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Dept: Business Administration

You searched for subject:(Volatility). Showing records 1 – 30 of 34 total matches.

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1. Joos, Oscar. Capital structure's influence on volatility on in times of financial distress : An investigation on capital structure as a volatility influencer before, during and after the European debt crisis on the Stockholm Stock Exchange.

Degree: Business Administration, 2017, Umeå University

  The financial crisisand the European debt crisis wreaked havoc on many European economies and stock markets. Previous studies have shown that crises are associated… (more)

Subjects/Keywords: volatility; capital structure; stock market; stock returns; Europe; debt crisis; financial crisis; multiple regression models; volatility within different industries; volatility prediction model; Sweden; Swedish stock market.; Business Administration; Företagsekonomi

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Joos, O. (2017). Capital structure's influence on volatility on in times of financial distress : An investigation on capital structure as a volatility influencer before, during and after the European debt crisis on the Stockholm Stock Exchange. (Thesis). Umeå University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-137227

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Joos, Oscar. “Capital structure's influence on volatility on in times of financial distress : An investigation on capital structure as a volatility influencer before, during and after the European debt crisis on the Stockholm Stock Exchange.” 2017. Thesis, Umeå University. Accessed October 18, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-137227.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Joos, Oscar. “Capital structure's influence on volatility on in times of financial distress : An investigation on capital structure as a volatility influencer before, during and after the European debt crisis on the Stockholm Stock Exchange.” 2017. Web. 18 Oct 2019.

Vancouver:

Joos O. Capital structure's influence on volatility on in times of financial distress : An investigation on capital structure as a volatility influencer before, during and after the European debt crisis on the Stockholm Stock Exchange. [Internet] [Thesis]. Umeå University; 2017. [cited 2019 Oct 18]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-137227.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Joos O. Capital structure's influence on volatility on in times of financial distress : An investigation on capital structure as a volatility influencer before, during and after the European debt crisis on the Stockholm Stock Exchange. [Thesis]. Umeå University; 2017. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-137227

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Jönköping University

2. Gustafsson, Lars. Covered Warrants : How the Implied Volatility Changes Over Time.

Degree: Business Administration, 2005, Jönköping University

  Problem: Investors are dependent on the issuers’ valuation of covered warrants because the issuers also act as market makers. Hence it is crucial that… (more)

Subjects/Keywords: Covered Warrant; Finance; Volatility; Implied Volatility; Business Administration; Företagsekonomi

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APA (6th Edition):

Gustafsson, L. (2005). Covered Warrants : How the Implied Volatility Changes Over Time. (Thesis). Jönköping University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-260

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Gustafsson, Lars. “Covered Warrants : How the Implied Volatility Changes Over Time.” 2005. Thesis, Jönköping University. Accessed October 18, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-260.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Gustafsson, Lars. “Covered Warrants : How the Implied Volatility Changes Over Time.” 2005. Web. 18 Oct 2019.

Vancouver:

Gustafsson L. Covered Warrants : How the Implied Volatility Changes Over Time. [Internet] [Thesis]. Jönköping University; 2005. [cited 2019 Oct 18]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-260.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Gustafsson L. Covered Warrants : How the Implied Volatility Changes Over Time. [Thesis]. Jönköping University; 2005. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-260

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

3. Collin, Erik. No protection, nu business : An event study on stock volatility reactions to cyberattacks between 2010 and 2015 for firms listed in the USA.

Degree: Business Administration, 2016, Umeå University

  With the surge of Internet-based corporate communication, organization, andinformation management, financial markets have undergone radical transformation. Inthe interconnected economy of today, market participants are… (more)

Subjects/Keywords: stock volatility; cyberattack; abnormal return; volatility; event study; information technology; US stock market; cybersecurity; reaction; financial impact; market efficiency; finance; fintech

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APA (6th Edition):

Collin, E. (2016). No protection, nu business : An event study on stock volatility reactions to cyberattacks between 2010 and 2015 for firms listed in the USA. (Thesis). Umeå University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-123549

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Collin, Erik. “No protection, nu business : An event study on stock volatility reactions to cyberattacks between 2010 and 2015 for firms listed in the USA.” 2016. Thesis, Umeå University. Accessed October 18, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-123549.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Collin, Erik. “No protection, nu business : An event study on stock volatility reactions to cyberattacks between 2010 and 2015 for firms listed in the USA.” 2016. Web. 18 Oct 2019.

Vancouver:

Collin E. No protection, nu business : An event study on stock volatility reactions to cyberattacks between 2010 and 2015 for firms listed in the USA. [Internet] [Thesis]. Umeå University; 2016. [cited 2019 Oct 18]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-123549.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Collin E. No protection, nu business : An event study on stock volatility reactions to cyberattacks between 2010 and 2015 for firms listed in the USA. [Thesis]. Umeå University; 2016. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-123549

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Michigan

4. Olabisi, Michael Adetayo. Essays on International Trade: Demand Volatility, Exporting and the Adoption of Innovations.

Degree: PhD, Business Administration, 2015, University of Michigan

 This dissertation comprises three essays on two themes in international trade - volatility and innovation. I explore how volatility influences exporters' choices of foreign destinations,… (more)

Subjects/Keywords: Demand volatility; Export Entry; Innovation; Economics; Business and Economics

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APA (6th Edition):

Olabisi, M. A. (2015). Essays on International Trade: Demand Volatility, Exporting and the Adoption of Innovations. (Doctoral Dissertation). University of Michigan. Retrieved from http://hdl.handle.net/2027.42/113636

Chicago Manual of Style (16th Edition):

Olabisi, Michael Adetayo. “Essays on International Trade: Demand Volatility, Exporting and the Adoption of Innovations.” 2015. Doctoral Dissertation, University of Michigan. Accessed October 18, 2019. http://hdl.handle.net/2027.42/113636.

MLA Handbook (7th Edition):

Olabisi, Michael Adetayo. “Essays on International Trade: Demand Volatility, Exporting and the Adoption of Innovations.” 2015. Web. 18 Oct 2019.

