Previous Seminars on Masters' Theses in Finance

This is a list of all Master's Theses in Finance presented at the Stockholm School of Economics since October 1996

 

 

Date February 25, 2011, at 15:15 in room 348
Author(s) Astrid Lind 20998
Gustav Uddhammar 20636
Title The effects of ethanol availability on market shares of flexi-fuel vehicles
Discussant(s) Emma Axelsson 20958
Rebecka Vredin 21290
Tutor Cristian Huse

 

Date February 25, 2011, at 10:15 in room 348
Author(s) Gustaf Folke 20961
Carl-Adam von Scheele 20533
Title Wide Spread Trade - Can terms of trade explain sovereign CDS spreads?
Discussant(s) Nikolay Bogdanov 20656
Mattias Teye 20182
Tutor Roméo Tédongap

 

Date January 19, 2011, at 10:15 in room R
Author(s) Nathalie Gibas 21001
Karin Forsberg 21018
Title

Consumer Preferences for Fuel Choice - A Study of Swedish Flexi-fuel Drivers

Discussant(s) Kajsa Brundin 20798
Walter Nuñez 21051
Tutor Cristian Huse

 

Date January 14, 2011, at 10:15 in room 328
Author(s) Kajsa Brundin 20798
Walter Nunez 21051
Title Do insiders trade? A study what motivates insiders to trade
Discussant(s) Andreas Vall
Tutor Francesco Sangiorgi

 

Date December 21, 2010, at 15:15 in room 348
Author(s)
Leandro Saucedo 20165
Sofie Lundström 19772
Title An additional basket to put your eggs in? A study of listed private equity’s ability to improve portfolio performance
Discussant(s) Leo Nilsson 20466
Felipe Gutierrez 20822
Tutor Clas Bergström

 

Date December 20, 2010, at 15:15 in room 328
Author(s)
Elin Härén 20104
Maria Teilman 20979
Title

Do sell-side participants in the financial industry produce profitable stock selections when compensation is linked to performance? An evaluation of a performance based trading system in Sweden

Discussant(s) Claes Söderlind 20422
Adam Lodin 21049
Tutor Clas Bergström

 

Date December 15, 2010, at 13:15 in room 348
Author(s)

Fredrik Lundevik 21087
Kristoffer Labuc
20157

Title Brands in M&A - Do brand-heavy acquisitions lead to value destruction?
Discussant(s) Gustaf Folke 20961
Carl-Adam von Scheele 20533
Tutor Clas Bergström

 

Date December 8, 2010, at 10:15 in room R
Author(s)

Olof Cristoferson 21010
Gustaf Franck 20844

Title Avoiding longshots and parlays - An empirical study on the behavior of bettors acting on a fixed-odds betting market
Discussant(s) Elin Härén 20104
Maria Teilman 20979
Tutor Patrick Andersson

 

Date December 7, 2010, at 15:15 in room R
Author(s)

Mieszko Dudziuk 20530
Jonas Olsson
21423

Title An Econometric Evaluation of Pattern Trading
Discussant(s) Sverker Nordlander 20957
Oscar Rheborg 21003
Tutor Francesco Sangiorgi

 

Date December 7, 2010, at 13:15 in room R
Author(s)

Sverker Nordlander 20957
Oscar Rheborg 21003

Title An Insider Trading Cocktail - A Study on Gender Differences and the Implications of the Capital Insurance
Discussant(s) Olof Cristoferson 21010
Gustaf Franck 20844
Tutor Paolo Sodini

 

 

Date October 6, 2010, at 8:15 in room 750
Author(s) Elias Porse 20604
Ulrika Orstadius 20625
Title A novel valuation method for a novel industry - A real options valuation approach to wind power projects.
Discussant(s) Karin Forsberg 21018
Nathalie Gibas 21001
Tutor Peter Englund

 

Date September 9, 2010, at 15:15 in room 328
Author(s) Isidora Mazuranic 20885
Title M&A in Europe 2000-2007: Layoffs and Their Impact on Post-acquisition Performance.
Discussant(s) Taras Prykhodko 20904
Tutor Clas Bergström

 

Date September 3, 2010, at 8:15 in room 328
Author(s) Mattias Adebäck 20873
Olof Wirfelt 20852
Title

More Green through a Better Screen - A statistical study based on Greenwald's value investing model".

Discussant(s) Mattias Fransson 20438
Tutor Stefan Engström

 

Date August 30, 2010, at 10:15 in room 342
Author(s) Mattias Fransson 20438
Title

Cross-border M&A, Exchange rates and its implications for Fire Sale Acquisitions.

Discussant(s) Jonas Andersson 19919
Anders Johansson 20496
Tutor Mariassunta Giannetti

 

Date August 30, 2010, at 8:15 in room 342
  Christina Cho 20628
Cecilia Filipsson 20705
Title Correlation changes between commodities and equities during extreme conditions: Has the gain from diversification played out its role?
Discussant(s) Mattias Adebäck 20873
Olof Wirfelt 20852
Tutor Paolo Sodini

 

Date June 16, 2010, at 15:15 in room 342
Author(s) Taras Prykhodo 20904
Title Profit Loss Model
Discussant(s) Isidora Mazuranic 20885
Tutor Roméo Tédongap

 

Date June 16, 2010, at 10:15 in room 342
Author(s) Anton Bengtsson 20880
Patrik Östersgård 20847
Title Insider Trading: Do Insiders from Large Investment Companies Earn a Higher Abnormal Return than Other Insiders on the Swedish Stock Market?
Discussant(s) Gustaf Ärlestig 20483
Mårten Störtebecker 20087
Tutor Mariassunta Giannetti

 

Date June 15, 2010, at 15:15 in room 342
Author(s) Olof Gustafsson 21444
Henrik Petri 21445
Title Incomplete Market Models and the Housing Market
Discussant(s) Helena Blom 20920
Marie Lundberg 20945
Tutor Peter Englund

 

Date June 15, 2010, at 13:15 in room 342
Author(s) Josef Blomstrand 20067
Tomas Säfstrand 20423
Title The Index Effect: OMXS30 vs EURO STOXX 50
Discussant(s) 20880 Anton Bengtsson
20847 Patrik Östersgård
Tutor Paolo Sodini

 

Date June 15, 2010, at 11:15 in room 342
Author(s) Jens Agerberg 19762
Saber Mirzaei 19853
Title CEO Compensation - The Effect of Owning Foreign Subsidiaries: An empirical study of Private Equity activity on industry level
Discussant(s) Elin Eliasson 20925
Beatrice Tengblad 20980
Tutor Mariassunta Giannetti

 

Date June 14, 2010, at 13:15 in room 336
Author(s) Andreas Hellstrand 20833
Eugenia Korobova 21045
Title Cointegration and Causality in International Stock Markets: A study of long-run stochastic trends in Oil & Gas and Financials indices
Discussant(s) Olof Gustafsson 21444
Henrik Petri 21445
Tutor Stefan Engström

 

Date June 14, 2010, at 10:15 in room 336
Author(s) Mikael Fraenkel 20928
Sebastian Stime 20544
Title Does the credit market create an industry effect in private equity?
Discussant(s) Josef Blomstrand 20067
Tomas Säfstrand 20423
Tutor Per Strömberg

 

Date June 14, 2010, at 08:15 in room: has been changed from 750 to 336
Author(s) Helena Blom 20920
Marie Lundberg 20945
Title Are manager characteristics affecting the performance of hedge funds? A study on Swedish data
Discussant(s) Berndt Gardell 20115
Wilhelm Hörberg
20129
Tutor Stefan Engström

 

Date June 11, 2010, at 13:15 in room: has been changed from C437 to 542
Author(s) Jonas Andersson 19919
Anders Johansson 20496
Title Can the endogenization of regimes lead to improved forecasting of the UIP
Discussant(s) Astrid Lind 20998
Gustav Uddhammar 20636
Tutor Roméo Tédongap

 

Date June 10, 2010, at 10:15 in room C437
Author(s) Elin Eliasson 20925
Beatrice Tengblad 20980
Title Performance Evaluation of Swedish Ethical and Non-Ethical Funds
Discussant(s) Beniam Poutiainen 20808
David Zytomierski 20301
Tutor Paolo Sodini

 

Date June 7, 2010, at 10:15 in room C437
Author(s) Cecilia Falck 20594
Sofia Gardefjord 20139
Title Are Cross-Listed Firms Subject to Less Information Asymmetries? A Study of the Reaction to a Change in Credit Rating
Discussant(s) Diana Gustafsson 20718
Per Sundqvist 20415
Tutor Ulf von Lilienfeld

 

Date June 4, 2010, at 13:15 in room 336
Author(s)

Mikael Alvén 20524 (3210)
Jeremias Antbacke 20474

Title Gaining abnormal returns using insider transaction data: An Event study approach on Swedish data
Discussant(s) Eugenia Korobova 21045
Andreas Hellstrand 20833
Tutor Ulf von Lilienfeld

 

Date June 4, 2010, at 8:30 in room 336
Author(s) Gustaf Ärlestig 20483
Mårten Störtebecker 20087
Title Insider trading law legislations 1985-2007
Discussant(s) Ulrika Orstadius 20625 (3210)
Elias Porse 20604 (4210)
Tutor Ulf von Lilienfeld-Toal

 

Date June 3, 2010, at 15:15 in room 336
Author(s) Beniam Poutiainen 20808
David Zytomierski 20301
Title In Search of a Leverage Factor on Stock Returns: An Empirical Evaluation of Asset Pricing Models on Swedish Data
Discussant(s) Johan Möllerström 20456
Andreas Regen 21025
Tutor Francesco Sangiorgi

 

Date June 3, 2010, at 10:15 in room 336
Author(s) Lars Engström 20468
Niklas Larsson 20921
Title Corporate Governance Codes, Board Evaluations, and Director Turnover: A Study on Scandinavian Boards of Directors
Discussant(s) Jonas Arvén 20063
Tutor Ulf von Lilienfeld-Toal

 

Date June 2, 2010, at 15:15 in room A-hall
Author(s) Mandus Håkansson 20865
Oscar Skog 20924
Title Abnormal Returns in Closed-End Funds – A Study on Industrivärden
Discussant(s) Torbjörn Bäckmark 19850
Tutor Clas Bergström

 

Date May 31, 2010, at 10:15 in room 328
Author(s) Johan Möllerström 20456
Andreas Regen 21025
Title Relationship Crisis? - An Empirical Study of the Theoretical Equivalence Relationship between CDS and Bond Markets in a Time-Varying Context
Discussant(s) Jarina Dahlgren 20785
Helena Lindvall 21053
Tutor Tomas Björk

 

Date May 28, 2010, 08:15 in room 336
Author(s) Jarina Dahlgren 20785
Helena Lindvall 21053
Title Does industry structure impact systematic risk? - A study of the interaction between product markets and capital markets within Swedish industries
Discussant(s) Mandus Håkansson 20865
Oscar Skog 20924
Tutor Magnus Dahlquist

 

Date May 27, 2010, at 15:15 in room Ruben
Author(s) Torbjörn Bäckmark 19850
Title Housing Price Insurance - A Study of the Willingness to Pay.
Discussant(s) Jens Agerberg 19762
Saber Mirzaei 19853
Tutor Peter Englund

 

Date March 31, 2010, at 15:15 in room 550
Author(s) Diana Gustafsson 20718
Per Sundqvist 20415
Title

Leverage Effect on Investment Efficiency in Over- and Underinvesting Firms.

Discussant(s) Mikael Alvén 20524
Jeremias Antbacke 20474
Tutor Clas Bergström

 

Date March 10, 2010, at 15:15 in room 750
Author(s) Jennifer Johnson 19871
Title

Ingen allvarlig kreditåtstramning i Sverige - en granskning av Riksbankens analys

Discussant(s) Christer Wanngård 19813
Tutor Peter Englund

 

Date March 5, 2010, at 13:15 in room 750
Author(s) Christer Wanngård 19813
Title

Style Timing in the European Equity Markets.

Discussant(s) Sofia Fagring 20620
Stéphanie Treschow 20514
Tutor Roméo Tédongap

 

Date February 25, 2010, at 8:15 in room 336
Author(s) Sandra Sandqvist 20518
Linda Sundberg 20270
Title Hedge Funds - A study of factors and risks that influences the return during the financial crisis 2008.
Discussant(s) Kristoffer Milonas 20667
Tutor Magnus Dahlquist

 

Date February 24, 2010, at 13:15 in room 350
Author(s) Sofia Fagring 20620
Stéphanie Treschow 20514
Title The Swedish Fashion Wonder - Clothing Retailers' Growth in a Stock Market Perspective.
Discussant(s) Johan Klinteskog 20166
Tutor Francesco Sangiorgi

 

Date February 23, 2010, at 10:15 in room 348
Author(s) Kristoffer Milonas 20667
Title Shifting attention between macro and firm-specific information around earnings announcements.
Discussant(s) Alena Dashkevich 20318
Ilja Belobragin 20246
Tutor Magnus Dahlquist

 

Date January 15, at 13:15 in room C437
Author(s) Johan Klinteskog 20166
Title Core Focus: Divesting and Long-Term Performance - A Study on the Swedish Market 1996-2005.
Discussant(s) Sigrid Holmberg 20133
Björn Nilsson 20117
Tutor Clas Bergström

 

Date December 16, 2009, at 13:15 in room 348
Author(s)
Jonatan Falk 19473
Title Capital Insurances
Discussant(s) Mikael Fraenkel 20928
Sebastian Stime 20544
Tutor Paolo Sodini

 

Date December 14, 2009, at 10:15 in room 550
Author(s) Alena Dashkevich 20318
Ilja Belobragin 20246
Title Are foreign banks any good for Ukrainian firms?
Discussant(s) Eric Alhanko 20713
Alexander Kilander 20707
Tutor Mariassunta Giannetti

 

Date December 4, 2009, at 13:15 in room 348
Author(s) Eric Alhanko 20713
Alexander Kilander 20707
Title Who trusts share price recommendations?
Discussant(s) Cecilia Falck 20594
Sofia Gardefjord 20139
Tutor Tore Ellingsen

 

 

Date November 27, 2009, at 8:15 in room 750
Author(s) Mervi Keskitalo 20661
Anna Kjelldorff 20121
Title

Investor behaviour in bear and bull markets - A study of the PPM system.

Discussant(s) Jennifer Johnson 19871
Tutor Per Strömberg

 

 

Date November 16, 2009, at 13:15 in room 550
Author(s) Patrik Ivert 20648 (har opponerat)
Per Sköld 20255
Title Cognitive Ability and Portfolio Composition
Discussant(s) Johan Spetz 20054
Jakob Wanag 20143
Tutor Magnus Johannesson

 

 

Date November 16, 2009, at 10:15 in room 550
Author(s) Johan Spetz 20054
Jakob Wanag 20143
Title The Forging of a Common Market - Retail Banking Integration in the Nordic and Baltic Countries
Discussant(s) 18801 David Enander
21085 Jonas Wikfeldt
Tutor Peter Englund

 

 

Date November 10, 2009, at 15:15 in room C437
Author(s) Lina Enholm Zantioti 20448
Title

Does Islamic Bank Performance Differ by Region? - A study on the characteristics that impact profitability within Islamic banking among its main geographical regions.

Discussant(s) Mervi Keskitalo 20661
Anna Kjelldorff 20121
Tutor Peter Englund

 

 

Date October 21, 2009, at 13:15 in room C437
Author(s) Johanna Eklund 20052
Title Market structure, interest rates and the risk of financial contagion: An examination of the Swedish overnight market
Discussant(s) Sandra Sandqvist 20518
Linda Sundberg 20270
Tutor Paolo Sodini

 

 

Date September 16, 2009, at 8:15 in room
Author(s) Olof Andersson 18631
Title "Fundamental Indexation from a Swedish Perspective"
Discussant(s) Leandro Saucedo 20165
Sofie Lundström 19772              
Tutor Stefan Engström

 

Date September 14, 2009, at 8:15 in room 328
Author(s) Alexandra Lindfors 20310
Martin Roxland 20440
Title

An analysis of the Swedish green car rebate

Discussant(s) Mieszko Dudziuk 20530
Jonas Olsson 21423
Tutor Cristian Huse

 

Date August 31, 2009, at 8:15 in room 750
Author(s) Emil Lauri, 19538
Alexander Milles, 20707
Title "Dynamic hedging of swaptions"
Discussant(s) Måns Levin 20323
Nils Rydmarker19684
Tutor Linus Kaisajuntti

 

Date August 26, 2009, at 10:15 in room 342
Author(s) Tomas Thörnqvist 20615
Title Regulating Sophistication - The Effects of Investor Discrimination
Discussant(s) Magnus Elofson 20668
Niina Porvari 20523
Tutor Paolo Sodini

 

Date August 25, 2009, at 15:15 in room 336
Author(s) Josefine Wahlsten 20563
Isa Wåhlin 20472
Title Risk taking and performance - A question of gender?
Discussant(s) Emil Lauri 19538
Alexander Milles 20707
Tutor Ulf Axelson

 

Date August 25, 2009, at 13:15 in room 336
Author(s) Sigrid Holmberg 20133
Björn Nilsson 20117
Title Credit ratings and capital structure in Private Equity transactions
Discussant(s) Lina Enholm Zantioti 20448
Tutor Ulf Axelson

 

Date August 25, 2009, at 10:15 in room 02
Author(s) Magnus Elofson 20668
Niina Porvari 20523
Title

Why New Funds Are Issued - An Analysis of the Swedish Market

Discussant(s) Tomas Thörnqvist 20615
Tutor Paolo Sodini

 

Date June 15, 2009, at 15:15 in room 550
Author(s) David Blomberg 20715
David Olerup 20509
Title Who’s in Control? - A Comparative Case Study on Private Equity and Shareholder Activism
Discussant(s) Isa Wåhlin 20472
Josefine Wahlsten 20563
Tutor Stefano Rossi

 

Date June 15, 2009, at 10:15 in room 550
Author(s) Senai Ayob 20644
Arash Raisse 20112
Title Analyst recommendations across sectors - Analyzing the performance of analyst coverage of stocks publicly traded on the Stockholm Stock Exchange
Discussant(s) Marcus Oskarsson 20599
David Strömberg 20512
Tutor Roméo Tédongap

 

Date June 12, 2009, at 15:15 in room 550 
Author(s) Otto Gernandt 20076
Thomas Palm 19758
Title The Importance of Being Liquid
Discussant(s) Patrik Gustavsson 20325
Hodder Stjernswärd 20479
Tutor Per Strömberg

 

Date June 12, 2009, at 13:30 in room C437
Author(s) Martin Rosendahl 21118
Tobias Svensson 19883 
Title Are Financial Ratios Rational?
Discussant(s) Christoffer Carlborg 21420
David Dembrower 21435
Tutor Roméo Tédongap

 

Date June 12, 2009, at 13:15 in room 550
Author(s) Patrik Gustavsson 20325
Hodder Stjernswärd 20479
Title Does Size Matter? A study of the relationship between firm size and relative valuation
Discussant(s) Karl Bystedt Wikblom 20674
Lisa Karlsson 20534
Tutor Per Strömberg

 

Date June 12, 2009, at 10:15 in room 550
Author(s) Fredrik Schulz-Jänisch 19454
Title Market Efficiency In The Swedish Market - Study on technical trading rules 1987-2008
Discussant(s) Johanna Eklund 20052
Tutor Stefan Engström

 

Date June 12, 2009, at 8:15 in room 750
Author(s)

