Essays about: "Johan Lilliehöök"

Found 1 essay containing the words Johan Lilliehöök.

  1. 1. Fundamental Fundamental Valuation: A Hunt for Abnormal Returns

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Joel Davidsson; Johan Lilliehöök; [2008]
    Keywords : Abnormal returns; Fundamental Valuation; Residual Income Valuation; Value premium;

    Abstract : We set out to develop a valuation model and two trading strategies with the aim to generate abnormal returns. The data sample consists of the shares currently constituting the S&P100 over the time period 1988 to 2007. The model is specifically designed to avoid problems of endogeneity and circularity hitherto found in previous research. READ MORE