Search for dissertations about: "Stock Market Participation"

Showing result 1 - 5 of 12 swedish dissertations containing the words Stock Market Participation.

2. 1. Essays on Stock Market Integration - On Stock Market Efficiency, Price Jumps and Stock Market Correlations

   Author : Yuna Liu; Tomas Sjögren; Jörgen Hellström; Mikael Bask; Umeå universitet; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Time-varying return predictability; Tests for jumps; International financial markets; Market structure; Common trading platform; Integration; Time-varying correlation; C-GARCH; Trust; Portfolio Diversification; Stock Market Participation; nationalekonomi; Economics;

   Abstract : This thesis consists of four self-contained papers related to the change of market structure and the quality of equity market.In Paper [I] we found, by using of a Flexible Dynamic Component Correlations (FDCC) model, that the creation of a common cross-border stock trading platform has increased the long-run trends in conditional correlations between foreign and domestic stock market returns. READ MORE

4. 2. Essays on Financial Market Interdependence

   Author : Lu Liu; Nationalekonomiska institutionen; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Stock markets; commodity futures; extreme downside risk; regime-switching; correlations; diversification; market linkages; heterogeneity; EMU stock markets; dynamic panel data;

   Abstract : This thesis aims at investigating the risk spillover and correlations among national stock markets, and the structure of dependence between stocks and commodity futures. It consists of four chapters. Chapter 1 briefly reviews the literature background of financial market interdependence and summarizes the contribution of the thesis. READ MORE

5. 3. Take a risk : social interaction, gender identity, and the role of family ties in financial decision-making

   Author : Emma Zetterdahl; Thomas Aronsson; Niklas Hanes; Jörgen Hellström; Paolo Sodini; Umeå universitet; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Asset allocation; Behavioral finance; Divorce; Financial literacy; Financial risk-taking; Gender identity; Household finance; Panel data; Propensity score matching; Risky asset share; Risk aversion; Saving behavior; Stock market participation; Social interaction; Trust; Economics; nationalekonomi;

   Abstract : This thesis consists of an introductory part and four self-contained papers related to individual financial behavior and risk-taking in financial markets.In Paper [I] we estimate within-family and community social interaction effects upon an individual’s stock market entry, participation, and exit decision. READ MORE

6. 4. Essays on the Economics of Banks and Markets

   Author : Ettore Panetti; Per Krusell; Elena Carletti; Stockholms universitet; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; banks; default; economic growth; financial liberalization; financial markets; hidden trades; insurance; liquidity; policy coordination; market participation; regulation; Economics; nationalekonomi;

   Abstract : This thesis consists of three essays.The first essay, “A Theory of Bank Illiquidity and Default with Hidden Trades”, develops a theory of banking to explore how the availability of trading opportunities for both banks and individual investors affects the link between illiquidity and default in the financial system. READ MORE

7. 5. Fertility, childcare and labour market : dynamics in time and space

   Author : Elena Kotyrlo; Magnus Wikström; Niklas Hanes; Giovanni Forchini; Anders Stenberg; Umeå universitet; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Economics; nationalekonomi;

   Abstract : Paper [I] focuses on the effects of time and space dynamics on the description offertility in Sweden. Fertility is an important determinant of long-term populationgrowth and labour market conditions. The influence of time dynamics inpostponing or accelerating childbearing is assessed by considering two differenteffects of earnings. READ MORE