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Showing result 1 - 5 of 10 swedish dissertations matching the above criteria.
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1. Two Essays in Optimal Taxation
Abstract : .... READ MORE
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2. Essays on Stock Market Integration - On Stock Market Efficiency, Price Jumps and Stock Market Correlations
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
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3. Essays on Income Taxation and Wealth Inequality
Abstract : This thesis is concerned with inequality, redistribution and taxation, in particular the taxation of labour income and the distribution of wealth. Most of the analysis is focused on Sweden. The thesis consists of four self-contained essays.Essay 1: “Analyzing tax reforms using the Swedish Labour Income Microsimulation Model”. READ MORE
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4. On the returns of trend-following trading strategies
Abstract : Paper [I] tests the success rate of trades and the returns of the Opening Range Breakout (ORB) strategy. A trader that trades on the ORB strategy seeks to identify large intraday price movements and trades only when the price moves beyond some predetermined threshold. READ MORE
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5. 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