Blar i Master of Science på emneord "finans finance finacial economics business"
Viser treff 1-2 av 2
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Dividend changes and firm performance
(Master thesis, 2012-05-15)In this paper, we test the information content of dividends (ICD) hypothesis for Norwegian non-listed firms, to explore whether dividend changes have positive relationship with future earnings. After applying both linear ... -
Return transmission and volatility spillover in dual-listed Nikkei 225 index futures markets : a multivariate GARCH analysis
(Master thesis, 2012-04-26)By means of a multivariate asymmetric VECM-GARCH-M model, this paper investigates the price transmission mechanism of the dual-listed Nikkei 225 Index futures through both return and volatility channels. Using daily data ...