Search for dissertations about: "Stock returns"

Showing result 1 - 5 of 97 swedish dissertations containing the words Stock returns.

2. 1. Swedish Monthly Stock Returns 1945-1997

   Author : Dag Rydorff; Nationalekonomiska institutionen; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

   Abstract : [abstract missing].... READ MORE

4. 2. Essays on Corporate Finance and Asset Pricing

   Author : Jon Frank; Mikael Bask; Lars Forsberg; Dušan Isakov; Uppsala universitet; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Corporate Finance; Asset Pricing; Founding family firms; Firm performance; Firm financing; Firm investments; Stock returns; Stock-bond correlation;

   Abstract : Essay 1 (with Mattias Hamberg): We study the performance of family firms with large controlling owners using unique hand-collected Swedish data; and consistent with previous studies, we find that founding family firms perform significantly better than other firms. The data allows us to also identify firms with long term non-founding owners (LTNFOs). READ MORE

5. 3. 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

6. 4. Essays on Balkan frontier stock markets

   Author : Goran Zafirov; Lars Nordén; Björn Hagströmer; Dejan Šoškić; Stockholms universitet; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; frontier stock markets; privatisation; liquidity; liquidity premium; order book; transparency; price discovery; frontier aktiemarknad; privatisering; likviditet; likviditetspremie; orderbok; transparens; prisbildning; företagsekonomi; Business Administration;

   Abstract : This dissertation consists of four chapters dealing with Balkan frontier markets, their design and performance. Chapter I provides an introduction to these markets and presents additional information necessary for the reader to understand these markets. READ MORE

7. 5. Essays on Information and Conflicts of Interest in Stock Recommendations

   Author : Erik Lidén; Göteborgs universitet; []
   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