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En studie av den idiosynkratiska riskutvecklingen på OMX Stockholm.

Stjernquist Desatnik, Björn LU and Lillhage, Johan LU (2011) NEKK01 20111
Department of Economics
Abstract (Swedish)
This paper uses a quantitative method of analysing if the idiosyncratic risk on the Stockholm Exchange has changed over time. In order to do so we divided the risk, measured as volatility, into three different risk categories, idiosyncratic-, industrial-, and market volatility. Analysing the result received from the data of 85 listed corporations, that represents the five major sections on the Swedish Exchange, tells us that the idiosyncratic risk on OMX Stockholm has not changed noticeably over time. In the final pages of the study a short discussion, and comparison with, the American stock Exchanges are made since this study is based on and similar to a study on Dow Jones and NASDAQ.
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author
Stjernquist Desatnik, Björn LU and Lillhage, Johan LU
supervisor
organization
course
NEKK01 20111
year
type
M2 - Bachelor Degree
subject
language
Swedish
id
1982218
date added to LUP
2011-06-23 14:26:17
date last changed
2011-06-23 14:26:17
@misc{1982218,
  abstract     = {This paper uses a quantitative method of analysing if the idiosyncratic risk on the Stockholm Exchange has changed over time. In order to do so we divided the risk, measured as volatility, into three different risk categories, idiosyncratic-, industrial-, and market volatility. Analysing the result received from the data of 85 listed corporations, that represents the five major sections on the Swedish Exchange, tells us that the idiosyncratic risk on OMX Stockholm has not changed noticeably over time. In the final pages of the study a short discussion, and comparison with, the American stock Exchanges are made since this study is based on and similar to a study on Dow Jones and NASDAQ.},
  author       = {Stjernquist Desatnik, Björn and Lillhage, Johan},
  language     = {swe},
  note         = {Student Paper},
  title        = {En studie av den idiosynkratiska riskutvecklingen på OMX Stockholm.},
  year         = {2011},
}