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- 2020
- Quality's relationship to the idiosyncratic volatility puzzle
- Do Environmental Portfolios Pay? Risk and return of environmentally friendly investment portfolios
- ESG Performance in Exchange Traded Funds (ETFs) and Fixed Income in the Context of Home Bias
- The Effect of Natural Catastrophes on the Secondary CAT Bond Market
- The effect of ESG Rating on Credit Rating for Firms of Real Estate
- Implications of Green Bond Issue Announcements on Equity Prices
- Does Quality Matter?
- The Incorporation of ESG Scores into Factor based Investment Decisions. Does ESG Integration necessarily come with a Financial Trade-off?
- A Green Sensibility? Examining the Issuance of Green Bonds in the Nordic Region.
- 2019
- Do ESG scores matter in the market?: Environmental, Social and Governance performance in relation to stock returns and profitability in European Market
- Neighbours, but yet different? Scandinavian stock market volatility and its drivers under different regimes. A GARCH-MIDAS approach
- ESG Portfolios and Stock Returns: An analysis of ESGs effect on financial performance
- Co-movements between Renewable Energy, Oil & Gas, and Technology in Europe: Implications for Investment Decisions
- Environmental, social and governance composite ratings and stock performance
- 2018
- Digitalization and Firm Performance: Are Digitally Mature Firms Outperforming Their Peers?
- Capital Structure Determinants within the Automotive Industry
- The Effects of Economic Variables on Swedish Stock Market Volatility A GARCH-MIDAS Approach
- 2017
- The role of credit rating agencies in the European sovereign debt crisis
- Macroeconomic uncertainty and banks’ loan supply: The case of the Nordic countries
- The Impact of Corporate Bond Issuance on Firms’ Performance: Evidence from Chinese Listed Companies
- The Importance of Industry-, Country- and Global Factors for the Return on Technology Stocks
- The Impact of Credit Risk Management on Profitability of Nordic Commercial Banks
- Expected value premium: Evidence from combined Nordic markets
- The application of Ornstein-Uhlenbeck Process model and ARCH/GARCH model in statistical arbitrage
- Price Impact Correlation Between Buy-/Sell-Pressure in the Stock Market and Subsequent Price Changes
- Do Markets Reward Green Investing?
- Generationsfonder- En kvantitativ studie av marknadens generationsfonder
- 2016
- Relative Valuation – Accuracy of Corporate Valuation Using Multiples
- IPO Underpricing in NASDAQ First North Stockholm: Can Investors Beat the Market?
- The Effect of Dividend Increase on Future Earnings: Evidence from Nordic Countries between 2000 and 2015
- Capital structure decisions for financially constrained firms: A pre- and post-crisis analysis
- Investing to Curb Climate Change - The Performance and Risk of Green Mutual Funds
- A comparison of the long-run performance of Small Cap respective Large Cap stocks after conducting an IPO or SEO
- Investor Sentiment: An empirical study on Swedish Industries
- The effect of credit rating announcements in the Nordic stock market
- The Value Creation of Intellectual Property in Mergers and Acquisitions
- Risky Asset Holding and Labour Income Risk: Evidence from Italian Households
- Volatility and Contagion Effect from US and GIIPS to the Largest European Economies
- The US and the Greater China Economic Area Stock Market Linkages——The case of the 2008 Global Financial Crisis
- Human Capital and Cash Holdings of Foreign Companies: An Evidence from Developing Economies
- On the Determinants of Underpricing in Corporate Bond Offerings
- 2015
- Underpricing of Turkish IPOs after the global financial crisis
- The Interaction between Interest Rates and Stock Returns:A Comparison between China and US
- The Impact of Political Risk on Equity Market Performance
- Forecasting limit order book price changes using change point detection
- Herd Behavior in the NASDAQ OMX Baltic Stock Market
- The effects of macroeconomic variables on Asian stock market volatility: A GARCH MIDAS approach
- A Comparative Risk Analysis of Bangladesh in the SAARC Region: A Study of Value at Risk
- 2014
- The volatility spillovers between stock markets and exchange rates - Evidence from North- and South America
- Are Banks in Switzerland Too-Big-To-Fail?
