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- W627501638 abstract "Previous work by researchers as Eugene F. Fama and Kenneth R. French, show that average return on stocks are related to a firms characteristics like size and book-to-market ratio. These kinds of patterns in average return is not explained by The Capital Asset Pricing Model (CAPM), and are therefore seen as anomalies. Fama and French have proposed a three-factor model, which captures patterns observed in U.S average returns associated with size and value. Since the previous research on this topic is limited in Sweden we find it interesting to study companies listed on the Swedish stock exchange “Nasdaq OMX Stockholm”. This study finds that the average return on Swedish stocks seems to be related to size and value. The two additional variables in the three-factor model help explain the variation on the Swedish stock market for the period 2011-2013." @default.
- W627501638 created "2016-06-24" @default.
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- W627501638 date "2014-01-01" @default.
- W627501638 modified "2023-09-23" @default.
- W627501638 title "Trefaktorsmodellen : Undersökning på svenska börsnoterade aktiebolag" @default.
- W627501638 hasPublicationYear "2014" @default.
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