Sökning: "Stock Returns"
Visar resultat 16 - 20 av 98 avhandlingar innehållade orden Stock Returns.
16. Essays on corporate risk, U.S. business cycles, international spillovers of stock returns, and dual listing
Sammanfattning : This thesis consists of four self-contained essays on the various topics in finance. The first essay, The Information Content of The Systematic Risk Structure of Corporate Yields for Future Real Activity: An Exploratory Empirical Investigation, constructs a proxy for the systematic component of the risk structure of corporate yields (or systematic risk structure), and tests how well it predicts real economic activity in the United States. LÄS MER
17. On the Relationship Between Accounting Earnings and Stock Returns : Model Development and Empirical Tests Based on Swedish Data
Sammanfattning : .... LÄS MER
18. Essays on Financial Markets and the Macroeconomy
Sammanfattning : Asset pricing implications of a DSGE model with recursive preferences and nominal rigidities. I study jointly macroeconomic dynamics and asset prices implied by a production economy featuring nominal price rigidities and Epstein-Zin (1989) preferences. LÄS MER
19. Financial Applications of Markov Chain Monte Carlo Methods
Sammanfattning : This thesis consists of four empirical studies on financial economics. The first chapter contains a short summary of the thesis. LÄS MER
20. Essays on the value relevance of financial statment information
Sammanfattning : This thesis consists of an introductory chapter and four self-contained essays on the value relevance of financial statement information.Essay 1: The purpose of this essay is to examine relevance of environmental information from an investor’s perspective. LÄS MER