Search for dissertations about: "stock market"

Showing result 21 - 25 of 204 swedish dissertations containing the words stock market.

2. 21. On the Importance of Accounting Information for Stock Market Efficiency

   Author : Jiri Novak; Jan-Erik Gröjer; Mattias Hamberg; Mats Åkerblom; Colin Clubb; Uppsala universitet; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Business studies; accounting; capital makets; efficiency; momentum; liquidity; accounting conservatism; transitory earnings; IFRS; goodwill; Sweden; Företagsekonomi; Business studies; Företagsekonomi;

   Abstract : This thesis contributes to the discussion on the importance of accounting information for stock market efficiency. As any analysis of market efficiency depends on the use of adequate risk proxies, the thesis first investigates the ability of commonly used risk factors to explain the cross-sectional variation of Swedish stock returns. READ MORE

4. 22. (Il)liquidity on the Scandinavian Stock Exchange

   Author : Jonas Söderberg; Ghazi Shukur; Ken Bechmann; Växjö universitet; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Finance; Liquidity; Order-driven stock exchanges; Economics; Nationalekonomi; Economics; Nationalekonomi;

   Abstract : The time-series dynamics of liquidity on the Scandinavian stock exchanges between January 1993 and June 2005 are studied with an (il)liquidity index, based on the measures in Amihud (2002) and Lesmond, Ogden and Trzcinka (1999). The relationships between return, volatility, trading activity, and liquidity are examined in a VAR framework within these purely order-driven stock exchanges. READ MORE

5. 23. Liquidity and Portfolio Optimisation

   Author : Björn Hagströmer; Jane M. Binner; Aston University Aston Business School; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; stock market; liquidity; systematic liquidity; portfolio optimisation; high-frequency data; Economics; Nationalekonomi;

   Abstract : This thesis presents research within empirical financial economics with focus on liquidity and portfolio optimisation in the stock markets. The discussion on liquidity is focussed on measurement issues, including TAQ data processing and measurement of systematic liquidity factors. READ MORE

6. 24. Fisheries biology of the edible crab (Cancer pagurus) in the Kattegat and the Skagerrak - implications for sustainable management

   Author : Anette Ungfors; Göteborgs universitet; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES; Cancer pagurus; Swedish west coast; sexual maturity; migration; population genetics; stock structure; fishing mortality; stock abundance; management;

   Abstract : The European edible crab (Cancer pagurus) is exploited to a varying degree in its area of distribution. Landings in United Kingdom and Ireland may have peaked around year 2000, reaching 25 000 and 13 000 tonnes, respectively but have slightly decreased since. READ MORE

7. 25. Economic Implications of Corporate Social Responsibility and Responsible Investments

   Author : Cristiana Manescu; Göteborgs universitet; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Corporate Social Responsibility; Strategic CSR; Socially Responsible Investments; Sustainability; Firm Profitability; Stock Returns; Statistical Learning Techniques; Variable Selection; Smooth Splines; Regression Trees; Data Envelopment Analysis; Difference-GMM; Risk-Factor Test; Market Efficiency; Control Functions Approach.;

   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