Vancouver:

Olabisi MA. Essays on International Trade: Demand Volatility, Exporting and the Adoption of Innovations. [Internet] [Doctoral dissertation]. University of Michigan; 2015. [cited 2019 Oct 18]. Available from: http://hdl.handle.net/2027.42/113636.

Council of Science Editors:

Olabisi MA. Essays on International Trade: Demand Volatility, Exporting and the Adoption of Innovations. [Doctoral Dissertation]. University of Michigan; 2015. Available from: http://hdl.handle.net/2027.42/113636

5. Renberg, Sandra. The Relationship between Changes in Cash Dividends and Volatility of Stock Returns : A study of the Swedish Stock Market.

Degree: Business Administration, 2013, Umeå University

  The dividend policy and the distribution of cash dividend can be of interest to the investors from many angles. Consequently, many theories have been… (more)

Subjects/Keywords: dividend policy; dividend irrelevance theory; acency costs; signaling theory; volatility; risk-return; beta; cash dividends; bird-in-the-hand hypothesis; return volatility

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APA (6th Edition):

Renberg, S. (2013). The Relationship between Changes in Cash Dividends and Volatility of Stock Returns : A study of the Swedish Stock Market. (Thesis). Umeå University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-76434

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Renberg, Sandra. “The Relationship between Changes in Cash Dividends and Volatility of Stock Returns : A study of the Swedish Stock Market.” 2013. Thesis, Umeå University. Accessed October 18, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-76434.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Renberg, Sandra. “The Relationship between Changes in Cash Dividends and Volatility of Stock Returns : A study of the Swedish Stock Market.” 2013. Web. 18 Oct 2019.

Vancouver:

Renberg S. The Relationship between Changes in Cash Dividends and Volatility of Stock Returns : A study of the Swedish Stock Market. [Internet] [Thesis]. Umeå University; 2013. [cited 2019 Oct 18]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-76434.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Renberg S. The Relationship between Changes in Cash Dividends and Volatility of Stock Returns : A study of the Swedish Stock Market. [Thesis]. Umeå University; 2013. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-76434

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

6. Jakobsson, Robin Jari Mattias. The Effect of ESG Performance on Share Price Volatility.

Degree: Business Administration, 2018, Umeå University

  Environmental, Social, and Governance (ESG) investing is growing rapidly. Previous research in the area, has mostly been centered around ESG/CSR and its link to… (more)

Subjects/Keywords: ESG; CSR; corporate social responsibility; total risk; financial risk; idiosyncratic risk; volatility.; Business Administration; Företagsekonomi

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Jakobsson, R. J. M. (2018). The Effect of ESG Performance on Share Price Volatility. (Thesis). Umeå University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-149982

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Jakobsson, Robin Jari Mattias. “The Effect of ESG Performance on Share Price Volatility.” 2018. Thesis, Umeå University. Accessed October 18, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-149982.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Jakobsson, Robin Jari Mattias. “The Effect of ESG Performance on Share Price Volatility.” 2018. Web. 18 Oct 2019.

Vancouver:

Jakobsson RJM. The Effect of ESG Performance on Share Price Volatility. [Internet] [Thesis]. Umeå University; 2018. [cited 2019 Oct 18]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-149982.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Jakobsson RJM. The Effect of ESG Performance on Share Price Volatility. [Thesis]. Umeå University; 2018. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-149982

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Penn State University

7. Wang, Ying. ESSAYS ON MUTUAL FUNDS.

Degree: PhD, Business Administration, 2008, Penn State University

 This dissertation explores three issues regarding mutual funds. The first chapter examines the ability of government bond fund managers to time the market, based on… (more)

Subjects/Keywords: Market Liquidity; Portfolio Holdings; Government Bond; Market Timing; Mutual Funds; Market Volatility

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APA (6th Edition):

Wang, Y. (2008). ESSAYS ON MUTUAL FUNDS. (Doctoral Dissertation). Penn State University. Retrieved from https://etda.libraries.psu.edu/catalog/8911

Chicago Manual of Style (16th Edition):

Wang, Ying. “ESSAYS ON MUTUAL FUNDS.” 2008. Doctoral Dissertation, Penn State University. Accessed October 18, 2019. https://etda.libraries.psu.edu/catalog/8911.

MLA Handbook (7th Edition):

Wang, Ying. “ESSAYS ON MUTUAL FUNDS.” 2008. Web. 18 Oct 2019.

Vancouver:

Wang Y. ESSAYS ON MUTUAL FUNDS. [Internet] [Doctoral dissertation]. Penn State University; 2008. [cited 2019 Oct 18]. Available from: https://etda.libraries.psu.edu/catalog/8911.

Council of Science Editors:

Wang Y. ESSAYS ON MUTUAL FUNDS. [Doctoral Dissertation]. Penn State University; 2008. Available from: https://etda.libraries.psu.edu/catalog/8911

8. Gleisner, Mattias. Bitcoin som diversifiering : En kvantitativ studie som undersöker korrelationen mellan bitcoin och finansiella tillgångar.

Degree: Business Administration, 2017, Umeå University

  Pengar har under en lång tid spelat en central roll i människans samhälle och dagens samhälle präglas av allt mer handel. Utifrån detta har… (more)

Subjects/Keywords: Bitcoin; correlations; volatility; efficient market hypothesis; modern portfolio theory; diffusion of innovation.; Business Administration; Företagsekonomi

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Gleisner, M. (2017). Bitcoin som diversifiering : En kvantitativ studie som undersöker korrelationen mellan bitcoin och finansiella tillgångar. (Thesis). Umeå University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-137433

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Gleisner, Mattias. “Bitcoin som diversifiering : En kvantitativ studie som undersöker korrelationen mellan bitcoin och finansiella tillgångar.” 2017. Thesis, Umeå University. Accessed October 18, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-137433.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Gleisner, Mattias. “Bitcoin som diversifiering : En kvantitativ studie som undersöker korrelationen mellan bitcoin och finansiella tillgångar.” 2017. Web. 18 Oct 2019.