- Are Pre-Scheduled Macroeconomic News Days Different From Other Days? – A Cross-Sectional Analysis of the Swedish Stock Market
- Asymmetry in the dynamic conditional correlation of gold returns and stock returns
- Modeling Value-at-Risk(VaR) in a Small Sized Emerging Financial Market: Evidence from Botswana
- The Role of Liquidity Measures on Price Change Volatility: The use of GARCH framework on Copenhagen Stock Exchange
- Electricity as a Risk Bearing Asset from a Portfolio Perspective, Studied Through the Concept of Value at Risk with a Time Varying Correlation Approach
- 2013
- Variables Important for Bankruptcy Prediction - A Logit Binary Approach
- The behavior of Credit Default Swaps
- En genusstudie om avkastning på premiepensionsmarknaden
- Fama and French Model VS. CAPM: Procyclical Stocks
- Value-at-Risk Estimation Under Shifting Volatility
- Volatility Patterns and Idiosyncratic Risk on the Swedish Stock Market
- Merton's Model Explaining CDS Spreads - a panel data study of OMX Stockholm traded firms
- Stock Liquidity as a Determinant of Credit Default Swap Spreads
- 2012
- ÄGARKONCENTRATIONENS INVERKAN PÅ ÖVERAVKASTNINGEN - En studie på den svenska aktiemarknaden
- Herd Behavior in Stock Markets: a Nordic Study
- The 52 Week High Matters – A Study of the German Stock Market from 1996 to 2011
- An Empirical Study on Term Structure Models
- Alpha analysis - A momentum and performance metrics study of the efficient market hypothesis
- Estimating and Analyzing the Risk-Return Relationship in the Stock Market
- Health Effects on the Households’ Stockholding Decisions
- On market efficiencies on the German stock market - Evidence via the implementation of momentum strategies
- Volume of Trading and Stock Volatility in the Swedish Market
- Active and passive funds: excess returns and persistence in performance - Evidence from the Swedish fund market 2000-2011 -
- Behavioral Determinants of Stock Market Participation
- Applying the Black-Litterman Model on the Swedish Stock Market
- MONEY SUPPLY AND STOCK PRICES
- Stock Market Volatility - Do macroeconomic variables affect stock market volatility?
- 2011
- Stock returns explained - using a volume filter, interest rates, and the oil price
- The search for alpha continues. Estimating time-varying risk premia of hedge funds with a conditional model.
- The Intraday Dynamics of Stock Returns and Trading Activity: Evidence from OMXS 30
- The Impacts of Sovereign Credit Ratings on Exchange Rates-Evidence from Eurozone Sovereign Debt Crisis
- Returns on Assets and Returns on Stocks: Based on Swedish Market
- Corporate credit spreads and the Financial Accelerator Mechanism: Differentiating between credit rating, time to maturity and industry sector
- A quantitative analysis of Nordic hedge fund performance during changing market conditions
- Return and Volatility Spillover from Oil to Equity Market
- EU Bank Capital Structure and Capital Requirements
- Momentum - Trendspotting in the Swedish Stock Market
- Testing The Black- Litterman Model: Sensitivity of Weight Vector to the Variance of Views
- The Macroeconomic Factors and The Returns of Stock
- Profitability of Momentum Strategies Around the World
- Risk Management in Corporate Loan Portfolio - Default Correlation
- Oil Volatility Spillovers to the US and EU industries
- Is an Optimal Currency Area an Optimal Portfolio?
