Search for dissertations about: "CCAPM"

Found 3 swedish dissertations containing the word CCAPM.

2. 1. The market impact of short-sale constraints

   Author : Roland Nilsson; Handelshögskolan i Stockholm; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

   Abstract : The thesis addresses two areas of research within financial economics: empirical asset pricing and the borderline area between finance and economics with emphasis on econometrical methods. The empirical asset pricing section considers the effects of short-sale constraints on both the stock market as well as the derivatives market. READ MORE

4. 2. Essays in real estate finance

   Author : Eric Clapham; Handelshögskolan i Stockholm; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

   Abstract : dissertation contains seven papers. The first five are in the field of real estate finance, while the final two are asset pricing papers. The first paper explores equilibrium properties of lease rates. The framework is based on the concept of the term structure of lease rates, or the equilibrium rate as a function of lease length. READ MORE

5. 3. Household and corporate behaviour under uncertainity

   Author : Erik Ekman; Uppsala universitet; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Economics; Nationalekonomi; Economics; Nationalekonomi; nationalekonomi; Economics;

   Abstract : Household and corporate behaviour under uncertainty is examined in five self-contained essays. Thefirst four essays are focused on household behaviour with an emphasis on the role of housing and thelast essay is on optimal corporate financial in relation to the tax system. READ MORE