Search for dissertations about: "stock market movements"
Showing result 1 - 5 of 15 swedish dissertations containing the words stock market movements.
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1. Essays on Stock Market Integration - On Stock Market Efficiency, Price Jumps and Stock Market Correlations
Abstract : This thesis consists of four self-contained papers related to the change of market structure and the quality of equity market.In Paper [I] we found, by using of a Flexible Dynamic Component Correlations (FDCC) model, that the creation of a common cross-border stock trading platform has increased the long-run trends in conditional correlations between foreign and domestic stock market returns. READ MORE
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2. Essays on Financial Market Interdependence
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
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3. Stock data, trade durations, and limit order book information
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
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4. Economic Implications of Corporate Social Responsibility and Responsible Investments
Abstract : Paper 1 (with Catalin Starica): This study conducts an in-depth analysis of the association between a unique ten-dimensional set of Corporate Social Responsibility (CSR) scores and firm profitability, as measured by Return on Assets (ROA). We find that non-linear (semi or non-parametric) regression methods bring important improvements in explaining profitability relative to a classical linear approach. READ MORE
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5. Fertility, childcare and labour market : dynamics in time and space
Abstract : Paper [I] focuses on the effects of time and space dynamics on the description offertility in Sweden. Fertility is an important determinant of long-term populationgrowth and labour market conditions. The influence of time dynamics inpostponing or accelerating childbearing is assessed by considering two differenteffects of earnings. READ MORE