Essays about: "Christina Gyllner"

Found 1 essay containing the words Christina Gyllner.

  1. 1. Is Illiquidity a Good Proxy for Risk? : Can illiquidity have an effect on growth firms' expected return?

    University essay from Linnéuniversitetet/Institutionen för ekonomistyrning och logistik (ELO)

    Author : Vilma Carlberg; Christina Gyllner; [2022]
    Keywords : AILLIQ; ILLIQ; risk; return; capital asset pricing model; liquidity; illiquidity; small-cap; t-test;

    Abstract : As previous researchers have discussed the paradigm of risk and return, this study also suggests illiquidity as a good proxy for risk. An illiquid asset, thus higher risk, should generate high return. READ MORE