Search for dissertations about: "stock price behaviour"
Found 4 swedish dissertations containing the words stock price behaviour.
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1. Essays on Economics of Natural Resource Management and Experiments
Abstract : This thesis has five self-contained essays. The titles and the abstracts of the various essays are as follows. Paper 1: Natural Resource use Conflict: Gold Mining in Tropical Rainforest in Ghana: Gold is frequently mined in rainforests that can provide either gold or forest benefits, but not both. READ MORE
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2. Social Influences on Predictions in Simulated Financial Markets
Abstract : During the last decades the interest in financial markets has increased enormously around the world. Since investors are economically dependent on their investments, it is essential fo them to make accurate investment predictions. One observed behaviour among stock investors in actual markets is that they tend to choose the same stocks. READ MORE
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3. Asymptotics of implied volatility in the Gatheral double stochastic volatility model
Abstract : We consider a market model of financial engineering with three factors represented by three correlated Brownian motions. The volatility of the risky asset in this model is the sum of two stochastic volatilities. The dynamic of each volatility is governed by a mean-reverting process. READ MORE
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4. Nonlinear and Nonparametric Dynamical Methods in Economics and Finance
Abstract : The objectives of the thesis - which comprises six parts – can be summarized in i) implementing linear and nonlinear/nonparametric approaches toward detecting, measuring and analyzing the nature and directionality of causal relationships in financial markets, ii) elaborating on modern topics in financial investment analysis, iii) probing into the role of commodity futures in constructing optimal portfolios as well as iv) investigating growth dynamics via aggregated and disaggregated indices.The first paper named “Analyzing causal interactions between sectoral equity returns and commodity futures returns in the aftermath of the global financial crisis: The case of the US and EU equity returns”, aims to explore and compare the dependence and co-movement structure between commodity and various asset classes’ returns including the USA and EU stock markets via the use of linear and non-linear causality testing in a comparative context with the additional adjustment for cointegration and conditional heteroscedasticity. READ MORE