• Contact
  • Login
  • About
    • Background
    • Organization
    • People
    • Partners
    • Job opportunities
    • Annual reports
  • Research
    • Academic Seminars
    • Fields of research
      • Household Finance
      • International Finance
      • Market Microstructure
      • Financial Intermediation and Institutions
      • Corporate Finance, Governance
      • Asset Pricing
        • Events
          • Skandia Award 2021 – How will the covid pandemic reshape residential and commercial property markets?
          • BI-SHoF Conference 2021
          • Money Markets in a New Era of Central Bank Policies
          • "Using and Abusing Factors" - SHoF FF-Factor Launch Event featuring Ken R. French
          • Skandia Award 2020 "Stock Returns and Federal Reserve Communications"
          • SNS/SHOF Finance Panel with Stefan Ingves
          • BI-SHoF Conference 2017
          • BI-SHoF Conference 2016
          • BI-SHoF Conference 2015
          • BI-SHoF Conference 2018
          • BI-SHoF Conference 2019
          • Financial markets and corporate decisions
          • BI-SHoF Conference 2020
        • Featured research
        • People
        • Publications
      • Sustainable Finance
    • Publications
    • Research in the spotlight
    • Policy documents
    • Disclosure policy
  • National PhD program
    • Core courses
    • Mini courses
    • PhD visitor program
    • National PhD conferences
    • PhD Seminars
    • Job market candidates
    • PhD Placements
    • Other activities
  • Outreach
    • Academic seminars
    • Conferences
    • Industry seminars
    • Videos
    • Podcasts
    • Women in Finance
    • Strategic partnerships
    • News & press
    • Spotlight on the Corona Crisis
  • Data center
    • Academic advisory group
    • Master thesis award
  • About
    • Background
      • FAQ
      • Objectives
    • Organization
      • Board
      • Management committee
      • Scientific advisory board
      • Data center
      • Our guiding principles
      • Department of Finance SSE
      • SHoF advisory board
    • People
      • Resident research fellows
      • Academic Partner visitors
      • Affiliated research fellows
      • Postdoctoral fellows
      • Research assistants
      • Job market candidates
      • PhD students
      • Admininistration
      • Outreach
      • Data center
      • Affiliations
    • Partners
      • Academic partners
      • Institutional partners
    • Job opportunities
    • Annual reports
  • Research
    • Academic Seminars
    • Fields of research
      • Household Finance
      • International Finance
      • Market Microstructure
      • Financial Intermediation and Institutions
      • Corporate Finance, Governance
      • Asset Pricing
        • Events
          • Skandia Award 2021 – How will the covid pandemic reshape residential and commercial property markets?
          • BI-SHoF Conference 2021
          • Money Markets in a New Era of Central Bank Policies
          • "Using and Abusing Factors" - SHoF FF-Factor Launch Event featuring Ken R. French
          • Skandia Award 2020 "Stock Returns and Federal Reserve Communications"
          • SNS/SHOF Finance Panel with Stefan Ingves
          • BI-SHoF Conference 2017
          • BI-SHoF Conference 2016
          • BI-SHoF Conference 2015
          • BI-SHoF Conference 2018
          • BI-SHoF Conference 2019
          • Financial markets and corporate decisions
          • BI-SHoF Conference 2020
        • Featured research
        • People
        • Publications
      • Sustainable Finance
    • Publications
    • Research in the spotlight
    • Policy documents
    • Disclosure policy
  • National PhD program
    • Core courses
    • Mini courses
    • PhD visitor program
    • National PhD conferences
    • PhD Seminars
    • Job market candidates
    • PhD Placements
    • Other activities
  • Outreach
    • Academic seminars
    • Conferences
    • Industry seminars
    • Videos
      • Interviews by Swedish House of Finance
      • SNS/SHoF Finance panels videos
      • Seminar videos
      • Conference videos
      • Annual Conference videos
    • Podcasts
    • Women in Finance
      • Events
      • Videos & podcasts
      • Featured research
      • News & press
      • People
      • Women in Finance Data
    • Strategic partnerships
    • News & press
      • News
      • In the press
      • Newsletters
      • Press room
    • Spotlight on the Corona Crisis
  • Data center
    • Academic advisory group
    • Master thesis award
  • Contact
  • Login
  • Swedish House of Finance
  • Research
  • Fields of research
  • Asset Pricing
  • Events
  • "Using and Abusing Factors" - SHoF FF-Factor Launch Event featuring Ken R. French
Swedish House of Finance
  • About
  • Research
    • Academic Seminars
    • Fields of research
      • Household Finance
      • International Finance
      • Market Microstructure
      • Financial Intermediation and Institutions
      • Corporate Finance, Governance
      • Asset Pricing
        • Events
        • Featured research
        • People
        • Publications
      • Sustainable Finance
    • Publications
    • Research in the spotlight
    • Policy documents
    • Disclosure policy
  • National PhD program
  • Outreach
  • Data center

