Essays about: "Fjodor Krainikov"

Found 1 essay containing the words Fjodor Krainikov.

  1. 1. Tracking Down Skewness: What Role does Fundamental Risk Play? Evidence from Swedish Equities 1994-2013

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Fjodor Krainikov; Jan-Hendrik Mohr; [2014]
    Keywords : Skewness; Coskewness; Leverage; Risk; Swedish stock market;

    Abstract : Our thesis sheds light on the research gap of what makes a firm's stock return skewed. We conduct a broad and explorative study in the Swedish equity market from 1994-2013 to find possible relations between different fundamental risk measures and two particular skewness indicators. READ MORE