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[{"key": "dc.contributor.advisor", "value": "Lehkonen, Heikki", "language": "", "element": "contributor", "qualifier": "advisor", "schema": "dc"}, {"key": "dc.contributor.author", "value": "Papp, B\u00e9la", "language": "", "element": "contributor", "qualifier": "author", "schema": "dc"}, {"key": "dc.date.accessioned", "value": "2022-04-28T11:27:27Z", "language": null, "element": "date", "qualifier": "accessioned", "schema": "dc"}, {"key": "dc.date.available", "value": "2022-04-28T11:27:27Z", "language": null, "element": "date", "qualifier": "available", "schema": "dc"}, {"key": "dc.date.issued", "value": "2022", "language": "", "element": "date", "qualifier": "issued", "schema": "dc"}, {"key": "dc.identifier.uri", "value": "https://jyx.jyu.fi/handle/123456789/80794", "language": null, "element": "identifier", "qualifier": "uri", "schema": "dc"}, {"key": "dc.description.abstract", "value": "T\u00e4ss\u00e4 Pro gradu tutkielmassa k\u00e4ytet\u00e4\u00e4n erilaisia faktoreita ja anomaaleja, joilla tutkitaan faktorimalleja ja riskipreemioita. Tutkimuksen tarkoituksena on selvent\u00e4\u00e4, ett\u00e4 onko BRICS maissa dominoivaa faktorimallia. Tutkimuksessa k\u00e4ytet\u00e4\u00e4n lineaarista regressio mallia, jolla voidaan todentaa, pystyyk\u00f6 tietty faktorimalli dominoimaan toisen fak-torimallin faktoreita ja kuinka tulokset poikkeavat Yhdysvalloista. Tulosten mukaan BRICS maissa ei ole yht\u00e4 dominoivaa faktorimallia, vaan faktorimallien dominointi on maakohtainen. T\u00e4m\u00e4n Pro gradun tuloksista selvi\u00e4\u00e4, ett\u00e4 tiettyjen faktoreiden hinnoittelutiedot kohdistuen preemioihin ja v\u00e4\u00e4rinhinnoitteluun eroavat merkitt\u00e4v\u00e4sti BRICS maiden ja Yhdysvaltojen v\u00e4lill\u00e4.", "language": "fi", "element": "description", "qualifier": "abstract", "schema": "dc"}, {"key": "dc.description.abstract", "value": "Using several factors and anomaly variables, I examine the risk premiums and factor models for dominance in the BRICS countries from 2004 to 2020. In this study, I use factor spanning tests in the form of a linear regression to identify if there is a dominant factor model for the BRICS countries and if it deviates from the US. The linear regression is used to identify if the independent variables of a factor model can explain the dependent variable of another model\u2019s factor(s). The results reveal that there is no single factor model that can dominate in the BRICS countries, but rather model dominance is unique for each country. The explanatory power of the factors is found to deviate from the US. The results suggest that certain pricing information related to risk premiums and mispricing are covered within the common Fama and French factors in the BRICS countries, but not in the US. This means that in the BRICS countries the more common factors related to risk contain more pricing information about anomalies such as mispricing.", "language": "en", "element": "description", "qualifier": "abstract", "schema": "dc"}, {"key": "dc.description.provenance", "value": "Submitted by Miia Hakanen (mihakane@jyu.fi) on 2022-04-28T11:27:27Z\nNo. of bitstreams: 0", "language": "en", "element": "description", "qualifier": "provenance", "schema": "dc"}, {"key": "dc.description.provenance", "value": "Made available in DSpace on 2022-04-28T11:27:27Z (GMT). No. of bitstreams: 0\n Previous issue date: 2022", "language": "en", "element": "description", "qualifier": "provenance", "schema": "dc"}, {"key": "dc.format.extent", "value": "64", "language": "", "element": "format", "qualifier": "extent", "schema": "dc"}, {"key": "dc.language.iso", "value": "eng", "language": null, "element": "language", "qualifier": "iso", "schema": "dc"}, {"key": "dc.rights", "value": "In Copyright", "language": "en", "element": "rights", "qualifier": null, "schema": "dc"}, {"key": "dc.subject.other", "value": "Factor