Sökning: "Stock Returns"

Visar resultat 11 - 15 av 98 avhandlingar innehållade orden Stock Returns.

1. 11. Essays on Financial Market Interdependence

   Författare :Lu Liu; Nationalekonomiska institutionen; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Stock markets; commodity futures; extreme downside risk; regime-switching; correlations; diversification; market linkages; heterogeneity; EMU stock markets; dynamic panel data;

   Sammanfattning : 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. LÄS MER

3. 12. "Ownership, Involvement and Performance in Family Firms" and "Founders, Heirs and Stock Returns"

   Författare :Jon Frank; Mikael Bask; Lars Forsberg; Cristina Cella; Nationalekonomiska institutionen Uppsala universitet; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Economics; Nationalekonomi;

   Sammanfattning : .... LÄS MER

4. 13. Essays on stock prices and exchange rates

   Författare :Stefan Nydahl; Uppsala universitet; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Economics; Nationalekonomi; Economics; Nationalekonomi; nationalekonomi; Economics;

   Sammanfattning : This thesis consists of five self-contained essays:Essay 1 evaluates several time series models of exchange rate volatility to predict the daily volatility of the U.S. dollar versus the currencies of Germany, Canada and Japan. The models are compared both within-sample and out-of-sample with the main focus on the latter. LÄS MER

5. 14. Information and financial markets

   Författare :Stefan Anchev; Jörgen Hellström; Rickard Olsson; Juha-Pekka Kallunki; Umeå universitet; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Information; dissemination of information; production of private information; information disadvantage; investor base; stock return anomalies; stock price informativeness; quantity of firm disclosure; less sophisticated individual investors;

   Sammanfattning : The results in this thesis are consistent with the hypotheses that: 1) the incomplete dissemination of information across investors helps in explaining the occurrence and the persistence of cross-sectional stock return anomalies, 2) the properties of the investor base of a stock have implications for the informativeness of the stock's price and 3) a greater quantity of firm disclosure places less sophisticated investors at an information disadvantage. Overall, the thesis provides new empirical evidence about the role of information in financial markets. LÄS MER

7. 15. Essays on Financial Market Volatility

   Författare :Ai Jun HOU; Nationalekonomiska institutionen; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Nonparametric GARCH model; News Impact Curve; Interest rate volatility; MCMC; Markov Switching; Chinese stock markets; EMU stock markets;

   Sammanfattning : This thesis examines the volatility in the equity and short-term interest-rate markets, and the spillover from the short term interest rate market to the equity market. It consists of three papers and focuses on adapting and proposing models for the estimation and forecasting of financial market volatility. LÄS MER