance; cross-sectional of returns.; Business and Economics;

    Abstract : This paper examines the well documented relationship between idiosyncratic volatility and mean returns. By using the recently published quality-minus-junk factor this paper attempts to explain both the abnormal performance of portfolios sorted on idiosyncratic volatility as well as the crosssectional pricing of idiosyncratic volatility. READ MORE

  3. 3. Entry Mode Strategies for ire into the Polish Market : A Case Study of ire Möbel AB

    University essay from IHH, EMM (Entrepreneurskap, Marknadsföring, Management)

    Author : Christopher Johansson; Carl-Johan Ingvarsson; Fredrik Spak; [2007]
    Keywords : Internationalization process; Entry modes;

    Abstract : Background: In today’s business environment it is important to find new customers. An action that has been widely used is to enter foreign markets. Most firms are always seeking to maximize their profits, which can be achieved if an entry into a foreign market is performed. READ MORE