Search for dissertations about: "Financial Markets"

Showing result 1 - 5 of 149 swedish dissertations containing the words Financial Markets.

  1. 1. Empirical essays on financial markets, firms, and derivatives

    Author : Niclas Hagelin; Ingrid M. Werner; Stockholms universitet; []
    Keywords : SOCIAL SCIENCES; SAMHÄLLSVETENSKAP; SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Financial markets; Stock markets; Future markets; Options; Derivates; Hedging; Derivathandel; Business studies; Företagsekonomi; Business Administration; företagsekonomi;

    Abstract : This thesis consists of five self-contained studies. The first three investigate the impact of derivatives on the markets for the underlying assets, while the other two examine how and why firms use derivatives. A summary of each of the five studies follows. READ MORE

  2. 2. Essays on Financial Markets

    Author : Hans Byström; Nationalekonomiska institutionen; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Electricity Futures; Option Pricing; Compass Rose; Covariance Matrix; Chaos; Stochastic Volatility; Financial Markets; GARCH; Financial science; Finansiering;

    Abstract : This thesis consists of five empirical essays dealing with different issues related to financial markets. Chapter 2 studies a new multivariate technique, Orthogonal GARCH, of forecasting large covariance matrices based on GARCH models. READ MORE

  3. 3. Globalisation revisited : Rethinking economics and transnational financial markets

    Author : Erik Andersson; Göteborgs universitet; Göteborgs universitet; Gothenburg University; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; globalisation; governance; hegemony; financial markets;

    Abstract : .... READ MORE

  4. 4. Information and financial markets

    Author : Stefan Anchev; Jörgen Hellström; Rickard Olsson; Juha-Pekka Kallunki; Umeå universitet; []
    Keywords : SOCIAL SCIENCES; SAMHÄLLSVETENSKAP; SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Information; dissemination of information; production of private information; information disadvantage; investor base; stock return anomalies; stock price informativeness; quantity of firm disclosure; less sophisticated individual investors;

    Abstract : The results in this thesis are consistent with the hypotheses that: 1) the incomplete dissemination of information across investors helps in explaining the occurrence and the persistence of cross-sectional stock return anomalies, 2) the properties of the investor base of a stock have implications for the informativeness of the stock's price and 3) a greater quantity of firm disclosure places less sophisticated investors at an information disadvantage. Overall, the thesis provides new empirical evidence about the role of information in financial markets. READ MORE

  5. 5. Back on the map : essays on financial markets in the Baltic States

    Author : Albina Soultanaeva; Kurt Brännäs; Hossein Asgharian; Umeå universitet; []
    Keywords : Financial Markets; Time series; GARCH; Asymmetry; News; nationalekonomi; Economics;

    Abstract :  This thesis consists of five self-contained papers, which are all related to the financial markets in the three Baltic States, Estonia, Latvia and Lithuania.  Paper [I] studies the impact of news from the Moscow and New York stock exchanges on the returns and volatilities of the Baltic States' stock market indices using a time series model that accounts for asymmetries in the conditional mean and variance functions. READ MORE