- Estimating and Testing Risk Approaches: A Technical Analysis using Affine Term Structure Models, Monte Carlo Simulation and GARCH Method
- Market risk in volatile times: a comparison of methods for calculating Value at Risk
- Kernel methods for smoothing of options- implied volatility
- The Yield Spread and Inflation as Leading Indicators of Future Economic Activity - The Case of Sweden
- Svenska aktiemarknadens påverkan på växelkursen
- BEKK-modellens ekonomiska värde i en dynamisk portföljstrategi
- The Evolution of Equity Market Integration on Sectoral Level: A time-varying approach to analyzing the impact of EMU
- The effects of tender offers on target firms’ market value: case Sweden
- An analysis of the Swedish Stock Market Volatility with realized volatility, implied volatility and conditional times series models
- 2010
- Value Investing and The Magic Formula - a method for successful stock investments
- The Debt Maturity Profile and its Implications for Capital Structure
- Determinants of Sovereign Credit Default Swap spreads for PIIGS - A macroeconomic approach
- No Woman, No Cry? - A study of board members’ gender and its impact on company performance
- Stock Market Integration of the European Emerging Markets: Rolling Window and Dynamic Conditional Correlation Approaches
- Aktierelaterade incitamentprogram - En studie av eventuella samband mellan incitamentprogram och aktieavkastning
- Valutaexponering i den svenska skogsindustrin - en studie av exponering mot valutafluktuationer i en exporttung bransch
- Asset-Specific and Systematic Liquidity on the Swedish Stock Market
- Mean-Earnings-Variance based Portfolio Selection
- Testing the capm in the Indian market, a A study that investigates the validity of the CAPM in Bombay Stock Exchange SENSEX30
- Explaining the coherency of national stock indices with macroeconomic variables: Time-series correlation and Cross-sectional correlation approaches
- The day-of-the-week effect on stock returns and volatility: The case of Latin America
- Base metals, a base for stock prices
- Råvaror, och företagen som producerar dem
- Portfolio Strategies based on Fundamental Weighting: An Empirical Study of the Swedish Stock Market
- What makes a successful stock? Investigating the characteristics of the "winning bets" stocks in the FTSE100
- An Expected Loss Analysis of the ISEQ 20 Stock Index
- THE ULTIMATE 'BLACK BOX'
- Leverage and Volatility
- The sum-of-parts (SOP) method to predict the stock market
- Portfolio Strategies based on Fundamental Weighting: An Empirical Study of the Swedish Stock Market
- Bankruptcy Prediction: Static Logit Model versus Discrete Hazard Models Incorporating Macroeconomic Dependencies
- EMPIRICAL TEST ON MACROECONOMIC FACTORS AND STOCK MARKET ANALYSIS: CASE OF KAZAKHSTAN STOCK MARKET
- Determinants of Changes in Capital Structure on the Nordic Market
- Variabelanalys av fondavkastning - en studie under olika konjunkturlägen
- Risky Relations - A study of the relationship between expected stock returns and volatility on the international market
- Forecasting Volatility: Evidence From The Swiss Stock Market
- Monte Carlo based collateralized loan obligation (CLO) valuation under
- Nyemissioner - Vilka faktorer påverkar valet av emissionstyp?
- CO2 Emissions Allowances. Modeling the Price Dynamics in the EU Emission Trading System
- Effects of Changes in Executive Compensation – In the Light of the Financial Crisis
- A Wider Perspective on Pairs Trading
- The Basic Ingredients vs. Chinese Equities. Impact of Global Commodity Prices on the Chinese stock market
- Estimation of Value at Risk using conditional copula: The choice of copula
- Z-score vs rating
- 2009
- Prisdynamik efter marknadskrascher
- Oljeprisets inverkan på oljerelaterade aktier
- Vad driver svenska swapspreadar? En regressionsmodell med ECT
- A Development of a Quantitative Stock Selection Model for Swedish Mid/Large Cap Stocks
- Minskys teori om finansiell instabilitet och dess relevans i moderna kriser
- Exchange Rate Exposure of the Euro Area
- Examining the market linkage between the US stock market and the oil market: A multivariate GARCH approach
- Is “Follow the Customer” an Entry Strategy Aboard?
- A Study on Exchange Rate Exposure of Chinese Banks
- Nyckeltal och företags prestation
- Laster som investering - Är summan av lasterna konstant?