Lisa Borgnas 20073

Title Assessing Financial Stability - A comparison of Financial Stability Reports Published by Bank of England and Sveriges Riksbank in 2008
Discussant(s) Otto Lilliehöök 20321
Dan Margolin 21421 (Intek)
Tutor Staffan Viotti

 

Date June 11, 2009, at 15:15 in room 328
Author(s) Axel Jacobsson 20700
Philip Nordenström 20226
Title Reviewing the financial crisis - A descriptive analysis of the turmoil in financial markets 2007-2009
Discussant(s) Anna Folkerman 18421
Tutor Paolo Sodini

 

Date June 11, 2009, at 13:15 in room C437
Authors(s) Karl Bystedt Wikblom 20674
Lisa Karlsson 20534
Title An Empirical Analysis of the Relation between the Leverage Levels of Private Companies and Leveraged Buyouts and their Leverage Determinants
Discussant(s) Christoffer Geijer (20601)
Christofer Nordlander (20600)
Tutor Ulf Axelson

 

Date June 11, 2009, at 10:15 in room 336
Author(s) Anna Folkerman 18421
Title Fund manager replacement performance persistence
Discussant(s) Tobias Svensson 19883 
Martin Rosendahl 21118
Tutor Paolo Sodini

 

Date June 11, 2009, at 08:15 in room KAW
Author(s)

Otto Lilliehöök 20321
Dan Margolin 21421 (Intek)

Title Shareholder Activism - Can it be an Effective Governance Mechanism
Discussant(s) Victor Persson 20634
Niklas Selander 20435
Tutor Mike Burkart

 

Date June 11, 2009, at 08:15 in room KAW
Author(s)

Otto Lilliehöök 20321
Dan Margolin 21421 (Intek)

Title Shareholder Activism - Can it be an Effective Governance Mechanism
Discussant(s) Victor Persson 20634
Niklas Selander 20435
Tutor Mike Burkart

 

Date June 10, 2009, at 15:15 in room C437
Author(s) Fredrik Eklund 20091
Marcus Jennekvist 21447
Title Speculation Spreads in Swedish Tender Offers
Discussants(s) Senai Ayob 20644
Arash Raisse 20112
Tutor Clas Bergström

 

Date June 10, 2009, at 13:15 in room 336
Author(s) Marcus Oskarsson 20599
David Strömberg 20512
Title The usage and effects of overallotment options in Swedish IPOs - An empirical study of IPOs on the Stockholm Stock Exchange 1999-2008
Discussant(s) Axel Jacobsson 20700
Philip Nordenström 20226
Tutor Clas Bergström

 

Date June 5, 2009, at 8:15 in room KAW
Author(s) Emma Bergstrand (20502)
Karoline Nyström (20171)
Title

The behaviour amongst PPM savers

Discussant(s) Wilhelm Kleman 20643
Axel Wehtje 20724
Tutor Stefan Engström

 

Date June 4, 2009, 15:15 in room 336
Author(s) Victor Persson 20634
Niklas Selander 20435
Title Back testing the Magic Formula in the Nordic Region
Discussant(s) Emma Bergstrand (20502)
Karoline Nyström (20171)
Tutor Clas Bergström

 

Date June 4, 2009, 13:15 in room C437
Author(s) Wilhelm Hoffman 20335
Rickard Raudsepp 20631
Title "den juridiska problematiken kring nyemissioner"
Discussant(s) Lisa Borgnäs 20073
Tutor Erik Nerep och Clas Bergström

 

Date June 4, 2009, at 10:15 in room 542
Author(s) Wilhelm Kleman 20643
Axel Wehtje 20724
Title Pre-bid Run-ups and Insider Trading - Evidence from the Swedish Stock Market
Discussant(s) Fredrik Eklund 20091
Marcus Jennekvist 21447
Tutor Clas Bergström

 

Date June 2, 2009, at 15:15 in room Märta Sigrid (IFL), Sveavägen 63, 1 tr
Author(s) Michael Blomqvist 20183
Sofie Trägårdh 20233
Title Returns from contrarian investing on the Swedish stock market
Discussant(s) Christoffer Brenning 20304
Viktor Fritzén 20513
Tutor Stefan Engström

 

Date June 2, 2009, at 10:15 in room Märta Sigrid (IFL), Sveavägen 63, 1 tr
Author(s) Christoffer Geijer 20601
Christofer Nordlander 20600
Title Sector Neutral Contrarian Strategies – a study of short-term contrarian strategies in the Dow Jones STOXX 600
Discussant(s) Michael Blomqvist 20183
Sofie Trägårdh 20233
Tutor Magnus Dahlquist

 

Date May 29, 2009, at 13:15 in room 750
Author(s) Christoffer Brenning 20304
Viktor Fritzén 20513
Title The Effect of Morningstar Rating Changes on Mutual Fund Performance and Strategy
Discussant(s) Filip Andersson 20573
Niklas Westermark 20653
Tutor Francesco Sangiorgi

 

Date May 26, 2009, at 10:15 in room 750
Author(s) Johan Rosberg 20689
Jing Yuan 21442
Title The impact of the QDII reform on the Chinese AH share price premium
Discussant(s) Wilhelm Hoffman 20335
Rickard Raudsepp 20631
Tutor Magnus Dahlquist

 

Date May 12, 2009, at 10:15 in room 550
Author(s) Filip Andersson 20573
Niklas Westermark 20653
Title Multi-factor Stochastic Volatility Models
Discussant(s) Alok Alström 19908
Anna Blomstrand 20488
Tutor Roméo Tédongap

 

Date April 28, 2009, at 15:15 in room 550
Author(s) Kristoffer Fransson, 20567
Dirk Raab, 20344
Title Going once... Going twice... What's the optimal Price? - On optimal reserve prices in a real estate context
Discussant(s) Kristoffer Labuc 20157
Fredrik Lundevik 21087
Tutor Cristian Huse

 

Date April 22, 2009, at 13:15 in room 328
Author(s) Anna Blomstrand 20488
Alok Alström 19908
Title Fund Management Companies -  Linking Performance to Characteristics
Discussant(s) David Blomberg 20715
David Olerup 20509
Tutor Stefan Engström

 

Date March 24, 2009, at 10:15 in room 328
Author(s)
Robert Redin, 19805  (har opponerat)
Daniel Vestergren, 19717
Title

Asset Allocation within Swedish Mutual Funds
- The Contribution to Portfolio Performance

Discussant(s) Johan Rosberg 20689
Jing Yuan 21442
Tutor Stefan Engström

 

Date March 10, 2009, at 15:15 in room KAW
Author(s) Jani Gros (21077)
Eric Lindeen (20195)
Title Does Size Affect Performance? A study of Size-Drive Effects in Swedish Equity Mutual Funds
Discussant(s) Patrik Ivert 20648
Per Sköld 20255
Tutor Stefan Engström

 

Date February 19, 2009, at 10:15 in room 343
Author(s) Erik Jacobson 20102
Björn Lundgren 20108
Title The Swedish Premium Pension System - Should an investor be active?
Discussant(s) Robert Redin, 19805
Daniel Vestergren, 19717
Tutor Paolo Sodini

 

Date February 16, 2009, at 17:15 in room 550
Author(s)
Marko Zivkovic 20175
John-Peter Vinnars 20169 (3210)
Title

Expropriation of Minority Shareholders: A Study on Swedish Market between 1985 and 2007

Discussant(s)
Carl Bonnier 19806
Per Oskar Forsvik 21080
Tutor Stefano Rossi

 

Date February 11, 2009, at 13:15 in room 328
Author(s)
Carl Bonnier 19806
Per Oskar Forsvik 21080
Title

Hostile takeovers - A study on public takeover bids on the Swedish stock market

Discussant(s)

Jani Gros 21077
Eric Lindeen 20195

Tutor Clas Bergström

 

Date February 2, 2009, at 15:15 in room 550
Author(s)
Brynhildur Kjartansdottir 80323
Title

An event study of Insider Trading in the Iceland Stock Exchange

Discussant(s)

Erik Jacobson, 20102
Björn Lundgren, 20108

Tutor Clas Bergström

 

Date December 19, 2008, at 15:15 in room KAW
Authors(s) Nikita Koptyug 20429
Timotheos Mavropoulos 80358
Title News Effect on Control Premium of the Companies listed on the Stockholm Stock Exchange
Discussant(s) Patrick Bourke (80369)
Gerben Zirkzee (80366)
Tutor Stefano Rossi

 

Date December 19, 2008, at 10:15 in room 342
Author(s)
Christian Wachtmeister 20302
Victor Steien 20131 
Title The Tactical and Strategic Value of Commodity Futures on Nordic Markets
Discussant(s) Rebecka Axelsson Wadman 20543
Peder Albert 20434
Tutor Stefan Engström

 

Date December 18, 2008, at 15:15 in room KAW
Author(s) Rebecka Axelsson Wadman 20543
Peder Albert 20434
Title Insider Trading Effects on Analyst Coverage
Discussant(s) Erik Lystedt 21109
Carl Wåghäll 21064
Tutor Clas Bergström

 

Date December 17, 2008, at 8:15 in room C437
Author(s) Erik Lystedt 21109
Carl Wåghäll 21064
Title Do Analyst Recommendations Yield Profitable Trading Strategies? Evaluation of Analysts Covering European Stocks
Discussant(s) Otto Gernandt 20076
Thomas Palm 19758
Tutor Francesco Sangiorgi

 

Date December 16, 2008, at 15:15 in room Torsten
Author(s) Ella Stapelfeldt 80360
Eliane Tsujimoto 80351
Title Ownership Concentration in Sweden: Minority Expropriation or Alignment of Interest?
Discussant(s) Kristoffer Fransson, 20567

Dirk Raab  20344

Tutor Peter Högfeldt, Chair: Ulf von Lilienfeld-Toal

 

Date December 16, 2008, at 13:15 in room Torsten
Author(s)
Yuanyuan Quyang 80361
Title Star Phenomenon and Spillover Effects within Mutual Fund Families - A study in China’s mutual fund industry
Discussant(s) Lilia Kouzmina 19941
Jenny Nygren 20738
Tutor Stefan Engström

 

Date December 16, 2008, at 10:15 in room 550
Author(s)

Yuan Yuan 80359

Title Distorted Effect of Macro Controls on Chinese Real Estate Market
Discussant(s) Yuanyuan Quyang 80361
Tutor Anders Ögren (EHFF)

 

Date December 3, 2008, at 13:15 in room 336
Author(s) Patrick Bourke 80369
Gerben Zirkzee
80366
Title Club Deals and LBO Pricing – A Study on the Implications of Bidding Consortia
Discussant(s) Alexandra Lindfors 20310
Martin Roxland 20440
Tutor Per Strömberg


Date December 3, 2008, at 10:15 in room 336
Authors(S) Feiyang Li 80344
Johan Nogeman 21115
Title Insider Trading on the Stockholm Stock Exchange - Sector Analysis
Discussant(s) Yuan Yuan 80359
Tutor Ulf Axelson

 

Date November 7, 2008, at 15:15 in room 343
Author(s) Juan Liu 80337
Ting Le Shi 80338
Title Effect of Rail Deregulation on the Financial Performance of European Incumbent Operators
Discussant(s) Ella Stapelfeldt 80360
Eliane Tsujimoto 80351
Tutor Cristian Huse

 

Date November 6, 2008, at 15:15 in room 750
Author(s) Sofia Hallström 19403
Bita Yazdani 19425
Title

THE ESSENTIAL ROLE OF VENTURE CAPITAL - The determinants of formal and informal venture capital presence in Swedish entrepreneurial firms at the point of IPO, and some investor characteristics

Discussant(s) Johan Aggeryd  21108
Fredrik Strömqvist  21114
Tutor Per Strömberg

 

Date October 14, 2008, at 10:15 in room R
Author(s) Robin Erdestam 20426
Olof Stangenberg 20659
Title Efficiency of Stop-Loss Rules - An Empirical Study of the Swedish Stock Market
Discussant(s) Johan Ring 21418
Tutor Katy Kaminski

   
Date September 19, 2008, at 13:15 in room 350
Author(s) Rozbeh Khorshidi 20729
Marlon Silos 20772
Title Law, governance and capital structure - The relationship between law, governance and their impact on the capital structure
Discussant(s) Sofia Hallström 19403
Bita Yazdani 19425
Tutor Peter Högfeldt

 

Date September 8, 2008, at 10:15 in room 342
Author(s) Johan Aggeryd  21108
Fredrik Strömqvist  21114
Title An Empirical Examination of the EUA Emission Rights Market - Investigation of the price dynamics of EUA future contracts
Discussant(s) Fredrik Schulz-Jänisch 19454
Tutor Tomas Björk

 

Date September 1, 2008, 10:15 in room 336
Author(s) Sebastian Tham 19955
Axel Trolle-Henckel 19900
Title Diversification among Swedish Employees
Discussant(s) Johan Nogeman 21115
Li Feiyang, 80344
Tutor Paolo Sodini

 

Date August 18, 2008, at 10:45 in room KAW
Author(s) Pontus Jörnhagen 20657
Klas Landelius 19807
Title The Impact of Institutional Ownership on Idiosyncratic Volatility - A study of Swedish companies listed on the OMX 2004-2007
Discussant(s) Olof Made 19388
Tommy Olszamowski 19340
Tutor Magnus Dahlquist

 

Date August 18, 2008, at 9:15 in room KAW
Author(s) Olof Made 19388
Tommy Olszamowski 19340
Title The effect of changes in credit rating on CDS spreads - An empirical study of European companies rated by Standard & Poor´s, Moody´s and Fitch
Discussant(s) Pontus Jörnhagen 20657
Klas Landelius 19807
Tutor Magnus Dahlquist

 

Date June 17, 2008, at 15:15 in room 750
Author(s) Per Erik Engström 19008
Martin Kleman 19455
Title Meeting and Beating Earnings Expectations in the Pre- and Post Sarbanes-Oxley Acteras - Prevalence and Stock Market Reactions
Discussant(s) Juan Liu 80337
Ting Le Shi 80338
Tutor Peter Högfeldt and Stefano Rossi

 

Date June 17, 2008, at 13:15 in room 750
Author(s) Gustav Ohlsson 19738
Title
Leveraged Recapitalizations in the Private Equity Setting
Discussant(s) Erik Strömma 19826
Michael Slama 19939
Tutor Ulf Axelson

 

Date June 17, 2008, at 11:30 in room 750
Author(s)
Xiaofang Li 80324
Tian Rong Jiang 80334
Title Ownership restriction and stock price - Empirical study from Chinese stock market
Discussant(s) Nikita Koptyug 20429
Timotheos Mavropoulos 80358
Tutor Andrei Simonov

 

Date June 17, 2008, at 10:15 in room 750
Author(s) Erik Strömma 19826
Michael Slama 19939
Title Trade-Based Stock Price Manipulation and Sample Entropy
Discussant(s) Nikita Koptyug  20429
Tutor Clas Bergström

 

Date June 16, 2008, at 13:15 in room 750
Author(s) Stefan Hansson 18939
Title Managerial incentives in the internal capital market
Discussant(s) Olof Made 19388
Tommy Olszamowski 19340
Tutor Peter Högfeldt

 

Date June 16, 2008, at 11:30 in room 750
Author(s) Oguz Ersan 80329
Title Fama French Model and Book to Market Effect in Bear - Bull Markets
Discussant(s) Lennart Källbäck 19281
Tutor Peter Högfeldt

 

Date June 16, 2008, at 10:15 in room 750
Author(s)
Daniel Karlsson 19339
Reine Kase 19515
Title Mutual Fund Benchmark Changes, Flows, and Returns
Discussant(s) Andreas Lindback (20734) 
Markus Hultberg (20407)
Tutor Paolo Sodini

 

Date June 13, 2008, 15:15 in room R
Author(s) Agron Lasku 21092
Joel Andersson 20258
Title The Effect of CEO Turnover on Long-Term Shareholder Value - An Empirical Study
Discussant(s) Oguz Ersan 80329
Tutor Mariassunta Giannetti

 

Date June 13, 2008, at 8:15 in room C437
Author(s) Andreas Lindback (20734) 
Markus Hultberg (20406)
Title Sovereign Wealth Funds.
Discussant(s) Klas Landelius 19807
Pontus Jörnhagen 20657
Tutor Per Strömberg

 

Date June 12, 2008, at 15:15 in room C437
Author(s) Martin Bengtson 20745
Love Göransson 21069
Title " Determinants of money flows to ethical funds"
Discussant(s) Robin Erdestam 20426
Olof Stangenberg 20659
Tutor Paolo Sodini

 

Date June 12, 2008, at 13:15 in room C437
Author(s) Emelie Höglind 19459
Emilie Erhardt, 19956
Title Market Reactions of Corporate Real Estate Sale and Leaseback Announcements
Discussant(s) Jenny Karlquist 19757
Mahmoud Azzam 19935
Tutor Clas Bergström

 

Date June 12, 2008, at 10:15 in room C437
Author(s) Martin Green 18948
Patrik Svederud 19390
Title CEO Compensation
Discussant(s) Joel Andersson 20258
Agron Lasku 21092
Tutor Clas Bergström

 

Date June 12, 2008, at 8:15 in room KAW
Author(s) Stefan Björklund 20240
Björn Johansson 20209
Title Post-Earnings Announcement Drift on the Swedish Equity Markets: Utilizing the EAR metric
Discussant(s) Daniel Hagwall - 20211
Johan Lundén - 20049
Tutor Magnus Dahlquist

 

Date June 11, 2008, at 13:15 in room KAW
Author(s) Jenny Karlquist 19757
Mahmoud Azzam 19935
Title Effects of Corporate Fraud Allegations on Share Value: A Study on the Swedish Stock Market
Discussant(s) Lisa Nielsen Englyst 19134
Tutor Roméo Tedongap

 

Date June 11, 2008, at 11:30-13:00 in room KAW
Author(s) Daniel Hagwall - 20211
Johan Lundén - 20049
Title Momentum Profits and Return Persistence on the Swedish Stock Market
Discussant(s) Martin Bengtson 20745
Love Göransson 21069
Tutor Paolo Sodini

 

Date June 11, 2008, at 10:15 in room C437
Author(s) Caroline Johansson (19532)
Emma Nyberg (19894)
Title Ownership structure and acquiring firm performance
Discussant(s) Viktor Ström Unhage 19845
Max Bergman 19743
Tutor Per Strömberg

 

Date June 11, 2008, at 8:15 in room KAW
Author(s) Erik Barkeling 19104
Title Systematisk riskexponering i svenska hedgefonder - Svenska hedgefonders exponering mot riskfaktorerna i Fung & Hsieh (2004) under perioden 2006-2007
Discussant(s) Jonatan Falk 19473
Tutor Magnus Dahlquist

 

Date June 5, 2008, at 15:15 in room C437
Author(s) Elisabet Åkesson 20105
Tomi Lakkonen 19740
Title DUAL-CLASS SHARE STRUCTURE AND IPO LONG-RUN PERFORMANCE - An Empirical Study of the Swedish IPO market
Discussant(s) Caroline Johansson (19532)
Emma Nyberg (19894)
Tutor Clas Bergström

 

Date June 5, 2008, at 10:15 in room Karin Cecilia (IFL)
Author(s) Viktor Ström Unhage 19845
Max Bergman 19743
Title Mutual Funds vs. Hedge Funds: Why Manager contracts are dissimilar.
Discussant(s) Sebastian Tham 19955
Axel Trolle-Henckel 19900
Tutor Mike Burkart

 

