Thematische Bibliographien / Nordic Stock markets

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Auswahl der wissenschaftlichen Literatur zum Thema „Nordic Stock markets“

Autor: Grafiati

Veröffentlicht am 25. Juni 2021

Zuletzt aktualisiert am 29. Juli 2025

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Zeitschriftenartikel zum Thema "Nordic Stock markets"

Mamcarz, Katarzyna. "Gold market and selected Nordic stock markets: Granger causality." Ekonomia i Prawo 21, no. 2 (2022): 463–87. http://dx.doi.org/10.12775/eip.2022.026.

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Motivation: The turbulence in financial markets, especially stocks, makes investors seek safer ways of capital allocation. Gold exhibiting a low or negative correlation with stocks can constitute an alternative form of investment for them. The price volatility of aforementioned assets has impact on investors’ decisions. That is why the assessment of interrelations between stock and gold returns is important. The direction of causality between the analysed variables is reflected by the fact that investors tend to transfer their funds from gold markets to more profitable markets, or return to go

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Norvaišienė, Rasa, and Jurgita Stankevičienė. "The Month Effect in the Baltic and Nordic Stock Markets at Market-Level and Sector-Level." Engineering Economics 33, no. 5 (2022): 473–85. http://dx.doi.org/10.5755/j01.ee.33.5.28183.

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The purpose of this study is to analyze and compare the trends in the expression of the month effect in the Nasdaq Baltic and Nasdaq Nordic stock markets, as well as to examine whether the seasonal stock price fluctuations occur in all industrial sectors of these markets or are specific to certain sectors only. The OMX Baltic Benchmark, OMX Baltic, and OMX Nordic 40 indexes, which reflect the situation in the Baltic and Nordic stock markets, were used in the study to assess seasonality at the market level. To assess the seasonality in separate sectors of the Baltic and Nordic markets, we used

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Dengjun, Zhang. "Interdependence between Nordic stock markets and financial cooperation." Review of Accounting and Finance 14, no. 2 (2015): 172–88. http://dx.doi.org/10.1108/raf-03-2013-0036.

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Purpose – This study aims to link the financial cooperation in the Nordic region and the interdependence between the stock markets in this area. The main emphasis is placed on the evolution of this interdependence as the financial integration was proceeding. Design/methodology/approach – Johansen’s cointegration technique and the exponential generalized autoregressive conditionally heteroskedastic model are applied to test the long-run and short-run interdependences, respectively, among Nordic stock markets. In particular, the recursive estimation approach is used to reveal the evolution of th

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Nielsson, Ulf. "Interdependence of Nordic and Baltic Stock Markets." Baltic Journal of Economics 6, no. 2 (2007): 9–27. http://dx.doi.org/10.1080/1406099x.2007.10840434.

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Pilvere-Javorska, Aija, and Irina Pilvere. "European Nordic Countries Stock Market Listed Companies’: Factor and Cluster Analysis Approach." Emerging Science Journal 4, no. 6 (2020): 443–53. http://dx.doi.org/10.28991/esj-2020-01244.

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Public financial markets are crucial in the access to the funding and as a platform for investments to the investors in today’s world. Nordic European Union countries such as Sweden, Finland and Denmark are considered to have advanced and well-developed stock markets, while neighboring three Baltic States have rather small stock market. Backbone of the stock market are there listed companies. In this analysis authors attempt to analyze 510 Nordic countries listed companies’ absolute value indicators using factor and cluster analysis and to compare results with similar analysis of the Baltic St

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Mathur, Ike, and Vijaya Subrahmanyam. "Interdependencies among the Nordic and U.S. Stock Markets." Scandinavian Journal of Economics 92, no. 4 (1990): 587. http://dx.doi.org/10.2307/3440394.

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Zhang, Dengjun, and Frank Asche. "The oil price shocks and Nordic stock markets." International Journal of Trade and Global Markets 7, no. 4 (2014): 300. http://dx.doi.org/10.1504/ijtgm.2014.067260.

