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- 2023
-
Mark
There Is Nothing Certain But The Uncertain
(
- Master (One yr)
- 2021
-
Mark
Pandemic resilience and stock returns: asset pricing during the Covid-19 using the Fama French models
(
- Master (One yr)
- 2014
-
Mark
Exchange rate sensitivity - a study of stock price sensitivity to unexpected changes in the EUR/SEK exchange rate
(
- Master (One yr)
- 2013
-
Mark
The Risk-Free Rate’s Impact on Stock Returns with Representative Fund Managers
(
- Master (One yr)
- 2011
-
Mark
Default Risk in Equity Returns
(
- Master (Two yrs)
-
Mark
Estimation of Expected Return: The Fama and French Three-Factor Model Vs. The Chen, Novy-Marx and Zhang Three- Factor Model
(
- Master (Two yrs)
-
Mark
Portfolio Pricing with Measures of Conditional Skewness and Kurtosis
(
- Master (One yr)
-
Mark
The Idiosyncratic Volatility Puzzle: Further Evidence from the European Equity Market
(
- Master (One yr)
- 2010
-
Mark
The Fama and French Three-Factor Model - Evidence from the Swedish Stock Market
(
- Master (One yr)
-
Mark
Default Risk in Equity Returns
(
- Master (Two yrs)