Essays about: "GIPS equity markets"

Found 1 essay containing the words GIPS equity markets.

  1. 1. Idiosyncratic Risk and Expected Stock Returns: An Empirical Investigation on the GIPS Countries

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Nadir Luvisotti; [2013]
    Keywords : Idiosyncratic Risk; CAPM; Fama-French three factor model; GIPS equity markets;

    Abstract : The thesis aims to provide a framework for understanding how the idiosyncratic risk (IVOL) may affect the returns of individual stocks in the context of the Capital Asset Pricing Model and the Fama-French three factor model. We examine the Greek, Italian, Portuguese and Spanish (GIPS) Equity Markets. READ MORE