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- 2023
-
Mark
Balancing environment and economy: the interplay between eco-innovation, carbon emission and firm performance
(
- Master (One yr)
-
Mark
Announcement Effect of Primary Seasoned Equity Offerings of Common Stock: Evidence from the Swedish Stock Market
(
- Master (One yr)
-
Mark
Market Reaction to Environmental Controversies: The role of perceived behaviour
(
- Master (One yr)
-
Mark
Value-at-risk of Vietnamese banks' stocks: Investigating the relationship with bank-specific characteristics
(
- Master (One yr)
-
Mark
ESG portfolios in different industries
(
- Master (Two yrs)
-
Mark
Climate Change Coverage and the Performance of Green and Brown Equities
(
- Master (Two yrs)
-
Mark
The Risk Spillover Effect Between the EUA Carbon Market and Carbon-intensive Sectors in European Stock Markets
(
- Master (One yr)
-
Mark
The Challenges of Sustainable Investing
(
- Master (One yr)
-
Mark
How Does the Three-factor Model Perform and What Explains its Performance? Empirical tests on Swedish stock portfolios
(
- Master (One yr)
- 2022
-
Mark
ESG Portfolios in Different Markets - Investigating the Relationship Between ESG Performance and Financial Performance
(
- Master (Two yrs)
-
Mark
The ESG-Risk Relationship - A study of the relationship between ESG and firm-specific risk of publicly traded firms in Sweden
(
- Master (Two yrs)
- 2021
-
Mark
Returning to Quality: An Empirical Investigation of Short Sale Constraints Effect on a Quality Investment Strategy
(
- Master (Two yrs)
-
Mark
Modeling stock market liquidity using macroeconomic variables: Evidence from Sweden
(
- Master (Two yrs)
-
Mark
Responsible Investing: Costs and Benefits. A Cross-Country Study in Europe.
(
- Master (One yr)
- 2020
-
Mark
Implications of Green Bond Issue Announcements on Equity Prices
(
- Master (One yr)
-
Mark
Does Quality Matter?
(
- Master (One yr)
-
Mark
The Incorporation of ESG Scores into Factor based Investment Decisions. Does ESG Integration necessarily come with a Financial Trade-off?
(
- Master (One yr)
-
Mark
ESG Performance in Exchange Traded Funds (ETFs) and Fixed Income in the Context of Home Bias
(
- Master (One yr)
-
Mark
The Effects of Equal Weighting and Rebalancing on Portfolio Performance
(
- Bach. Degree
-
Mark
Analyzing Safe Haven and Hedge Currencies Against the U.S. Stock Market During the COVID-19 Pandemic Crisis
(
- Master (Two yrs)
-
Mark
A Green Sensibility? Examining the Issuance of Green Bonds in the Nordic Region.
(
- Master (Two yrs)
-
Mark
Quality's relationship to the idiosyncratic volatility puzzle
(
- Master (One yr)
- 2019
-
Mark
Co-movements between Renewable Energy, Oil & Gas, and Technology in Europe: Implications for Investment Decisions
(
- Master (Two yrs)
-
Mark
Do ESG scores matter in the market?: Environmental, Social and Governance performance in relation to stock returns and profitability in European Market
(
- Master (One yr)
-
Mark
Environmental, social and governance composite ratings and stock performance
(
- Bach. Degree
- 2018
-
Mark
Digitalization and Firm Performance: Are Digitally Mature Firms Outperforming Their Peers?
(
- Master (Two yrs)
- 2017
-
Mark
The Impact of Corporate Bond Issuance on Firms’ Performance: Evidence from Chinese Listed Companies
(
- Master (Two yrs)
-
Mark
The application of Ornstein-Uhlenbeck Process model and ARCH/GARCH model in statistical arbitrage
(
- Master (One yr)
-
Mark
Price Impact Correlation Between Buy-/Sell-Pressure in the Stock Market and Subsequent Price Changes
(
- Master (Two yrs)
-
Mark
Do Markets Reward Green Investing?
