Search for dissertations about: "Asset pricing"

Showing result 1 - 5 of 38 swedish dissertations containing the words Asset pricing.

  1. 1. Essays on Asset Pricing

    Author : Sonnie Carlsson; Nationalekonomiska institutionen; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Abstract : [abstract missing].... READ MORE

  2. 2. Essays on Corporate Finance and Asset Pricing

    Author : Jon Frank; Mikael Bask; Lars Forsberg; Dušan Isakov; Uppsala universitet; []
    Keywords : SOCIAL SCIENCES; SAMHÄLLSVETENSKAP; SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Corporate Finance; Asset Pricing; Founding family firms; Firm performance; Firm financing; Firm investments; Stock returns; Stock-bond correlation;

    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

  3. 3. Evaluating Asset-Pricing Models in International Financial Markets

    Author : Fadi Zaher; Högskolan i Skövde; []
    Keywords : SOCIAL SCIENCES; SAMHÄLLSVETENSKAP; financial science; economic policy; economic theory; economic systems; econometrics; Hansen-Jagannathan boundsequity premium puzzle; Forecasting methods; asset-pricing models; Economics; bootstrap; short-sales constraint; ekonomisk politik; finansiering; ekonomiska system; nationalekonomi; ekonometri; Hansen-Jagannathan bounds; ekonomisk teori; Business and economics; Ekonomi; Humanities and Social sciences; Humaniora-samhällsvetenskap;

    Abstract : This thesis consists of three empirical studies on asset-prices in international financial markets. The purpose is three-fold. First, to evaluate whether good predictions of economic variables may be obtained by pooling information from a broad group of financial variables. READ MORE

  4. 4. Evaluating Asset-Pricing Models in International Financial Markets

    Author : Fadi Zaher; Nationalekonomiska institutionen; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; ekonomisk politik; Financial science; Finansiering; ekonomiska system; economic policy; Nationalekonomi; ekonometri; economic theory; economic systems; econometrics; Hansen-Jagannathan bounds; equity premium puzzle; Forecasting methods; asset-pricing models; ekonomisk teori; Economics; bootstrap.; short-sales constraint;

    Abstract : This thesis consists of three empirical studies on asset-prices in international financial markets. The purpose is three-fold. First, to evaluate whether good predictions of economic variables may be obtained by pooling information from a broad group of financial variables. READ MORE

  5. 5. 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