Search for dissertations about: "CAPM"
Showing result 1 - 5 of 10 swedish dissertations containing the word CAPM.
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1. Financial Volatility and Time-Varying Risk Premia
Abstract : This thesis consists of four empirical essays, all dealing with return volatility of financial assets and/or time-varying risk premia. In the first essay, Changing Risk Premia: Evidence from a Small Open Economy, the relation between risk and return is investigated for Swedish stocks. READ MORE
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2. Essays on Mergers and Acquisitions and Event Studies
Abstract : This dissertation consists of three studies on the anticipation of mergers and acquisitions (M&As) and its impact on takeover event studies. Article I investigates whether the market can anticipate both takeovers and their payment forms prior to their announcement dates. READ MORE
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3. Evaluate Consumptionbased CAPM: Testing volatility restriction on intertemporal marginal rate of substitution
Abstract : [abstract missing].... READ MORE
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4. Essays in empirical asset pricing
Abstract : Capital Asset Pricing Model (CAPM) is the most widely used model in asset pricing. This model evaluates the asset return in relation to the market return and the sensitivity of the security to the market. However, the evidence supporting the CAPM is mixed. READ MORE
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5. Designing for Automated Digital Preservation : Model, Pre-Ingest, and Error Handling
Abstract : With the rapid increase in the amount and complexity of data that is needed to be preserved, manual preservation activities produce complex, lengthy, and costly processes. Therefore, automation of preservation processes, together with modeling of workflows and streamlining, can help reduce costs and enhance the focus on preservation processes. READ MORE