Essays about: "Kevin Skogström Lundgren"

Found 1 essay containing the words Kevin Skogström Lundgren.

  1. 1. The Relation Between Idiosyncratic Volatility and Returns for U.S. Mutual Funds

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Kevin Skogström Lundgren; [2016]
    Keywords : Idiosyncratic volatility; Mutual funds; Carhart four-factor model; ARIMA model; Carhart four-factor alpha; Business and Economics;

    Abstract : Theoretically the relation between returns and idiosyncratic volatility should be non-existent or positive. Many empirical studies confirm this but Ang, Hodrick, Xing and Zhang (2006) contest the conventional view and find a negative relationship for a sample of U.S. firms. READ MORE