Essays about: "Fredrik Sundelin"

Found 2 essays containing the words Fredrik Sundelin.

1. 1. A search for abnormal returns in the Swedish equity market during 2002-2012

   University essay from Handelshögskolan i Stockholm/Institutionen för redovisning och finansiering

   Author : Yining Wang; Fredrik Sundelin; [2012]
   Keywords : Abnormal returns; Residual income valuation; Price-to-book ratio; Historical accounting information; Stock price prediction;

   Abstract : This study investigates the ability to generate abnormal returns using only historical accounting information in the Swedish equity market during 2002-2012. We have used the residual income valuation framework in two approaches to predict price-to-book ratios. First, a direct approach where each company is valued individually. READ MORE

3. 2. The Decoupling of the CDS and Bond Markets: An Empirical Study of the CDS-Bond Basis of the Credit Crisis

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Fredrik Sundelin; Tommy Torwald; [2010]
   Keywords : Corporate Bonds; Credit Default Swaps; Credit Crisis; Basis;

   Abstract : We examine determinants of the credit default swap (CDS) prices, bond credit spreads and the CDS-bond basis of 62 U.S. firms during the period 2007 to 2009. We try to explain the basis by employing credit risk factors from structural models and by introducing a control for market liquidity as well as a funding liquidity factor. READ MORE