Blar i Handelshøyskolen BI på forfatter "Rasmussen, Mikkel Kousgaard"
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The relationship between earnings yield, size, and stock returns across capital markets of different sizes
Rasmussen, Mikkel Kousgaard; Koren, Herman Frimann (Master thesis, 2023)We study the relationship between earnings yield, size, and stock returns across capital markets of different sizes. Using data from 2002-2022, we group index constituents of the SPX, ASX, NIKKEI 225, HEX, and OSEAX into ...