Browsing by Author "Hulth, Erik"
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Performance Evaluation of Small- and Large-cap stocks - The importance of size effects on the Swedish equity market
Carlsson, Andreas; Hulth, Erik (2019-02-20)This Bachelor´s thesis investigated the performance of small-cap stocks and large-cap stocks on the Swedish equity market (NASDAQ OMX) over the years 2011 to 2016. A number of studies focused on asset pricing have during ... -
Performance of Small- and Large-cap stock portfolios- The importance of market anomalies across business cycles
Hulth, Erik (2021-06-30)This Master´s thesis investigated the importance of the market anomalies size (market capitalization), value (Book-to-Market ratio) and momentum (lagged short-term momentum) for equity returns of small- and large-cap ...