Search for dissertations about: "Stock Exchange Thesis"

Showing result 1 - 5 of 66 swedish dissertations containing the words Stock Exchange Thesis.

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

    Author : Jonas Söderberg; Ghazi Shukur; Ken Bechmann; Växjö universitet; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Finance; Liquidity; Order-driven stock exchanges; Economics; 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

  4. 2. Empirical tests of exchange rate and stock return models

    Author : Anna Lindahl; Göteborgs universitet; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Foreign exchange order flow; Microstructure; Stock return predictability;

    Abstract : Abstracts to ”Empirical tests of exchange rate and stock return models” Order flow in the Foreign Exchange Market Price discovery in foreign exchange markets is explored using Swedish data including trades from both the customer and the interdealer market. The data set represents a majority of all executed trades in the EURSEK exchange rate over a four-year time period. READ MORE

  5. 3. Essays on stock prices and exchange rates

    Author : Stefan Nydahl; Uppsala universitet; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Economics; Nationalekonomi; Economics; Nationalekonomi; nationalekonomi; Economics;

    Abstract : This thesis consists of five self-contained essays:Essay 1 evaluates several time series models of exchange rate volatility to predict the daily volatility of the U.S. dollar versus the currencies of Germany, Canada and Japan. The models are compared both within-sample and out-of-sample with the main focus on the latter. READ MORE

  6. 4. Prices, profits and exchange rates

    Author : Richard Friberg; Handelshögskolan i Stockholm; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Abstract : .... READ MORE

  7. 5. Essays on the Scandinavian Stock Markets

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