Essays about: "Claes Eriksson"

Found 1 essay containing the words Claes Eriksson.

  1. 1. Does size matter? : An empirical study modifying Fama & French's three factor model to detect size-effect based on turnover in the Swedish markets

    University essay from Linköpings universitet/Nationalekonomi; Linköpings universitet/Filosofiska fakulteten

    Author : Daniel Boros; Claes Eriksson; [2014]
    Keywords : Fama French; Swedish markets;

    Abstract : This thesis investigates whether the estimation of the cost of equity (or the expected return) in the Swedish market should incorporate an adjustment for a company’s size. This is what is commonly known as the size-effect, first presented by Banz (1980) and has later been a part of models for estimating cost of equity, such as Fama & French’s three factor model (1992). READ MORE