Sökning: "Stock Returns"
Visar resultat 1 - 5 av 98 avhandlingar innehållade orden Stock Returns.
1. Swedish Monthly Stock Returns 1945-1997
Sammanfattning : [abstract missing].... LÄS MER
2. Essays on Corporate Finance and Asset Pricing
Sammanfattning : Essay 1 (with Mattias Hamberg): We study the performance of family firms with large controlling owners using unique hand-collected Swedish data; and consistent with previous studies, we find that founding family firms perform significantly better than other firms. The data allows us to also identify firms with long term non-founding owners (LTNFOs). LÄS MER
3. Essays on Stock Market Integration - On Stock Market Efficiency, Price Jumps and Stock Market Correlations
Sammanfattning : 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. LÄS MER
4. Essays on Balkan frontier stock markets
Sammanfattning : This dissertation consists of four chapters dealing with Balkan frontier markets, their design and performance. Chapter I provides an introduction to these markets and presents additional information necessary for the reader to understand these markets. LÄS MER
5. Essays on Information and Conflicts of Interest in Stock Recommendations
Sammanfattning : This thesis brings together three separate empirical essays on the information and conflicts of interest in stock recommendations. The first essay analyzes stock-price reactions to recommendations published in printed Swedish media and also trading volumes at and around the publication day, bid/ask spreads, and the post-publication drift in recommended stocks for the period 1995-2000. LÄS MER