Browsing Department of Economics and Business Administration by Author "Molner, Peter"
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Event study on changes in capital structure and volatility
Helleland, Tatyana; Petkevic, Kristina (Masteroppgave/UIS-SV-HH/2017;, Master thesis, 2017-06)The authors of this paper test whether the changes in the capital structure and more specifically the changes in Debt to Equity ratio can explain the changes in the implied volatility and realized volatility. In addition, ...