Essays about: "Pontus Jörnhagen"
Found 1 essay containing the words Pontus Jörnhagen.
1. The Impact of Institutional Ownership on Idiosyncratic Volatility: A study of Swedish companies listed on the OMX 2004-2007University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi
Abstract : How does idiosyncratic volatility relate to the proportion of institutional ownership in a company? This thesis investigates the question by running cross-sectional regressions, using panel data on Swedish firms included in OMX Mid Cap and Large Cap between the years 2004 and 2007. We start by constructing a measure of idiosyncratic volatility. READ MORE