Essays about: "Daniel Hagwall"

Found 1 essay containing the words Daniel Hagwall.

  1. 1. Momentum Profits and Return Persistence on the Swedish Stock Market

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Daniel Hagwall; Johan Lundén; [2008]
    Keywords : Momentum Strategies; Return Persistence; Fama-French; Skewness;

    Abstract : Within the field of momentum effects, this paper investigates whether a zero-investment strategy, where a short position in a portfolio of previously bad performing stocks finance a long position in a portfolio of past well performing stocks, generate positive returns in the period 1987 to 2008. The primary focus is to examine whether it is possible to earn abnormal returns from such a strategy and if these returns can be explained by various types of risk measures. READ MORE