Date June 5, 2008, at 08:15 in room C437
Author(s) Maria Swärd 20003
Title The Rise of Infrastructure Funds - A Case Study of Macquarie’s Arlanda Express Investment
Discussant(s) Elisabet Åkesson 20105
Tomi Lakkonen 19740
Tutor Per Strömberg

 

Date June 4, 2008, at 11:30 in room R
Author(s) Lisa Nielsen Englyst 19134
Title Governing research and development in the pharmaceutical industry - a literature study
Discussant(s) Fredrik Berglund Sonesson (19814)
Gustav Segerberg (21091)
Tutor Mike Burkart

 

Date June 4, 2008, at 10:15 in room R
Author(s) Fredrik Berglund Sonesson (19814)
Gustav Segerberg (21091)
Title The Interest Rate Effects on Capital Structure in Publicly Traded Firms: An Empirical Analysis
Discussant(s)
Kristian Gylling, 21090
Anders Larsson, 21089
Joakim Tobieson, 21088
Tutor Ulf Axelson

 

Date June 4, 2008, at 8:15 in room 194
Author(s)
Joakim Tobieson, 21088
Anders Larsson, 21089
Kristian Gylling, 21090
Title
Analyst Recommendations and Stock Returns – Evaluating the performance of analysts´ covering stocks publicly traded on the Stockholm stock exchange
Discussant(s) Marko Zivkovic 20175
John-Peter Vinnars 20169 (3210)
Tutor Magnus Dahlquist

 

Date May 30, 2008, 15:15 in room R
Author(s) Carl von Heijne (19695)
Claes Melander (19701)
Title Listed Private Equity - A Study of Discount to NAV Characteristics
Discussant(s) Johan Lilliehöök 21095
Joel Davidsson 20725
Tutor Per Strömberg

 

Date May 30, 2008, at 13:15 in room R
Author(s) 20516 Tomas Johansson
20520 Shirley Yeung
Title Agency costs of controlled ownership in transition - An empirical study of disproportionate ownership and controlling owners in Sweden during 1999-2007
Discussant(s) Fredrik Edenholm 20256
David Sager Stenlund 20296
Tutor Ulf Axelson

 

  May 28, 2008, at 10:00 in room KAW
Author(s) Johan Lilliehöök 21095
Joel Davidsson 20725
Title
Fundamental Fundamental Valuation
 - A Hunt for Abnormal Returns
Discussant(s) Magnus Petersson 20160
Joso Saric 20062
Tutor Magnus Dahlquist

 

Date May 23, 2008, 15:15 in room R
Author(s) Magnus Petersson 20160
Joso Saric 20062
Title Variance Risk Premiums on the S&P 500 and OMXS30
Discussant(s) Björn Johansson 20209
Stefan Björklund 20240
Tutor Tomas Björk

 

Date May 21, 13:15 in room 550
Author(s) Lennart Källbäck 19281
Title Warstory Fastpool - being passionate about your company
Discussant(s) 20516 Tomas Johansson
20520 Shirley Yeung
Tutor Mikael Samuelsson

 

Date May 16, 2008, at 15:15 in room 550
Author(s) Fredrik Edenholm 20256
David Sager Stenlund 20296
Title Family Firm Buyouts in Scandinavia - Impacts on Operational Performance
Discussant(s)

Daniel Karlsson 19339
Reine Kase 19515

Tutor Per Strömberg

 

Date April 24, 2008, at 13:15 in room 750
Author(s) Sandra Schmidt 19506
Henrik Schmidt 20041
Title Capital Structure - A Real Swedish Real Estate Study
Discussant(s) Emilie Erhardt, 19956
Emelie Höglind 19459
Tutor Peter Englund

 

Date April 18, 15:15 in room R
Author(s) Josephine Bernadotte 19466
Ted Hagen 19896
Title The Impacts of Conflicting Interests of Investment Banks on Swedish Merger and Acquisitions
Discussant(s) Marc Friedewald 80348
Christian Ruflin 80346
Tutor Andrei Simonov

 

Date April 15, 2008, at 10:15 in room 550
Author(s) Marc Friedewald 80348
Christian Ruflin 80346
Title Valuation of Structured Investment Products - An Empirical Study of Worst-of Barrier Reverse Convertibles in Switzerland
Discussant(s) Hanna Ideström 20150
Therese Svensson 20338
Tutor Tomas Björk

 

Date April 10, 2008, at 15:15 in room R
Author(s) Hanna Ideström 20150
Therese Svensson 20338
Title CEO-Compensation and the Incentives Created: A Swedish Study Comparing PE-Backed and Public Companies
Discussant(s)
Christian Wachtmeister 20302
Victor Steien 20131 
Tutor Per Strömberg

 

Date March 26, 2008, at 14:15 in room 342
Author(s) Louise Green and Filippa Kindblom
Title The Impact of Seconday Buyouts - How do they differ from primary buyout activity?
Discussant(s) Carl von Heijne and Claes Melander
Tutor Per Strömberg

 

Date February 28, 2008, at 10:15 in room 550
Author(s) Lilia Kouzmina and Jenny Nygren
Title Visibility, size and growth opportunities as determinants of equity-based compensation"
Discussant(s) Erik Barkeling
Tutor Mariassunta Giannetti

 

Date February 21, 2008, at 17:15 in room 550
Author(s) Jacob Andelius and Mathias Skrutkowski
Title Valuation Effects of Index Inclusions - Evidence from Sweden
Discussant(s) Josephine Bernadotte and Ted Hagen
Tutor Peter Högfeldt

 

Date February 18, 2008, at 9:15 in room 343
Author(s) Magnus Grufman 19866
Carl Sjölund 19706
Title Are Market Capital Weighted Indices Sub-optimal?
Discussant(s) Louise Green and Filippa Kindblom
Tutor Stefan Engström

 

Date February 15, 2008, at 13:15 in room 349
Author(s) Martin Carlon and Xiaomou Chu
Title The Effect of Local Economic Factors on Local House Prices.
Discussant(s) Johan Blixt
Tutor Peter Englund

 

Date February 15, 2008, at 10:15 in room 343
Author(s) Montasser Ghachem 80303
Title Blockholders Heterogeneity : Evidence from Stockholm Stock Exchange
Discussant(s) Mathias Skrutkowski 18152
Tutor Peter Högfeldt

 

Date February 8, 2008, at 13:15 in room 750
Author(s) Carl Armfelt and Daniel Somos
Title Performance, Benefits and Risks of Active-Extension Strategies.
Discussant(s) Johan Bergström and Victor Sundén
Tutor Peter Högfeldt

 

Date February 8, 2008, at 8:15  in room 750
Author(s) Johan Bergström and Victor Sundén
Title Mutual fund attributes and their relationship to risk-adjusted return. A study on the performance and characteristics on the Swedish fund market.
Discussant(s) Gabriel Isskander and Patrik Kutto
Tutor Stefan Engström

 

Date February 6, 2008, at 8:15 in room 750
Author(s) Gabriel Isskander and Patrik Kutto
Titel Jämförelsestudie mellan AP-fondernas Sverigeportföljer och storbankernas Sverigefonder 2002-2006
Discussant(s) Gustav Ohlsson
Tutor Staffan Viotti

 

Date January 31, 2008, at 10:15 in room 349
Author(s) Johan Blixt
Titel Exchange rate hedging of equity portfolios: Evaluation of an OLS approach.
Discussant(s) Montasser Ghachem
Tutor Andrei Simonov

 

Date January 24, 2008, at 13:15 in room 550
Author(s) Marcus Olausson and Pontus von Essen
Titel
Algorithmic trading and Benchmarks
 - A Study of the Swedish market
Discussant(s) Brynhildur Kjartansdottir
Tutor Ulf Axelson

 

Date December 20, 2007, at 15:15 in room C437
Author(s) Benedikt Link and Max Wirz
Titel Why the poor are underinsured - A case study on microinsurance in south-east India.
Discussant(s) Alexander Hartman and Daniel Wallemo
Tutor Peter Englund

 

Date December 20, 2007, at 13:15 in room Ragnar
Author(s) Philip Löfgren and Ludvig Mattsson
Titel Hedging of the Risks Associated with Homeownership.
Discussant(s) Carl Armfelt and Daniel Somos
Tutor Peter Englund

 

Date December 20, 2007, at 10:15 in room C437
Author(s) Martin Nilsson Erleman and Mathias Wallestam
Titel Stock Market Reactions to Macroeconomic Announcements.
Discussant(s) Marcus Olausson and Pontus von Essen
Tutor Stefan Engström

 

Date December 19, 2007, at 15:15 in room 550
Author(s) Henrik Bergh and Robert Johansson
Titel The Euro's Effect on Cross-Border Portfolio Investments in Eurozone.
Discussant(s) Philip Löfgren and Ludvig Mattsson
Tutor Peter Englund

 

Date December 19, 2007, at 11:15 in room C437
Author(s) Wilhelm Landgren and Niklas Sjöblom
Titel Liquidity Providers on the Nordic Exchange.
Discussant(s) Martin Nilsson Erleman and Mathias Wallestam
Tutor Paolo Sodini

 

Date December 14, 2007, at 13:15 in room 349
Author(s) Camilla Stenström and Jessica Thorell
Titel Evaluating the Performance of Socially Responsible Funds: A Holding Data Analysis.
Discussant(s) Wilhelm Landgren och Niklas Sjöblom
Tutor Stefan Engström

 

Date December 14, 2007, at 11:15 in room 343
Author(s) Carl Gyllenhammar, Felix Kvick and Magnus Mertzig,
Titel Nordic Hedge Funds: An evaluation of the Nordic hedge fund market.
Discussant(s) Henrik Schmidt and Sandra Schmidt
Tutor Stefan Engström

 

Date December 7, 2007, at 15:15 in room Ragnar
Author(s) Victor Jacobsson and Sebastian Siemiatskowski
Titel Consumption Credit Default Predictions.
Discussant(s) Martin Carlon and Xiaomou Chu
Tutor Andrei Simonov

 

Date November 21, 2007, at 16:00 in room 328
Author(s) Aliaksandr Burak 80328
Luis Suji Morante 80315
Titel The relationship between corporate governance and corporate social responsibility (CSR)
Discussant(s) Tianrong Jiang and Xiaofang Li
Tutor Mariassunta Giannetti

 

Date November 16 ,2007, at 8:15 in room 750
Author(s) Joen Averstad 19913
Gustaf Rova 19737
Titel Performance and valuation of Swedish family owned firms
Discussant(s) Benedikt Link and Max Wirz
Tutor Peter Högfeldt

 

Date September 19, 2007, 13:15 in Room C437
Author(s) Angelo Manganaro and Dick von Martens
Titel Herding Behavior in the Swedish Fund Industry.
Discussant(s) Henrik Bergh and Robert Johansson
Tutor Andrei Simonov

 

Date September 10, 2007, 10:15 at Holländargatan 40
Author(s) Andreas Malmquist and André Rhodin
Titel Good from Afar or Far from Good? An Experimental Study on Financial Experts Forceasting Ability
Discussant(s) Carl Gyllenhammar, Felix Kvick and Magnus Mertzig
Tutor Patric Andersson

 

Date September 7, 2007, 13:15 in room 342
Author(s) Alexandra Karlquist and Gabriela Rodriguez-Pérez
Titel Arranging a syndicated loan: Do banks benefit from relationship investment? - A study on the Nordic market.
Discussant(s) Camilla Stenström and Jessica Thorell
Tutor Paolo Sodini

 

Date September 4, 2007, 10:12 in room 343
Author(s) Ola Bennerholm and Maxim Berglund
Titel Lower boundary violations and market efficiency: Evidence from the Swedish subscription rights market.
Discussant(s) Jing Lin
Tutor Clas Bergström

 

Date September 3, 2007, 8:15 in room 750
Author(s) Niclas Winroth
Titel

Indices versus Active Funds - A performance Evaluation of Swedish Registred Mutual Funds.

Discussant(s) Aliaksandr Burak and Luis Suji Morante
Tutor Paolo Sodini

 

Date August 27, 2007, at 8:15 i room R
Author(s) Kristian Elonen and Saara Hollmén
Titel Evaluation of the performance and analysis of the macroeconomic parameters affecting the allocation decisions of Nordic mutual equity funds investing in Russia and Eastern Europe.
Discussant(s) Helene Fuchs and Oscar Wehtje
Tutor Stefan Engström

 

Date June 15, 2007, at 14:15 in room 750.
Authors(s) Karin Holmberg and Markus Uberoi
Title

Analysis of Market Efficiency Following Cancelled M&A Deals - From a Target’s Persepctive

Discussant(s)

Martin Green and Patrik Svederud

Tutor Stefan Engström

 

Date June 15, 2007, at 12:15 in room 750.
Authors(s) Stina Andersson and Aricia Delin
Title

An Investigation of Financial distress, Economic distress and State aid - The European Airline Industry 2000-2005.

Discussant(s)

Magnus Engvall and Christian Holmberg

Tutor Stefano Rossi

 

Date June 14, 2007, at 13:15 in room 750.
Authors(s) Juliana Garbalinska and Katarina Gustafsson
Title

Performance Persistence in Sweden-based Equity Mutual Funds.

Discussant(s)

Angelo Manganaro and Dick von Martens

Tutor Stefan Engström

 

Date June 14, 2007, at 9:30 in room 750.
Authors(s) Magnus Engvall and Christian Holmberg
Title

Nomination Committees, Pension Funds, and Board Turnover: Evidence from the Swedish Code of Corporate Governance.

Discussant(s)

Karin Holmberg and Markus Uberoi

Tutor Mariassunta Giannetti

 

Date June 12, 2007, at 10:15 in room 750.
Authors(s) Johan Land
Title

The forecasting ability of implicit risk-neutral density function - A study of planned economic events in Sweden.

Discussant(s)

Victor Jacobsson and Sebastian Siemiatkovski

Tutor Tomas Björk

 

Date June 12, 2007, at 08:15 in room 750.
Authors(s) Peder Wessel and Erik Jennefelt
Title

Risk and return for single family housing in Sweden - Is the average investor compensated for the risk taken when buying a single family house?

Discussant(s)

Jonas Ahlgren, Niklas Edman and Philip Erlandsson

Tutor Peter Englund

 

Date June 11, 2007, at 13:15 in room 750.
Authors(s) Onaca Bogdan
Title

IPO Underpricing in Eastern Europe.

Discussant(s)

Johan Land

Tutor Clas Bergström

 

Date June 11, 2007, at 10:30 in room 750.
Authors(s) Malin Ivarsson and Charlotta Lundberg
Title

Company Ownership, Debt Levels and Credit Allocation Efficiency - The Case of China.

Discussant(s)

Juliana Garbalinska and Katarina Gustafsson

Tutor Mariassunta Giannetti

 

Date June 8, 2007, at 15:15 in room 550.
Authors(s) Jonas Ahlgren, Niklas Edman and Philip Erlandsson
Title

Payout Policy in the Nordic Region
- A study of share repurchases in Sweden, Denmark and FInland.

Discussant(s)

Rozbeh Khorshidi and Marlon Silos

Tutor Stefano Rossi

 

Date June 8, 2007, at 13:15 in room C437.
Authors(s) Patricia Deyna and Maria Hultström
Title Pricing Options on the Nordic Power Exchange Nord Pool.
Discussant(s)

Jens Bäckbom and Mathias Ekström

Tutor Tomas Björk

 

Date June 8, 2007, at 10:15 in room C437.
Authors(s) Otto Donner and Oskar Oxenstierna
Title The effects of distribution channels on mutual fund flows in Sweden.
Discussant(s)

Malin Ivarsson and Charlotta Lundberg

Tutor Stefan Enström

 

Date May 31, 2007, at 10:30 in room A975.
Authors(s) Alexandra Forbes and Bianca de Pourbaix
Title

CEO Compensation - The Influence of Foreign and Institutional Investors.

Discussant(s)

Stina Andersson and Aricia Delin

Tutor Mariassunta Giannetti

 

Date May 30, 2007, at 10:15 in room C437.
Authors(s) Fredrik Börjesson
Title Short-term Post-Earnings Announcement Effects.
Discussant(s)

Kristian Winter

Tutor Ulf Axelson

 

Date May 28, 2007, at 13:15 in room 750.
Authors(s) Bekzod Kasimov and Jurgis Rosickas
Title

Performance Persistence and Hedge Funds’ Attributes.

Discussant(s)

Otto Donner and Oskar Oxenstierna

Tutor Peter Högfeldt

 

Date May 23, 2007, at 13:15 in room 550.
Authors(s) Jens Andersson and Fredrik Wansheim
Title

In Search of Lost Dividends - An Empirical Study on Swedish Listed Firms' Propensity to Pay 1966-2001.

Discussant(s)

Kristian Elonen and Saara Hollmén

Tutor Peter Högfeldt

 

Date May 22, 2007, at 15:15 in room 542.
Authors(s) Erik Dansbo and Oscar Wallner
Title Abnormal Financial and Operating Performance of Privatized State Owned Enterprises - Empirical Evidence from IPO:s in Western Europe.
Discussant(s)

Mårten Bernow and Christopher Brinkeborn-Beselin

Tutor Clas Bergström

 

Date May 21, 2007, at 10:15 in room T.
Authors(s) Mårten Bernow and Christopher Brinkeborn-Beselin
Title Elite Directors and Firm Performance.
Discussant(s)

Fredrik Börjesson

Tutor Stefano Rossi

 

Date May 10, 2007, at 13:15 in room T.
Authors(s) Maria Andersson and Sara Söderberg
Title Rights Issues in the Swedish Market – A Comparison between Insured and Uninsured Right Issues.
Discussant(s)

Joen Averstad and Gustaf Rova

Tutor Clas Bergström

 

Date May 10, 2007, at 10:15 in room 550.
Authors(s) Kjell Bennemark and Jih-Farn Chen
Title Does Tick Size Matter? Evidence from the Stockholm Stock Exchange.
Discussant(s)

Magnus Grufman and Carl Sjölund

Tutor Peter Högfeldt

 

Date April  27, 2007, at 13:15 in room 750.
Authors(s) Mikael Grubb and Sara Jonsson
Title The Operating Impact of Buyouts in Sweden - A Study in Value Creation.
Discussant(s)

Kjell Bennemark and Jih-Farn Chen

Tutor Clas Bergström

 

Date April  4, 2007, at 10:15 in room 343.
Authors(s) Tomas Evora da Fonseca and Thomas Widlund
Title

Substitutes for insider trading.

Discussant(s)

Alexandra Forbes and Bianca de Pourbaix

Tutor Clas Bergström

 

Date April  4, 2007, at 08:15 in room R.
Authors(s) Maria Dahlman and Madeleine Wallmark
Title The Swedish Expected Volatility Index: Construction and Properties.
Discussant(s)

Tomas Evora da Fonseca and Thomas Widlund

Tutor Joel Reneby

 

Date April  3, 2007, at 10:15 in room R
Authors(s) Christian Mönegård Jacobsson and Karl van de Paer
Title An Accounting Approach to Law and Finance - A cross-European study using earnings multiples.
Discussant(s)

Mikael Grubb and Sara Jonsson

Tutor Peter Högfeldt/Peter Jennergren

 

Date March  28, 2007, at 15:15 in room 343
Authors(s) Jing Lin and Ying Pan
Title Better Corporate Governance by Cross-listing? – Evidence from China’s H-share Market.
Discussant(s)

Erik Jennefelt and Peder Wessel

Tutor Clas Bergström

 

Date March  13, 2007, at 10:15 in room 343
Authors(s) Gunilla Delin
Title Implementing the operational risk framework of Basel II at a Swedish financial institution.
Discussant(s)

Patricia Deyna and Maria Hultström

Tutor Joel Reneby

 

Date March  2, 2007, at 08:15 in room 343
Authors(s) Asser Koskinen and Oscar Claeson
Title The Information Content of Management Forecasts: Evidence from Nordic Rights Issues.
Discussant(s)

Erik Dansbo and Oscar Wallner

Tutor Stefano Rossi

 

Date February 27, 2007, at 13:15 in room 550
Authors(s) Johan Kilander
Title Calibrating an option pricing model under regime-switching volatility.
Discussant(s)

Joel Mossberg and Johan Undin

Tutor Tomas Björk

 

Date February 27, 2007, at 10:15 in room 550
Authors(s) Daniel Wallemo
Title

Daylight Saving Time and Seasonal Affective Disorder- external factor influence on stock return and trading volume.

