Essays about: "Eugene Fama"

Showing result 1 - 5 of 6 essays containing the words Eugene Fama.

  1. 1. Fama and French Revisited: Value versus Growth in an International Setting

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Artur Giwercman; Henrik Nyström; [2020]
    Keywords : Fama and French; Value premium; Value stocks versus growth stocks; International value versus growth; Market turmoil;

    Abstract : This Thesis is a replication and prolonging of the paper Value versus Growth: The International Evidence written by Kenneth French and Eugene Fama in 1992. This paper aims to provide further evidence on the value premium, meaning value stocks outperform growth stocks, using a more recent time period and more Nordic countries than used in the 1992 paper. READ MORE

  3. 2. Asset pricing models and CEO characteristics

    University essay from Handelshögskolan i Stockholm/Institutionen för företagande och ledning; Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Gabriele Asteriti; Daniel Stolen; [2017]
    Keywords : UET; APT; Fama French; factor models; age;

    Abstract : CEO characteristics have been the subject of extensive research, with most of the efforts directed towards identifying the characteristics of high quality managers. This paper takes a different approach by empirically studying how CEO age and tenure relate to a firm's stock market performance. READ MORE

  4. 3. Twitter as "a Bloomberg for the Average Guy" - Investor Sentiment and the Market Impact of Social Media

    University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomi

    Author : Charles Houdoy; Robin Ringkvist; [2016]
    Keywords : Behavioral economics; Market efficiency; Investor sentiment; Twitter; OMX Stockholm;

    Abstract : The conflicting existing theories regarding behavioral economics and market efficiency are symbolized by 2013 Nobel Memorial Prize in Economic Sciences recipients, Eugene Fama and Robert Shiller. Indeed, the idea that investors may be driven by sentiment and hence, not always behave rationally, runs counter the "Efficient Market Hypothesis" stating that stocks always instantaneously incorporate all available relevant information, and therefore trade at their fair value on stock exchanges. READ MORE

  5. 4. An alternative approach for investigating risk factors

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Erik Graf; Oskar Rosberg; [2016]
    Keywords : Asset pricing; Fama and French five-factor model; Investment variable; Asset turnover; DuPont analysis;

    Abstract : Studying the five-factor asset pricing model developed by Eugene F. Fama and Kenneth R French in 2015, this paper finds conclusive evidence that the premium awarded to non-financial, American firms for exposure towards the newly added investment factor differs depending on firm characteristics. READ MORE

  6. 5. Efficiency in the Nord Pool Electricity Exchange

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Ola Skånberg; [2012]
    Keywords : Stationarity; Efficient market hypothesis; Arbitrage; Business and Economics;

    Abstract : In recent years criticism of the electricity market has been emerging. Some claim that for Sweden, the deregulation of the power market in 1996 (and consequently Sweden’s involvement in Nord Pool) has been a driving factor of rising electricity prices and a non-efficient market for electricity. READ MORE