Essays about: "Kevin Skogström Lundgren"
Found 1 essay containing the words Kevin Skogström Lundgren.
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1. The Relation Between Idiosyncratic Volatility and Returns for U.S. Mutual Funds
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : 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
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