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Haavisto, Tarmo, Björn Hansson, and Bjorn Hansson. "Risk Reduction by Diversification in the Nordic Stock Markets." Scandinavian Journal of Economics 94, no. 4 (1992): 581. http://dx.doi.org/10.2307/3440370.

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Liljeblom, Eva, Sabur Mollah, and Patrik Rotter. "Do dividends signal future earnings in the Nordic stock markets?" Review of Quantitative Finance and Accounting 44, no. 3 (2013): 493–511. http://dx.doi.org/10.1007/s11156-013-0415-3.

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Antell, Jan, and Mika Vaihekoski. "Pricing Currency Risk in Two Interlinked Stock Markets." Applied Finance Letters 1, no. 1 (2016): 16. http://dx.doi.org/10.24135/afl.v1i1.2.

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We investigate the role of currency risk on stock markets in two interlinked Nordic countries exhibiting a gradual move from fixed to floating exchange rate regime. Tests are conducted for a conditional asset pricing model using the Ding and Engle (2001) specification which allows estimation of multivariate GARCH-in mean models. Using a sample period from 1970 to 2009, we find that the currency risk is priced in both stock markets, and that the price and the risk premium are lower after the flotation of the currencies. We also find some evidence of crosscountry exchange rate effects. Our model

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Dissertationen zum Thema "Nordic Stock markets"

Mäki-Uuro, Hannes. "Nordic Capital Markets' Response to Terrorism : Focus on the Swedish Stock Market." Thesis, Uppsala University, Department of Business Studies, 2007. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-7983.

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<p>This study examines the economic impacts of three large-scale terrorist attacks on the Nordic capital markets. Past research has shown evidence of the increasing resilience of the US capital markets towards terrorist attacks. Hereby the Nordic regions capital markets were studied and compared with the US's capital markets, in an intention to find evidence whether or not the same development can be observed in the Nordic countries. The results implied that the Nordic markets did not absorb the shocks as well as the US markets. The analysis was taken into an industry level on the Swedish stoc

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Fagerlund, Elias, and Talukder Mashrukh. "Where to Invest? : Choosing the optimal stock market for investing in a cross-listed Nordic firm." Thesis, Umeå universitet, Företagsekonomi, 2012. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-60556.

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The purpose of this study is to investigate whether the location of buying stocks in a Nordic cross-listed company matters in terms of 1) earning abnormal returns, or 2) gaining in optimizing the amount spent by buying the specific stock cheap. Nowadays, markets are becoming more integrated and if we believe in the efficient market hypothesis, prices of the same class of stocks paying the same dividend annually, of an MNC must be the same irrespective of the stock exchange it is listed upon. Though efficient market hypothesis exists in theory, market imperfection is a reality. All the Nordic (

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Näslund, Fredrik, and Sumaiya Hafsa. "The Value-Relevance of CSR in Stock Recommendations : A Study of the Nordic Markets." Thesis, Umeå universitet, Företagsekonomi, 2016. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-123548.

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Financial markets have many different key actors, but one of the most important ones are the financial analysts. They are considered as experts in gathering and disseminating the information that firms produce, to those that seek it, such as stock recommendations and reports on firms. Related to this is a growing interest in society toward disclosures in regards of CSR as well as ESG. There has been considerable discussion in academia of whether or not CSR can be considered to be value relevant. This is a question which relate to both institutional and legitimacy perspectives in terms of theor

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Mäki, David, and Martin Lundström. "An empirical study of real estate stock return behavior on the Nordic markets : – A 2003-2013 study." Thesis, Umeå universitet, Företagsekonomi, 2013. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-79752.

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The financial crisis has made the stock markets a very turbulent place. Investors have therefore begun searching for stable and profitable investments. Nordic real estate has for decades steadily increased in value and the stocks of real estate companies are said to be less risky than the market. This has led to a view of them being a safe haven for risk adverse investors. Very few empirical studies have been done on how these supposedly safe stocks actually behave in the Nordic countries. The purpose of this study is hence to investigate how these real estate companies stocks perform. The met

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Edberg, Christopher, and Oliver Kjellander. "Calendar Anomalies in the Nordic Stock Markets : A quantitative study of the Sell in May effect, January effect & Monthly Anomalies." Thesis, Linnéuniversitetet, Institutionen för ekonomistyrning och logistik (ELO), 2021. http://urn.kb.se/resolve?urn=urn:nbn:se:lnu:diva-105272.

