Essays about: "Linnéa Wilhelmsson"
Found 1 essay containing the words Linnéa Wilhelmsson.
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1. Liquidity and its effect on asset returns
University essay from Uppsala universitet/Företagsekonomiska institutionenAbstract : With data covering 20 years, we test three different liquidity measures' explanatory power in explaining asset returns on the Swedish stock market, and if an illiquidity premium exists. After establishing whether an illiquidity premium exists or not, we test whether the asset pricing models CAPM and the Fama-French three-factor model can benefit from including a liquidity factor. READ MORE
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