Model", "language": "", "element": "subject", "qualifier": "other", "schema": "dc"}, {"key": "dc.subject.other", "value": "Anomaly", "language": "", "element": "subject", "qualifier": "other", "schema": "dc"}, {"key": "dc.subject.other", "value": "Risk Premium", "language": "", "element": "subject", "qualifier": "other", "schema": "dc"}, {"key": "dc.subject.other", "value": "Mispricing", "language": "", "element": "subject", "qualifier": "other", "schema": "dc"}, {"key": "dc.title", "value": "Which Factors in BRICS?", "language": "", "element": "title", "qualifier": null, "schema": "dc"}, {"key": "dc.type", "value": "master thesis", "language": null, "element": "type", "qualifier": null, "schema": "dc"}, {"key": "dc.identifier.urn", "value": "URN:NBN:fi:jyu-202204282461", "language": "", "element": "identifier", "qualifier": "urn", "schema": "dc"}, {"key": "dc.type.ontasot", "value": "Master\u2019s thesis", "language": "en", "element": "type", "qualifier": "ontasot", "schema": "dc"}, {"key": "dc.type.ontasot", "value": "Pro gradu -tutkielma", "language": "fi", "element": "type", "qualifier": "ontasot", "schema": "dc"}, {"key": "dc.contributor.faculty", "value": "Jyv\u00e4skyl\u00e4 University School of Business and Economics", "language": "en", "element": "contributor", "qualifier": "faculty", "schema": "dc"}, {"key": "dc.contributor.faculty", "value": "Jyv\u00e4skyl\u00e4n yliopiston kauppakorkeakoulu", "language": "fi", "element": "contributor", "qualifier": "faculty", "schema": "dc"}, {"key": "dc.contributor.department", "value": "Taloustieteet", "language": "fi", "element": "contributor", "qualifier": "department", "schema": "dc"}, {"key": "dc.contributor.department", "value": "Business and Economics", "language": "en", "element": "contributor", "qualifier": "department", "schema": "dc"}, {"key": "dc.contributor.organization", "value": "Jyv\u00e4skyl\u00e4n yliopisto", "language": "fi", "element": "contributor", "qualifier": "organization", "schema": "dc"}, {"key": "dc.contributor.organization", "value": "University of Jyv\u00e4skyl\u00e4", "language": "en", "element": "contributor", "qualifier": "organization", "schema": "dc"}, {"key": "dc.subject.discipline", "value": "Taloustiede", "language": "fi", "element": "subject", "qualifier": "discipline", "schema": "dc"}, {"key": "dc.subject.discipline", "value": "Economics", "language": "en", "element": "subject", "qualifier": "discipline", "schema": "dc"}, {"key": "yvv.contractresearch.funding", "value": "0", "language": "", "element": "contractresearch", "qualifier": "funding", "schema": "yvv"}, {"key": "dc.type.coar", "value": "http://purl.org/coar/resource_type/c_bdcc", "language": null, "element": "type", "qualifier": "coar", "schema": "dc"}, {"key": "dc.rights.accesslevel", "value": "openAccess", "language": null, "element": "rights", "qualifier": "accesslevel", "schema": "dc"}, {"key": "dc.type.publication", "value": "masterThesis", "language": null, "element": "type", "qualifier": "publication", "schema": "dc"}, {"key": "dc.subject.oppiainekoodi", "value": "2041", "language": "", "element": "subject", "qualifier": "oppiainekoodi", "schema": "dc"}, {"key": "dc.subject.yso", "value": "riskitekij\u00e4t", "language": null, "element": "subject", "qualifier": "yso", "schema": "dc"}, {"key": "dc.subject.yso", "value": "BRICS-maat", "language": null, "element": "subject", "qualifier": "yso", "schema": "dc"}, {"key": "dc.subject.yso", "value": "risk factors", "language": null, "element": "subject", "qualifier": "yso", "schema": "dc"}, {"key": "dc.subject.yso", "value": "BRICS countries", "language": null, "element": "subject", "qualifier": "yso", "schema": "dc"}, {"key": "dc.rights.url", "value": "https://rightsstatements.org/page/InC/1.0/", "language": null, "element": "rights", "qualifier": "url", "schema": "dc"}]
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