Discussant(s)

Niclas Winroth

Tutor Iñaki Rodriguez

 

Date February 19, 2007, at 13:15 in room R
Authors(s) Anders Danielsson and Mikael Salenstedt
Title

Internal Capital Markets and Company Value.

Discussant(s)

Bekzod Kasimov and Jurgis Rosickas

Tutor Clas Bergström

 

Date February 19, 2007, at 10:15 in room T.
Authors(s) Joel Mossberg and Johan Undin
Title

On the Informative Content of Technical Indicators.
- a Systematic Approach to Pattern Recognition

Discussant(s) Ola Bennerholm and Maxim Berglund
Tutor Andrei Simonov

 

Date February 16, 2007, at 13:15 in room R.
Authors(s) Carina Gripsten and Maja Bergström
Title

Explaining Credit Default Swap Index Spreads - A study of the iTraxx index.

Discussant(s) Christian Mönegård Jacobsson and Karl van de Paer
Tutor Joel Reneby

 

Date February 14, 2007, at 13:15 in room 750
Authors(s) Jacob Bolbol and Nils Öqvist
Title

Earnings Announcement Trading Strategy.

Discussant(s)

Maria Andersson and Sara Söderberg

Tutor Andrei Simonov

 

Date February 13, 2007, at 15:15 in room R
Authors(s) Helene Fuchs and Oscar Wehtje
Title

Analys av institutionell kapitalförvaltning: Stiftelserna som bildades ur de forna löntagarfonderna.

Discussant(s)

Jacob Bolbol and Nils Öqvist

Tutor Stefan Engström

 

Date February 13, 2007, at 13:15 in room 550
Authors(s) Claes Homenius and Siri Söderström
Title

A study of the IORP and the Traffic Light System in Sweden.

Discussant(s)

Fredrik Palm and Gabriel Selinus

Tutor Stefan Engström

 

Date February 13, 2007, at 10:15 in room 350
Authors(s) Farhad Bharucha and Duygu Ercan 
Title

Is Merger Arbitrage Profitable in Sweden?

Discussant(s)

Per Erik Engström and Martin Kleman

Tutor Peter Högfeldt

 

Date February 9, 2007, at 13:15 in room 750
Authors(s) Kristian Bengtsson and Max Nilsson
Title

Earnings Management and CEO Turnovers-A Study of Swedish Corporations.

Discussant(s)

Mårten Anderberg and Ylva Cederholm

Tutor Clas Bergström

 

Date February 7, 2007, at 10:15 in room 343
Authors(s) Mårten Anderberg and Ylva Cederholm
Title

Stars of the North? - A Quantitative Study of Generation and Determinants of Alpha of the Nordic Hedge Funds.

Discussant(s)

Alexandra Karlquist and Gabriela Rodriguez-Pérez

Tutor Stefan Engström

 

Date January 31, 2007, at 10:15 in room 550
Authors(s) Magnus Morin and Mattias Säker
Title

Realoptioners förklaringsvärde och praktiska tillämpbarhet. En tillämpning på den svenska onlinespelmarknaden.

Discussant(s)

Kristian Bengtsson and Max Nilsson

Tutor Joel Reneby

 

Date January 17, 2007, at 10:15 in room 550
Authors(s) Erik Edward and Erik Willers
Title Drivers of Swedish Swap Spreads.
Discussant(s)

Johan Kilander

Tutor Joel Reneby

 

Date January 12, 2007, at 08:15 in room 328
Authors(s) Aaron Ibbotson and Johan Nygren
Title Can Computers Beat the Market?
Discussant(s)

Maja Bergström and Carina Gripsten

Tutor Joel Reneby

 

Date January 9, 2007, at 13:15 in room 328
Authors(s) Jens Bäckbom and Mathias Eklöf
Title Mortgage Borrowing Revisited – A Study of Mortgage Equity Withdrawal in Sweden 2004-2006.
Discussant(s)

Jacob Nyqvist and Fredrik Upåker

Tutor Peter Englund

 

Date December 22, 2006, at 13:15 in room 750
Authors(s) Daniel Berglund and Johan Peterson
Title Evaluation of Fund Manager Performance.
Discussant(s)

Claes Homenius and Siri Söderström

Tutor Stefan Engström

 

Date December 21, 2006, at 13:15 in room 342
Authors(s) Oskar Bergius and Martin Daniels
Title

Results of buyouts in the 1980s and today.

Discussant(s)

Erik Rissanen

Tutor Mike Burkart

 

Date December 21, 2006, at 10:15 in room 750
Authors(s) Marcus Boström and Tomi Kaukinen
Title

Short-term persistence in mutual equity funds.

Discussant(s)

Magnus Morin  and Mattias Säker

Tutor Stefan Engström

 

Date December 19, 2006, at 13:15 in room 194
Authors(s) Peter Krusin and Daniel Schuss
Title Switching costs in the Swedish banking system.
Discussant(s)

Gustav Björcke and Michael Menzel

Tutor Peter Englund

 

Date December 18, 2006, at 10:15 in room 194
Authors(s) Erik Rissanen
Title Stock Based Employee Compensation. - A Survey of the Literature.
Discussant(s)

Daniel Berglund och Johan Petersson

Tutor Mike Burkart

 

Date December 7, 2006, at 08:15 in room 342
Authors(s) Emanuel Viklund and Jacob Zachrison
Title Why do risk neutral firms hedge? A review of the literature.
Discussant(s)

Oskar Bergius and Martin Daniels

Tutor Mike Burkart

 

Date December 4, 2006, at 15:15 in room 336
Authors(s) Jonas Samlin and Maja Walla Enander
Title Public to Private Transactions - A Cross Country Comparison.
Discussant(s)

Stefan Hansson

Tutor Stefano Rossi

 

Date December 4, 2006, at 10:00 in room 336
Authors(s) Gustav Björcke and Michael Menzel
Title Long-Run IPO Underperformance on the Swedish Equity Market- Making a distinction between Private Equity Issuers and Non-Private Equity Issuers.
Discussant(s)

Bogdan Onaca

Tutor Clas Bergström

 

Date November 27, 2006, at 13:15 in room 542
Authors(s) Antoine Barbara and Daniel Carrasco-Terrazas
Title The Microeconomics of Fixed Costs and the Impact of Operating Leverage on US Lodging Stocks.
Discussant(s)

Jonas Samlin and Maja Walla Enander

Tutor Andrei Simonov

 

Date October 12, 2006, at 08:15 in room 342
Authors(s) Yiping Qu
Title Macro Economic Factors and the Probability of Default.
Discussant(s) Farhad Bharucha and Duygu Ercan
Tutor Peter Englund

 

Date October 9, 2006, at 10:15 in room 750
Authors(s) Niklas Rosencrantz and Yu Jiexing
Title

Secondary Private Equity Portfolio Transactions in Sweden

Discussant(s) Emanuel Viklund and Jacob Zachrison
Tutor Paolo Sodini

 

Date September 14, 2006, at 15:15 in room 750
Authors(s) Carin Hamnell
Title

Is the information impact the same on shares in different industries?

Discussant(s) Erik Edward and Erik Willers
Tutor Andrei Simonov

 

Date September 5, 2006, at 10:15 in room 343
Authors(s) Andreas Bruzelius and Adam Lytle
Title

Privately held firms. A study of relative valuation in the Nordic region 1998-2005.

Discussant(s) Peter Krusin and Daniel Schuss
Tutor Andrei Simonov

 

Date August 28, 2006, at 15:15 in room 750
Authors(s) Anders Wållgren
Title

Dividend Policy and Ownership Structures in Swedish Firms.

Discussant(s) Oskar Claesson and Asser Koskinen
Tutor Clas Bergström

 

Date August 28, 2006, at 13:15 in room 349
Authors(s) Adam Breitenberger and Thomas Heath
Title

Asymmetric Information and the Bid-Ask Spread.

Discussant(s) Marcus Boström and Tomi Kaukinen
Tutor Andrei Simonov


 

Date June 16, 2006, at 13:15 in room 550
Authors(s) Markus Ringström and Mattias Letmark
Title

Robustness of Conditional Value-at-Risk (CVaR) for measuring market risk.

Discussant(s) Aaron Ibbotson and Johan Nygren
Tutor Joel Reneby

 

Date June 16, 2006, at 10:15 in room 550
Authors(s) Magnus Grape and Malin Hedman
Title

Optimal Hedging Strategies for OMX Option Portfolios.

Discussant(s) Georges Mansourati and Anders Olsson
Tutor Joel Reneby

 

Date June 16, 2006, at 08:15 in room 550
Authors(s) Mikko Andersson and Fredrik Lööw
Title

An Assessment of the BGM-model Swap Option Pricing Performance in the Swedish Interest Rate Market.

Discussant(s)

Antoine Barbara and Daniel Carrasco-Terrazas

Tutor Tomas Björk

 

Date June 15, 2006, at 15:15 in room 350
Authors(s) Markus Berglund
Title The Relationship between Firm Size and Stock Returns - In the Context of Corporate Valuation.
Discussant(s) Svante Jonasson and Dimitris Karakitsios
Tutor Clas Bergström

 

Date June 15, 2006, at 13:15 in room 350
Authors(s) Fredrik Palm and Gabriel Selinus
Title Effects of differences in dividend and capital gains
taxation on ex-dividend stock price behaviour.
A study on the Stockholm Stock Exchange 1991 - 2000.
Discussant(s) Robert Eek and Johan Henricsson
Tutor Clas Bergström

 

Date June 15, 2006, at 10:15 in room 750
Authors(s) Daniel Johansson and Andreas Ohlsson
Title Home bias and mutual fund performance -Evidence from the Swedish market.
Discussant(s) Adam Breitenberger and Thomas Heath
Tutor Stefan Engström

 

Date June 14, 2006, at 08:15 in room 750
Authors(s) Svante Jonasson and Dimitris Karakitsios
Title Idiosyncratic Volatility - Evidence from the Nordic Equity Markets.
Discussant(s) Maria Dahlman and Madeleine Wallmark
Tutor Andrei Simonov

 

Date June 13, 2006, at 15:15 in room Torsten
Authors(s) Jonatan Forsberg and Georgios Monokandylos
Title Why the "Law of One Price" does not hold for US equity issuing ADRs from restricted countries. The example of Latin America.
Discussant(s) Markus Berglund
Tutor Andrei Simonov

 

Date June 13, 2006, at 13:15 in room Ragnar
Authors(s) Michael Fritzell and John Hansveden
Title

Stock Market Reactions and Offering Discounts of Swedish Equity Issues.

Discussant(s) Jeff Fridberg and Jacob Nylin and Henrik Gripenvik
Tutor Clas Bergström

 

Date June 12, 2006, at 10:15 in room 343
Authors(s)

Henrik Gripenvik

Title Portfolio optimization - a trading strategy based on time varying volatility.
Discussant(s) Daniel Johansson and Andreas Ohlsson
Tutor Stefan Engström

 

Date June 9, 2006, at 15:30 in room 343
Authors(s)

Alexander Norberg

Title Trading with Zero Commission - An event study on the impact of zero commission trading
Discussant(s) Mats Sjöholm and Peter Skoog
Tutor Iñaki Rodriguez

 

Date June 9, 2006, at 13:15 in room 343
Authors(s)

David Samuelson and Robert Zettervall

Title Rationality of Apartment Buyers.
Discussant(s) Yu Meng and Natalia Rafikova
Tutor Peter Englund

 

Date June 9, 2006, at 10:15 in room 343
Authors(s) Anders Bergman and Ia Bergman
Title The Determinants of LBO Activity.
Discussant(s) Magnus Grape and Malin Hedman
Tutor Mike Burkart

 

Date June 9, 2006, at 8:15 in room 343
Authors(s) Mats Sjöholm and Peter Skoog
Title

Insider trading on the Stockholm Stock Exchange.

Discussant(s) Erik Ekstrand and Casper Wrede
Tutor Iñaki Rodriguez

 

Date June 8, 2006, at 13:15 in room C437
Authors(s) Sven Zetterqvist
Title Bank Executives as Outside Directors. An Empirical Study of NYSE and AMEX Director Appointments.
Discussant(s) Alexander Norberg
Tutor Renée Adams

 

Date June 8, 2006, at 10:15 in room 342
Authors(s) Erik Ekstrand and Casper Wrede
Title Determinants of Regional House Prices in Sweden.
Discussant(s) Erik Matsson and Johan Mårild
Tutor Peter Englund

 

Date June 8, 2006, at 08:15 in room 342
Authors(s) Magnus Hedman and Mikael Moll
Title

Ex-dividend day price behaviour on the Stockholm Stock Exchange – An Empirical Study of the Stockholm Stock Exchange 2000-2005.

Discussant(s) Mattias Lundahl
Tutor Peter Högfeldt

 

Date June 7, 2006, at 15:30 in room 191
Authors(s) Robert Eek and Johan Henricsson
Title

Why do IPO firms adopt takeover defenses?

Discussant(s) Sven Zetterqvist
Tutor Mike Burkart

 

Date June 7, 2006, at 13:30 in room 191
Authors(s) Jeff Fridberg and Jakob Nylin
Title

Pure-play creation: Will increased focus on core business lines unleash shareholder value?

Discussant(s) Anders Bergman and Ia Bergman
Tutor Clas Bergström

 

Date June 7, 2006, at 08:15 in room 342
Authors(s) Ju Meng and Natalia Rafikova
Title Forecasting Volatility. Evidence from Swedish Stock Market.
Discussant(s) Jens Ewert and Ellinor Hult
Tutor Andrei Simonov

 

Date June 2, 2006, at 09:15 in room 191
Authors(s) Jens Ewert and Ellinor Hult
Title "Oil price and its impact on stocks-Evidence from three Asian markets"
Discussant(s) Michael Fritzell and John Hansveden
Tutor Stefan Engström

 

Date June 1, 2006, at 08:15 in room 01
Authors(s) Georges Mansourati and Anders Olsson
Title Can macrovariables improve transition matrix.
Discussant(s) Mattias Letmark and Markus Ringström
Tutor Joel Reneby

 

Date May 30, 2006, at 13:15 in room 349
Authors(s) Erik Mattsson and Johan Mårild
Title Value Generation in Swedish Buyouts 1989-2005.
Discussant(s) Thomas Bergh and Olof Lennström
Tutor Clas Bergström

 

Date May 24, 2006, at 15:15 in room Ragnar
Authors(s) Thomas Bergh and Olof Lennström
Title The effect of changes in credit ratings on equity returns -A study of Nordic companies rated by Moody's and Standard and Poor's.
Discussant(s) Patrik Adamson and Gustaf Backemar
Tutor Peter Högfeldt

 

Date May 24, 2006, at 10:15 in room 750
Authors(s) Patrik Adamson and Gustaf Backemar
Title Enhanced Liquidity and Returns on the Emerging Baltic Market.
Discussant(s) Jacob Dahlstedt and Oscar Engellau
Tutor Joel Reneby

 

Date May 19, 2006, at 13:15 in room 550
Authors(s) Lars Schöldström and Karl-Johan Wattsgård
Title Corporate Control and Value Destruction.
Discussant(s) Mia Karlsson
Tutor Peter Högfeldt

 

Date May 17, 2006, at 13:15 in room 349
Authors(s) Jacob Dahlstedt and Oscar Engellau
Title
High Dividend Yield as Investment Strategy.
Discussant(s) David Samuelsson and Robert Zettervall
Tutor Iñaki Rodriguez

 

Date May 3, 2006, at 13:15 in room 343
Authors(s) Mia Karlsson
Title The Link between Corporate Environmental and Financial Performance: A Study on Scandinavian Firms.
Discussant(s) Anders Wållgren
Tutor Clas Bergström

 

Date March 23, 2006, at 10:15 in room 343
Authors(s) Emre Akcakmak
Title The Impact of Futures Trading on Spot Price Volatility: Evidence from Turkey.
Discussant(s) Jonatan Forsberg and Georgios Monokandylos
Tutor Joel Reneby

 

Date February 24, 2006, 13-15,  in room 550
Author(s) Carl Ivarson and Andreas Nabseth
Subject What Factors Drive Swedish Companies in the Choice Between Distributing Capital Through Dividends and Share Repurchases?
Discussant(s) Johan Nord and Emil Fagerström
Tutor Clas Bergström

 

   
Date February 21, 2006, 10-12,  in room 328
Author(s) Emil Fagerström and Johan Nord
Subject The Covered Bond Framework in Sweden.
Discussant(s) Emre Akcakmak
Tutor Peter Englund
   
Date February 20, 2006, 17-19,  in room 750
Author(s) Robert Bongart (Finance)and Johan Conradsson (Accounting)
Subject Information and Prices on a Betting Exchange.
Discussant(s) Rishi Thapar
Tutor Peter Högfeldt
   
Time: February 14, 2006, at 10:15  in room 328.
Author)s): Peeter Kiviloog and Erik Malmberg
Title: Wealth Effects on Consumption. Housing Wealth versus Financial Wealth.
Discussants(s): Mattias Bodén (Finance) and Erik Hallert (Accounting)
Tutor: Peter Englund
   
Time: February 3, 2006, at 9:15 in room 750.
Author)s): Linus Stigsby (INTEK) and Leisha Weissenberger
Title: Does Misconduct Matter: An Investigation into the Effect of Ligitation Announcements on America's Most Successful Companies.
Discussants(s): Fredrik Odéen and Katarina Kahlmann (INTEK)
Tutor: Andrei Simonov
   
Time: January 31, 2006, at 8:15 in room Torsten.
Author)s): Anders Nemeth and Peter Schierenbeck
Title: Historical Drivers of Norwegian House Prices.
Discussants(s): Gustav Lundgren and Pär Norberg
Tutor: Peter Englund
   
Time: January 27, 2006, at 13:15 in room 350.
Author)s): Gustav Lundgren and Pär Norberg
Title: Operating performance in Swedish buyouts 1988-2003.
Discussants(s): Peeter Kiviloog and Erik Malmberg
Tutor: Clas Bergström
   
Time: January 23, 2006, at 10:15 in room 750.
Author)s): Rishi Thapar
Title: Volatility and Value at Risk modelling using univariate GARCH models.
Discussants(s): Linus Stigsby (INTEK) and Leisha Weissenberger
Tutor: Tomas Björk
   
Time: December 22,  2005, at 08:15 in room 750.
Author(s):

Erik Arebro and Sanna Tunsbrunn

Title:

Currency Hedging International Equity Investment

Discussant(s):

Joseph Ahlberg and Kristoffer Lindensjö

Tutor: Joel Reneby
   
Time: December 19,  2005, at 15:15 in room 342.
Author(s):

Mattias Bodén and Erik Hallert (Accounting)

Title:

Quality of Implied Forecasts in Swedish IPO Prospectuses: A Case of Systematic Overoptimism.

