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- 2024
-
Mark
Volatility Forecasting Using Geopolitical Risk Indices: A GARCH-MIDAS Approach
(
- Master (Two yrs)
-
Mark
From the Boardroom to Systemic Risk: Estimating the influence of female directors on European banks’ contribution to systemic risk
(
- Master (Two yrs)
-
Mark
Geopolitical Risk and Defence Stocks: An empirical analysis of defence stock market performance
(
- Master (One yr)
-
Mark
The Impact of ESG performance on Idiosyncratic Volatility
(
- Master (One yr)
- 2023
-
Mark
The impact of environmental performance on credit ratings
(
- 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)
-
Mark
Can investor sentiment predict the European size premium? An empirical investigation of regional size premium predictability
(
- 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
Announcement Effect of Primary Seasoned Equity Offerings of Common Stock: Evidence from the Swedish Stock Market
(
- Master (One yr)