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Found 2 essays matching the above criteria.

1. 1. An alternative approach for investigating risk factors

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Erik Graf; Oskar Rosberg; [2016]
   Keywords : Asset pricing; Fama and French five-factor model; Investment variable; Asset turnover; DuPont analysis;

   Abstract : Studying the five-factor asset pricing model developed by Eugene F. Fama and Kenneth R French in 2015, this paper finds conclusive evidence that the premium awarded to non-financial, American firms for exposure towards the newly added investment factor differs depending on firm characteristics. READ MORE

3. 2. Resolving the Exchange Rate Puzzle

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Oskar Rosberg; Erik Graf; [2015]
   Keywords : Exchange rate exposure; Switzerland; SIX Swiss Exchange; Currency peg; Firm value;

   Abstract : This paper aims to contribute to the current discussion on the effects of exchange rate exposure on firm value. Particularly, it makes an attempt to resolve the exchange rate puzzle, a phenomenon based on the ambiguous results derived from existing literature. READ MORE