Search for dissertations about: "equity market integration"

Found 5 swedish dissertations containing the words equity market integration.

2. 1. 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

4. 2. Firms, International Competition, and the Labor Market

   Author : Selva Bahar Baziki; Nils Gottfries; Katariina Nilsson Hakkala; Uppsala universitet; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; International Restructuring; Private Equity; Leveraged Buyouts; Import Competition; Assortative Matching; Skill Premium;

   Abstract : Essay 1: We propose a model of cross-border acquisitions in which multinational enterprises (MNEs) and private equity-firms (PE) compete over domestic assets. MNEs' advantage lies in firm-specific synergies, whereas PE-firms are good at restructuring. READ MORE

5. 3. Competition, regulation and integration in international financial markets

   Author : Jens Nystedt; Handelshögskolan i Stockholm; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

   Abstract : Chapter I - Derivative Market Competition: OTC Markets Versus Organized Derivative Exchanges Recent regulatory initiatives in the United States have again raised the issue of a ''level regulatory and supervisory playing field'' and the degree of competition globally between over-the-counter (OTC) derivatives and organized derivative exchange (ODE) markets. This chapter models some important aspects of how an ODE market interrelates with the OTC markets. READ MORE

6. 4. The effect of resource sustainability interventions on social sustainable development in the built environment

   Author : Mikael Mangold; Chalmers tekniska högskola; []
   Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Domestic Water; Housing; Social Sustainability;

   Abstract : There are several sustainable development targets for the Swedish housing market. The sector as a whole is expected to contribute to the reduction of greenhouse gases. Housing prices should increase and not inflate. Meanwhile, the development of the built environment should contribute to well being and decrease segregation. READ MORE

7. 5. Essays in historical finance

   Author : Daniel Waldenström; Handelshögskolan i Stockholm; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

   Abstract : This dissertation concentrates on the interplay between politics and financial markets using various empirical tools applied on historical financial statistics. The first essay examines the effect of stock transaction taxation on trading activity and asset prices, specifically focusing on the case of early 20th century Sweden. READ MORE