- Credit default swaps and CreditGrades: Evidence from the Nordic markets
- Stock Price Reaction to Announcements of Capital Structure Changes - From an Industry Leverage Ratio Perspective
- Volatility and Contagion effects originating from the financial sector: An analysis of economic sectors in two different stock market downturns
- The Correlation Between Treasury Securities and the Stock Market: A Study of Explanatory Variables
- ARE INTERNATIONAL STOCK MARKETS INTEGRATED WELL?: EVIDENCE FROM THE US, GERMANY AND TURKEY
- Portföljinvestering med daglig riskminimering
- Stress Testing the Corporate Loans Portfolio of the Swedish Financial Sector
- Mergers and Acquisitions of North American and European Airline Industry: An Event Study Evidence on Value Creation
- Ombalanseringsstrategier med aktieindexobligationer: En empirisk studie
- Profitability of Momentum Strategies on the Eurozone Market
- Aktielån - en studie av prisförändring, effektivitet och volatilitet
- Liquidity Effect of Stock Market: Evidence from China
- Factors on A share premium with cluster analysis
- Firm’s Financial Health and its Impact on SEO Announcement Effects
- Stock Market Timing and Government Bond Yield Spread: An emerging and established market analysis
- Idiosynkratisk volatilitet och framtida avkastning - En undersökning av den svenska aktiemarknaden under perioden 1996 till 2009
- 2008
- Analyzing Asian Countries and Industries Performance and Cross-Country Influence on Firm Multiples
- OMX Nordiska Börs, en integrerad handelsplats. Vilket medlemsland erhåller störst diversifieringseffekt ur ett portföljfrontsperspektiv?
- Modeling Price Differentials between A Shares and H Shares on the Chinese Stock Market
- Alternativa investeringar – En fallstudie om råvaror
- The Perfect Portfolio
- 52-week high momentum - går det att skapa överavkastning genom att studera aktiers årshögsta?
- Market Efficiency and Momentum Strategy in China Stock Market after Year 2003
- An Empirical Analysis for Determinants of Interest Rate Swap Spread
- Marknadseffektivitet - en studie på den svenska fondmarknaden
- Dynamic linkages between Baltic and International stock markets
- Etiska placeringar - en kvantitativ studie om storbankernas etiska fonder
- Sensitivity of Equity Returns to Political Risk Premiums
- Volatility Based Sentiment Indicators for Timing the Markets
- Estimation of the market risk exposure of Vietnamese banks’ portfolios using VaR approach
- Volatility in covered warrants - A comparison between EGARCH-forecasted volatility and implied volatility on the Swedish warrant market -
- En vinst på planen, en vinst på börsen? - En undersökning om hur matchresultat påverkar aktiekurser i börsnoterade italienska fotbollslag
- Överavkastning - En studie av svensk insynshandel
- Är säljstrategier av OMXS30 optioner lönsamma på den svenska marknaden?
- The underpricing and long run performance of initial public offerings - Evidence from Turkey
- The Efficiency of the Chinese Stock Market with Respect to Monetary Policy
- Överreaktion på svenska aktiemarknaden
- Predicting a credit crisis: House price influence on the real estate mortgage default decision
- Basel II och fastighetsbranschen - en scenariostudie av de nya kapitaltäckningsreglernas konsekvenser för fastighetsbranschen
- Prognostisering av kovarianser - En studie av samvariationen mellan Affärsvärldens branschindex
- Varians Riskpremium
- Index Futures Trading and Spot Market Volatility:Evidence from the Swedish Market
- ”Contract-For-Difference” - en studie om den optimala faktiska marginalen
- The Post-Earnings-Announcement-Drift - PÅ den svenska marknaden
- Basel II och fastighetsbranschen - en scenariostudie av de nya kapitaltäckningsreglernas konsekvenser för fastighetsbranschen
- Covariance Risk Models on the Swedish Stock Market - Using a GARCH Framework
- Faktorer som påverkar kapitalstrukturen – En studie utifrån den svenska industribranschen
- The role of WTO accession in China’s stock market efficiency and predictability
- Teknisk Analys – Under vilka omständigheter fungerar det glidande medelvärdet bäst?
