Browsing Kandidatuppsatser i finansiell ekonomi by Author "Arif, Milan"
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A Study of the Size and Value effect on the Stockholm Stock Exchange - Are there pricing anomalies present on the Stockholm Stock Exchange?
Arif, Milan; Bezaatpour, Daniel (2019-07-09)This thesis evaluates the financial performance of Swedish small cap stocks over the period 2000-2016. By applying CAPM and the Carhart four-factor model, we find no evidence for a size or a value effect. Furthermore, the ...