Search for dissertations about: "investment and stock market"

Showing result 1 - 5 of 42 swedish dissertations containing the words investment and stock market.

2. 1. Market Structure and Integration - Essays on Trade, Specialisation and Foreign Direct Investment

   Author : Karin Olofsdotter; Nationalekonomiska institutionen; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; econometrics; Economics; Economic Integration; Market Size; Scale Economies; Welfare; Specialisation; Country Capabilities; Trade; Economic Growth; Foreign Direct Investment; economic theory; economic systems; economic policy; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik;

   Abstract : The study analyses various aspects of international economics related to foreign direct investment, trade and specialisation. These issues are considered in view of the increased internationalisation - through trade and foreign direct investment - in recent decades. Special interest is devoted to the effects of economic integration. READ MORE

4. 2. Essays on systemic risk and financial market volatility

   Author : Dominika Krygier; Nationalekonomiska institutionen; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; systemic risk; Volatility; Volatility forecasting; Bitcoin; implicit guarantees; Financial stability; Leverage; Value-at-Risk; CoVaR; networks; Centrality; interconnectedness; Financial crisis; Stock market; Banks; Financial Markets;

   Abstract : This doctoral thesis consists of four independent research papers. All papers are empirical and cover the area of financial market risk, with a particular focus on systemic risk and volatility in financial markets. READ MORE

5. 3. Essays on financial market anomalies and Investment strategies

   Author : Mahdi Heidari; Handelshögskolan i Stockholm; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

   Abstract : This dissertation consists of three papers on momentum strategy and the comovement of stock returns.Momentum Crash Management studies the fat-tailed distribution of momentum strategy’s return and the predictability of momentum crashes. Momentum strategy has both high average returns, and Sharpe ratios. READ MORE

6. 4. Nonlinear and Nonparametric Dynamical Methods in Economics and Finance

   Author : Gazi Salah Uddin; Bo Sjö; Ramo Gencay; Linköpings universitet; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Commodity markets; Nonlinear causality testing; Dependence structure; Business cycles; Timescale analysis; Growth dynamics; Portfolio management;

   Abstract : The objectives of the thesis - which comprises six parts – can be summarized in i) implementing linear and nonlinear/nonparametric approaches toward detecting, measuring and analyzing the nature and directionality of causal relationships in financial markets, ii) elaborating on modern topics in financial investment analysis, iii) probing into the role of commodity futures in constructing optimal portfolios as well as iv) investigating growth dynamics via aggregated and disaggregated indices.The first paper named “Analyzing causal interactions between sectoral equity returns and commodity futures returns in the aftermath of the global financial crisis: The case of the US and EU equity returns”, aims to explore and compare the dependence and co-movement structure between commodity and various asset classes’ returns including the USA and EU stock markets via the use of linear and non-linear causality testing in a comparative context with the additional adjustment for cointegration and conditional heteroscedasticity. READ MORE

7. 5. The Ethics of Investing. Making Money or Making a Difference?

   Author : Joakim Sandberg; Göteborgs universitet; []
   Keywords : HUMANIORA; HUMANITIES; SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; ethical investment; ethical investing; socially responsible investment; socially responsible investing; ethical funds; screening; shareholder activism; sin stocks; active shareholding; corporate governance; responsible ownership; relationship investing; philanthropy; speculation; the stock market; annual general meeting; investor influence; consistency; conscientiousness; collective responsibility; generalisation test; pragmatism; consequentialism; demandingness; applied ethics; ethics; moral philosophy;

   Abstract : The concepts of ‘ethical’ and ‘socially responsible’ investment (SRI) have become increasingly popular in recent years and funds which offer this kind of investment have attracted many individual investors. The present book addresses the issue of ‘How ought one to invest?’ by critically engaging with the ideas of the proponents of this movement about what makes ‘ethical’ investing ethical. READ MORE