Search for dissertations about: "Stock returns"
Showing result 1 - 5 of 97 swedish dissertations containing the words Stock returns.
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1. Swedish Monthly Stock Returns 1945-1997
Abstract : [abstract missing].... READ MORE
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2. Essays on Corporate Finance and Asset Pricing
Abstract : Essay 1 (with Mattias Hamberg): We study the performance of family firms with large controlling owners using unique hand-collected Swedish data; and consistent with previous studies, we find that founding family firms perform significantly better than other firms. The data allows us to also identify firms with long term non-founding owners (LTNFOs). READ MORE
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3. Essays on Stock Market Integration - On Stock Market Efficiency, Price Jumps and Stock Market Correlations
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
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4. Essays on Balkan frontier stock markets
Abstract : This dissertation consists of four chapters dealing with Balkan frontier markets, their design and performance. Chapter I provides an introduction to these markets and presents additional information necessary for the reader to understand these markets. READ MORE
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5. Essays on Information and Conflicts of Interest in Stock Recommendations
Abstract : This thesis brings together three separate empirical essays on the information and conflicts of interest in stock recommendations. The first essay analyzes stock-price reactions to recommendations published in printed Swedish media and also trading volumes at and around the publication day, bid/ask spreads, and the post-publication drift in recommended stocks for the period 1995-2000. READ MORE