Search for dissertations about: "equity returns"

Showing result 1 - 5 of 47 swedish dissertations containing the words equity returns.

2. 1. US Equity REIT Returns and Digitalization

   Author : Birger Axelsson; Han-Suck Song; Herman Donner; Peter Palm; KTH; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; REITs; quantitative easing; quantitative tightening; deep learning; LSTM; REITs; kvantitativa lättnader; kvantitativ åtstramning; djupinlärning; LSTM; Fastigheter och byggande; Real Estate and Construction Management;

   Abstract : This licentiate thesis is a collection of two essays that utilize time-series econometric methods in real estate finance. The first essay applies econometric modelling on Real Estate Investment Trust (REIT) index returns, focusing on estimating the effect of the quantitative easing (QE) and quantitative tightening (QT) programmes on U.S. READ MORE

4. 2. Essays on Credit Risk

   Author : Caren Guo Nielsen; Nationalekonomiska institutionen; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Asset pricing; equity returns; size effect; value effect; momentum effect; credit risk effect; credit default swap; banks; asset risk; credit risk; portfolio choice; risk-based capital regulation; bank bailouts; moral hazard; distress risk; capital injections; TARP; CPP; market discipline; financial crisis;

   Abstract : This dissertation covers the issues related to credit risk that stem from the recent financial crisis and that are concerned by investors, financial intermediaries, and governments. The results of the research have important implications for asset managers, such as using the information from the credit risk market to rebalance stock portfolios, and for policy makers in regulating or bailing out banks. READ MORE

5. 3. Empirical studies of financial asset returns

   Author : Sonnie Karlsson; Lunds universitet; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Asset pricing; Riskaversion; Consumption; Capital investments; Multi-moment; Non-linear; International capital markets; Credit risk; Swap spread; Liquidity;

   Abstract : This dissertation aims at understanding differences in rates of returns on financial assets, both in the cross-section and over time. It contains four chapters. The first paper is "Non-separable preferences and risk aversion: Results from the UK". READ MORE

6. 4. Predictability in Equity Markets: Estimation and Inference

   Author : Tamás Kiss; Erik Hjalmarsson; Ádám Faragó; Göteborgs universitet; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Non-stationary regressor; Persistence Adjustment; Predictive Regressions; Predictive System; Present-value relationship; Return Predictability; Stock-return Predictability; Non-stationary regressor Persistence Adjustment Predictive Regressions Predictive System Present-value relationship Return Predictability Stock-return Predictability;

   Abstract : The thesis consists of three chapters dealing with predictability in equity markets. The first chapter analyses predictive regressions in a predictive system framework, where the predictor is an imperfect proxy for the expected returns. READ MORE

7. 5. Essays on information asymmetry, disclosures and the financing of R&D. The case of the biotechnology industry

   Author : Hans Jeppsson; Göteborgs universitet; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; biotechnology; ; information asymmetry; disclosures; value-relevance; equity market timing; mispricing; adverse selection; monitoring; seasoned equity offerings; rights offerings; private placements; ; alliance;

   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