Vancouver:

Gleisner M. Bitcoin som diversifiering : En kvantitativ studie som undersöker korrelationen mellan bitcoin och finansiella tillgångar. [Internet] [Thesis]. Umeå University; 2017. [cited 2019 Oct 18]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-137433.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Gleisner M. Bitcoin som diversifiering : En kvantitativ studie som undersöker korrelationen mellan bitcoin och finansiella tillgångar. [Thesis]. Umeå University; 2017. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-137433

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

9. Yousuf, Abdullah. Impact of Exchange Rates on Swedish Stock Performances. : Empirical study on USD and EUR exchange rates on the Swedish stock market.

Degree: Business Administration, 2013, Umeå University

  This paper examines the impact of USD and EUR exchange rates on the Swedish stock market performance for different economic sectors over a time… (more)

Subjects/Keywords: Exchange rates; stock performance; Sweden; correlation; volatility spillover; diversification; hedging; GARCH (1; 1).

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Yousuf, A. (2013). Impact of Exchange Rates on Swedish Stock Performances. : Empirical study on USD and EUR exchange rates on the Swedish stock market. (Thesis). Umeå University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-75782

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Yousuf, Abdullah. “Impact of Exchange Rates on Swedish Stock Performances. : Empirical study on USD and EUR exchange rates on the Swedish stock market.” 2013. Thesis, Umeå University. Accessed October 18, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-75782.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Yousuf, Abdullah. “Impact of Exchange Rates on Swedish Stock Performances. : Empirical study on USD and EUR exchange rates on the Swedish stock market.” 2013. Web. 18 Oct 2019.

Vancouver:

Yousuf A. Impact of Exchange Rates on Swedish Stock Performances. : Empirical study on USD and EUR exchange rates on the Swedish stock market. [Internet] [Thesis]. Umeå University; 2013. [cited 2019 Oct 18]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-75782.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Yousuf A. Impact of Exchange Rates on Swedish Stock Performances. : Empirical study on USD and EUR exchange rates on the Swedish stock market. [Thesis]. Umeå University; 2013. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-75782

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

10. Amadu, Abubakari. Swedish Sustainability Trend : Empirical analysis on the volatility effect of sustainable news on Swedish oil companies using GARCH 1.1.

Degree: Business Administration, 2017, Umeå University

  Purpose The main purpose of this thesis was to evaluate the investment attractiveness of oil and gas stocks (registered on Nasdaq Stockholm) in face… (more)

Subjects/Keywords: Clean energy; Efficient Market Hypothesis; Volatility; Risk and Return; Fossil Free; Oil and Gas; Sustainability; Climate Change; Sweden; Business Administration; Företagsekonomi

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APA (6th Edition):

Amadu, A. (2017). Swedish Sustainability Trend : Empirical analysis on the volatility effect of sustainable news on Swedish oil companies using GARCH 1.1. (Thesis). Umeå University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-142083

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Amadu, Abubakari. “Swedish Sustainability Trend : Empirical analysis on the volatility effect of sustainable news on Swedish oil companies using GARCH 1.1.” 2017. Thesis, Umeå University. Accessed October 18, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-142083.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Amadu, Abubakari. “Swedish Sustainability Trend : Empirical analysis on the volatility effect of sustainable news on Swedish oil companies using GARCH 1.1.” 2017. Web. 18 Oct 2019.

Vancouver:

Amadu A. Swedish Sustainability Trend : Empirical analysis on the volatility effect of sustainable news on Swedish oil companies using GARCH 1.1. [Internet] [Thesis]. Umeå University; 2017. [cited 2019 Oct 18]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-142083.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Amadu A. Swedish Sustainability Trend : Empirical analysis on the volatility effect of sustainable news on Swedish oil companies using GARCH 1.1. [Thesis]. Umeå University; 2017. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-142083

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

11. Petersson, Philip. The Benefit of Risk Reduction : A quantitative study on the effect of Enterprise Risk Management in the Nordic Market.

Degree: Business Administration, 2017, Umeå University

  Coming off of the heels of the financial crisis, risk management has garnered a large spotlight in recent years, and created a need for… (more)

Subjects/Keywords: Enterprise Risk Management; ERM; Volatility; Risk; Risk Management; Nordic Market; Implementation; Financial Crisis; GARCH; Business Administration; Företagsekonomi

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Petersson, P. (2017). The Benefit of Risk Reduction : A quantitative study on the effect of Enterprise Risk Management in the Nordic Market. (Thesis). Umeå University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-136909

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Petersson, Philip. “The Benefit of Risk Reduction : A quantitative study on the effect of Enterprise Risk Management in the Nordic Market.” 2017. Thesis, Umeå University. Accessed October 18, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-136909.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Petersson, Philip. “The Benefit of Risk Reduction : A quantitative study on the effect of Enterprise Risk Management in the Nordic Market.” 2017. Web. 18 Oct 2019.

Vancouver:

Petersson P. The Benefit of Risk Reduction : A quantitative study on the effect of Enterprise Risk Management in the Nordic Market. [Internet] [Thesis]. Umeå University; 2017. [cited 2019 Oct 18]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-136909.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Petersson P. The Benefit of Risk Reduction : A quantitative study on the effect of Enterprise Risk Management in the Nordic Market. [Thesis]. Umeå University; 2017. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-136909

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

12. Johansson, Nathalie Stråle. The Price Volatility of Bitcoin : A search for the drivers affecting the price volatility of this digital currency.

Degree: Business Administration, 2014, Umeå University

  Created in 2009, the digital currency of bitcoin is a relatively new phenomenon. During this short period of time, it has however displayed a… (more)

Subjects/Keywords: bitcoin; digital currency; volatility; GARCH(1; 1); market microstructure; behavioural finance; information demand; trade volume; asset price; risk; return; exchange

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Johansson, N. S. (2014). The Price Volatility of Bitcoin : A search for the drivers affecting the price volatility of this digital currency. (Thesis). Umeå University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-98397

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Johansson, Nathalie Stråle. “The Price Volatility of Bitcoin : A search for the drivers affecting the price volatility of this digital currency.” 2014. Thesis, Umeå University. Accessed October 18, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-98397.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Johansson, Nathalie Stråle. “The Price Volatility of Bitcoin : A search for the drivers affecting the price volatility of this digital currency.” 2014. Web. 18 Oct 2019.