(
- Master (One yr)
-
Mark
The Impact of Credit Risk Management on Profitability of Nordic Commercial Banks
(
- Master (Two yrs)
-
Mark
The role of credit rating agencies in the European sovereign debt crisis
(
- Master (Two yrs)
-
Mark
Macroeconomic uncertainty and banks’ loan supply: The case of the Nordic countries
(
- Master (Two yrs)
-
Mark
Generationsfonder- En kvantitativ studie av marknadens generationsfonder
(
- Bach. Degree
- 2016
-
Mark
Relative Valuation – Accuracy of Corporate Valuation Using Multiples
(
- Master (One yr)
-
Mark
IPO Underpricing in NASDAQ First North Stockholm: Can Investors Beat the Market?
(
- Master (One yr)
-
Mark
The Effect of Dividend Increase on Future Earnings: Evidence from Nordic Countries between 2000 and 2015
(
- Master (One yr)
-
Mark
Capital structure decisions for financially constrained firms: A pre- and post-crisis analysis
(
- Master (One yr)
-
Mark
Investing to Curb Climate Change - The Performance and Risk of Green Mutual Funds
(
- Master (Two yrs)
-
Mark
A comparison of the long-run performance of Small Cap respective Large Cap stocks after conducting an IPO or SEO
(
- Master (One yr)
-
Mark
Investor Sentiment: An empirical study on Swedish Industries
(
- Master (One yr)
-
Mark
Risky Asset Holding and Labour Income Risk: Evidence from Italian Households
(
- Master (Two yrs)
-
Mark
The US and the Greater China Economic Area Stock Market Linkages——The case of the 2008 Global Financial Crisis
(
- Master (Two yrs)
-
Mark
Human Capital and Cash Holdings of Foreign Companies: An Evidence from Developing Economies
(
- Master (One yr)
-
Mark
On the Determinants of Underpricing in Corporate Bond Offerings
(
- Master (Two yrs)
-
Mark
The effect of credit rating announcements in the Nordic stock market
(
- Master (One yr)
-
Mark
The Value Creation of Intellectual Property in Mergers and Acquisitions
(
- Master (Two yrs)
-
Mark
Volatility and Contagion Effect from US and GIIPS to the Largest European Economies
(
- Master (Two yrs)
- 2015
-
Mark
The Impact of Political Risk on Equity Market Performance
(
- Master (One yr)
-
Mark
Forecasting limit order book price changes using change point detection
(
- Master (One yr)
-
Mark
A Comparative Risk Analysis of Bangladesh in the SAARC Region: A Study of Value at Risk
(
- Master (One yr)
-
Mark
Herd Behavior in the NASDAQ OMX Baltic Stock Market
(
- Master (Two yrs)
-
Mark
The effects of macroeconomic variables on Asian stock market volatility: A GARCH MIDAS approach
(
- Master (Two yrs)
- 2014
-
Mark
The Role of Liquidity Measures on Price Change Volatility: The use of GARCH framework on Copenhagen Stock Exchange
(
- Master (One yr)
-
Mark
Modeling Value-at-Risk(VaR) in a Small Sized Emerging Financial Market: Evidence from Botswana
(
- Master (One yr)
-
Mark
Are Banks in Switzerland Too-Big-To-Fail?
(
- Master (Two yrs)
-
Mark
Are Pre-Scheduled Macroeconomic News Days Different From Other Days? – A Cross-Sectional Analysis of the Swedish Stock Market
(
- Bach. Degree
-
Mark
Electricity as a Risk Bearing Asset from a Portfolio Perspective, Studied Through the Concept of Value at Risk with a Time Varying Correlation Approach
(
- Master (Two yrs)
-
Mark
Asymmetry in the dynamic conditional correlation of gold returns and stock returns
(
- Master (Two yrs)
-
Mark
The volatility spillovers between stock markets and exchange rates - Evidence from North- and South America
(
- Master (One yr)
- 2013
-
Mark
Variables Important for Bankruptcy Prediction - A Logit Binary Approach
(
- Bach. Degree
-
Mark
En genusstudie om avkastning på premiepensionsmarknaden
(
- Master (One yr)
-
Mark
The behavior of Credit Default Swaps
(
- Master (One yr)
-
Mark
Value-at-Risk Estimation Under Shifting Volatility
(
- Master (One yr)
-
Mark
Volatility Patterns and Idiosyncratic Risk on the Swedish Stock Market
(
- Master (One yr)
-
Mark
Fama and French Model VS. CAPM: Procyclical Stocks
(
- Master (One yr)
-
Mark
Stock Liquidity as a Determinant of Credit Default Swap Spreads
(
- Master (One yr)
- 2012
-
Mark
Stock Market Volatility - Do macroeconomic variables affect stock market volatility?
