Essays about: "Lars Staffansson"

Found 1 essay containing the words Lars Staffansson.

  1. 1. How to generate abnormal returns: An examination of how two famous trading strategies worked during the last two decades

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Henrik Melander; Lars Staffansson; [2010]
    Keywords : Trading strategies; Fama-French three factor model; Value effect; Size effect.;

    Abstract : We examine whether stocks with small market capitalization have outperformed stocks with large market capitalization and if stocks with high book-to-market equity ratio have outperformed stocks with low book-to-market equity ratio. During the years 1991-1999 stocks with high BE/ME-ratio and small firms performed in line with stocks with low BE/ME-ratio and big firms. READ MORE