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Showing result 1 - 5 of 16 swedish dissertations matching the above criteria.
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1. On the profitability of momentum strategies and optimal leverage rules
Abstract : This thesis consists of an introductory part and five self-contained papers related to the profitability of momentum strategies and optimal leverage rules.Paper [I] tests the success rate of trades and the returns of the Opening Range Breakout (ORB) day trading strategy. READ MORE
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2. Essays on the Financial Aspects of Power Prices at the Nord Pool Power Exchange
Abstract : Essay I examines the market efficiency issues at the Nord Pool power exchange in the September 1995 - July 2002 period. A unique characteristic of this electricity exchange is the high hydropower proportion in the traded electricity; water in the hydro reservoir acting as a hydropower inventory therefore plays an important role in the pricing of electricity. READ MORE
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3. Three Essays on Electricity Spot and Financial Derivative Prices at the Nordic Power Exchange
Abstract : Essay I examines the market efficiency issues at the Nord Pool power exchange in the September 1995 - July 2002 period. A unique characteristic of this electricity exchange is the high hydropower proportion in the traded electricity; water in the hydro reservoir acting as hydropower inventory therefore plays an important role in the pricing of electricity. READ MORE
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4. Essays in empirical finance
Abstract : This thesis consists of four self-contained essays on empirical.Motives for Entrepreneurial Saving: Evidence from Sweden evaluates the drivers of a high saving rate of entrepreneurs in Sweden. READ MORE
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5. Essays on market microstructure : empirical evidence from some Nordic exchanges
Abstract : This dissertation consists of five separate and self-contained essays. They have been written as distinct papers. Although there is a fair amount of overlap and cross-reference in analysis and discussion, the intention is that potential readers should be able to read them separately. READ MORE