Search for dissertations about: "stock market prediction"

Showing result 1 - 5 of 10 swedish dissertations containing the words stock market prediction.

  2. 1. Essays on Mergers and Acquisitions and Event Studies

    Author : Mohammad Irani; Lars Nordén; Rickard Sandberg; Neslihan Ozkan; Stockholms universitet; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; mergers and acquisitions; event study; prediction; payment method; conditional CAPM; time-varying parameters; structural change methodology; variance; covariance; företagsekonomi; Business Administration;

    Abstract : This dissertation consists of three studies on the anticipation of mergers and acquisitions (M&As) and its impact on takeover event studies. Article I investigates whether the market can anticipate both takeovers and their payment forms prior to their announcement dates. READ MORE

  4. 2. Essays on experimental economics : bargaining, auctions, reservation-price elicitation and political stock markets

    Author : Joakim Sonnegård; Stockholms universitet; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Economics; nationalekonomi;

    Abstract : Experimental methods are used to investigate five separate topics in economics:Determination of First Movers in Sequential Bargaining Games: An Experimental Study: Experimental research has found that first movers in bargaining games tend to offer their counterparts more than noncooperative game theory predicts. Previous experiments on bargaining games have frequently been designed in such a way that the first mover is determined randomly among the experimental subjects. READ MORE

  5. 3. Essays on the Economics of Banks and Markets

    Author : Ettore Panetti; Per Krusell; Elena Carletti; Stockholms universitet; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; banks; default; economic growth; financial liberalization; financial markets; hidden trades; insurance; liquidity; policy coordination; market participation; regulation; Economics; nationalekonomi;

    Abstract : This thesis consists of three essays.The first essay, “A Theory of Bank Illiquidity and Default with Hidden Trades”, develops a theory of banking to explore how the availability of trading opportunities for both banks and individual investors affects the link between illiquidity and default in the financial system. READ MORE

  6. 4. Essays on Index Investment : index inclusions, managerial skill, and the rise of passive management

    Author : Michael Florian Klug; Handelshögskolan i Stockholm; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Abstract : “Trading on Index Constituent Changes: Active vs. Passive Fund Management” studies mutual funds’ trading related to constituent changes in major Russell indices. READ MORE

  7. 5. Essays in Labor Economics and Consumer Behavior

    Author : Marta Lachowska; Eskil Wadensjö; Michael Svarer; Stockholms universitet; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Expenditure; Wage Formation; Outside Options; Hours of Work; Wage Differentials; Economics; Nationalekonomi; Economics; nationalekonomi;

    Abstract : This thesis consists of three essays on labor economics and consumption behavior. “Consumption and Information: A Study of Consumer Behavior using Daily Data” studies the joint dynamics of information and consumption using data on a daily frequency. READ MORE