Essays about: "Jurgis"
Found 3 essays containing the word Jurgis.
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1. Revisiting the Idiosyncratic Volatility Puzzle and MAX Effect in European Equity Markets
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : In light of traditional financial theory's argument that firm-specific risk should not impact future returns, the findings of the Idiosyncratic Volatility (IVOL) puzzle, as well as the Maximum Daily Returns (MAX) effect, have sparked a vibrant academic debate. Using data from January, 1993, to December, 2022, this paper presents European aggregate and country-level evidence at the intersection between the two asset pricing anomalies. READ MORE
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2. Sweet Table
University essay from Lunds universitet/IndustridesignAbstract : Outdoor commercial furniture, particularly tables, often appears to lack well- designed products that address many concerns, including not only functionality and ergonomics but also aesthetic appeal. This study aims to investigate whether this perception reflects an actual problem and explore potential solutions. READ MORE
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3. Performance Persistence and Hedge Funds' Attributes: Performance Persistence
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : The objective of this thesis is to examine performance persistence in hedge funds and to link performance persistence to hedge funds’ attributes. Consequently the research question(s) consist of two parts: 1) Is there persistence in hedge fund performance? and 2) How does performance persistence relate to hedge fund attributes? Using extensive dataset and performing our investigation across different strategies and at three different measurement intervals (quarterly, half-yearly and yearly), we find statistically significant performance persistence, with the highest level of persistence in half-yearly alphas followed by quarterly and yearly. READ MORE
