Search for dissertations about: "liquidity premium"

Showing result 1 - 5 of 8 swedish dissertations containing the words liquidity premium.

  2. 1. Essays on Balkan frontier stock markets

    Author : Goran Zafirov; Lars Nordén; Björn Hagströmer; Dejan Šoškić; Stockholms universitet; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; frontier stock markets; privatisation; liquidity; liquidity premium; order book; transparency; price discovery; frontier aktiemarknad; privatisering; likviditet; likviditetspremie; orderbok; transparens; prisbildning; företagsekonomi; Business Administration;

    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

  4. 2. On the Importance of Accounting Information for Stock Market Efficiency

    Author : Jiri Novak; Jan-Erik Gröjer; Mattias Hamberg; Mats Åkerblom; Colin Clubb; Uppsala universitet; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Business studies; accounting; capital makets; efficiency; momentum; liquidity; accounting conservatism; transitory earnings; IFRS; goodwill; Sweden; Företagsekonomi; Business studies; Företagsekonomi;

    Abstract : This thesis contributes to the discussion on the importance of accounting information for stock market efficiency. As any analysis of market efficiency depends on the use of adequate risk proxies, the thesis first investigates the ability of commonly used risk factors to explain the cross-sectional variation of Swedish stock returns. READ MORE

  5. 3. Empirical studies of financial asset returns

    Author : Sonnie Karlsson; Lunds universitet; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Asset pricing; Riskaversion; Consumption; Capital investments; Multi-moment; Non-linear; International capital markets; Credit risk; Swap spread; Liquidity;

    Abstract : This dissertation aims at understanding differences in rates of returns on financial assets, both in the cross-section and over time. It contains four chapters. The first paper is "Non-separable preferences and risk aversion: Results from the UK". READ MORE

  6. 4. Empirical Essays in Financial Economics

    Author : Holger-Johannes Breckenfelder; Handelshögskolan i Stockholm; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Abstract : Competition between High-Frequency Traders, and Market Quality. This is the first empirical evidence on the competition between high-frequency traders (HFTs) and its influence on market quality. My findings suggests what when HFTs compete for traders their liquidity consumption increases. READ MORE

  7. 5. Essays on the term structure of interest rates and monetary policy

    Author : Magnus Dahlquist; Stockholms universitet; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Penningpolitik; Ränta;

    Abstract : This thesis consists of four empirical essays, summarized below.In “On Alternative Interest Rate Processes'' the interest rate dynamics for four European countries are studied. There seems to be a positive relation between the interest rate level and the volatility of interest rate changes. READ MORE