Sökning: "the stock market"
Visar resultat 1 - 5 av 220 avhandlingar innehållade orden the stock market.
1. Access to the stock market : an empirical study of the efficiency of the British and the Swedish primary markets
Sammanfattning : .... LÄS MER
2. Changing the Rules of the Game : A Market Microstructure Perspective on the Effects of Regulating Financial Markets
Sammanfattning : This dissertation contains four articles that examine the effects brought about by the implementation of new regulations and changes in the trading landscape on different facets of market quality and integrity.Article I studies how the fragmentation of equity markets affects the speed of recovery of the market, both under normal market conditions and in times of stress. LÄS MER
3. 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
4. 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
5. Essays on the Scandinavian Stock Markets
Sammanfattning : This thesis consists of three self-contained empirical essays related to the stock markets in Denmark, Norway, and Sweden.In Essay I, the time-series dynamics of liquidity on the Scandinavian stock exchanges between January 1993 and June 2005 are studied with liquidity indices. LÄS MER