Sökning: "Asset Pricing"

Visar resultat 1 - 5 av 63 avhandlingar innehållade orden Asset Pricing.

  1. 1. Essays in Asset Pricing : Investors' Expectations and the Effect of News on Stock Prices

    Författare :Hendro Maulana Sugandi; Handelshögskolan i Stockholm; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Sammanfattning : .... LÄS MER

  3. 2. Asset Mispricing

    Författare :Carl Barkfeldt; Rickard Sandberg; Katarzyna Cieslak; Erik Wikberg; James Ohlson; Uppsala universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Market efficiency; Mispricing; Fundamental valuation; Business Studies; Företagsekonomi;

    Sammanfattning : This dissertation studies the pricing of stocks in capital markets. It comprises five chapters, where the first serves as an introduction. The subsequent four chapters are each written as self-contained research papers. LÄS MER

  4. 3. Essays on Asset Pricing

    Författare :Sonnie Carlsson; Nationalekonomiska institutionen; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Sammanfattning : [abstract missing].... LÄS MER

  5. 4. Essays on Corporate Finance and Asset Pricing

    Författare :Jon Frank; Mikael Bask; Lars Forsberg; Dušan Isakov; Uppsala universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Corporate Finance; Asset Pricing; Founding family firms; Firm performance; Firm financing; Firm investments; Stock returns; Stock-bond correlation;

    Sammanfattning : Essay 1 (with Mattias Hamberg): We study the performance of family firms with large controlling owners using unique hand-collected Swedish data; and consistent with previous studies, we find that founding family firms perform significantly better than other firms. The data allows us to also identify firms with long term non-founding owners (LTNFOs). LÄS MER

  7. 5. Essays in empirical asset pricing

    Författare :Johan Parmler; Handelshögskolan i Stockholm; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Sammanfattning : Capital Asset Pricing Model (CAPM) is the most widely used model in asset pricing. This model evaluates the asset return in relation to the market return and the sensitivity of the security to the market. However, the evidence supporting the CAPM is mixed. LÄS MER