Search for dissertations about: "Asset pricing"

Showing result 21 - 25 of 62 swedish dissertations containing the words Asset pricing.

  2. 21. Essays on Public Macroeconomic Policy

    Author : Jose Mauricio Jr. Prado; Per Krusell; Nezih Guner; Stockholms universitet; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; public policy; informality; foreign direct investments; ambiguity aversion; asset pricing; equity premium; business cycles; Economics; Nationalekonomi; Economics; nationalekonomi;

    Abstract : The thesis consists of three self-contained essays on public policy in the macroeconomy.“Government Policy in the Formal and Informal Sectors” quantitatively investigates the interaction between the firms' choice to operate in the formal or the informal sector and government policy on taxation and enforcement. READ MORE

  4. 22. Drivers of Going Green in Financial Markets and Corporate Networks

    Author : Zahra Hashemzadeh; Nationalekonomiska institutionen; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Investor Behavior; Asset Pricing; Financial Markets; Corporate Network; Corporate Social Responsibility CSR ; ESG performance; Sustainability; Environmental performance; Climate Strike; Public Attention;

    Abstract : This dissertation is a collection of three self-contained empirical papers developing the knowledge on environmental responsibility of investors and corporations.The first paper investigates how corporate environmental performance propagates in firm networks. READ MORE

  5. 23. Essays on Disappointment Aversion in Portfolio Choice and Asset Pricing

    Author : Ádám Faragó; Handelshögskolan i Stockholm; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Abstract : .... READ MORE

  6. 24. Essays on expectations and financial markets

    Author : Staffan Lindén; Nationalekonomiska institutionen; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Survey; Inflation; Expectations; Perceptions; Rational; Inattentive; Event study; Option introduction; Stock market; Asset pricing; Price effect; Risk effect; Derivatives;

    Abstract : This thesis is a collection of three empirical papers that tests hypotheses within the context of two related and intersecting theoretical frameworks: rational expectations and efficient markets. The aim is to empirically explore to what extent households form their inflation expectations in a rational manner, and to explain why households’ perceptions may deviate from the measured official rate. READ MORE

  7. 25. Price formation in multi-asset securities markets

    Author : Patrik Säfvenblad; Handelshögskolan i Stockholm; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Abstract : This volume is a collection of three essays relating to the pricing of securities in financial markets, such as stock markets, where a large number of individual securities are traded. Lead-Lag Effects in a Competitive REE MarketThis essay introduces a model of cross-security information aggregation. READ MORE