Search for dissertations about: "Common Stock Returns"

Showing result 1 - 5 of 13 swedish dissertations containing the words Common Stock Returns.

  2. 1. Essays on Stock Market Integration - On Stock Market Efficiency, Price Jumps and Stock Market Correlations

    Author : Yuna Liu; Tomas Sjögren; Jörgen Hellström; Mikael Bask; Umeå universitet; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Time-varying return predictability; Tests for jumps; International financial markets; Market structure; Common trading platform; Integration; Time-varying correlation; C-GARCH; Trust; Portfolio Diversification; Stock Market Participation; nationalekonomi; Economics;

    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

  4. 2. Essays on Financial Market Interdependence

    Author : Lu Liu; Nationalekonomiska institutionen; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Stock markets; commodity futures; extreme downside risk; regime-switching; correlations; diversification; market linkages; heterogeneity; EMU stock markets; dynamic panel data;

    Abstract : This thesis aims at investigating the risk spillover and correlations among national stock markets, and the structure of dependence between stocks and commodity futures. It consists of four chapters. Chapter 1 briefly reviews the literature background of financial market interdependence and summarizes the contribution of the thesis. READ MORE

  5. 3. Predictability in Equity Markets: Estimation and Inference

    Author : Tamás Kiss; Erik Hjalmarsson; Ádám Faragó; Göteborgs universitet; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Non-stationary regressor; Persistence Adjustment; Predictive Regressions; Predictive System; Present-value relationship; Return Predictability; Stock-return Predictability; Non-stationary regressor Persistence Adjustment Predictive Regressions Predictive System Present-value relationship Return Predictability Stock-return Predictability;

    Abstract : The thesis consists of three chapters dealing with predictability in equity markets. The first chapter analyses predictive regressions in a predictive system framework, where the predictor is an imperfect proxy for the expected returns. READ MORE

  6. 4. Essays on Economics of Natural Resource Management and Experiments

    Author : Wisdom Akpalu; Göteborgs universitet; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Optimal taxation; Efficiency; Externality; Dynamic analysis; Firm behaviour; Fishery; Regulatory compliance; Common pool resources; Experiment; Ostracism; Contribution norm; Public goods; Ghana;

    Abstract : This thesis has five self-contained essays. The titles and the abstracts of the various essays are as follows. Paper 1: Natural Resource use Conflict: Gold Mining in Tropical Rainforest in Ghana: Gold is frequently mined in rainforests that can provide either gold or forest benefits, but not both. READ MORE

  7. 5. The Ethics of Investing. Making Money or Making a Difference?

    Author : Joakim Sandberg; Göteborgs universitet; []
    Keywords : HUMANIORA; HUMANITIES; SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; ethical investment; ethical investing; socially responsible investment; socially responsible investing; ethical funds; screening; shareholder activism; sin stocks; active shareholding; corporate governance; responsible ownership; relationship investing; philanthropy; speculation; the stock market; annual general meeting; investor influence; consistency; conscientiousness; collective responsibility; generalisation test; pragmatism; consequentialism; demandingness; applied ethics; ethics; moral philosophy;

    Abstract : The concepts of ‘ethical’ and ‘socially responsible’ investment (SRI) have become increasingly popular in recent years and funds which offer this kind of investment have attracted many individual investors. The present book addresses the issue of ‘How ought one to invest?’ by critically engaging with the ideas of the proponents of this movement about what makes ‘ethical’ investing ethical. READ MORE