Discussant(s):

Mattias Lundahl

Tutor: Kenth Skogsvik and Clas Bergström
   
Time: December 19,  2005, at 10:15 in room 342.
Author(s):

Alex Wahllöf-Malincolinco

Title:

On the cross-subsidization within mutual fund families - Evidence from the Swedish mutual funds market.

Discussant(s):

Aleksandr Kuboskin and Juan Carlos Perez

Tutor: Paolo Sodini
   
Time: December 19,  2005, at 08:15 in room 342.
Author(s):

Rickard Blomdahl and Adam Lewenhaupt

Title: Property Capitalization Rates and Investor Rationality in Stockholm.
Discussant(s):

Sara Grenmark and Tiffany Strand

Tutor: Peter Englund
   
Time: December 15,  2005, at 15:15 in room KAW.
Author(s):

Joseph Ahlberg and Kristoffer Lindensjö

Title:

Housing Market Risk Premia: Employing Fama and MacBeth Two Pass Regression Methods on Swedish Data.

Discussant(s):

Samir Karam and Jakob Midander

Tutor: Peter Englund
   
Time: December 15,  2005, at 08:15 in room 342.
Author(s):

Mattias Lundahl

Title:

Algorithmic Portfolio Rebalancing: A Test of the Efficient Market Hypothesis.

Discussant(s):

Rickard Blomdahl and Adam Lewenhaupt

Tutor: Joel Reneby
   
Time: December 14,  2005, at 08:15 in room 342.
Author(s):

Sara Grenmark and Tiffany Strand

Title:

Pension Funds and Other Foundations.

Discussant(s):

Magnus Hedman and Mikael Moll

Tutor: Stefan Engström
   
When and Where: December 1,  2005, at 10:15 in room 550.
Author(s):

Samir Karam and Jakob Midander

Title:

Supply Effects on Credit Spreads-Evidence from Downgrade Events on the US Non-Investment Grade Market.

Discussant(s):

Erik Arebro and Sanna Tunsbrunn

Tutor: Joel Reneby
   
When and Where: November 14,  2005, at 10:15 in room 343.
Author(s):

Katarina Kahlmann (NEK) and Fredrik Odeen (Finans)

Title:

Credit Rationing in Microfinance.

Discussant(s):

Anders Danielsson and Mikael Salenstedt

Tutor: Peter Englund
   
When and Where: October 28,  2005, at 13:15 in room 750.
Author(s):

Zheng Zheng

Title:
The Owners and Driving Forces of Telecommunication Services.
Discussant(s): Anders Németh and Peter Schierenbeck
Tutor: Clas Bergström
   
When and Where: October 24,  2005, at 10:15 in room T.
Author(s):

Lisen Wennerholm and Susanna Zethelius

Title:

Prediction of Systematic Risk in the Swedish Market.

Discussant(s): Alex Wahllöf-Malinconico
Tutor: Andrei Simonov
   
When and Where: October 18,  2005, at 08:15 in room 343.
Author(s):

Juan Carlos Perez Macias and Aleksandr Kuboskin

Title:

Does personal attitude towards risk influence fund performance? Study of Swedish mutual fund market.

Discussant(s): Lisen Wennerholm and Susanna Zethelius
Tutor: Andrei Simonov
   
When and Where: August 22,  2005, at 13:15 in room 328.
Author(s):

Johanna Rastad and Carolina Tjärnå

Title:

Financing Structure and Market Reaction to New Equity Issues.

Discussant(s):

Andreas Bruzelius and Adam Lytle

Tutor: Peter Högfeldt
   
When and Where: June 17,  2005, at 10:15 in room 750.
Author(s):

Fredrik Jonung and Henrik Tholander

Title:

The Emergence of Hostile Takeovers in Germany: A Case Study of Vodafone-Mannesmann.

Discussant(s):

Olof Andersson and Maria Swärd

Tutor: Mike Burkart
   
When and Where: June 15,  2005, at 15:15 in room 350.
Author(s):

Olof Gustafsson and Martin Johansson

Title:

Firm Characteristics and Post-IPO Performance - Determinants of IPO Returns In Sweden 1997-2004.

Discussant(s):

Robert Bongart and Johan Conradsson

Tutor: Joel Reneby
   
When and Where: June 15,  2005, at 13:15 in room 350.
Author(s):

Linda Emtestam and Anna Ljung

Title:

Does Governmental Financing Have a Negative Effect on the Productivity of Start-Ups?

Discussant(s):

Niklas Rosencrantz and Jiexing Yu

Tutor: Clas Bergström
   
When and Where: June 15,  2005, at 10:15 in room 350.
Author(s):

Carl Bergholtz and Gustaf Nilsson

Title:
House Prices and the Credit View - the Case of Sweden.
Discussant(s):

Alexandra Brännström and Anna Patenko

Tutor: Peter Englund
   
When and Where: June 15,  2005, at 08:15 in room 350.
Author(s):

Alexandra Brännström and Anna Patenko

Title:

English Football Clubs on the London Stock Exchange.

Discussant(s):

Olof Gustafsson and Martin Johansson

Tutor: Andrei Simonov
   
When and Where: June 14,  2005, at 13:15 in room 01.
Author(s):

Magnus Danielson, Magnus Rosén and Sebastian Tigerhielm

Title:

Index Hedging for Residential Property - Simulations on Swedish data.

Discussant(s):

Carl Bergholtz and Gustaf Nilsson

Tutor: Peter Englund
   
When and Where: June 14,  2005, at 10:15 in room 343.
Author(s):

Magnus Andersson and Anders Nyberg

Title:
Valuation of Family Firms -  A Study of the Impact of Family Control, Ownership and Management on the Stockholm Stock Exchange.
Discussant(s):

Johanna Rastad and Carolina Tjärnå

Tutor: Peter Högfeldt
   
When and Where: June 13,  2005, at 15:15 in room 750.
Author(s):

Javad Baharian and Daniel Nilsson

Title:

Board Size Effects on Profitability in Non-listed Swedish Firms.

Discussant(s):

Daniel Eskilsson, Daniel Perez and Tommi Unkuri

Tutor: Clas Bergström
   
When and Where: June 13,  2005, at 13:15 in room 750.
Author(s):

Daniel Nilsson and Marcus Wahlberg

Title:

Underpricing and Long Run Performance of Private Equity Backed and Non Private Equity Backed IPOs on the European Market.

Discussant(s):

Martin Bäuml and Wilhelm Risberg

Tutor: Clas Bergström
   
When and Where: June 13,  2005, at 10:15 in room 750.
Author(s):

Philip Björk and Henrik Teiwik

Title:

A Study of the Derivation of Input Parameters in the Discounted Cash Flow Valuation Model of Real Estate in Stockholm 1987-2000.

Discussant(s):

Fredrik Jonung and Henrik Tholander

Tutor: Peter Englund
   
When and Where: June 10,  2005, at 15:15 in room 550.
Author(s):

Jacob Grapengiesser and Tomas Meerits

Title:

What drives global macro hedge fund returns?
An analysis of investment strategies based on Sharpe’s asset class factor model

Discussant(s):

Linda Emtestam and Anna Ljung

Tutor: Patrik Säfvenblad
   
When and Where: June 9,  2005, at 08:15 in room 343.
Author(s):

Aron Hjertberg and Erik Hultkvist

Title:

Is it possible to make arbitrage through replicating equity-linked bonds? - a study of the Swedish market.

Discussant(s):

Javad Baharian and Daniel Nilsson

Tutor: Joel Reneby
   
When and Where: June 8,  2005, at 13:15 in room 350.
Author(s):

Magnus Sveger

Title:

The Intraday Behavior of Bid-Ask Spreads, Volume and Volatility for OMX Options.

Discussant(s):

Aron Hjertberg and Erik Hultkvist

Tutor: Joel Reneby
   
When and Where: June 7,  2005, at 13:15 in room 350.
Author(s):

 Zvonimir Cogelja and Gustaf Trolle

Title:

Does fund managers' performance significantly affect their salaries?"

Discussant(s):

Magnus Sveger

Tutor: Joel Reneby
   
When and Where: June 7,  2005, at 10:15 in room 350.
Author(s):

Eskil Sylwan and Björn Zethraeus

Title:

Structural Credit Models and Information from the Equity Option Market.

Discussant(s):

Zvonimir Cogelja and Gustaf Trolle

Tutor: Joel Reneby
   
When and Where: June 2,  2005, at 10:15 in room 343.
Author(s):

Joakim Andreasson and Marcus Pettersson

Title:

The Characteristics of Swedish Leverage Buyout Companies. - An Empirical Study of Swedish Leverage.

Discussant(s):

Daniel Nilsson and Marcus Wahlberg

Tutor: Clas Bergtröm
   
When and Where: May 31,  2005, at 10:15 in room R.
Author(s):

Malin Säfveräng and Andras Källström

Title:

Shareholder Wealth Maximization - Incentive Programs and Stock Market Return

Discussant(s):

Martin Axell and Thomas Jansson

Tutor: Mariassunta Giannetti
   
When and Where: May 30,  2005, at 08:15 in room R.
Author(s):

Martin Bäuml and Wilhelm Risberg,

Title:

Can Risk and Return help us predict House Prices Buyouts between 1990 and 2004.

Discussant(s):

Joakim Andreasson and Marcus Pettersson

Tutor: Peter Englund
   
When and Where: May 24,  2005, at 13:15 in room 349.
Author(s):

Linda Jendelius and Nina Lindström

Title:

Can Research Analysis be trusted? A study of the Credibility and Performance of Swedish Underwriting Analysts' Buy Recommendations.

Discussant(s):

Katarina Tornkvist

Tutor: Peter Högfeldt
   
When and Where: May 23,  2005, at 10:15 in room 750.
Author(s):

Katarina Tornkvist

Title:

European Corporate Bond Market – 5 years after the introduction of the EMU

Discussant(s):

Erik Ingemarsson and Filip Kozlowski

Tutor: Joel Reneby
   
When and Where: May 4,  2005, at 15:15 in room 550.
Author(s):

Daniel Eskilsson, Daniel Pérez  and Tommi Unkuri

Title:

Capital Structure and Mergers and Acquisitions.

Discussant(s):

Philip Björk, Henrik Teiwik and Sorin Valdman

Tutor: Renée Adams
   
When and Where: April 29,  2005, at 13:15 in room 550.
Author(s):

Balazs Masszi and Daniel Pettersson

Title:

The Swedish hunt for the Baltic tigers - Föreningssparbanken's and SEB's acquisitions across the Baltic Sea.

Discussant(s):

Peter Edenholm and David Grinups

Tutor: Peter Högfeldt
   
When and Where: April 29,  2005, at 09:00 in room 750. (Note the time!)
Author(s):

Diogo Frenkel and Rajesh Gathala

Title:

What Drives Sovereign Spreads - the Case of Brazil.

Discussant(s):

Balazs Masszi and Daniel Pettersson

Tutor: Andrei Simonov
   
When and Where: April 25,  2005, at 10.15 in room 750.
Author(s):

Igor Danilenko and Sorin Valdman

Title: Causality  in  Financial  Markets: Consumer  Confidence and Investor Sentiment.
Discussant(s):

Diogo Frenkel and Rajesh Gathala

Tutor: Andrei Simonov
   
When and Where: April 20,  2005, at 15.15 in room 542.
Author(s):

Anders Pettersson and Martin Selander

Title: The Profitability of Positive Feedback Trading Strategies.
Discussant(s):

Johan Gull

Tutor: Jonas Niemeyer
   
When and Where: April 15,  2005, at 13.15 in room R.
Author(s):

Voria Fattahi and Håkan Håkansson

Title: Profit Warnings and Firm Characteristics.
Discussant(s):

Kristian Letsjö and Carl Tamsons

Tutor: Peter Högfeldt
   
When and Where: April 13,  2005, at 15.15 in room 550.
Author(s):

Erik Ingemarsson and Filip Kozlowski

Title: Liquidity Providers on the Stockholm Stock Exchange: Providing Value or Not?
Discussant(s):

Fredrik Jenestrand and Patrik Wibom

Tutor: Andrei Simonov
   
When and Where: April 11,  2005, at 13.15 in room 350.
Author(s):

Fredrik Jenestrand and Patrik Wibom

Title:

The Observation Section: The Past, The Present & The Future.

Discussant(s):

Voria Fattahi and Håkan Håkansson

Tutor: Clas Bergström
   
When and Where: April 7,  2005, at 13.15 in room 750.
Author(s):

Kristian Letsjö and Carl Tamsons

Title: Investor Reactions to CEO Turnovers in Sweden.
Discussant(s):

Linda Jendelius and Nina Lindström

Tutor: Renée Adams
   
When and Where: March 18,  2005, at 13.15 in room 343.
Author(s):

Michael Schrewelius and Fabian Qvist

  Cultural Effects on Short Term Cross-Border Acquisition Performance.
Discussant(s):

Arne Simensen and Olof Åkesson

Tutor: Clas Bergström
   
When and Where: March 16,  2005, at 10.15 in room 349.
Author(s):

Chunxu Chen and Cheng Liu

  GARCH-type Option Pricing on OMX S30 Index Option.
Discussant(s):

Yiping Qu

Tutor: Joel Reneby
   
When and Where: February 23,  2005, at 13.15 in room 349.
Author(s):

Arne Simensen and Olof Åkesson

 
Bidder returns & premium.
A study of public and private acquisitions, 1986-2003.
Discussant(s):

Chunxu Chen and Cheng Liu

Tutor: Andrei Simonov
   
When and Where: February 21,  2005, at 10.15 in room 343.
Author(s):

Denis Aranburu

 

Stability Implications of Foreign Bank Entry in Venezuela.

Discussant(s):

Anders Pettersson and Martin Selander

Tutor: Mariassunta Giannetti
   
When and Where: February 14,  2005, at 13.15 in room 550.
Author(s):

Yuliang Chang and Linna Shi

 

A Test of the Variability Hypothesis for the Stock Return-Inflation Puzzle in China.

Discussant(s):

Denis Aranburu

Tutor: Andrei Simonov
   
When and Where: February 3,  2005, at 08.15 in room 750.
Author(s):

Karin Askelöf and Karin Söderlind

 

U.S. & Swedish Corporate Boards: A Comparative Study.

Discussant(s):

Magnus Andersson and Anders Nyberg

Tutor: Mike Burkart
   
When and Where: January 20,  2005, at 08.15 in room 750.
Author(s):

Johan Gull

 

Separation and Self -Selection Amongst Financial Analysts.

Discussant(s):

Karin Askelöf and Karin Söderlind

Tutor: Andrei Simonov
   
When and Where: December 20,  2004, at 13.15 in room 342.
Author(s):

Ina Moroz and Zheng Zheng

 

Private equity exits in a regulated market - Analysis of exit conditions for foreign PE firms in China -

Discussant(s):

Igor Danilenko

Tutor: Clas Bergström
   
When and Where: December 20,  2004, at 10.15 in room 342.
Author(s):

Peter Edenholm and David Grinups

  The Estimated Probability of Deal Completion.
Discussant(s):

Eva Gripsten and Jessica Kaffrén

Tutor: Renée Adams
   
When and Where: December 17,  2004, at 13.15 in room C437.
Author(s):

Adam Cole

  Secondary Buyouts: Heady Days or Tulip Craze.
Discussant(s):

Jasper Hamerlynck and Jeroen De Maeseneire

Tutor: Andrei Simonov
   
When and Where: December 17,  2004, at 8.15 in room 136.
Author(s):

Jasper Hamerlynck and Jeroen De Maeseneire

  Volatility-Spillover Effects in European Bond Markets, A Regime Switching Approach to European Financial Market Integration.
Discussant(s):

Martin Hendre

Tutor: Joel Reneby
   
When and Where: December 16,  2004, at 13.15 in room 328.
Author(s):

Eva Gripsten and Jessica Kaffrén

  PIX -A case study of a pulp price index.
Discussant(s):

Magnus Danielson, Magnus Rosén and Sebastian Tigerhielm

Tutor: Joel Reneby
   
When and Where: December 16,  2004, at 8.15 in room 342.
Author(s):

Anna Englund and Tomas Huhtapalo

  The Short-term Earnings Momentum Effect.
Discussant(s):

Adam Cole

Tutor: Peter Högfeldt
   
When and Where: December 15,  2004, at 13.15 in room 191.
Author(s):

Esra Karakaya and Atta Tarki

  Signalling and Insurance Mechanisms in Religious Titles in the Iranian Bazaar.
Discussant(s):

Ina Moroz and Zheng Zheng

Tutor: Erik Berglöf
   
When and Where: November 23,  2004, at 13.15 in room 336.
Author(s):

Martin Hendre

  Do Hedge Funds Add Value? The Case of Distressed Securities' Hedge Funds.
Discussant(s):

Lars Eriksson and Patrik Sundberg

Tutor: Patrik Säfvenblad
   
When and Where: November 15,  2004, at 13.15 in room 542.
Author(s):

Daniel Eriksson and Jonas Svärling

  Tactical Hedge Fund Allocation - Persistence is Stronger than Predictability.
Discussant(s):

Gabriel Carbone

Tutor: Peter Högfeldt and Deo Sharma
   
When and Where: November 9,  2004, at 8.15 in room 550.
Author(s):

Gabriel Carbone

  Can Value Line Predict Industry Performance? Some Evidence From The 1990s
Discussant(s):

Esra Karakaya and Atta Tarki

Tutor: Andrei Simonov
   
When and Where: October 25,  2004, at 15.15 in room 343.
Author(s):

Lars Eriksson and Patrik Sundberg

  Random Matrix Theory, Cross-Correlations and the Swedish Stock Market.
Discussant(s):

Fabian Qvist  and  Michael Schrewelius

Tutor: Andrei Simonov
   
When and Where: September 7,  2004, at 15.15 in room 336.
Author(s):

Urban Alsholm

  Marknadsvärdering av förvaltningsfastigheter - hur skulle IAS 40 (IRR 24) ha fungerat under fastighetskrisen.
Discussant(s):

Daniel Eriksson

Tutor: Peter Englund
   
When and Where: September 7,  2004, at 10.15 in room 350.
Author(s):

Daniel Santesson and Michael Santesson

Title: Credit Availability and Macroeconomic Activity - the Case of Sweden.
Discussant(s):

Urban Alsholm

Tutor: Peter Englund
   
When and Where: August 31,  2004, at 13.15 in room 542.
Author(s):

Henrik Olsson and Peter Strömberg

Title:

Board Diversity’s Effect on Share Holder Value.

Discussant(s):

Daniel Santesson and Michael Santesson

Tutor: Clas Bergström and Sven-Erik Sjöstrand
   
When and Where: June 18,  2004, at 15.15 in room 550.
Author(s):

Frida Willmansson and Erica Wårhem

Title:

The effect of the euro introduction on the integration structure of the Nordic equity markets.

Discussant(s):

Jens Andersson and Fredrik Wansheim

Tutor: Jonas Niemeyer
   
When and Where: June 18,  2004, at 13.15 in room 550.
Author(s):

Niklas Eriksson

Title:

A Cross Country Study of Mutual Fund Performance Evaluations.