Vancouver:

Johansson NS. The Price Volatility of Bitcoin : A search for the drivers affecting the price volatility of this digital currency. [Internet] [Thesis]. Umeå University; 2014. [cited 2019 Oct 18]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-98397.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Johansson NS. The Price Volatility of Bitcoin : A search for the drivers affecting the price volatility of this digital currency. [Thesis]. Umeå University; 2014. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-98397

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

13. Minass, Enideg Ayitenew. Social performance and market performance of stocks : (Evidence from public listed firms in Sweden).

Degree: Business Administration, 2016, Umeå University

  The increasing importance of corporate social responsibility with practitioners is having huge attention in the academic literature. A growing study examines the reasons why… (more)

Subjects/Keywords: Social performance; stock market performance; average social score; risk adjusted return; volatility; alpha; OMX Stockholm; Sweden

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Minass, E. A. (2016). Social performance and market performance of stocks : (Evidence from public listed firms in Sweden). (Thesis). Umeå University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-122903

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Minass, Enideg Ayitenew. “Social performance and market performance of stocks : (Evidence from public listed firms in Sweden).” 2016. Thesis, Umeå University. Accessed October 18, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-122903.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Minass, Enideg Ayitenew. “Social performance and market performance of stocks : (Evidence from public listed firms in Sweden).” 2016. Web. 18 Oct 2019.

Vancouver:

Minass EA. Social performance and market performance of stocks : (Evidence from public listed firms in Sweden). [Internet] [Thesis]. Umeå University; 2016. [cited 2019 Oct 18]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-122903.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Minass EA. Social performance and market performance of stocks : (Evidence from public listed firms in Sweden). [Thesis]. Umeå University; 2016. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-122903

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Jönköping University

14. Havik, Jonathan; Stendahl, Emil. Commodity Risk Management in The Airline Industry : A study from Europe.

Degree: Business Administration, 2016, Jönköping University

  The airline industry is a major user of jet fuel and this constitutes a large component of the operating costs and is a risk… (more)

Subjects/Keywords: Airlines; Europe; Systematic risk; Hedging; Oil prices; Oil price volatility; Jet fuel hedging; Business Administration; Företagsekonomi

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APA (6th Edition):

Havik, Jonathan; Stendahl, E. (2016). Commodity Risk Management in The Airline Industry : A study from Europe. (Thesis). Jönköping University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-30346

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Havik, Jonathan; Stendahl, Emil. “Commodity Risk Management in The Airline Industry : A study from Europe.” 2016. Thesis, Jönköping University. Accessed October 18, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-30346.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Havik, Jonathan; Stendahl, Emil. “Commodity Risk Management in The Airline Industry : A study from Europe.” 2016. Web. 18 Oct 2019.

Vancouver:

Havik, Jonathan; Stendahl E. Commodity Risk Management in The Airline Industry : A study from Europe. [Internet] [Thesis]. Jönköping University; 2016. [cited 2019 Oct 18]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-30346.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Havik, Jonathan; Stendahl E. Commodity Risk Management in The Airline Industry : A study from Europe. [Thesis]. Jönköping University; 2016. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-30346

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

15. Phyu, Hla Thel. The impact of residual sustainability on stock behaviors– A quantitative study on Swedish listed companies.

Degree: Business Administration, 2018, Umeå University

  Nowadays, the value creation and measurement of the economic performances have changed from traditional ways of maximizing shareholder’s wealth to maximizing stakeholder’s wealth. Companies… (more)

Subjects/Keywords: CSR; Sustainable Enterprise; Residual sustainability; Resour ce sustainability; stock volatility; Sustainability report; Stock return; Financial slack; ESG; Business Administration; Företagsekonomi

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APA (6th Edition):

Phyu, H. T. (2018). The impact of residual sustainability on stock behaviors– A quantitative study on Swedish listed companies. (Thesis). Umeå University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-150581

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Phyu, Hla Thel. “The impact of residual sustainability on stock behaviors– A quantitative study on Swedish listed companies.” 2018. Thesis, Umeå University. Accessed October 18, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-150581.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Phyu, Hla Thel. “The impact of residual sustainability on stock behaviors– A quantitative study on Swedish listed companies.” 2018. Web. 18 Oct 2019.

Vancouver:

Phyu HT. The impact of residual sustainability on stock behaviors– A quantitative study on Swedish listed companies. [Internet] [Thesis]. Umeå University; 2018. [cited 2019 Oct 18]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-150581.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Phyu HT. The impact of residual sustainability on stock behaviors– A quantitative study on Swedish listed companies. [Thesis]. Umeå University; 2018. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-150581

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Florida International University

16. Lee, Derek-Dion D. The Era of Global Risk Premia.

Degree: PhD, Business Administration, 2018, Florida International University

  I propose a global risk factor – Currency Traded Risk (CTR). This risk factor is the first to identify the directional link between currencies… (more)

Subjects/Keywords: carry trade; currency risk; variance risk premia; risk premia; volatility risk; predictive; global systematic risk; Finance and Financial Management

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Lee, D. D. (2018). The Era of Global Risk Premia. (Doctoral Dissertation). Florida International University. Retrieved from https://digitalcommons.fiu.edu/etd/3777 ; 10.25148/etd.FIDC006856 ; FIDC006856

Chicago Manual of Style (16th Edition):

Lee, Derek-Dion D. “The Era of Global Risk Premia.” 2018. Doctoral Dissertation, Florida International University. Accessed October 18, 2019. https://digitalcommons.fiu.edu/etd/3777 ; 10.25148/etd.FIDC006856 ; FIDC006856.

MLA Handbook (7th Edition):

Lee, Derek-Dion D. “The Era of Global Risk Premia.” 2018. Web. 18 Oct 2019.

Vancouver:

Lee DD. The Era of Global Risk Premia. [Internet] [Doctoral dissertation]. Florida International University; 2018. [cited 2019 Oct 18]. Available from: https://digitalcommons.fiu.edu/etd/3777 ; 10.25148/etd.FIDC006856 ; FIDC006856.

