Essays about: "Kristiyan Denev"

Found 1 essay containing the words Kristiyan Denev.

  1. 1. Industry Anomalies: An examination of asset pricing anomalies through an industry-specific framework

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Kristiyan Denev; Aleksandar Strinic; [2020]
    Keywords : Industry returns; Asset pricing; Anomalies; Industry Factors; Investment strategies;

    Abstract : The finance literature has discovered a large number of anomalies in the cross-section of stock returns over the past three decades. This thesis examines whether some of the most robust anomalies also appear within industries, and whether some are more prominent than others within specific industry sectors. READ MORE