Discussant(s):

Peter Strömberg

Tutor: Niklas Ekvall
   
When and Where: June 18,  2004, at 08.15 in room 550.
Author(s):

Fredrik Johansson

Title: Real Estate Investments and Life Insurance Companies in Sweden and Finland.
Discussant(s):

Dino Tufeck

Tutor: Peter Englund
   
When and Where: June 17,  2004, at 13.15 in room Ragnar.
Author(s):

Oscar Hermansson and Rebecka Konradsson

Title: Capital Structure and Importance of Informal Networks for Entrepreneurs in Rural Areas.
Discussant(s):

Erika Henriksson, Katarina Janstål and Veronica Nilsson

Tutor: Yrjö Koskinen
   
When and Where: June 17,  2004, at 10.15 in room Ragnar
Author(s):

Carolin Axelsson and Maetinee Hemrit

Title: "Same Same but Different!" Thai-Style Corporate Governance: In Private Commercial Banks.
Discussant(s):

Philip Karringer and Carl-Johan Kristell

Tutor: Peter Högfeldt
   
When and Where: June 16,  2004, at 13.15 in room Ragnar
Author(s):

Ellen Bjurgert and Elisabeth Johanson

Title: The Private Equity Industry. Share Price and Operating Performance of Private Equity Backed IPOs in Sweden and Finland.
Discussant(s):

Emilio Dauvin

Tutor: Clas Bergström
   
When and Where: June 16,  2004, at 10.15 in room 343
Author(s):

Emilio Dauvin and Peter Lindmark

Title:

Predicting Takeovers in the Swedish Private Market.

Discussant(s):

Oscar Hermansson and Rebecka Konradsson

Tutor: Yrkö Koskinen
   
When and Where: June 16,  2004, at 08.15 in room 343
Author(s):

Vanessa Frey and Anders Persson

Title:

A Covered Portfolio Strategy Tested on the OMX-Index.

Discussant(s):

Eskil Sylwan and Björn Zethraeus

Tutor: Joel Reneby
   
When and Where: June 15,  2004, at 13.15 in room 343
Author(s):

Qi Shi

Title:

Board Structure and Performance in Banking Industry - An Empirical Evidence from Asian Countries.

Discussant(s):

Carolin Axelsson and Maetinee Hemrit

Tutor: Renée Adams
   
When and Where: June 15,  2004, at 10.15 in room 343
Author(s):

Johan Edin and Maria Fredriksson

Title: Founding Family Ownership and Stock Market Valuation: An Event Study on Swedish Data.
Discussant(s):

Elisabeth Johanson and Ellen Bjurgert

Tutor: Clas Bergström
   
When and Where: June 14,  2004, at 15.15 in room 343
Author(s):

Mikael Andersson and Annika Methling

Title:

The Relationship between Insider Ownership and Firm Value on the Swedish Market - A Study of How Insider Trading Affects Stock Prices.

Discussant(s):

Qi Shi

Tutor: Clas Bergström
   
When and Where: June 14,  2004, at 13.15 in room 343
Author(s):

Camilla Borg and Tobias Olsson

Title:

Do Active Investments Pay Off?

Discussant(s):

Mikael Andersson and Annika Methling

Tutor: Iñaki Rodriguez
   
When and Where: June 14,  2004, at 10.15 in room 343
Author(s):

Philip Karringer and Carl-Johan Kristell

Title:

Decision Factors When Choosing Financing Methods - A Study of Swedish Real Estate Acquisitions - 1999-2003.

Discussant(s):

Camilla Borg and Tobias Olsson

Tutor: Peter Englund
   
When and Where: June 14,  2004, at 08.15 in room 343
Author(s):

Armands Alliks and Karin Seeber

Title:

Credit Risk Measurement and Management: Survey of Practices of the Swedish Credit Institutions.

Discussant(s):

Vanessa Frey and Anders Persson

Tutor: Joel Reneby
   
When and Where: June 11,  2004, at 15.15 in room 328
Author(s):

Wenqi Ouyang and Zhao Chen

Title:

A Comparison of Single-Factor Interest Rate Models-An Empirical Evidence of Swedish Short-Term Interest Rates.

Discussant(s):

Karl Johan Flyborg and Ingemar Sjögren

Tutor: Paolo Sodini
   
When and Where: June 10,  2004, at 13.15 in room 550
Author(s):

Joakim Skarborg and Olof Svensson

Title: The Use of Incentive Programs - A Case Study of Atlas Copco, Electrolux and SKF.
Discussant(s):

Erik Hellquist

Tutor: Clas Bergström and Niklas Ekvall
   
When and Where: June 10,  2004, at 10.15 in room 328
Author(s):

Erika Henriksson, Katarina Janstål and Veronica Nilsson

Title: On the Specification of Some Ratios for Financial Statement Forecasting in Corporate Valuation Models.
Discussant(s):

Karl-Johan Wattsgård and Lars Schöldström

Tutor: Peter Jennergren
   
When and Where: May 28,  2004, at 13.15 in room 342
Author(s):

Karl Johan Flyborg and Ingemar Sjögren

Title: Share Repurchases in Sweden; causes and effects.
Discussant(s):

Torbjörn Folkesson and Iman Persson Tawfik

Tutor: Peter Högfeldt
   
When and Where: May 27,  2004, at 15.15 in room 550
Author(s):

Torbjörn Folkesson and Iman Persson Tawfik

Title: Can Leverage Explain and Predict Volatility Changes?
Discussant(s):

Jacob Engwall and Gabriel Fitzgerald

Tutor: Joel Reneby
   
When and Where: May 27,  2004, at 13.15 in room 343
Author(s):

Joachim Godet and Magnus Ramfelt

Title: International Differences in CEO Compensation.
Discussant(s):

Joakim Skarborg and Olof Svensson

Tutor: Mariassunta Giannetti
   
When and Where: May 27,  2004, at 10.15 in room 550
Author(s):

Erik Hellquist

Title: Bank Branch Efficiency.
Discussant(s):

Joachim Godet and Magnus Ramfelt

Tutor: Peter Englund
   
When and Where: May 25,  2004, at 15.15 in room 550
Author(s):

Jacob Engwall and Gabriel Fitzgerald

Title: Value Creation in Buyouts? - A Case Study in the Swedish Private Equity Market -
Discussant(s):

Mariana Olsson and Oskar von Bahr

Tutor: Yrjö Koskinen
   
When and Where: May 18,  2004, at 13.15 in room 342
Author(s):

Mariana Olsson and Oskar von Bahr

Title: The Relationship between Interest Rates and Corporate Bond Yield Spreads. A Survey and Empirical Study.
Discussant(s):

Monica Ochman and Mattias Odenberg

Tutor: Joel Reneby
   
When and Where: May 13,  2004, at 10.15 in room 328
Author(s):

Martin Axell and Thomas Jansson

Title: Share Buybacks in Sweden - Differences in Short Term Wealth Effects between Share Redemptions and Open Market Share Repurchases.
Discussant(s):

Mathias Harjulin and Johan Smith

Tutor: Yrjö Koskinen
   
When and Where: May 7,  2004, at 15.15 in room 328
Author(s):

Monica Ochman and Mattias Odenberg

Title: Explaining Credit Spread Changes - Factors Affecting Swedish Mortgage Bond Yield Spreads
Discussant(s):

Johan Davidsson and Therése Lennehag 

Tutor: Jonas Niemeyer
   
When and Where: May 7,  2004, at 13.15 in room 328
Author(s):

Johan Davidsson and Therése Lennehag 

Title: IPO Underpricing and Share Class Structures.
Discussant(s):

Zhao Chen and Wenqi Ouyang

Tutor: Clas Bergström
   
When and Where: February 27,  2004, at 15.15 in room 550
Author(s):

Mathias Harjulin and Johan Smith

Title:

Calibration of the CAPM and the Size Effect on the Stockholm Stock Exchange.

Discussant(s):

Mikko Andersson and Fredrik Lööw

Tutor: Jonas Niemeyer
   
When and Where: February 20,  2004, at 13.15 in room 750
Author(s):

Andris Oborenko

Title:

Market Timing and Capital Structure: Evidence from Sweden.

Discussant(s):

Niklas Eriksson

Tutor: Peter Högfeldt
   
When and Where: February 16,  2004, at 10.15 in room C437
Author(s):

Maximiliano Herrera and Adrian Pop

Title:

Multivariate Statistics and Tests of Efficiency on a Market-Proxy. A Study on Swedish Data.

Discussant(s):

Fredrik Johansson

Tutor: Paolo Sodini
   
When and Where: February 13,  2004, at 13.15 in room 750
Author(s):

Peter Langwiesner and Fredrik Westerlund

Title:

Rental Term Structures and the Expectations Hypothesis of Rents. An Empirical Study of the Stockholm CBD Office Market 1988-1998.

Discussant(s):

Sean Cotton

Tutor: Peter Englund
   
When and Where: February 10,  2004, at 15.15 in room C437
Author(s):

Sean Cotten

Title: Is the Impact of the Euro Large Enough to Increase Foreign Investment for EMU?
Discussant(s):

Jenny Sparring

Tutor: Yrjö Koskinen
   
When and Where: February 10,  2004, at 10.15 in room C437
Author(s):

Caroline Strand and Erik Winqvist

Title: Legal institutions and foreign bank ownership in Central and Eastern Europe
Discussant(s):

Johan Edin and Maria Fredriksson

Tutor: Mariassunta Giannetti
   
When and Where: February 9,  2004, at 15.15 in room 350
Author(s):

Magnus Gottås and Anders Jöngard

Title: Incentive programs - Stock price manipulation when determining exercise prices? A study on the Stockholm Stock Exchange 2001 - 2002.
Discussant(s):

Jacob Grapengiesser and Tomas Meerits

Tutor: Clas Bergström
   
When and Where: February 5,  2004, at 15.15 in room 750
Author(s):

Bing Guo and Ling Wang

Title: The Impact of Common Currency on the Stock Prices----An Event Study of Swedes' Rejection to Euro.
Discussant(s):

Magnus Gottås and Anders Jöngard

Tutor: Yrjö Koskinen
   
When and Where: February 5,  2004, at 8.15 in room 750
Author(s):

Lottie Ludvigsson and Jenny Sparring

Title: Financial Contagion: A Study on the Spread of the Financial Crisis in Argentina to Paraguay and Chile.
Discussant(s):

Caroline Strand and Erik Winqvist

Tutor: Mariassunta Giannetti
   
When and Where: February 4,  2004, at 13.15 in room 750
Author(s):

Inese Jurevica and Silja Sepping

Title: Integration of EU Accession Countries with the Eurozone: A Test of Three Parities Looking at Financial and Real Integration of 1st and 2nd Wave EU Accession Countries.
Discussant(s):

Bing Guo and Ling Wang

Tutor: Erik Berglöf and Iñaki Rodriguez
   
When and Where: January 30,  2004, at 8.15 in room 349
Author(s):

Cecilia Lundberg and Jonas Lundberg

Title: Evaluation of Swedish Mutual Fund Ratings.
Discussant(s):

Maximiliano Herrera and Adrian Pop

Tutor: Stefan Engström
   
   
When and Where: January 26,  2004, at 15.15 in room 550
Author(s):

Joakim Bång and Jens Palmgren

Title: Seasonal Variation in Risk Aversion - Further Evidence of a SAD Effect in the Spreads on the A-list, Spreads on OMX Options & the Implied Volatility Smile.
Discussant(s):

Alex Houchin and Sara Vilgeus

Tutor: Iñaki Rodriguez
   
When and Where: January 26,  2004, at 13.15 in room 542
Author(s):

Henrik Andersson and Carl Norinder

Title: Valuation Differences between Private and Public Companies – An Empirical Study on the Swedish Market 1997.
Discussant(s):

Alfredas Chmieliauskas and Bartosz Dysarski  

Tutor: Clas Bergström
   
When and Where: January 26,  2004, at 08.15 in room 550
Author(s):

Michael Bogdan and Fabian Wennmalm   

Title:

Stock Liquidity and Excess Returns - A Study on the Impact of Illiquidity in a Swedish Setting.

Discussant(s):

Lottie Ludvigsson and Jenny Sparring

Tutor: Joel Reneby
   
When and Where: January 20,  2004, at 13.15 in room 750
Author(s):

Alfredas Chmieliauskas and Bartosz Dysarski        

Title: The Impact of the US Federal Reserve’s Monetary Policy on the Global Stock Markets.
Discussant(s):

Andreas Lindaräng

Tutor: Andrei Simonov
   
When and Where: January 19,  2004, at 13.15 in room Ragnar
Author(s):

Andreas Lindaräng

Title: Option volume as indicator of informed trading.
Discussant(s):

Anna Englund and Tomas Huhtapalo

Tutor: Andrei Simonov
   
When and Where: December 19,  2003, at 13.15 in room 349
Author(s):

Marcus Huggare and Christian Keskitalo

Title: The Value of Control for Families - Evidence from takeovers on the Stockholm Stock Exchange 1989-2002.
Discussant(s):

Allan Engström and Carl-Johan Renström

Tutor: Peter Högfeldt
   
When and Where: December 18,  2003, at 13.30 in room 343
Author(s):

Allan Engström and Carl-Johan Renström

Title: Capital Structure Relevance and the Static Trade-Off  Theory.
Discussant(s):

Sophie Karlsson and Magnus Kullberg

Tutor: Clas Bergström
   
When and Where: December 17,  2003, at 15.15 in room Ragnar
Author(s):

Johan Rydmark and Carl Settergren

Title: Empirical Evidence on bidder characteristics in the Swedish Market.
Discussant(s):

Janis Janevics and Ritvars Kumpins

Tutor: Yrjö Koskinen
   
When and Where: December 17,  2003, at 13.15 in room 336
Author(s):

Sophie Karlsson and Magnus Kullberg

Title: Board Size Effect on Firm Valuation and CEO Turnover.
Discussant(s):

Henrik Koch and Oliver Kullman

Tutor: Clas Bergström
   
When and Where: December 17,  2003, at 10.15 in room 328
Author(s):

Janis Janevics and Ritvars Kumpins

Title: Currency Risk Premium in Conditional Asset Pricing Framework
Discussant(s):

Michael Bogdan and Fabian Wennmalm

Tutor: Andrei Simonov
   
When and Where: December 15,  2003, at 13.15 in room 349
Author(s):

Henrik Koch and Oliver Kullman

Title: Effects of the Estonian 2000 Tax Reform on Corporate Financial Policy.
Discussant(s):

Johan Rydmark and Carl Settergren

Tutor: Clas Bergström
   
When and Where: December 02,  2003, at 08.15 in room 550
Author(s):

Albin Rosengren and Johan Schult

Title: Prisbildningen på bostadsrätter och småhus i Stockholm åren 1992-2002
Discussant(s):

Cecilia Lundberg and Jonas Lundberg

Tutor: Peter Englund
   
When and Where: November 10,  2003, at 10.15 in room 328
Author(s):

Wei Hu

Title: Repurchase Agreement and Empirical Evidence of Special Repo Rates in Sweden.
Discussant(s):

Joakim Skoglund

Tutor: Paolo Sodini
   
When and Where: October 20,  2003, at 15.15 in room 349
Author(s):

Rikard Blomberg and Marcus Granstedt

Title: Using Neural Networks to Price the Option on the Three Month Short Sterling Future
Discussant(s):

Sergej Goriatchev and Taher Khan

Tutor: Joel Reneby
   
When and Where: October 16,  2003, at 10.15 in room Torsten.
Author(s):

Joakim Skoglund

Title: Why Do Swedish Companies Go Public?
Discussant(s):

Anders Benktsson

Tutor: Clas Bergström
   
When and Where: October 10,  2003, at 13.15 in room 336.
Author(s):

Alex Houchin and Sara Vilgeus

Title:

"Under Pressure": How Abnormal Financial Press Exposure influences Trading Volumes and Stock Returns.

Discussant(s):

Fred Gabrielson, Jakob Kjellberg and Victor Lindfors

Tutor: Andrei Simonov
   
When and Where: September 23,  2003, at 10.15 in room Ragnar.
Author(s):

Sergej Goriatchev and Taher Khan

Title: Testing for Pricing Bias in OMX Index Options 1988-2003.
Discussant(s):

Joakim Bång and Jens Palmgren

Tutor: Andrei Simonov
   
When and Where: September 19,  2003, at 13.15 in room Torsten.
Author(s):

Anders Benktsson

Title: Open-Market Share Repurchases by Swedish Companies.
Discussant(s):

Ludwig Sandhagen

Tutor: Clas Bergström
   
When and Where: September 3,  2003, at 10.15 in room 550.
Author(s):

Ludwig Sandhagen

Title: Performance Evaluation of Moving Averages and Oscillators.
Discussant(s):

Wei Hu

Tutor: Joel Reneby
   
When and Where: June 13,  2003, at 15.15 in room Ragnar.
Author(s):

Fredrik Hansson

Title: Ownership and Capital Structure in Swedish Listed Companies 1986-1997.
Discussant(s):

Marcus Eriksson

Tutor: Peter Högfeldt
   
When and Where: June 13,  2003, at 13.15 in room 750.
Author(s):

Alexander Kotikov and Mario Morkos

Title: Private Equity in Russia - Analysis of the industry status and practices.
Discussant(s):

Albin Rosengren and Johan Schult

Tutor: Yrjö Koskinen
   
When and Where: June 13,  2003, at 10.15 in room Ruben.
Author(s):

Johan Koch and Markus Sjöström

Title: Is The Event Risk in Merger Arbitrage Priced?
Discussant(s):

Martin Bengtzén and Monika Korolkiewicz

Tutor: Patrik Säfvenblad
   
When and Where: June 13,  2003, at 08.15 in room 750.
Author(s):

Daniel Anderbring and Peter Wallin

Title: Study of Residential Real Estate Transactions in Stockholm.
Discussant(s):

Fredrik Eklund and Christian Reiner

Tutor: Peter Englund
   
When and Where: June 12,  2003, at 13.15 in room 328.
Author(s):

Mikael Blom

Title: Forecasts of Economic Growth from the Securities Markets.
Discussant(s):

Stefan Axell

Tutor: Iñaki Rodriguez
   
When and Where: June 12,  2003, at 10.15 in room 343.
Author(s):

Fredrik Eklund and Christian Reiner

Title: Timing of market for SEO's in Sweden.
Discussant(s):

Roine Vestman

Tutor: Yrjö Koskinen
   
When and Where: June 12,  2003, at 08.15 in room 750.
Author(s):

Marcus Eriksson

Title: Performance Evaluation of European Mutual. Funds
Discussant(s):

Daniel Anderbring and Peter Wallin

Tutor: Stefan Engström
   
When and Where: June 11,  2003, at 10.15 in room 750.
Author(s):

Roine Vestman

Title: Household income risk, risk aversion, and stock market participation - A study on Swedish data.
Discussant(s):

Pär Bäckius and Antoine Fanoun

Tutor: Andrei Simonov
   
When and Where: June 10,  2003, at 15.15 in room Ragnar.
Author(s):

Svens Dinsdorfs and Veiko Räim

Title: Explaining the Change in Bidder Valuation during Diversifying Acquisitions.
Discussant(s):

Patrik Bergström and John Nyholm

Tutor: Peter Högfeldt
   
When and Where: June 10,  2003, at 13.15 in room Ragnar.
Author(s):

Pär Bäckius and Antoine Fanoun

Title: Insights in the determinants of IPOs
Discussant(s):

Alexander Kotikov and Mario Morkos

Tutor: Yrjö Koskinen
   
When and Where: June 5,  2003, at 15.15 in room 542.
Author(s):

Sophie Arnius and Iva Zelic

Title: Does it cost to be Socially Responsible in Sweden? - A Performance Evaluation of Swedish SR Funds.
Discussant(s):

Hannes Sjöblad

Tutor: Stefan Engström and Kenth Skogsvik
   
When and Where: May 27,  2003, at 10.15 in room T.
Author(s):

Albin Rosengren and Johan Schult

Title: Prisbildningen av bostadsrätter i Stockholms innerstad.
Discussant(s):

