Essays about: "Erik Kroon"

Found 1 essay containing the words Erik Kroon.

  1. 1. Replicating the retailers' trading imbalance anomaly : A quantitative study about excess return opportunities on Swedish Small Cap listed firms

    University essay from Uppsala universitet/Företagsekonomiska institutionen

    Author : Erik Kroon; Tom Karlsson; [2021]
    Keywords : retailers; rrading; imbalances; anomaly; anomalies; replicating; broker statistics; asset pricing models; CAPM; Fama and MacBeth;

    Abstract : Previous research conducted on the US markets has found that retailers' trading imbalances can contribute to excess return opportunities, especially on Small Cap stocks. Therefore, we argue that this can be seen as an anomaly. However, anomalies that are found historically may not tell the whole truth. READ MORE