Sökning: "underlying stock market"

Visar resultat 1 - 5 av 28 avhandlingar innehållade orden underlying stock market.

1. 1. Essays on Market Design and Market Quality

   Författare :Dong Zhang; Lars Nordén; Björn Hagströmer; Dagfinn Rime; Stockholms universitet; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; index futures market; underlying stock market; liquidity; volatility; gold futures market; price discovery; high frequency traders; aggressiveness; order submission; liquidity provider; adverse selection cost; företagsekonomi; Business Administration;

   Sammanfattning : This dissertation contains four studies on different market structures and their impact on market quality.Article I studies the effect of introducing stock index futures contracts on the underlying stocks. The results indicate a lower liquidity level in the underlying stocks. LÄS MER

3. 2. Housing Market Dynamics

   Författare :Sviatlana Engerstam; Abukar Warsame; Mats Wilhelmsson; Peter Palm; KTH; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; House prices; new construction; institutional environments; Swedish apartment market; Huspriser; nybyggnation; institutionell miljö; Svenska bostadsmarknaden; Fastigheter och byggande; Real Estate and Construction Management;

   Sammanfattning : The dynamics of housing markets constitute a complex phenomenon. The body of research is vast and includes thousands of studies done on the national and international level. Empirical evidence indicates that housing markets differ in local institutional arrangements and that these might affect the ways they develop over time. LÄS MER

4. 3. 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

5. 4. Accounting and Stockmarkets

   Författare :Jan Marton; Göteborgs universitet; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; International accounting; accounting diversity; financial analyst; Swedish accounting; accounting harmonization; stock market;

   Sammanfattning : The empirical motivation of this dissertation is the increasing importance and internationalization of stock markets, combined with accounting systems that historically are national in scope. At this time, there is incomplete knowledge of the effects on stock market actors of this recent development. LÄS MER

7. 5. What do you expect? : individual investors' subjective expectations, information usage, and social interactions in financial decision-making

   Författare :Oscar Stålnacke; Jörgen Hellström; Rickard Olsson; Anders Anderson; Umeå universitet; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Behavioral finance; Beliefs; Confidence; Expectations; Financial information; Financial risk-taking; Household finance; Individual investors; Panel data; Portfolio choice; Portfolio return; Return; Risk; Social interaction; Sophistication; Stock market; Subjective probability; Survey research; företagsekonomi; Business Studies;

   Sammanfattning : This thesis consists of an introductory part and four self-contained papers related to individual investors’ subjective expectations and their financial behavior. Paper [I] analyzes multiple measures of individual investors’ expectations of risk and return using survey data on a random sample of individual investors in Sweden. LÄS MER