Erik Milton and Jonas Wikmark

Tutor: Peter Englund
   
When and Where: May 26,  2003, at 13.15 in room 342.
Author(s):

Stefan Axell and Raluca Sarbu

Title: Literature review and arbitrage trading strategies on OMX index options
Discussant(s):

Svens Dinsdorff and Veiko Räim

Tutor: Joel Reneby
   
When and Where: May 26,  2003, at 08.15 in room Ru.
Author(s):

Erik Milton and Jonas Wikmark

Title: Do Swedish Firms Follow a Pecking Order? –Evidence from Listed Firms Using Discrete Choice Models.
Discussant(s):

Johan Koch and Markus Sjöström

Tutor: Yrjö Koskinen
   
When and Where: May 19,  2003, at 13.15 in room Torsten.
Author(s):

Patrik Bergström and John Nyholm

Title: Mergers & Acquisitions in Sweden - A Long Term Study of Acquirers' Share Price Performance
Discussant(s):

Armands Alliks and Karin Seeber

Tutor: Clas Bergström
   
When and Where: May 12,  2003, at 15.15 in room 343.
Author(s):

Johan Blomquist, Erik Eliasson and Peter Lindstedt

Title: Evaluation of the Top-ranked Swedish Equity Research Analysts.
Discussant(s):

John Nyström and Peter Sörenfors

Tutor: Clas Bergström
   
When and Where: May 8,  2003, at 13.15 in room 550.
Author(s):

John Nyström and Peter Sörenfors

Title: The price of voting rights. An empirical study of the Stockholm Stock Exchange 1985-2002.
Discussant(s):

Fredrik Wikström

Tutor: Yrjö Koskinen
   
When and Where: April  15,  2003, at 15.15 in room 750.
Author(s):

Martin Gunnerblad

Title: Incentive Programs. Short term value creators or value destroyers - A shareholder's perspective.
Discussant(s):

Christina Bergsten and Therese Bohlin

Tutor: Clas Bergström
   
When and Where: April  4,  2003, at 08.15 in room 750.
Author(s):

Anna Bjurgert

Title: Securities Lending, Short-Selling and Price Movements of Swedish Equities.
Discussant(s):

Marcus Huggare and Christian Keskitalo

Tutor: Peter Högfeldt
   
When and Where: March  18,  2003, at 15.15 in room 550.
Author(s):

Erik Bauer and Fredrik Lundgren

Title: Understanding Bidder Returns- The Combined Impact of Target Type and Method of Payment.
Discussant(s):

Martin Gunnerblad

Tutor: Clas Bergström
   
When and Where: March  18,  2003, at 13.15 in room 328.
Author(s):

Bonnie Challet and Viggo Hådding

Title: Block Trade Premiums and Private Benefits of Control: Evidence from Sweden.
Discussant(s):

Mikael Blom

Tutor: Mariassunta Giannetti
   
When and Where: March  13,  2003, at 10.15 in room 336.
Author(s):

Jennie Nilsson and Sofia Sandstedt

Title: CEO Turnover and Firm Performance - A Study of Board Effectiveness.
Discussant(s):

Erik Bauer and Fredrik Lundgren

Tutor: Clas Bergström
   
When and Where: February 24,  2003, at 10.15 in room 350.
Author(s):

Fredrik Wikström

Title: The Ability of Size and Book-to-Market Factors to Predict Economic Growth – A Study on the Swedish Market 1980-2002.
Discussant(s):

Jennie Nilsson and Sofia Sandstedt

Tutor: Iñaki Rodriguez
   
When and Where: February 18,  2003, at 08.15 in room 750.
Author(s):

Pan Weiguang

Title: Swedish Financial Crises and Firm Balance Sheets -Was overindebtedness the culprit of the catastrophe?
Discussant(s):

Pontus Averstad and Johan Svarts

Tutor: Mariassunta Giannetti
   
When and Where: February 17,  2003, at 08.15 in room 550.
Author(s):

Mikael Tjärnberg and Tomas Tjärnberg

Title: Implied Volatility Scaled Value at Risk.
Discussant(s):

Kris Knutson

Tutor: Joel Reneby
   
When and Where: February 14,  2003, at 14.15 in room 550. (Observe the time!)
Author(s):

Christina Bergsten and Therese Bohlin

Title: "May the press be with you" - An Empirical Study of the Effect of Abnormal Financial Press Exposure on Volume and Return.
Discussant(s):

Jacob Calmvik and Natalie Tibajeva

Tutor: Andrei Simonov
   
When and Where: February 13,  2003, at 08.15 in room 750.
Author(s):

Kris Knutson

Title: Changes in the Level of Ownership and the Effects on Short Interest.
Discussant(s):

Carl Bryding and Christopher af Trampe

Tutor: Andrei Simonov
   
When and Where: January 27,  2003, at 13.15 in room 336.
Author(s):

Gustaf Nordbäck  and Carl Rosenius

Title: The Structure and Discount of Conglomerates in Sweden 1997-1999.
Discussant(s):

Mattias Runesson and Andreas Svensson

Tutor: Clas Bergström
   
When and Where: January 22,  2003, at 13.15 in room Torsten.
Author(s):

Pontus Averstad and Johan Svarts

Title: Football on the Stock Market - An atypical test of Value-relevant Signaling and the Expectations Hypothesis.
Discussant(s):

Johan Blomquist, Erik Eliasson and Peter Lindstedt

Tutor: Andrei Simonov
   
When and Where: January 17,  2003, at 13.15 in room 750.
Author(s):

Veronica Babich and Eva Cernavska

Title: The Value of Active Mutual Fund Management: Study of Europe-based Mutual Funds Investing in Asia.
Discussant(s):

Anna Bjurgert

Tutor: Stefan Engström
   
When and Where: January 16,  2003, at 15.15 in room 750.
Author(s):

Mattias Runesson and Andreas Svensson

Title: Underwriter Price Support in Swedish IPOs..
Discussant(s):

Veronica Babich and Eva Cernavska

Tutor: Peter Högfeldt
   
When and Where: January 16,  2003, at 08.15 in room 750.
Author(s):

Johan Hansen  and Anna Herodes

Title: Is Equity-Financing Really Important for Listed Companies?
Discussant(s):

Weiguang Pan

Tutor: Mariassunta Giannetti
   
When and Where: December 19,  2002, at 17.15 in room 349.
Author(s):

Petter Ingemarsson and Ola Svensson

Title: EPS Forecast Walkdown in the Swedish Market.
Discussant(s):

Andreas Johansson and Björn Johnson

Tutor: Jonas Niemeyer
   
When and Where: December 19,  2002, at 15.15 in room 349.
Author(s):

Michael Arvidsson and Linus Siming

Title: Investor Confidence - A Quantitative Study of Factors Affecting Investors' Confidence.
Discussant(s):

Peter Grinups and Normunds Sala

Tutor: Jonas Niemeyer
   
When and Where: December 19,  2002, at 10.15 in room 349.
Author(s):

Reinis Martins and Terrence Larsen

Title: Evidence of Stock Price Vulnerability to Monetary Policy Shocks: Growth vs. Value.
Discussant(s):

Sebastién Maëtz

Tutor: Paul Söderlind
   
When and Where: December 18,  2002, at 15.15 in room 336.
Author(s):

Per Apelgren and Per Roempke

Title: Option introductions' effects on the underlying stocks. An empirical study on price, volatility, liquidity and trading volume using Swedish data.
Discussant(s):

Petter Ingemarsson and Ola Svensson

Tutor: Jonas Niemeyer
   
When and Where: December 17,  2002, at 15.15 in room 343.
Author(s):

Sebastién Maëtz

Title: Systemic Banking Crises and Bank Restructuring Agencies.
Discussant(s):

Gerri Magie and Inese Romanovska

Tutor: Guido Friebel
   
When and Where: December 17,  2002, at 13.15 in room 328.
Author(s):

Carl Bryding and Christopher af Trampe

Title: CEO Turnover and Corporate Governance Evidence from the Swedish Market.
Discussant(s):

Marc Olsen

Tutor: Yrjö Koskinen
   
When and Where: December 17,  2002, at 10.15 in room 328.
Author(s):

Andreas Johansson and Björn Johnson

Title: Money Flow as a Gauge of Investor Sentiment.
Discussant(s):

Per Apelgren and Per Roempke

Tutor: Andrei Simonov
   
When and Where: December 17,  2002, at 08.15 in room 328.
Author(s):

Viktorija Kaziliunaite and Andrius Nacajus

Title: Follow the Leader: How Changes in Stock Market Valuations Predict Changes in Prices of Swedish Residential Real Estate.
Discussant(s):

Reinis Martins and Terrence Larsen

Tutor: Peter Englund
   
When and Where: December 16,  2002, at 15.15 in room 343.
Author(s):

Marc Olsen

Title: The Salience of National Cultural Distance on Cross-Border Acquisition Performance.
Discussant(s):

Viktorija Kaziliunaite and Andrius Nacajus

Tutor: Clas Bergström
   
When and Where: December 11,  2002, at 08.15 in room 750.
Author(s):

Peter Grinups and Normunds Sala

Title:

Determinants of Target Board Reaction to a Tender Offer: An Empirical Study of Swedish Takeovers between 1985-2002.

Discussant(s):

Bonnie Challet and Viggo Hådding

Tutor: Yrjö Koskinen
   
   
When and Where: December 9,  2002, at 10.15 in room 750.
Author(s):

Gerri Magie and Inese Romanovska

Title: Individual Investor Participation as a Function of Investor Protection Laws and Corporate Ownership Structure.
Discussant(s):

Carl Cronstedt and Nils Schander

Tutor: Andrei Simonov
   
When and Where: December 2,  2002, at 08.15 in room 750.
Author(s):

Henrik Franzén and Therese Granlund

Title: Possible Contributions From Investment Consultants - A Case Study of Three Research Foundations.
Discussant(s):

Per Lindström, Daniel Långsten and Max Brodèn

Tutor: Per Hiller (Finance) and Peter Hägglund (Organization and Managment  )
   
   
When and Where: November 29,  2002, at 08.15 in room 750.
Author(s):

Fred Gabrielson, Jakob Kjellberg and Victor Lindfors

Title:

The Effect of Credit Rating Transitions on the Swedish Stock Market.

Discussant(s):

Anders Hansson and Michael Hjemgård

Tutor: Joel Reneby
When and Where: November 13,  2002, at 08.15 in room 750.
Author(s): Johan Ahlberg, Per Niklasson and Arthur Stocki 
Title: The Book-to-Market effect. A study on the Swedish market between 1990 and 2002.
Discussant(s): Henrik Franzén
Tutor: Andrei Simonov
When and Where: November 8,  2002, at 13.15 in room 750.
Author(s): Carl Cronstedt and Nils Schander 
Title: Momentum Strategies and Fund Performance. A Study of European Mutual Fund Behaviour.
Discussant(s): Johan Ahlberg, Per Niklasson and Arthur Stocki
Tutor: Stefan Engström
 
When and Where: October 3,  2002, at 15.15 in room 750.
Author(s): Erik Larsson, Lars Larsson and Johan Åberg 
Title: A Market Neutral Statistical Arbitrage Trading Model.
Discussant(s): Michael Arvidsson and Linus Siming
Tutor: Patrik Säfvenblad
 
When and Where: September 11,  2002, at 08.15 in room 550.
Author(s): Johan Kvist and Kalle Åberg 
Title: Stock Price Patterns Around Profit Warnings
Discussant(s): Marcus Granstedt and Rikard Blomberg
Tutor: Peter Högfeldt
 
When and Where: September 6,  2002, at 15.15 in room 550
Author(s): Jacob Calmvik and Natalie Tibajeva 
Title: CEO Incentives and Pay Performance Sensitivity in Sweden
Discussant(s): Erik Larsson, Lars Larsson and Johan Åberg
Tutor: Yrjö Koskinen
 
When and Where: June 14,  2002, at 15.15 in room 550.
Author(s): Christian Frick and Jens Jonsson Melander 
Title: Private equity investors and their influence on initial public offerings - A study on the Swedish market.
Discussant(s): Frida Willmansson and Erika Wårhem
Tutor: Clas Bergström
 
When and Where: June 14,  2002, at 13.15 in room 750.
Author(s): Egle Fredriksson and Riin Rannamets 
Title: Control Concentration and Controlling Minority Structures:  Evidence from Swedish public companies.
Discussant(s): Johan Hansen and Anna Herodes
Tutor: Clas Bergström
 
When and Where: June 14,  2002, at 08.15 in room 750.
Author(s): Marcus Sandberg and Mattias Thollin 
Title: Long-run Performance of Equity Carve-Outs.
Discussant(s): Maria Lopukhova and Tobias Thyberg
Tutor: Peter Högfeldt
 
When and Where: June 12,  2002, at 10.35 in room 750.
NB! Time is changed to 10:35
Author(s): Anders Hansson and Michael Hjemgård
Title: Insider Trading at the Stockholm Stock Exchange- abnormal returns and effects of changes in regulation.
Discussant(s): Henrik Hasseltoft and Anders Knutson 
Tutor: Jonas Niemeyer
 
When and Where: June 11,  2002, at 13.15 in room 750.
Author(s): Håkan Borgquist and Jörgen Nilsson
Title: The Effect of Institutional Ownership on the Bid-Ask Spread.
Discussant(s): Christian Ebert 
Tutor: Jonas Niemeyer
 
When and Where: June 11,  2002, at 10.15 in room 750.
Author(s): Martin Oliw and Jonas Sjöborg
Title: Identifying Acquisition Targets.
Discussant(s): Håkan Borgquist and Jörgen Nilsson 
Tutor: Yrjö Koskinen
 
When and Where: June 10,  2002, at 13.15 in room 750.
Author(s): Oskar Nelvin and Sandra Qian
Title: Information Content of Credit Loss Announcements.
Discussant(s): Carl Gustaf Ihre and Johan Insulander Lindh 
Tutor: Peter Englund
 
When and Where: June 10,  2002, at 10.15 in room 750.
Author(s): Roberts Gulans and Gent Kadare
Title: Free Float: Is It Priced?
Discussant(s): Martin Oliw and Jonas Sjöborg 
Tutor: Jonas Niemeyer
 
When and Where: June 10,  2002, at 08.15 in room 750.
Author(s): Christian Ebert
Title: Floating-Priced Convertibles ­ A Financial Innovation?
Discussant(s): Joel Grönberg and Pär Pettersson 
Tutor: Andrei Simonov
 
When and Where: June 7,  2002, at 08.15 in room 343.
Author(s): Joel Grönberg and Pär Pettersson
Title: Påverkas Obligationspriserna av Ändrade Redovisningsregler för Pensionsavsättningar?
Discussant(s): Oskar Nelvin and Sandra Qian 
Tutor: Joel Reneby
 
When and Where: May 28,  2002, at 10.15 in room Torsten.
Author(s): Nadia Hajjoub and Anna Wikström
Title: Trade Credit. An Empirical Study of Swedish Firms Listed on the Stockholm Stock Exchange as of 1999.
Discussant(s): Johan Kvist and Kalle Åberg 
Tutor: Mike Burkart
 
When and Where: May 23,  2002, at 10.15 in room Ragnar.
Author(s): Tobias Thyberg and Maria Lopukhova
Title: Non-economic Crises and US Stock Markets - a historical study.
Discussant(s): Christian Frick and Jens Jonsson-Melander 
Tutor: Andrei Simonov
 
When and Where: May 14,  2002, at 08.15 in room 750.
Author(s): Mikko Heinonen and Tony Challma
Title: Insider Trading Effects on Returns, Volume and Volatility.
Discussant(s): Peter Langwiesner and Fredrik Westerlund 
Tutor: Patrik Säfvenblad
 
When and Where: May 13,  2002, at 10.15 in room 750.
Author(s): Siuskus Mindaugas and Max Wedekind
Title: Institutional Investors and Mergers & Acquisitions.
Discussant(s): Egle Adomaviciute and Riim Rannamets
Tutor: Mike Burkart
   
When and Where: April 26,  2002, at 15.15 in room 550.
Author(s): Oscar Berglund and Niclas Palmquist
Title: Performance Persistence in Swedish Hedge Funds.
Discussant(s): Marcus Sandberg and Mattias Thollin
Tutor: Bertil Näslund
 
When and Where: April 3,  2002, at 13.15 in room 550.
Author(s): Henrik  Hasseltoft and Anders Knutson
Title: Wealth effects of convertible debt offerings: An empirical study of the Nordic market.
Discussant(s): Nadia Hajjoub and Anna Wikström
Tutor: Yrjö Koskinen
 
When and Where: March 14,  2002, at 08.15 in room 336.
Author(s): Christian Cederholm and Martin Lindgren
Title: An Empirical Analysis of whether OMX Index Options are Traded at Put-Call Parity
Discussant(s): Oscar Berglund and Niclas Palmquist
Tutor: Joel Reneby
 
When and Where: March 6,  2002, at 10.15 in room Ragnar.
Author(s): Björn Ekström and Josef Mehkri
Title: Do analysts' recommmendations matter? - An explorative study into the effects on stock return and traded volume.
Discussant(s): Gustaf Nordbäck and Carl Rosenius
Tutor: Jonas Niemeyer
 
When and Where: February 20,  2002, at 15.15 in room 750.
Author(s): Serguey Artemiev and Richard Skladal
Title: Valuation and Managerial Aspects of Corporate Spin-Offs in Sweden.
Discussant(s): Siuskus Mindaugas and Gent Kadare
Tutor: Clas Bergström
 
When and Where: February 19,  2002, at 08.15 in room Torsten.
Author(s): Nils Colldahl and Tobias Åkermark
Title: Explaining the Low Investment Levels of Hedge Funds in Swedish Pension Portfolios.
Discussant(s): Martin Andersson and Jessica Arnlund
Tutor: Patrik Säfvenblad
 
When and Where: January 29,  2002, at 15.15 in room 550.
Author(s): Martin Andersson and Jessica Arnlund
Title: The Behaviour of the PPM-Investors.
Discussant(s): Christian Cederholm and Martin Lindgren
Tutor: Peter Englund
 
When and Where: January 29,  2002, at 08.15 in room 343.
Author(s): Mikael Nolborg
Title: Linking Risk  in Valuation Models.
Discussant(s): Jesper Rönnbäck and Peter Thomsson
Tutor: Joel Reneby
 
When and Where: January 28,  2002, at 08.15 in room 350.
Author(s): Loretta So
Title: The Transition Matrix: Properties and Credit Rating Migration Pattern in Sweden 1997-2000.
Discussant(s): Magnus Sternbrink and Stefan Tengvall
Tutor: Joel Reneby
 
When and Where January 25,  2002, at 13.15 in room 550.
Author(s): Max Brodén
Title: Excess Return in Asset Allocation - Investing According to a Quantitative Model.
Discussant(s): Mikael Nolborg
Tutor: Andrei Simonov
 
When and Where: January 17,  2002, at 13.15 in room 328.
Author(s): Carl Gustaf Ihre and Johan Insulander Lindh
Title: The Swedish Exchange Rate's Reaction to Changes in the Value of the Stockholm Stock Exchange.
Discussant(s): Björn Ekström and Josef Mehkri
Tutor: Paul Söderlind
 
When and Where: December 20,  2001, at 10.15 in room 336.
Author(s): Agnese Aboltina and Janis Skutelis
Title: Development of Equity-Linked Securities Market Drivers Behind the Growth.
Discussant(s): Serguey Artemiev and Richard Skladal
Tutor: Joel Reneby
 
