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- 2017
-
Mark
The role of credit rating agencies in the European sovereign debt crisis
(
- Master (Two yrs)
-
Mark
Generationsfonder- En kvantitativ studie av marknadens generationsfonder
(
- Bach. Degree
-
Mark
Macroeconomic uncertainty and banks’ loan supply: The case of the Nordic countries
(
- Master (Two yrs)
-
Mark
The Impact of Corporate Bond Issuance on Firms’ Performance: Evidence from Chinese Listed Companies
(
- Master (Two yrs)
-
Mark
Do Markets Reward Green Investing?
(
- Master (One yr)
- 2016
-
Mark
The effect of credit rating announcements in the Nordic stock market
(
- Master (One yr)
-
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
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 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
Forecasting limit order book price changes using change point detection
(
- Master (One yr)
-
Mark
The Interaction between Interest Rates and Stock Returns:A Comparison between China and US
(
- 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)
-
Mark
The Impact of Political Risk on Equity Market Performance
(
- Master (One yr)
-
Mark
Underpricing of Turkish IPOs after the global financial crisis
(
- Master (One yr)
- 2014
-
Mark
The Role of Liquidity Measures on Price Change Volatility: The use of GARCH framework on Copenhagen Stock Exchange
(
- Master (One yr)
-
Mark
The volatility spillovers between stock markets and exchange rates - Evidence from North- and South America
(
- 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
Modeling Value-at-Risk(VaR) in a Small Sized Emerging Financial Market: Evidence from Botswana
(
- Master (One yr)
- 2013
-
Mark
Fama and French Model VS. CAPM: Procyclical Stocks
(
- Master (One yr)
-
Mark
Merton's Model Explaining CDS Spreads - a panel data study of OMX Stockholm traded firms
(
- Master (One yr)
-
Mark
Stock Liquidity as a Determinant of Credit Default Swap Spreads
(
- 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
En genusstudie om avkastning på premiepensionsmarknaden
(
- Master (One yr)
-
Mark
The behavior of Credit Default Swaps
(
- Master (One yr)
-
Mark
Variables Important for Bankruptcy Prediction - A Logit Binary Approach
(
- Bach. Degree
- 2012
-
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
Stock Market Volatility - Do macroeconomic variables affect stock market volatility?
(
- Master (One yr)
-
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
Herd Behavior in Stock Markets: a Nordic Study
(
- Master (One yr)
-
Mark
An Empirical Study on Term Structure Models
(
- Master (Two yrs)