Sökning: "stock market"
Visar resultat 1 - 5 av 221 avhandlingar innehållade orden stock market.
1. Essays on Stock Market Integration - On Stock Market Efficiency, Price Jumps and Stock Market Correlations
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
2. Essays on Market Design and Market Quality
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. Essays on Financial Market Interdependence
Sammanfattning : This thesis aims at investigating the risk spillover and correlations among national stock markets, and the structure of dependence between stocks and commodity futures. It consists of four chapters. Chapter 1 briefly reviews the literature background of financial market interdependence and summarizes the contribution of the thesis. LÄS MER
4. Housing Market Dynamics
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. Access to the stock market : an empirical study of the efficiency of the British and the Swedish primary markets
Sammanfattning : .... LÄS MER