Sökning: "Market Size Effect"

Visar resultat 1 - 5 av 125 avhandlingar innehållade orden Market Size Effect.

1. 1. Essays on Credit Risk

   Författare :Caren Guo Nielsen; Nationalekonomiska institutionen; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Asset pricing; equity returns; size effect; value effect; momentum effect; credit risk effect; credit default swap; banks; asset risk; credit risk; portfolio choice; risk-based capital regulation; bank bailouts; moral hazard; distress risk; capital injections; TARP; CPP; market discipline; financial crisis;

   Sammanfattning : This dissertation covers the issues related to credit risk that stem from the recent financial crisis and that are concerned by investors, financial intermediaries, and governments. The results of the research have important implications for asset managers, such as using the information from the credit risk market to rebalance stock portfolios, and for policy makers in regulating or bailing out banks. LÄS MER

3. 2. Competition, Division and Unity : The Impact of Market Structures on Trading Quality

   Författare :Chengcheng Qu; Björn Hagströmer; Lars Nordén; Michał Dzieliński; Roman Kozhan; Stockholms universitet; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Market microstructure; latency arbitrage; fragmentation; tick size; lot size; liquidity; adverse selection; market efficiency; Business Administration; företagsekonomi;

   Sammanfattning : The financial market operates as an ecosystem, involving diverse yet interconnected marketplaces and participants. Market design, intricately interacting with technology, regulation, and competition, shapes how participants adapt their trading behavior and therefore influences market performance. LÄS MER

4. 3. 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

5. 4. Essays on Stock Market Integration - On Stock Market Efficiency, Price Jumps and Stock Market Correlations

   Författare :Yuna Liu; Tomas Sjögren; Jörgen Hellström; Mikael Bask; Umeå universitet; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Time-varying return predictability; Tests for jumps; International financial markets; Market structure; Common trading platform; Integration; Time-varying correlation; C-GARCH; Trust; Portfolio Diversification; Stock Market Participation; nationalekonomi; Economics;

   Sammanfattning : This thesis consists of four self-contained papers related to the change of market structure and the quality of equity market.In Paper [I] we found, by using of a Flexible Dynamic Component Correlations (FDCC) model, that the creation of a common cross-border stock trading platform has increased the long-run trends in conditional correlations between foreign and domestic stock market returns. LÄS MER

7. 5. Market Structure and Integration - Essays on Trade, Specialisation and Foreign Direct Investment

   Författare :Karin Olofsdotter; Nationalekonomiska institutionen; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; econometrics; Economics; Economic Integration; Market Size; Scale Economies; Welfare; Specialisation; Country Capabilities; Trade; Economic Growth; Foreign Direct Investment; economic theory; economic systems; economic policy; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik;

   Sammanfattning : The study analyses various aspects of international economics related to foreign direct investment, trade and specialisation. These issues are considered in view of the increased internationalisation - through trade and foreign direct investment - in recent decades. Special interest is devoted to the effects of economic integration. LÄS MER