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This study has applied a geographical perspective with the ambition of evaluating the presence of the Sell in May effect, January effect and monthly anomalies in the Nordic stock markets. In extension the study examines the relationship between corporate size and the returns of calendar anomalies. The study has conducted statistical tests based on Newey-West regressions as well as a Generalized Auto-Regressive Conditional Heteroscedasticity model. The findings suggest that the Sell in May and January are present in the Nordic region and partially abide by theory and results of previous researc

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Wang, Chenxi, and Phet Gerky King. "Stock Return Performance around Earnings Announcements : Empirical Evidence from Nordic Stock Market." Thesis, Umeå universitet, Företagsekonomi, 2012. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-56958.

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This thesis examines the impact of earnings announcements on the stock return performance. Most literature regarding this topic is related to the US market. We follow 40 of the largest and most liquid stocks on the virtual OMX Nordic Exchange from 2010 to 2012. In this research paper, we present the theoretical framework that gives an overview of the possible research areas, and provide empirical evidence of the repercussion of the earnings announcements on stock returns. We use the event study methodology to conduct this thesis. It is a standard approach established by Fama et al. (1969). It

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Salimi, Sofla Amin. "Correlation of Returns in Stock Market Prices : Evidence from Nordic Countries." Thesis, Umeå universitet, Handelshögskolan vid Umeå universitet, 2010. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-39330.

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Huttunen, Sasu, and Govert Looije. "Cyclical consumption and the aggregate stock market: Evidence from the Nordic countries." Thesis, Jönköping University, IHH, Företagsekonomi, 2021. http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-52733.

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Researchers have dedicated considerable work to explaining components to excess stock market returns. Recently, Atanasov et al. (2020) managed to explain some of this variance in the US stock markets with a cyclical consumption variable. We have applied their model into the Nordic countries and compared it to a second model containing additional control variables. From the analysis, we find that cyclical consumption is able to explain excess stock market returns across five different h-quarter ahead excess returns. However, results are not consistent across countries. The extended model improv

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Saar, Helen. "Analysis of trade dependence and correlation of market returns between the United States and Nordic countries." CSUSB ScholarWorks, 2007. https://scholarworks.lib.csusb.edu/etd-project/3269.

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The purpose of the present research paper was three fold. First, determine if there is a trade interdependence between the United States and Nordic countries (Denmark, Finland, Sweden, and Baltic States). Second, determine if there is correlation between the respective equity markets. Third, determine if the changes in the trade relations lead to the changes in stock market correlations. The hypothesis of the project was that weaker trade relations between two countries would lead to lower correlation between their stock markets, providing beneficial opportunities for portfolio diversification

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Henriksson, Albin. "Market efficiency and the financial crisis : A study based on the market efficiency in the Nordic countries." Thesis, Linnéuniversitetet, Institutionen för ekonomistyrning och logistik (ELO), 2021. http://urn.kb.se/resolve?urn=urn:nbn:se:lnu:diva-104589.

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The efficient market hypothesis states that stock prices fully reflect availablei nformation and that stocks thereby always are priced correctly. Hence, it should be impossible to predict future prices in the stock market, and investors will gain no benefits from engaging themselves into historical analyzes. This is a quantitative study which aim to investigate if there is any difference in market efficiency in Nordic stock markets during and after the financial crisis of 2008. By applying various statistical methods, such as unitroot tests, autocorrelation tests and runs test on the returns f

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Bücher zum Thema "Nordic Stock markets"

Hansen, Jesper. Nordic Financial Market Law: The Regulation of the Financial Markets in Denmark, Finland, Iceland, Norway And Sweden. Danmarks Jurist, 2003.

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Market efficiency in Nordic and Baltic Stock Exchanges - Final report. Nordic Council of Ministers, 2004. http://dx.doi.org/10.6027/tn2004-534.