Council of Science Editors:

Lee DD. The Era of Global Risk Premia. [Doctoral Dissertation]. Florida International University; 2018. Available from: https://digitalcommons.fiu.edu/etd/3777 ; 10.25148/etd.FIDC006856 ; FIDC006856

17. Bick, Patty Liu. Essays in Corporate Finance.

Degree: PhD, Business Administration, 2012, Penn State University

 In the first essay, I study the effects of voting by mutual funds on CEO compensation after a merger or acquisition (M&A). Prior literature shows… (more)

Subjects/Keywords: Mergers; acquisitions; compensation; mutual funds; volatility; voting; CEO compensation; M&A; announcement volatility

Page 1 Page 2 Page 3 Page 4 Page 5 Page 6 Page 7

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Bick, P. L. (2012). Essays in Corporate Finance. (Doctoral Dissertation). Penn State University. Retrieved from https://etda.libraries.psu.edu/catalog/15132

Chicago Manual of Style (16th Edition):

Bick, Patty Liu. “Essays in Corporate Finance.” 2012. Doctoral Dissertation, Penn State University. Accessed October 18, 2019. https://etda.libraries.psu.edu/catalog/15132.

MLA Handbook (7th Edition):

Bick, Patty Liu. “Essays in Corporate Finance.” 2012. Web. 18 Oct 2019.

Vancouver:

Bick PL. Essays in Corporate Finance. [Internet] [Doctoral dissertation]. Penn State University; 2012. [cited 2019 Oct 18]. Available from: https://etda.libraries.psu.edu/catalog/15132.

Council of Science Editors:

Bick PL. Essays in Corporate Finance. [Doctoral Dissertation]. Penn State University; 2012. Available from: https://etda.libraries.psu.edu/catalog/15132

18. Ravlic, Marko. CSR disclosures and the volatility of the stock market : A study of the Swedish and Danish stock markets.

Degree: Business Administration, 2015, Umeå University

  Reporting regarding issues that are related to Corporate Social Responsibility have come into more and more focus lately. Most countries currently have a limited… (more)

Subjects/Keywords: CSR; mandatory disclosure; voluntary disclosure; regulations; Beta; volatility; stock price volatility

…fast food at their restaurants. Volatility in stock prices is commonly associated with the… …level of risk related to owning the stock, since an increase in stock volatility also… …shareholder wealth by lowering a company’s stock price volatility (Luo & Bhattacharya, 2009, p… …which in turn can have an effect on the volatility of a company’s stock prices. In addition… …volatility in Sweden? 1.5 Purpose The purpose of this study is to establish whether or not Sweden… 

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APA (6th Edition):

Ravlic, M. (2015). CSR disclosures and the volatility of the stock market : A study of the Swedish and Danish stock markets. (Thesis). Umeå University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-108066

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Ravlic, Marko. “CSR disclosures and the volatility of the stock market : A study of the Swedish and Danish stock markets.” 2015. Thesis, Umeå University. Accessed October 18, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-108066.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Ravlic, Marko. “CSR disclosures and the volatility of the stock market : A study of the Swedish and Danish stock markets.” 2015. Web. 18 Oct 2019.

Vancouver:

Ravlic M. CSR disclosures and the volatility of the stock market : A study of the Swedish and Danish stock markets. [Internet] [Thesis]. Umeå University; 2015. [cited 2019 Oct 18]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-108066.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Ravlic M. CSR disclosures and the volatility of the stock market : A study of the Swedish and Danish stock markets. [Thesis]. Umeå University; 2015. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-108066

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

19. Annelin, Alice. Comparing the Volatility of Socially Responsible Investments, Renewable Energy Funds and Conventional Indices.

Degree: Business Administration, 2014, Umeå University

  A growing concern among investors for social responsibility in relation to the business world and its effect on the environment, society, and government has… (more)

Subjects/Keywords: Volatility; Socially Responsible Investments; Renewable Energy Funds; GARCH; Correlations

…16 (3) AUTOREGRESSIVE VOLATILITY… …Investments and Renewable Energy Funds‟ predicted volatility, and its theoretical background is… …in terms of a change in a security‟s price due to a change in the market‟s volatility, is a… …of the EGARCH model and the lack of previous research about the volatility of SRI stocks… …additional investigation of SRI indices by using a volatility model such as the EGARCH model… 

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Annelin, A. (2014). Comparing the Volatility of Socially Responsible Investments, Renewable Energy Funds and Conventional Indices. (Thesis). Umeå University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-91029

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Annelin, Alice. “Comparing the Volatility of Socially Responsible Investments, Renewable Energy Funds and Conventional Indices.” 2014. Thesis, Umeå University. Accessed October 18, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-91029.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Annelin, Alice. “Comparing the Volatility of Socially Responsible Investments, Renewable Energy Funds and Conventional Indices.” 2014. Web. 18 Oct 2019.

Vancouver:

Annelin A. Comparing the Volatility of Socially Responsible Investments, Renewable Energy Funds and Conventional Indices. [Internet] [Thesis]. Umeå University; 2014. [cited 2019 Oct 18]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-91029.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Annelin A. Comparing the Volatility of Socially Responsible Investments, Renewable Energy Funds and Conventional Indices. [Thesis]. Umeå University; 2014. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-91029

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

20. Mäki, David. An empirical study of real estate stock return behavior on the Nordic markets : – A 2003-2013 study.

Degree: Business Administration, 2013, Umeå University

  The financial crisis has made the stock markets a very turbulent place. Investors have therefore begun searching for stable and profitable investments. Nordic real… (more)

Subjects/Keywords: Real estate; stock return; market efficiency; volatility; CAPM

…the volatility and the historical rate in which the value changes. Risk adverse investors… …volatility increases risk and reward and could provide high payoff but also possesses a risk to… …and volatility are considered to be price determinants for different stocks and different… …research needs to be done about the return, efficiency and volatility of real estate stock prices… …empirical researches about the volatility of real estate stock returns in comparison to market… 

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APA (6th Edition):

Mäki, D. (2013). An empirical study of real estate stock return behavior on the Nordic markets : – A 2003-2013 study. (Thesis). Umeå University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-79752

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Mäki, David. “An empirical study of real estate stock return behavior on the Nordic markets : – A 2003-2013 study.” 2013. Thesis, Umeå University. Accessed October 18, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-79752.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Mäki, David. “An empirical study of real estate stock return behavior on the Nordic markets : – A 2003-2013 study.” 2013. Web. 18 Oct 2019.

