Search for dissertations about: "equity market"
Showing result 16 - 20 of 106 swedish dissertations containing the words equity market.
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16. Essays on Financial Market Volatility
Abstract : This thesis examines the volatility in the equity and short-term interest-rate markets, and the spillover from the short term interest rate market to the equity market. It consists of three papers and focuses on adapting and proposing models for the estimation and forecasting of financial market volatility. READ MORE
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17. Share Liquidity and Corporate Efforts to Enhance it. A study on the Swedish Stock Exchange
Abstract : All modern firms need access to capital markets at the lowest possible cost. Today's investors want to be able to increase or decrease their ownership rapidly, at low transaction costs and they demand return compensation for the trading costs they meet. READ MORE
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18. Essays on the value relevance of financial statment information
Abstract : This thesis consists of an introductory chapter and four self-contained essays on the value relevance of financial statement information.Essay 1: The purpose of this essay is to examine relevance of environmental information from an investor’s perspective. READ MORE
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19. Essays on information asymmetry, disclosures and the financing of R&D. The case of the biotechnology industry
Abstract : Investments in research and development (R&D) are an important driver of innovation, productivity and economic growth. Despite the importance of R&D investments to society, it is commonly known that R&D activities are difficult to finance in a competitive marketplace. READ MORE
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20. Calibration and Hedging in Finance
Abstract : This thesis treats aspects of two fundamental problems in applied financial mathematics: calibration of a given stochastic process to observed marketprices on financial instruments (which is the topic of the first paper) and strategies for hedging options in financial markets that are possibly incomplete (which is the topic of the second paper).Calibration in finance means choosing the parameters in a stochastic process so as to make the prices on financial instruments generated by the process replicate observed market prices. READ MORE