Sökning: "Stock Returns"
Visar resultat 6 - 10 av 98 avhandlingar innehållade orden Stock Returns.
6. Economic Implications of Corporate Social Responsibility and Responsible Investments
Sammanfattning : 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. LÄS MER
7. Empirical tests of exchange rate and stock return models
Sammanfattning : Abstracts to ”Empirical tests of exchange rate and stock return models” Order flow in the Foreign Exchange Market Price discovery in foreign exchange markets is explored using Swedish data including trades from both the customer and the interdealer market. The data set represents a majority of all executed trades in the EURSEK exchange rate over a four-year time period. LÄS MER
8. Empirical studies of financial asset returns
Sammanfattning : This dissertation aims at understanding differences in rates of returns on financial assets, both in the cross-section and over time. It contains four chapters. The first paper is "Non-separable preferences and risk aversion: Results from the UK". LÄS MER
9. Modeling Realized Covariance of Asset Returns
Sammanfattning : In this thesis, which consists of two papers, we consider the modeling of positive definitive symmetric matrices, in particular covariance matrices of financial asset returns. The return covariance matrix describes the magnitude in which prices of financial assets tend to change over time, and how price changes between different assets are related. LÄS MER
10. Insurance and cartels through wars and depressions : Swedish Marine insurance and reinsurance between the World Wars
Sammanfattning : The aim of this thesis is to enhance our understanding of Swedish marine insurers' choices of business strategies under the potentially difficult business circumstances of the interwar period 1918-1939. Little previous research exists on marine insurance during the interwar period. LÄS MER