Sökning: "price index"

Visar resultat 1 - 5 av 59 avhandlingar innehållade orden price index.

1. 1. Såld spannmål av kyrkotionden : Priser i Östergötland under Sveriges stormaktstid

   Författare :Göran Hansson; Olle Krantz; Magnus Lindmark; Johan Söderberg; Umeå universitet; []
   Nyckelord :Economic history; price history; relative prices; wages; price cycles; Östergötland; food consumtion; price comparisons; price index; bad harvests; ekonomisk historia; Economic History;

   Sammanfattning : The thesis presents annual price series for rye and barley in Östergötland during the period 1592-1735. Prices of wheat, oats, animal products, building materials, iron, nails, horse shoes and horse shoe nails from about the mid-17th century up to 1735 are also presented and analysed. LÄS MER

3. 2. Essays on Index Investment : index inclusions, managerial skill, and the rise of passive management

   Författare :Michael Florian Klug; Handelshögskolan i Stockholm; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

   Sammanfattning : “Trading on Index Constituent Changes: Active vs. Passive Fund Management” studies mutual funds’ trading related to constituent changes in major Russell indices. LÄS MER

4. 3. Price measurement and index construction : some contributions to theory and application

   Författare :Jörgen Dalén; Stockholms universitet; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; Konsumentprisindex;

   Sammanfattning : Four different problems are treated, all concerned with problems arising when compiling price indexes in official statistics. One deals with the computation of so called elementary aggregates, low level indexes for single products, when proper weights for the observations are not available. LÄS MER

5. 4. Essays on lease and property valuation

   Författare :Olof Netzell; Åke Gunnelin; Martin Hoesli; KTH; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; rent; space syntax; valuation; index; real estate; accessibility; capitalisation rate; Economics; Nationalekonomi;

   Sammanfattning : The first two papers in this dissertation discuss a fairly recently developed research field, Space Syntax, and how the findings in this field may be used to understand spatial economic patterns such as geographic distribution of market rents. Both papers use standard econometric methods to investigate the relationship between rents and the so called integration value developed within Space Syntax. LÄS MER

7. 5. Essays on Derivatives and Liquidity

   Författare :Caihong Xu; Lars Nordén; Björn Hagströmer; Hans Byström; Stockholms universitet; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Index options; volatility smile; liquidity; index futures; expiration-day effects; limit order book; trading patience; order flows; gold futures; hedging; företagsekonomi; Business Administration;

   Sammanfattning : This dissertation contains four essays in which derivatives markets are studied in relation to three related topics in financial economics: asset pricing, market microstructure and risk management.Essay I studies the role of relative option liquidity in explaining the volatility smile. LÄS MER