Search
Now showing items 1-2 of 2
Adjusting Stock Market Values to Exchange Rate Exposure: The Case of ASTRA, SCA and STORA.
(1998)
Europe's two largest forest product companies SCA and STORA are located in Sweden. One of the largest firms in Sweden is ASTRA, which is a pharmaceutical company. In this paper I analyze how the variance of these firms' ...
The effects of firm-specific variables and consensus forecasts data on the pricing of large Swedish firms' stocks
(1999)
In this essay we model the returns for 14 large Swedish firms' stocks with a conditional multifactor model with time-varying beta terms. The data are monthly and the sample period is June 1992 to August 1997. The beta ...