Vancouver:

Mäki D. An empirical study of real estate stock return behavior on the Nordic markets : – A 2003-2013 study. [Internet] [Thesis]. Umeå University; 2013. [cited 2019 Oct 18]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-79752.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Mäki D. An empirical study of real estate stock return behavior on the Nordic markets : – A 2003-2013 study. [Thesis]. Umeå University; 2013. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-79752

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Florida International University

21. Elshahat, Ahmed. A Comprehensive Portfolio Construction Under Stochastic Environment.

Degree: Business Administration, 2008, Florida International University

  Prior research has established that idiosyncratic volatility of the securities prices exhibits a positive trend. This trend and other factors have made the merits… (more)

Subjects/Keywords: Portfolio construction; Optimization; Algorithms; Forecasting Volatility; Stochastic model; GARCH model

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APA (6th Edition):

Elshahat, A. (2008). A Comprehensive Portfolio Construction Under Stochastic Environment. (Thesis). Florida International University. Retrieved from http://digitalcommons.fiu.edu/etd/187 ; 10.25148/etd.FI10022509 ; FI10022509

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Elshahat, Ahmed. “A Comprehensive Portfolio Construction Under Stochastic Environment.” 2008. Thesis, Florida International University. Accessed October 18, 2019. http://digitalcommons.fiu.edu/etd/187 ; 10.25148/etd.FI10022509 ; FI10022509.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Elshahat, Ahmed. “A Comprehensive Portfolio Construction Under Stochastic Environment.” 2008. Web. 18 Oct 2019.

Vancouver:

Elshahat A. A Comprehensive Portfolio Construction Under Stochastic Environment. [Internet] [Thesis]. Florida International University; 2008. [cited 2019 Oct 18]. Available from: http://digitalcommons.fiu.edu/etd/187 ; 10.25148/etd.FI10022509 ; FI10022509.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Elshahat A. A Comprehensive Portfolio Construction Under Stochastic Environment. [Thesis]. Florida International University; 2008. Available from: http://digitalcommons.fiu.edu/etd/187 ; 10.25148/etd.FI10022509 ; FI10022509

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

22. Sawwan, Charbel. International Diversification for Swedish investors : A comparative study of different national and international scale portfolios.

Degree: Business Administration, 2019, Umeå University

  This thesis aims to investigate the benefits of international diversification from a Swedish perspective. It presents a comparative study of the performance of different… (more)

Subjects/Keywords: Portfolio Diversification; International Diversification; Concentrated Portfolio; Home Bias; Mean Return; Risk; Volatility; Equity indices; Optimal Portfolio; Swedish Investors; Sweden; Global Portfolio; Emerging; Western Europe; Eastern Europe.; Business Administration; Företagsekonomi

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APA (6th Edition):

Sawwan, C. (2019). International Diversification for Swedish investors : A comparative study of different national and international scale portfolios. (Thesis). Umeå University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-160407

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Sawwan, Charbel. “International Diversification for Swedish investors : A comparative study of different national and international scale portfolios.” 2019. Thesis, Umeå University. Accessed October 18, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-160407.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Sawwan, Charbel. “International Diversification for Swedish investors : A comparative study of different national and international scale portfolios.” 2019. Web. 18 Oct 2019.

Vancouver:

Sawwan C. International Diversification for Swedish investors : A comparative study of different national and international scale portfolios. [Internet] [Thesis]. Umeå University; 2019. [cited 2019 Oct 18]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-160407.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Sawwan C. International Diversification for Swedish investors : A comparative study of different national and international scale portfolios. [Thesis]. Umeå University; 2019. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-160407

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Arizona State University

23. Shi, Wenqing. The Impacts of Margin Trading on Rate of Return and Volatility in the Stock Market: A Study using the SVAR Model and Panel Regressions.

Degree: Business Administration, 2018, Arizona State University

Subjects/Keywords: Business administration; Margin Trading Profitability; Panel Data Analysis; SVAR Model; Volatility Trading Strategy

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APA (6th Edition):

Shi, W. (2018). The Impacts of Margin Trading on Rate of Return and Volatility in the Stock Market: A Study using the SVAR Model and Panel Regressions. (Doctoral Dissertation). Arizona State University. Retrieved from http://repository.asu.edu/items/49142

Chicago Manual of Style (16th Edition):

Shi, Wenqing. “The Impacts of Margin Trading on Rate of Return and Volatility in the Stock Market: A Study using the SVAR Model and Panel Regressions.” 2018. Doctoral Dissertation, Arizona State University. Accessed October 18, 2019. http://repository.asu.edu/items/49142.

MLA Handbook (7th Edition):

Shi, Wenqing. “The Impacts of Margin Trading on Rate of Return and Volatility in the Stock Market: A Study using the SVAR Model and Panel Regressions.” 2018. Web. 18 Oct 2019.

Vancouver:

Shi W. The Impacts of Margin Trading on Rate of Return and Volatility in the Stock Market: A Study using the SVAR Model and Panel Regressions. [Internet] [Doctoral dissertation]. Arizona State University; 2018. [cited 2019 Oct 18]. Available from: http://repository.asu.edu/items/49142.