(
- Master (One yr)
-
Mark
Alpha analysis - A momentum and performance metrics study of the efficient market hypothesis
(
- Master (One yr)
-
Mark
MONEY SUPPLY AND STOCK PRICES
(
- Master (Two yrs)
-
Mark
Herd Behavior in Stock Markets: a Nordic Study
(
- Master (One yr)
-
Mark
An Empirical Study on Term Structure Models
(
- Master (Two yrs)
-
Mark
ÄGARKONCENTRATIONENS INVERKAN PÅ ÖVERAVKASTNINGEN - En studie på den svenska aktiemarknaden
(
- Master (One yr)
-
Mark
On market efficiencies on the German stock market - Evidence via the implementation of momentum strategies
(
- Master (One yr)
-
Mark
The 52 Week High Matters – A Study of the German Stock Market from 1996 to 2011
(
- Master (One yr)
-
Mark
Estimating and Analyzing the Risk-Return Relationship in the Stock Market
(
- Master (Two yrs)
-
Mark
Volume of Trading and Stock Volatility in the Swedish Market
(
- Master (One yr)
-
Mark
Active and passive funds: excess returns and persistence in performance - Evidence from the Swedish fund market 2000-2011 -
(
- Master (One yr)
-
Mark
Behavioral Determinants of Stock Market Participation
(
- Master (Two yrs)
-
Mark
Applying the Black-Litterman Model on the Swedish Stock Market
(
- Master (Two yrs)
-
Mark
Health Effects on the Households’ Stockholding Decisions
(
- Master (One yr)
- 2011
-
Mark
The effects of tender offers on target firms’ market value: case Sweden
(
- Master (One yr)
-
Mark
Stock returns explained - using a volume filter, interest rates, and the oil price
(
- Bach. Degree
-
Mark
The search for alpha continues. Estimating time-varying risk premia of hedge funds with a conditional model.
(
- Master (One yr)
-
Mark
The Intraday Dynamics of Stock Returns and Trading Activity: Evidence from OMXS 30
(
- Master (Two yrs)
-
Mark
The Impacts of Sovereign Credit Ratings on Exchange Rates-Evidence from Eurozone Sovereign Debt Crisis
(
- Master (One yr)
-
Mark
Returns on Assets and Returns on Stocks: Based on Swedish Market
(
- Master (One yr)
-
Mark
Corporate credit spreads and the Financial Accelerator Mechanism: Differentiating between credit rating, time to maturity and industry sector
(
- Master (One yr)
-
Mark
A quantitative analysis of Nordic hedge fund performance during changing market conditions
(
- Master (One yr)
-
Mark
The Macroeconomic Factors and The Returns of Stock
(
- Master (Two yrs)
-
Mark
Profitability of Momentum Strategies Around the World
(
- Master (One yr)
-
Mark
Risk Management in Corporate Loan Portfolio - Default Correlation
(
- Master (Two yrs)
-
Mark
Oil Volatility Spillovers to the US and EU industries
(
- Master (Two yrs)
-
Mark
Is an Optimal Currency Area an Optimal Portfolio?
(
- Master (One yr)
-
Mark
Estimating and Testing Risk Approaches: A Technical Analysis using Affine Term Structure Models, Monte Carlo Simulation and GARCH Method
(
- Master (One yr)
-
Mark
An analysis of the Swedish Stock Market Volatility with realized volatility, implied volatility and conditional times series models
(
- Master (Two yrs)
-
Mark
Market risk in volatile times: a comparison of methods for calculating Value at Risk
(
- Master (One yr)
-
Mark
EU Bank Capital Structure and Capital Requirements
(
- Master (One yr)
-
Mark
Momentum - Trendspotting in the Swedish Stock Market
(
- Master (One yr)
-
Mark
Testing The Black- Litterman Model: Sensitivity of Weight Vector to the Variance of Views
(
- Master (Two yrs)