Search for dissertations about: "Chinese stock markets"

Found 5 swedish dissertations containing the words Chinese stock markets.

  2. 1. Essays on Financial Market Volatility

    Author : Ai Jun HOU; Nationalekonomiska institutionen; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Nonparametric GARCH model; News Impact Curve; Interest rate volatility; MCMC; Markov Switching; Chinese stock markets; EMU stock markets;

    Abstract : This thesis examines the volatility in the equity and short-term interest-rate markets, and the spillover from the short term interest rate market to the equity market. It consists of three papers and focuses on adapting and proposing models for the estimation and forecasting of financial market volatility. READ MORE

  4. 2. Corporate Ownership and Liquidity in China’s Stock Markets

    Author : Mingfa Ding; Nationalekonomiska institutionen; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Political connections; QFII; Foreign institutional investor; Liquidity; Block ownership; Real friction; Informational friction; Information asymmetries; Trading activity;

    Abstract : This thesis consists of an introduction and three self-contained chapters that address liquidity issues related to corporate ownership in the Chinese stock markets. The first paper provides new insight into the relation between foreign institutional investors and stock liquidity by employing the Qualified Foreign Institutional Investor (QFII) scheme in the Chinese stock markets. READ MORE

  5. 3. Urban Housing Markets in China

    Author : Yongzhou Hou; Björn Hårsman; Hans Lind; Viggo Nordvik; KTH; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; housing; urban China; Economics; Nationalekonomi;

    Abstract : This thesis focuses on problems of prices and risks in the housing markets of urban China. What drives the dynamics of housing prices across regions is not only of great interest for academic researchers but also of first importance for policy makers. READ MORE

  6. 4. Essays on Market Design and Market Quality

    Author : Dong Zhang; Lars Nordén; Björn Hagströmer; Dagfinn Rime; Stockholms universitet; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; index futures market; underlying stock market; liquidity; volatility; gold futures market; price discovery; high frequency traders; aggressiveness; order submission; liquidity provider; adverse selection cost; företagsekonomi; Business Administration;

    Abstract : This dissertation contains four studies on different market structures and their impact on market quality.Article I studies the effect of introducing stock index futures contracts on the underlying stocks. The results indicate a lower liquidity level in the underlying stocks. READ MORE

  7. 5. Essays on Climate Change and Forest Management

    Author : Jiegen Wei; Göteborgs universitet; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Dynamic games; Stock externalities; Carbon tax; Social Norms; Moral Hazard; Environmental Regulation; Energy pricing; Chinese forests; Economic growth; Manager turnover; Ownership; Selection of managers; Firm productivity;

    Abstract : Paper I analyses the exhaustion of oil resources, and the transition to a backstop technology as a strategic game between two blocks: the consumers and producers of oil which we simply refer to as “OPEC” and “OECD”. The OECD has two instruments: it can tax fuel consumption and decide when to switch to the carbon neutral backstop technology. READ MORE