Council of Science Editors:

Shi W. The Impacts of Margin Trading on Rate of Return and Volatility in the Stock Market: A Study using the SVAR Model and Panel Regressions. [Doctoral Dissertation]. Arizona State University; 2018. Available from: http://repository.asu.edu/items/49142

24. Chen, Andrew Y. Essays on Asset Pricing in Production Economies.

Degree: PhD, Business Administration, 2014, The Ohio State University

 This dissertation examines the modeling of asset prices in production economies. Chapter 1 presents a model which endogenizes a key mechanism of many theories of… (more)

Subjects/Keywords: Finance; Asset Pricing, Macroeconomics, Equity Premium Puzzle, Volatility Puzzle, Value Premium

…List of Figures 1.1 Precautionary Savings and Time-Varying Volatility. . . . . . . . . . 3… …12 1.3 Two-period Model: Date 0 Consumption Volatility. σ0 [C 1 (W1 )]… …is the volatility of date 1 consumption, given that date 0 wealth is W0 . The different… …lines show consumption volatility for various levels of habit H1… …12 1.4 Time-Varying Consumption Volatility and Asset Prices. The figures show scatterplots… 

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APA (6th Edition):

Chen, A. Y. (2014). Essays on Asset Pricing in Production Economies. (Doctoral Dissertation). The Ohio State University. Retrieved from http://rave.ohiolink.edu/etdc/view?acc_num=osu1398770166

Chicago Manual of Style (16th Edition):

Chen, Andrew Y. “Essays on Asset Pricing in Production Economies.” 2014. Doctoral Dissertation, The Ohio State University. Accessed October 18, 2019. http://rave.ohiolink.edu/etdc/view?acc_num=osu1398770166.

MLA Handbook (7th Edition):

Chen, Andrew Y. “Essays on Asset Pricing in Production Economies.” 2014. Web. 18 Oct 2019.

Vancouver:

Chen AY. Essays on Asset Pricing in Production Economies. [Internet] [Doctoral dissertation]. The Ohio State University; 2014. [cited 2019 Oct 18]. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=osu1398770166.

Council of Science Editors:

Chen AY. Essays on Asset Pricing in Production Economies. [Doctoral Dissertation]. The Ohio State University; 2014. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=osu1398770166

25. Koh , Woo Hwa. Essays on the Cross-section of Returns.

Degree: PhD, Business Administration, 2015, The Ohio State University

 This dissertation examines what factors determine the cross-section of returns. It contains three chapters.Chapter 1 investigates whether uncertainty shocks can explain the value premium puzzle.… (more)

Subjects/Keywords: Finance; Asset pricing, Investment-based asset pricing model, uncertainty shocks, value premium puzzle, idiosyncratic volatility puzzle

…Shocks and the Idiosyncratic Volatility Puzzle . . . . . . . . 44 2.1 2.2… …2.4.1 Calibration . . . . . . . . . . . . . . . . . . 2.4.2 The Idiosyncratic Volatility… …Portfolios and the CAPM 30 2.1 Idiosyncratic Volatility and Business Cycles… …61 2.2 Idiosyncratic Volatility and Aggregate Volatility . . . . . . . . 62 2.3… …Idiosyncratic Risk and Firm Characteristics . . . . . . . . . . . 64 2.4 Idiosyncratic Volatility… 

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APA (6th Edition):

Koh , W. H. (2015). Essays on the Cross-section of Returns. (Doctoral Dissertation). The Ohio State University. Retrieved from http://rave.ohiolink.edu/etdc/view?acc_num=osu1436980305

Chicago Manual of Style (16th Edition):

Koh , Woo Hwa. “Essays on the Cross-section of Returns.” 2015. Doctoral Dissertation, The Ohio State University. Accessed October 18, 2019. http://rave.ohiolink.edu/etdc/view?acc_num=osu1436980305.

MLA Handbook (7th Edition):

Koh , Woo Hwa. “Essays on the Cross-section of Returns.” 2015. Web. 18 Oct 2019.

Vancouver:

Koh WH. Essays on the Cross-section of Returns. [Internet] [Doctoral dissertation]. The Ohio State University; 2015. [cited 2019 Oct 18]. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=osu1436980305.

Council of Science Editors:

Koh WH. Essays on the Cross-section of Returns. [Doctoral Dissertation]. The Ohio State University; 2015. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=osu1436980305


Jönköping University

26. Hussaini, Ammar al. What factors are driving forces for credit spreads?.

Degree: Business Administration, 2007, Jönköping University

  The purpose of this study is to examine what affects the changes in credit spreads. A regression model was performed where the explanatory variables… (more)

Subjects/Keywords: Market volatility; S&P 500 index; Interest rate level; the slope of the curve; Economics and Business; Ekonomi och näringsliv

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Hussaini, A. a. (2007). What factors are driving forces for credit spreads?. (Thesis). Jönköping University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-964

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Hussaini, Ammar al. “What factors are driving forces for credit spreads?.” 2007. Thesis, Jönköping University. Accessed October 18, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-964.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Hussaini, Ammar al. “What factors are driving forces for credit spreads?.” 2007. Web. 18 Oct 2019.

Vancouver:

Hussaini Aa. What factors are driving forces for credit spreads?. [Internet] [Thesis]. Jönköping University; 2007. [cited 2019 Oct 18]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-964.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Hussaini Aa. What factors are driving forces for credit spreads?. [Thesis]. Jönköping University; 2007. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-964

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

27. Franch, Mattia. The potential benefits of investing in commodities : A study of the properties related to the investment in several commodities and adding them to stock portfolios.

Degree: Business Administration, 2016, Umeå University

  Investing in commodities may have important benefits for investors but only in the last few decades have they started to think more about this… (more)

Subjects/Keywords: Stock index; commodity; futures; return; volatility; safe-haven; hedge; portfolio; diversification; correlation; optimal weights

…57 5.2 Volatility and correlation results analysis… …57 5.2.1 Volatility results for stock indices and commodities… …traditional portfolio of stocks and bonds will reduce the volatility of that portfolio. However, it… …monthly data. Secondly, we analyze the volatility of these assets for these time frequencies and… …between a stock index and commodities changes over time. We analyze volatility in order to… 

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Franch, M. (2016). The potential benefits of investing in commodities : A study of the properties related to the investment in several commodities and adding them to stock portfolios. (Thesis). Umeå University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-127354

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Franch, Mattia. “The potential benefits of investing in commodities : A study of the properties related to the investment in several commodities and adding them to stock portfolios.” 2016. Thesis, Umeå University. Accessed October 18, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-127354.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Franch, Mattia. “The potential benefits of investing in commodities : A study of the properties related to the investment in several commodities and adding them to stock portfolios.” 2016. Web. 18 Oct 2019.

