Search for dissertations about: "omx"

Showing result 1 - 5 of 10 swedish dissertations containing the word omx.

  2. 1. Essays on Share Repurchases and Equity Ownership

    Author : Jonas Råsbrant; Staffan Laestadius; Kenneth Högholm; KTH; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Share repurchases; Buybacks; Stock performance; Liquidity; Rights offerings; Equity ownership; Portfolio choice; Owner-managers; Stockholm Stock Exchange; NASDAQ OMX Stockholm;

    Abstract : This thesis comprises five empirical essays using Swedish data. Three of the essays examine open market share repurchases, one essay investigates changes in investors’ shareholdings surrounding equity rights offerings (ROs), and the last essay investigates owner-managers’ equity portfolio choices. READ MORE

  4. 2. Essays on market microstructure : empirical evidence from some Nordic exchanges

    Author : Jonas Niemeyer; Handelshögskolan i Stockholm; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Abstract : This dissertation consists of five separate and self-contained essays. They have been written as distinct papers. Although there is a fair amount of overlap and cross-reference in analysis and discussion, the intention is that potential readers should be able to read them separately. READ MORE

  5. 3. Option Pricing and Bayesian Learning

    Author : Ola Jönsson; Nationalekonomiska institutionen; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; ekonomisk politik; ekonomiska system; ekonomisk teori; ekonometri; Bayesian learning; Volatility smile; Economics; Polya urn model; economic theory; econometrics; economic systems; Nationalekonomi; economic policy; Finansiering; Financial science;

    Abstract : This thesis consists of three chapters devoted to both empirical and theoretical aspects of option pricing. The first chapter investigates the market for European options on the Swedish OMX index using daily data for the period 1993-2000. READ MORE

  6. 4. Issues of incompleteness, outliers and asymptotics in high dimensional data

    Author : Peter S. Karlsson; Thomas Holgersson; Ghazi Shukur; Åke E. Andersson; Jönköping University; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Business and economics; Ekonomi;

    Abstract : This thesis consists of four individual essays and an introduction chapter. The essays are in the field of multivariate statistical analysis of High dimensional data. The first essay presents the issue of estimating the inverse covariance matrix alone and when it is used within the Mahalanobis distance in High-dimensional data. READ MORE

  7. 5. On the Asymptotics of Increasing Dimension Models : Methods for Complete or Incomplete Data

    Author : Peter Karlsson; Thomas Holgersson; Rolf Larsson; Jönköping University; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Statistics; Statistik;

    Abstract : In some multivariate contexts there is a close relation between the number of parameters (p) and the number of observations (n). In a situation where p grows with n it frequently happens that the statistic does not converge to its true parameter. READ MORE