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Showing result 1 - 5 of 49 swedish dissertations matching the above criteria.

  1. 1. Essays on Financial Market Interdependence

    Author : Lu Liu; Nationalekonomiska institutionen; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Stock markets; commodity futures; extreme downside risk; regime-switching; correlations; diversification; market linkages; heterogeneity; EMU stock markets; dynamic panel data;

    Abstract : This thesis aims at investigating the risk spillover and correlations among national stock markets, and the structure of dependence between stocks and commodity futures. It consists of four chapters. Chapter 1 briefly reviews the literature background of financial market interdependence and summarizes the contribution of the thesis. READ MORE

  2. 2. Share Liquidity and Corporate Efforts to Enhance it. A study on the Swedish Stock Exchange

    Author : Maria Gårdängen; Företagsekonomiska institutionen; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Financial science; Cross-listing; Equity issue; Split; Market microstructure; Bid-ask spread; Share liquidity; Cost of capital; Finansiering;

    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

  3. 3. Performance Metrics for Sustainability Value

    Author : David Sundfors; Hans Lind; Abukar Warsame; Stefan Olander; KTH; []
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Fastigheter och byggande; Real Estate and Construction Management;

    Abstract : The trend that started with Green Building has moved on into Sustainable Building. But how do we know that something is really sustainable? This project started out with the intention to find a small set of performance indicators for commercial buildings, which could be continuously measured and monitored over time, which would give a good indication of the level of sustainability of the building and as such, and be presented as an additional part in a valuation. READ MORE

  4. 4. Stock data, trade durations, and limit order book information

    Author : Ola Simonsen; Kurt Brännäs; Johan Knif; Umeå universitet; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Finance; Maximum likelihood; Estimation; ACD; News; Multivariate; Intraday; Market; Economics; Nationalekonomi;

    Abstract : This thesis comprises four papers concerning trade durations and limit order book information. Paper [1], [2] and [4] study trader durations, e.g., the time between stock transactions in intra-day data. READ MORE

  5. 5. Towards market driven manufacturing systems design

    Author : Staffan Bröte; Johan Stahre; Linköpings universitet; []
    Keywords : ;

    Abstract : Few companies can compete on price/cost alone. With increasing customer expectations alternative ways of adding value is desirable. One way to diverge from competitors is to select a market or market segment in which to compete. READ MORE