Vancouver:

Franch M. The potential benefits of investing in commodities : A study of the properties related to the investment in several commodities and adding them to stock portfolios. [Internet] [Thesis]. Umeå University; 2016. [cited 2019 Oct 18]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-127354.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Franch M. The potential benefits of investing in commodities : A study of the properties related to the investment in several commodities and adding them to stock portfolios. [Thesis]. Umeå University; 2016. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-127354

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Linköping University

28. Eriksson, Jesper; Rödöö, Jens. Alternativt viktade aktieindex : En kvantitativ studie av alternativa viktningar på OMXS30 under perioden 1995-2011.

Degree: Business Administration, 2011, Linköping University

Bakgrund: Aktieindex används världen över som placeringsalternativ, jämförelsemått inom portföljförvaltning och som underlag för portföljoptimering. Forskare har under senare tid ifrågasatt index viktade efter… (more)

Subjects/Keywords: Index; Capital weighted; Trade volume weighted; Minimun-Volatility weighted; Efficiency weighted; Fundamental weighted; beta; Single-Index Model; Index; Kapitalviktat; Minimum-Volatilitetsviktat; Volymviktat; Effektivitetsviktat; Fundamentalviktat; Likaviktat; beta; Single-Index Model; SOCIAL SCIENCES; SAMHÄLLSVETENSKAP

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Eriksson, Jesper; Rödöö, J. (2011). Alternativt viktade aktieindex : En kvantitativ studie av alternativa viktningar på OMXS30 under perioden 1995-2011. (Thesis). Linköping University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-70725

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Eriksson, Jesper; Rödöö, Jens. “Alternativt viktade aktieindex : En kvantitativ studie av alternativa viktningar på OMXS30 under perioden 1995-2011.” 2011. Thesis, Linköping University. Accessed October 18, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-70725.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Eriksson, Jesper; Rödöö, Jens. “Alternativt viktade aktieindex : En kvantitativ studie av alternativa viktningar på OMXS30 under perioden 1995-2011.” 2011. Web. 18 Oct 2019.

Vancouver:

Eriksson, Jesper; Rödöö J. Alternativt viktade aktieindex : En kvantitativ studie av alternativa viktningar på OMXS30 under perioden 1995-2011. [Internet] [Thesis]. Linköping University; 2011. [cited 2019 Oct 18]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-70725.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Eriksson, Jesper; Rödöö J. Alternativt viktade aktieindex : En kvantitativ studie av alternativa viktningar på OMXS30 under perioden 1995-2011. [Thesis]. Linköping University; 2011. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-70725

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

29. Geiser, Sofia. Quantity over Quality? : A study of a separate sustainability report's effect on financial performance for companies on NASDAQ OMX Stockholm.

Degree: Business Administration, 2013, Umeå University

  The corporate scandals in the beginning of the 21st century caused distrust in the market and a pressure for more disclosure to increase transparency.… (more)

Subjects/Keywords: CSR; Sustainability report; quantity of information; voluntary disclosure; financial performance; stock return; volatility; Hållbarhet; hållbarhetsrapportering

volatility. Therefore our research gap can be found by measuring if the quantity of the… …using traditional measures such as stock return and volatility. By including all the companies… 

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Geiser, S. (2013). Quantity over Quality? : A study of a separate sustainability report's effect on financial performance for companies on NASDAQ OMX Stockholm. (Thesis). Umeå University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-73467

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Geiser, Sofia. “Quantity over Quality? : A study of a separate sustainability report's effect on financial performance for companies on NASDAQ OMX Stockholm.” 2013. Thesis, Umeå University. Accessed October 18, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-73467.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Geiser, Sofia. “Quantity over Quality? : A study of a separate sustainability report's effect on financial performance for companies on NASDAQ OMX Stockholm.” 2013. Web. 18 Oct 2019.

Vancouver:

Geiser S. Quantity over Quality? : A study of a separate sustainability report's effect on financial performance for companies on NASDAQ OMX Stockholm. [Internet] [Thesis]. Umeå University; 2013. [cited 2019 Oct 18]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-73467.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Geiser S. Quantity over Quality? : A study of a separate sustainability report's effect on financial performance for companies on NASDAQ OMX Stockholm. [Thesis]. Umeå University; 2013. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-73467

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Michigan

30. Zhao, Dan. Essays in Applied Microeconomics.

Degree: PhD, Business Administration, 2019, University of Michigan

 This dissertation looks at how organizations manage sustainability issues, with an emphasis on the uncertainty in the environment. Chapter 1 explores how firms make investment… (more)

Subjects/Keywords: Volatility and uncertainty; corporate social responsibility; real options; energy; causal forest; Privatization; ownership form; service quality; water resources management; compliance; Regulatory uncertainty; spillover effect; general deterrence; strategic compliance; Economics; Business and Economics

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Zhao, D. (2019). Essays in Applied Microeconomics. (Doctoral Dissertation). University of Michigan. Retrieved from http://hdl.handle.net/2027.42/151562

Chicago Manual of Style (16th Edition):

Zhao, Dan. “Essays in Applied Microeconomics.” 2019. Doctoral Dissertation, University of Michigan. Accessed October 18, 2019. http://hdl.handle.net/2027.42/151562.

MLA Handbook (7th Edition):

Zhao, Dan. “Essays in Applied Microeconomics.” 2019. Web. 18 Oct 2019.

Vancouver:

Zhao D. Essays in Applied Microeconomics. [Internet] [Doctoral dissertation]. University of Michigan; 2019. [cited 2019 Oct 18]. Available from: http://hdl.handle.net/2027.42/151562.

Council of Science Editors:

Zhao D. Essays in Applied Microeconomics. [Doctoral Dissertation]. University of Michigan; 2019. Available from: http://hdl.handle.net/2027.42/151562

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