Essays about: "Jonatan Stål"

Found 2 essays containing the words Jonatan Stål.

1. 1. The Inconvenient Truth of the Downside Beta

   University essay from Göteborgs universitet/Graduate School

   Author : Mikael Ahlstedt; Jonatan Stål; [2015-07-13]
   Keywords : ;

   Abstract : In this thesis, we perform a robustness test of the interesting ndings by in particular Artavanis (2013), but also Ang et al. (2006) and others, who nd evidence that a downside beta outperforms the CAPM beta in its ability to explain excess stock returns in a test developed by Fama and French (1992). READ MORE

3. 2. Determinants of risk premiums on corporate bonds on the Swedish market

   University essay from Göteborgs universitet/Företagsekonomiska institutionen

   Author : Jonatan Stål; Sanja Tegeltija; [2014-09-23]
   Keywords : ;

   Abstract : The purpose of this thesis was to examine how investors acknowledge the four variables; earnings variability, period of solvency, equity/debt ratio and bonds outstanding to determine the risk premium on corporate bonds on the Swedish market. In order to achieve this knowledge we performed a quantitative study based on regression analysis and a hypothesis of Professor Lawrence Fisher. READ MORE