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Kenworthy, Lane. Social Democratic America. Oxford University PressNew York, 2014. http://dx.doi.org/10.1093/oso/9780199322510.001.0001.

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Abstract For decades, scholars and commentators have differentiated the US from Europe by pointing to the relative weakness of the American social welfare state. European social democracies--particularly the Nordic ones--have erected broad and deep social insurance systems to buffer the effects of the capitalist marketplace, and as consequence virtually all citizens have access to housing, health care, and transfer payments that alleviate the effects of unemployment/underemployment. In combination, these policies have made Northern European societies among the most comfortable and egalitarian

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Buchteile zum Thema "Nordic Stock markets"

Ahmed, Shaker, Timothy King, and Juha Mäki. "Stock Market Reaction to External CEO Appointments: Evidence from the Nordic Countries." In Palgrave Macmillan Studies in Banking and Financial Institutions. Springer Nature Switzerland, 2025. https://doi.org/10.1007/978-3-031-83353-3_2.

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Beusch, Peter. "3 Nordic stock markets and ownership structures." In Corporate Governance in a Nordic Setting. De Gruyter, 2023. http://dx.doi.org/10.1515/9783110725346-003.

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Roscoe, Philip. "From Future Pigs to Present Prices, a Chicago Story." In How to Build a Stock Exchange. Policy Press, 2023. http://dx.doi.org/10.1332/policypress/9781529224313.003.0003.

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Chapter 2 argues that financial markets are embedded in material structures with distinctive historical trajectories. It tells the story of the development of futures markets in Chicago as an example, before exploring how buildings and technologies (especially the ticker tape) constituted the market. It brings the trading pits up to date, noting some of the problems with their operation. The chapter mingles historical narrative (Sinclair’s The Jungle and Norris’ The Pit) with contemporary social science to show how these pre-digital markets produced prices: human powered computers combining cu

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Konferenzberichte zum Thema "Nordic Stock markets"

Pilvere-Javorska, Aija, Irina Pilvere, and Baiba Rivza. "POTENTIAL LANDSCAPE OF LATVIAN REGISTERED COMPANIES RELATIVE TO BALTIC AND NORDIC STOCK MARKET LISTED COMPANIES." In 21st SGEM International Multidisciplinary Scientific GeoConference Proceedings 2021. STEF92 Technology, 2021. http://dx.doi.org/10.5593/sgem2021/5.1/s21.097.

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Bubić, Jasenka, and Luka Bašić. "GEOPOLITICAL RELATIONS WITH OIL AT THE TIME OF COVID-19: WITHOUT OIL THERE IS NO PRESENT, WITHOUT GREEN ENERGY THERE IS NO FUTURE." In NORDSCI Conference Proceedings. Saima Consult Ltd, 2021. http://dx.doi.org/10.32008/nordsci2021/b2/v4/09.

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Oil drives the entire world economy, and it is entirely a geostrategy issue. The strong development of the economy over the past few decades has provided a global stage for those countries that have a stable political establishment while managing enormous amounts of oil. Now, year after year, it is becoming increasingly clear that the importance of oil and gas is falling away, and it is those energy sources that bring about a reduction in the half-life that comes into the scene. Oil and gas are non-renewable energy sources and as such are naturally limited, therefore their reserve will become

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Berichte der Organisationen zum Thema "Nordic Stock markets"

Israel, Alvaro, and John Merrill. Production of Seed Stocks for Sustainable Tank Cultivation of the Red Edible Seaweed Porphyra. United States Department of Agriculture, 2006. http://dx.doi.org/10.32747/2006.7696527.bard.

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Porphyra species (commonly known as ‘nori’ or ‘purple laver’) are edible red seaweeds rich in proteins, vitamins and other highly valued biogenic compounds. For years Porphyra has been cultured using seeded nets extended in the open sea, and its biomass consumed primarily in the Far East. While demands for international markets have increased steadily at an average of 20% per year, supplies are on the verge and not expected to meet future demands. Alternatively, land-based cultivation of seaweed has become attractive in the mariculture industry since (1) important growth parameters can be cont

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