Sökning: "recession stock returns"

Hittade 3 avhandlingar innehållade orden recession stock returns.

  1. 1. Essays on corporate risk, U.S. business cycles, international spillovers of stock returns, and dual listing

    Författare :Iryna Ivaschenko; Handelshögskolan i Stockholm; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Sammanfattning : This thesis consists of four self-contained essays on the various topics in finance. The first essay, The Information Content of The Systematic Risk Structure of Corporate Yields for Future Real Activity: An Exploratory Empirical Investigation, constructs a proxy for the systematic component of the risk structure of corporate yields (or systematic risk structure), and tests how well it predicts real economic activity in the United States. LÄS MER

  3. 2. Essays on financial market anomalies and Investment strategies

    Författare :Mahdi Heidari; Handelshögskolan i Stockholm; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Sammanfattning : This dissertation consists of three papers on momentum strategy and the comovement of stock returns.Momentum Crash Management studies the fat-tailed distribution of momentum strategy’s return and the predictability of momentum crashes. Momentum strategy has both high average returns, and Sharpe ratios. LÄS MER

  4. 3. Essays on Capital Structure

    Författare :Hossein Asgharian; Nationalekonomiska institutionen; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; economic theory; econometrics; Economics; Extreme Bound Analysis; Selection bias; Lisrel; Semiparametric; Nonparametric; Financial distress; Panel data analysis; Leverage; Capital structure; economic systems; economic policy; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik;

    Sammanfattning : Chapter 2 analyses the relationship between capital structure and industry classification of Swedish firms. This study also analyses the determinants of the capital structure at the industry level. LÄS MER