Essays about: "Jesper Wijk"

Found 2 essays containing the words Jesper Wijk.

  1. 1. The effect of sponsored equity research on stock prices

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Jesper Wijk; [2019]
    Keywords : Sponsored equity research; commissioned research; event study; abnormal returns; Business and Economics;

    Abstract : This paper examines the effect from issuer-sponsored equity research on stock prices in Sweden. This kind of reports has risen in popularity and today, over 290 firms in Sweden are covered by a sponsored equity research. To reach a conclusion, a traditional event study was performed on 141 Swedish firms between the years of 2008 and 2019. READ MORE

  2. 2. What to own when it all crashes

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Jesper Wijk; [2018]
    Keywords : risk-adjusted returns; financial crash; Sharpe ratio; interest rates; safe haven; Business and Economics;

    Abstract : This paper examines which asset classes that has given the highest risk-adjusted returns during the period of 1914-2013, with a focus on financial crises. The portfolios have been produced by calculation and optimization of the Sharpe ratio as a measure of risk-adjusted returns. The analysis included Sweden, the U. READ MORE