- Prognostisering av hedgefonders avkastning - en studie av åtta svenska hedgefonder
- Volatility and Mean Spillover from US and China to ASEAN
- International diversification from a Swedish perspective during the implementation of EMU.
- 2007
- Svartlistat – en kvantitativ studie om tobak-, vapen-, alkohol- och spelrelaterade aktier som bojkottas av etiska fonder.
- An Empirical Analysis of Information Efficiency of the Chinese Stock Market
- Adding commodity futures to the Swedish stock portfolio, A good strategy for better diversification?
- Om hur en banks value at risk bäst skattas med expected shortfall
- Do Swedish hedge funds outperform the market
- Marknadseffektiviteten kring aktiesplit
- Den förväntade värdepremien på den svenska marknaden
- En empirisk studie av Value-at-Risk-prediktering med hjälp av GARCH-modeller
- Nyintroduktioner på Stockholmsbörsen - prissättning och värdeutveckling på lång sikt
- A quantitative study of the P/E ratio on the Swedish market
- The Value Premium - Is the Failure To Explain it as a Compensation for Risk a Consequense of Mis-specified Models?
- Teknisk Aktieanalys - En studie av RSI indikatorn
- Det osäkrade räntesambandet.
- Choosing the best Private Equity fund - An analysis of the influence of fund specific characteristics on future returns
- Individuellt pensionssparande - Där förväntad avkastning inte kan förutspås
- Marknadens effektivitet vid aktieprisfallet på ex-dagen
- Leverage Effects on the Swedish stock market
- En event study av reporäntans effekt på aktiemarknaden
- Värdepremien och CAPM modellen på den svenska marknaden
- Lean banking: en fallstudie av leankonceptets påverkan på kreditgivningsprocessen
- Return Behavior of Initial Public Offerings and Market Efficiency
- Rationella Prediktioner På Optionsmarknaden
- Oljeprischocker – En studie på de svenska och brittiska aktiemarknaderna
- Target Capital Structure and Adjustment Speed- a dynamic panel data analysis of Swedish firms
- Avgiftens inverkan på avkastning - en studie av tillväxtmarknadsfonder
- Hur ser sambandet ut mellan en akties prisutveckling och dess handelsvolym?
- 2006
- Tajmning i pensionsfonder – en kvantitativ studie av de 38 Sverigefonderna i PPM-systemet
- Predicting the heating oil spread, speculation in the oil market
- Beating the Benchmark - an Active Trading Strategy Based on Contrarian Trends and Jump Detection
- The Effect of Changes in the Funding Rate on Market Interest Rates: The Swedish Case
- Svenska hedgefonders investeringsstrategier och deras riskexponering
- Optimal dynamic asset allocation using a non-linear discrete time liquidity driven microstructure market model and extended Kalman filtering
- En komparativ studie av VaR-modeller
- A short-term contrarian strategy in the Swedish Stock Exchange
- Faktorer som påverkar aktiefondsparandet - en studie av fem grupper fondsparare på den svenska aktiefondsmarknaden
- Finns det ett samband mellan omsättningen av aktier och deras betavärden?
- Alternative Determinants of Credit Premia: Altman's Z and the Empirical Components Approach
- En empirisk analys av orderflödet i limitorderboken
- Sharpekvoten utvärderad medelst stokastisk dominans
- Downside Risk - En studie av riskkompensation på den svenska aktiemarknaden
- Empirisk studie av Föreningssparbankens aktieindexobligationer
- SPAX - En studie om aktieindexobligationers avkastning, risk och optimala allokering, ex post.
- Sharpekvoten utvärderad medelst stokastisk dominans
- 2005
- Exchange rate exposure in Swedish firms
- Prognostisering av marknadsindex med hjälp av branschindex
- Anomalies and Spill Over Effects Induced by US Unemployment Press Releases: An Event Study of the Stock Market
- Extreme Value Strategies in the FX-Market
- Oljepriskänslighet på Sveriges och EU:s aktiemarknader
- Fonders avkastning - en variabelanalys av fonders avkastning under ekonomisk upp- och nedgång
- Kreditbetyg som beslutsvariabel för företags kapitalstruktur