Search for dissertations about: "Scandinavian stock markets"

Found 3 swedish dissertations containing the words Scandinavian stock markets.

  1. 1. Essays on the Scandinavian Stock Markets

    University dissertation from Växjö : Växjö University Press

    Author : Jonas Söderberg; Ghazi Shukur; Carsten Tanggaard; [2009]
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Scandinavian stock markets; Liquidity; Market microstructure theory; Liquidity spillover; Vector autoregression analysis; Forecasting; Out-of-sample tests; Copulas; Risk management; SOCIAL SCIENCES Business and economics Economics; SAMHÄLLSVETENSKAP Ekonomi Nationalekonomi; Economics; Nationalekonomi;

    Abstract : This thesis consists of three self-contained empirical essays related to the stock markets in Denmark, Norway, and Sweden.In Essay I, the time-series dynamics of liquidity on the Scandinavian stock exchanges between January 1993 and June 2005 are studied with liquidity indices. READ MORE

  2. 2. (Il)liquidity on the Scandinavian Stock Exchange

    University dissertation from Växjö : Ekonomihögskolan, Växjö Universitet

    Author : Jonas Söderberg; Ghazi Shukur; Ken Bechmann; [2007]
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Finance; Liquidity; Order-driven stock exchanges; SOCIAL SCIENCES Business and economics Economics; SAMHÄLLSVETENSKAP Ekonomi Nationalekonomi; Economics; Nationalekonomi;

    Abstract : The time-series dynamics of liquidity on the Scandinavian stock exchanges between January 1993 and June 2005 are studied with an (il)liquidity index, based on the measures in Amihud (2002) and Lesmond, Ogden and Trzcinka (1999). The relationships between return, volatility, trading activity, and liquidity are examined in a VAR framework within these purely order-driven stock exchanges. READ MORE

  3. 3. Essays on Information and Conflicts of Interest in Stock Recommendations

    University dissertation from Göteborg

    Author : Erik Lidén; Göteborgs universitet.; Gothenburg University.; [2005]
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Stock recommendations; Printed media; Price-pressure hypothesis; Information hypothesis; Journalists; Analysts; EMH; Initiations; Information asymmetry; Initial public offerings; Quiet period; Underwriter analysts.;

    Abstract : This thesis brings together three separate empirical essays on the information and conflicts of interest in stock recommendations. The first essay analyzes stock-price reactions to recommendations published in printed Swedish media and also trading volumes at and around the publication day, bid/ask spreads, and the post-publication drift in recommended stocks for the period 1995-2000. READ MORE