Browsing by Author "Jantunen, Anton"

Filter results by typing the first few letters
Now showing 1 - 1 of 1
  • Fundamental trading strategies in frontier markets
    (2014) Jantunen, Anton
     School of Business | Master's thesis
    This thesis aims to be the first paper to study non normalized and industry normalized fundamental trading strategies in the frontier markets. Specifically, I test whether book-to-market (B/M), earnings-to-price (E/P), dividend-to-price (D/P), and EBITDA-to-enterprise value (E/E) strategies can create constant abnormal returns in the frontier markets.