"Using and Abusing Factors" - SHoF FF-Factor Launch Event featuring Ken R. French

The Data Center at SHoF is happy to announce that we now will make Fama-French (FF) and Carhart factors (size, value and momentum) available for the Swedish market. The FF factors are widely used both for research and practice but have not been easily obtainable for Sweden up to this point. The SHoF FF factors are updated continuously and available at the Data Center website. To celebrate the launch of the FF factors in Sweden, we had the Launch Event with guest speaker Professor Ken R. French, followed by the Nasdaq Master Thesis Award Ceremony.

The event started with a brief introduction and a presentation of the data center by Professor Paolo Sodini, Swedish House of Finance at the Stockholm School of Economics.

"Using and abusing factors" - Talk by Professor Ken R. French

The number of asset pricing factors has grown in the last two decades from a handful to hundreds if not thousands. In his digital talk, Professor French explained this proliferation and discussed tradeoffs in the design of factors. He also explored how asset pricing models should be assessed and how they can be used by corporate managers, investment managers, and individual investors.

After Professor French's talk was a Q&A session that was moderated by Professor Sodini.

Nasdaq Master Thesis Award Ceremony

The Nasdaq Master Thesis Award Contributed by Nasdaq Nordic Foundation and Swedish House of Finance is awarded to MSc students who have used Swedish Equity Data available from the National Data Center of the Swedish House of Finance in their work. The idea with the award is to stimulate students to work on topics related to financial economics by using data on Nordic financial markets.

Jakob Kalbe and Martin Warin are this year's winners of the Nasdaq Thesis Award. They recieved the award presented by Ann-Charlotte Eliasson, VP, Head of EU Bond listings and Sustainable Debt at Nasdaq.

Runner ups: Gustav Berg & Erik Johansson 

Kenneth R. French

Kenneth R. French is the Roth Family Distinguished Professor of Finance at the Tuck School of Business at Dartmouth College. He is an expert on the behavior of security prices and investment strategies. He and co-author Eugene F. Fama are well known for their research into the value effect and the three-factor model, including articles such as "The Cross-Section of Expected Stock Returns" and "Common Risk Factors in the Returns on Stocks and Bonds." His recent research focuses on tests of asset pricing, the tradeoff between risk and return in domestic and international financial markets, and the relation between capital structure and firm value.

French is a Research Associate at the National Bureau of Economic Research, an Advisory Editor of the Journal of Financial Economics, a former Associate Editor of the Journal of Finance and the Review of Financial Studies, and a former President of the American Finance Association. French is also a Fellow of the American Finance Association and the American Academy of Arts and Sciences, and a member of the Smile Train's Board of Governors and the International Rescue Committee's Board of Directors.

Article: Describing the past or predicting the future?

Fama-French (FF) and Carhart factors are now available for the Swedish market in a new database available at the Swedish House of Finance Data Center. Factors are updated continuously and open to the public.

Read more

Practical information

Date: 21 Jan
Time: 15:00-17:00
Location: Zoom

 

Further information:

General questions: Hedvig Mattsson,event@houseoffinance.se
Press contact: Sara Ottosson,sara.ottosson@hhs.se

Kenneth R. French

Professor of Finance at the Tuck School of Business at Dartmouth College

Read more

Moderator

Paolo Sodini, The Swedish House of Finance at the Stockholm School of Economics

Read more

Article: The Master Thesis Award 2020 goes to...

Martin Warin & Jakob Kalbe for their joint thesis: "Dressed for Long-Term Success - Evidence from Sweden Regarding the Long-Term Value Creation of Private Equity Sponsors".

Read more

Get the Fama and French factors for the Swedish market data

About the Fama and French factors: 
Fama and French factors calculated over Swedish stocks from 1983 to 2019, aggregated by day, week and month.

Read more

Swedish House of Finance

Drottninggatan 98, 111 60 Stockholm

info@houseoffinance.se +46 8 736 91 00
Subscribe