When and Where: December 20,  2001, at 08.15 in room 336.
Author(s): Alexey Goncharenko
Title: The Key Determinants of Acquisition Premium in pan-European Transactions. An Empirical Analysis of Completed Deals during 1996-2001.
Discussant(s): Andris Oborenko
Tutor: Yrjö Koskinen
 
When and Where: December 18,  2001, at 08.15 in room 342.
Author(s): Magnus Sternbrink and Stefan Tengvall
Title: A Historical Exploration of the Different Elements of Risk on the Swedish Equity Market 1988-2001.
Discussant(s): Agnese Aboltina and Janis Skutelis
Tutor: Andrei Simonov
 
When and Where: December 10, 2001, at 13:15 in room 343.
Author(s): Yuying Wang
Title: Clearing and settlement systems in security markets- potential risks and risk control measures.
Discussant(s): Alexey Goncharenko and Max Wedekind
Tutor: Jonas Niemeyer
   
When and Where: November 30,  2001, at 15.15 in room Torsten.
Author(s): Jesper Rönnbäck and Peter Thomsson
Title: Fed Policy - the Federal Funds Rate's Global Impact on Stock Returns.
Discussant(s): Nils Colldahl and Tobias Åkermark
Tutor: Paul Söderlind
   
When and Where: November 19,  2001, at 10.15 in room 550.
Author(s): Einar Ahlström and Erik Laestadius
Title: Share Repurchases. Why is there a positive announcement effect and how can this be estimated?
Discussant(s): Niklas Sloutski
Tutor: Clas Bergström
 
When and Where: November 1,  2001, at 13.15 in room 750.
Author(s): Niklas Sloutski
Title: On the Cross-Border Listings.
Discussant(s): Maria Strömqvist
Tutor: Clas Bergström
 
When and Where: November 1,  2001, at 10.15 in room 328.
Author(s): Maria Strömqvist
Title: Style Analysis: Stability and Consistency.
Discussant(s): Tony Challma and Mikko Heinonen
Tutor: Andrei Simonov
 
When and Where: October 29,  2001, at 15.15 in room 542.
Author(s): Andreas Koch and Erik Sjögren
Title: Return Patterns from Investing in Equity Mutual Funds in Sweden.
Discussant(s): Albin Berggren and Carmina Cortes.
Tutor: Paul Söderlind
 
When and Where: October 29,  2001, at 13.15 in room 542.
Author(s): Carl Engström and Magnus Kjellin
Title: Stock Market Reactions to Buy and Sell Recommendations.
Discussant(s): Andreas Koch and Erik Sjögren
Tutor: Jonas Niemeyer
 
When and Where: October 29,  2001, at 10.15 in room 349.
Author(s): Carmina Cortes and Albin Berggren
Title: Financing Growth in Vietnam.
Discussant(s): Magnus Gammelgård and Mikael Gellbäck
Tutor: Yrjö Koskinen
 
When and Where: October 16,  2001, at 08.15 in room Ruben.
Author(s): Johan Ekström and Johan Lindblad
Title: Value Creation Through Share Repurchases.
Discussant(s): Mattias Lindgren, Lars Martinsson, Patrik Vesterlund
Tutor: Yrjö Koskinen
  
When and Where: October 10,  2001, at 08.15 in room Ragnar.
Author(s): Erik Bogentoft and Johan Örtenblad
Title: Catastrophe Risk Linked Securities.
Discussant(s): Fredrik Hansson and Jari Koivumäki
Tutor: Tomas Björk
 
When and Where: October 4,  2001, at 13.15 in room 328.
Author(s): Matias Christiansson and Marcus Nordsstrand
Title: Mutual fund performance information in Sweden - Comprehension and importance when young investors choose funds.
Discussant(s): Patrik Johansson and Carl Strandberg
Tutor: Paul Söderlind
 
When and Where: September 24,  2001, at 08.15 in room 542.
Author(s): Johan Hesser and Magnus Kjellberg
Title: Shareholder Value Creation in Combinations of Listed Swedish Companies. An Event Study 1985-2000
Discussant(s): Carl Engström and Magnus Kjellin
Tutor: Per Hiller
   
When and Where: September 7,  2001, at 15.15 in room 343.
Author(s): Lars Martinsson, Patrik Vesterlund, Mattias Lindgren
Title: Common factors affecting Swedish bond yields - a multi-factor approach.
Discussant(s): Anton Brink and Paulina Teste
Tutor: Paul Söderlind
   
When and Where: June 15,  2001, at 15.15 in room 750.
Author(s): Henrik C Bastman and Fredrik Sandberg
Title: Exploring the Mandatory Bid Rule in a Swedish Context.
Discussant(s): Andreas Apazidis,  Hussein Kanber Agha and Erik Traneus
Tutor: Peter Högfeldt
   
When and Where: June 15,  2001, at 13.15 in room 343.
Author(s): Magnus Svensson and Mikael Svensson
Title: Trading and the price formation when a stock is listed on several stock exchanges - Ericsson on the SSE and the Nasdaq
Discussant(s): Boris Simonoski and Ann-Louise Smetana Josefsson
Tutor: Jonas Niemeyer
   
When and Where: June 14,  2001, at 13.15 in room 343.
Author(s): Fredrik Bolander and Martin Winberg
Title: Short- and Long-term Announcement Effects- An Empirical Study on the US Biotechnology Market 1990 - 2000
Discussant(s): Ingus Jakstins and Kristians Mikelsons
Tutor: Yrjö Koskinen
   
When and Where: June 14,  2001, at 08.15 in room 750.
Author(s): Matthias Eriksson
Title: Common factors influencing bond portfolio performance.
Discussant(s): Yuying Wang
Tutor: Magnus Dahlquist
   
When and Where: June 13,  2001, at 15.15 in room Ragnar.
Author(s): Boris Simonoski and Ann-Louise Smetana Josefsson
Title: Cash Holdings and Bidder Returns in Sweden.
Discussant(s): Johan Envall, Fabian Hielte and Louise Nordling
Tutor: Yrjö Koskinen
   
When and Where: June 13,  2001, at 13.15 in room 750.
Author(s): Ingus Jakstins and Kristians Mikelsons
Title: Impact of Macroeconomic Announcements on Bid-Ask Spreads in Foreign Exchange Market.
Discussant(s): Fredrik Bolander and Martin Winberg
Tutor: Jonas Niemeyer
   
When and Where: June 11,  2001, at 13.15 in room 750.
Author(s): Patrik Johansson and Carl Strandberg
Title: Joint Ventures as Mean for External Expansion.
Discussant(s): Göran Svensson and Christian Wiklund
Tutor: Clas Bergström
   
When and Where: June 8,  2001, at 15.15 in room 750.
Author(s): Jacob Berman and Per Franzén
Title: Announcement Effects of CEO Turnover
Discussant(s): Patricia Perlman
Tutor: Clas Bergström
   
When and Where: June 8,  2001, at 13.15 in room Johan.
Author(s): Franz Besser, Fredrik Carlman and Fredrik Mossberg
Title: Performance of Swedish IPOs 1980-2000.
Discussant(s): Jacob Berman and Per Franzén
Tutor: Clas Bergström
   
When and Where: June 1,  2001, at 15.15 in room 542.
Author(s): Johan Envall, Fabian Hielte and Louise Nordling, 
Title: Swedish Reversed Leveraged Buyouts. 
A study of the sustainability of improved operating performance.
Discussant(s): Franz Besser, Fredric Carlman and Fredrik Mossberg
Tutor: Clas Bergström
   
When and Where: May 31,  2001, at 17.15 in room 750.
Author(s): Olov Jubel
Title: Stock Market Reactions to Takeovers of Privately Held Firms.
Discussant(s): Patrik Reuterskiöld
Tutor: Peter Högfeldt
   
When and Where: May 31,  2001, at 13.15 in room 136.
Author(s): Patrik Reuterskiöld
Title: Why do Banks Merge? - a study of the impact of capital base on the announcement effect ?
Discussant(s): Lisa Åberg and Alexander af Jochnick
Tutor: Clas Bergström
   
When and Where: May 30,  2001, at 13.15 in room 350.
Author(s): Göran Svensson and Christian Wiklund
Title: Psychological Barriers on Security and Currency Markets.
Discussant(s): Helen Toomik
Tutor: Bertil Näslund
   
When and Where: May 28,  2001, at 10.15 in room 342.
Author(s): Jan Swärd
Title: The Dual Share Class System and Its Impact on Leverage - An Empirical Study of Swedish Companies 1995-1999.
Discussant(s): Olov Jubel
Tutor: Yrjö Koskinen
   
When and Where: May 22,  2001, at 10.15 in room 350.
Author(s): Helen Toomik
Title: Choosing Mutual Funds: Investors' Decision Processes.
Discussant(s): Jan Swärd
Tutor: Bertil Näslund
   
When and Where: May 21,  2001, at 15.15 in room Ru.
Author(s): Andreas Apazidis, Hussein Kanber agha and Erik Traneus
Title: Trade Finance - Risk Exchange Model.
Discussant(s): Martin Andersson and Dan Haglund
Tutor: Bertil Näslund
   
When and Where: May 18,  2001, at 08.15 in room 750.
Author(s): Martin Andersson and Dan Haglund
Title: Signaling Future Performance - A study of the informational content of dividends on the Swedish market.
Discussant(s): Mathias Christiansson and Marcus Nordlund
Tutor: Yrjö Koskinen
   
When and Where: May 4,  2001, at 15.15 in room 349.
Author(s): Åsa Hjälte, Julia Lundquist and Johan Winbladh
Title: Weather Derivatives - The Swedish Market.
Discussant(s): Magnus Svensson and Mikael Svensson
Tutor: Joel Reneby
   
When and Where: April 5,  2001, at 10.15 in room 542.
Author(s): Patricia Perlman
Title: Rethinking Bank Costs in UK and Sweden.
Discussant(s): Robert Herdland
Tutor: Staffan Viotti
   
When and Where: March 8,  2001, at 08.15 in room 750.
Author(s): Zakaria Sjöberg and Magnus Wallberg
Title: Short-term Price Reversals on the Stockholm Stock Exchange.
Discussant(s): Marlene Forsell and Johnny Engman
Tutor: Jonas Niemeyer
   
When and Where: March 7,  2001, at 13.15 in room Ragnar.
Author(s): Andy Jones and Veronica Bocarova
Title: Contract for difference. An empirical test of an alternative transaction structure for retail brokerage firms.
Discussant(s): Roberts Gulans
Tutor: Joel Reneby
   
When and Where: March 5,  2001, at 13.15 in room 750.
Author(s): Daniel Isaksson
Title: Equity Carve-Outs and Corporate Control - An Empirical Study on the Swedish Stock Market 1978-1998.
Discussant(s): Annicka Ryberg and Slim Ayadi
Tutor: Peter Högfeldt
   
When and Where: March 5,  2001, at 10.15 in room 750.
Author(s): Annicka Ryberg and Slim Ayadi
Title: Short-Term Momentum Strategies on the Stockholm Stock Exchange.
Discussant(s): Johan Winbladh
Tutor: Peter Högfeldt
   
When and Where: February 27,  2001, at 15.15 in room 750.
Author(s): Alessandro Dusi and Andreas Hedlund
Title: Privatization's Rationale and Pricing - A European Perspective.
Discussant(s): Mattias Ankarberg and Daniel Nilsson
Tutor: Yrjö Koskinen
   
When and Where: February 27, 2001, at 13.15 in room 542
Author(s): Mattias Ankarberg and Daniel Nilsson
Title: Pre-IPO Equity Private Placements in Sweden -A Market Overview and the Effect on IPO Underpricing.
Discussant(s): Magnus Wallberg and Zakaria Sjöberg
Tutor: Yrjö Koskinen
   
When and Where: February 9,  2001, at 15.15 in room750.
Author(s): Stefan Bäckström and Lars Humble
Title: A Comparative View of Liquidity Premiums in Government Bond Yields.
Discussant(s): Matthias Eriksson
Tutor: Joel Reneby
   
When and Where: January 29,  2001, at 08.15 in room 750.
Author(s): Magnus Fredriksson and Stephan Roth
Title: Trading Volume and Overconfidence - An empirical study on the Attract 40 list.
Discussant(s): Veronica Bocarova and Andy Jones
Tutor: Patrik Säfvenblad
   
When and Where: January 22,  2001, at 15.15 in room 550.
Author(s): Frida Lindskog, Johanna Lindén and Maria Plemic
Title: Valuation of Internet Companies - A Real Options Approach.
Discussant(s): Åsa Hjälte and Julia Lundquist
Tutor: Joel Reneby
   
When and Where: January 11,  2001, at 10.15 in room 343.
Author(s): Viktor Danielsson and Hanna Åman
Title: The Ex Ante Equity Market Risk Premium in Sweden: A Gordon Approach.
Discussant(s): Johanna Lindén, Frida Lindskog and Maria Plemic
Tutor: Jonas Niemeyer

 

When and Where: December 19,  2000, at 17.15 in room Torsten.
Author(s): Ramune Norkute and Daniil Rulov
Title: Derivatives Use for Hedging: Survey of Swedish Non-Financial Companies.
Discussant(s): Raimonds Kruza and Reinis Rubenis
Tutor: Joel Reneby

 

When and Where: December 18,  2000, at 10.15 in room 336.
Author(s): Raimonds Kruza and Reinis Rubenis
Title: Stock Market Microstructure and Return Synchronicity:Evidence from the Warsaw Stock Exchange.
Discussant(s): Viktor Danielsson and Hanna Åman
Tutor: Patrik Säfvenblad

 

When and Where: December 18,  2000, at 08.15 in room 336.
Author(s): Johnny Engman och Marlene Forsell
Title: Prisbildningen på bostadsrätter - Sambandet mellan årsavgift och pris.
Discussant(s): Lea Bajc and Anders Gustafsson
Tutor: Peter Englund

 

When and Where: December 5,  2000, at 10.15 in room 750.
Author(s): Lea Bajc and Anders Gustafsson
Title: The Risk of Value-at-Risk. An Empirical Study on the Stockholm Stock Exchange.
Discussant(s): Anders Hansen and Markus Norlin
Tutor: Joel Reneby

 

When and Where: November 15,  2000, at 13.15 in room 550.
Author(s): Edward Maravanyika and Nicholas Kaye
Title: The Dynamics of Capital Structure: An Application for Swedish SMEs.
Discussant(s): Daniil Rulov and Ramune Norkute
Tutor: Yrjö Koskinen

 

When and Where: October 10,  2000, at 13.15 in room 349.
Author(s): Jonas Bergstrand and Peder Wikström
Title: Tracking Stock - Financial Siamese Twins?
Discussant(s): Alessandro Dusi and Andreas Hedlund
Tutor: Yrjö Koskinen

 

When and Where: September 26,  2000, at 15.15 in room 342.
Author(s): Nils Forsberg and Oskar Nilsson
Title: Determinants of Tender Offer Success, An Empirical Study on theStockholm Stock Exchange 1985 - 1999.
Discussant(s): Gunilla Karlsson and Sandra Lindberg
Tutor: Yrjö Koskinen

 

When and Where: September 8,  2000, at 13.15 in room 550.
Author(s): Roland Glasfors and Pål Malmros
Title: Leveraged Buyouts: Effects on Operating Performance in Swedish LBO Targets 1987-1997.
Discussant(s): Sophie Ameln and Andreas Lindh
Tutor: Clas Bergström

 

When and Where: September 7,  2000, at 15.15 in room 349.
Author(s): Sophie Ameln and Andreas Lindh
Title: The Announcement Effect of Share Repurchases - Evidence from the Swedish Market.
Discussant(s): Magnus Fredriksson and Stephan Roth
Tutor: Yrjö Koskinen

 

When and Where: June 16,  2000, at 15.15 in room 550.
Author(s): Marcus Alexanderson and Stefan Lanefelt
Title: Bidder Returns in Takeovers of Privately Held Targets.
Discussant(s): Roland Glasfors and Pål Malmros
Tutor: Clas Bergström

 

When and Where: June 16,  2000, at 13.15 in room 550.
Author(s): Regina Jurevica and Kaspars Delins
Title: Consolidation in the Baltic Banking Industry: Comparison of two acquistion cases (SEB vs Swedbank)
Discussant(s): Nils Forsberg and Oskar Nilsson
Tutor: Clas Bergström and Guido Friebel

 

When and Where: June 16,  2000, at 10.15 in room 550.
Author(s): Simon Mannheimer and Mark-Anthony Sifontes
Title: Venture Capital - An Inventory of the Swedish Market.
Discussant(s): Jeppe Gregersen
Tutor: Per Strömberg

 

When and Where: June 15,  2000, at 13.15 in room 336.
Author(s): Jeppe Gregersen
Title: International Investor Behaviour and The Swedish Agency Conflict.
Discussant(s): Peter Lindmark
Tutor: Clas Bergström

 

When and Where: June 15,  2000, at 10.15 in room 336.
Author(s): Mikael Granström and Daniel Larsson
Title: "Delägardebentures - en rättsekonomisk analys".
Discussant(s): Gustav Falconer and Jonas Synnergren
Tutor: Erik Nerep

 

When and Where: June 14,  2000, at 15.15 in room 343.
Author(s): Gustav Falconer and Jonas Synnergren
Title: Institutional Short-Termism - An Empirical Study of Mutual Fund Response to Quarterly Earnings.
Discussant(s): Jonas Bergstrand and Peder Wikström
Tutor: Clas Bergström

 

When and Where: June 14,  2000, at 10.15 in room 328.
Author(s): Dan Nilsson and Shu-Hung Liu
Title: Evaluating the Performance of Fixed-income Security Portfolios - The Swedish National Debt denominated in Foreign Currency.
Discussant(s): Nicholas Kaye and Edward Maravanyika
Tutor: Peter Englund

 

When and Where: June 14,  2000, at 08.15 in room 343
Author(s): Lars Alexius and Jenny Nyström
Title: Trading Strategies of Investment Companies.
Discussant(s): Stefan Bäckström and Lars Humble
Tutor: Patrik Säfvenblad

 

When and Where: June 13,  2000, at 10.15 in room 328
Author(s): Joakim Hedlund and Mikael Kadri
Title: The Rationality for Stock Price Variation - A Long-Term Swedish Perspective.
Discussant(s): Jenny Nyström and Lars Alexius
Tutor: Peter Högfeldt

 

When and Where: June 9,  2000, at 15.15 in room 750
Author(s): Anton Brink and Paulina Teste
Title: The Catastrophe Risk Insurance Market in Japan.
Discussant(s): Dan Nilsson and Shu-Hung Liu
Tutor: Peter Englund

 

When and Where: June 9,  2000, at 13.15 in room 343
Author(s): Jon Jonsson and Charlotte Widmark
Title: The benefits of Managed futures.
Discussant(s): Jacob Hesser and Fredrik Reuterswärd
Tutor: Clas Bergström

 

When and Where: June 9,  2000, at 08.15 in room 343.
Author(s): Jacob Hesser and Carl Fredrik Reuterswärd
Title: Skewness and Kurtosis in Asset Pricing.
Discussant(s): Mikael Granström and Daniel Larsson
Tutor: Bertil Näslund

 

When and Where: June 7,  2000, at 15.15 in room 336
Author(s): Kadri Inno and Luisa Primi
Title: International Listing of Nordic Securities in the US.
Discussant(s): Henrik Andersson and Carl Norinder
Tutor: Yrjö Koskinen

 

When and Where: June 7,  2000, at 13.15 in room Ruben
Author(s): André Ersoy and Oskar Forsberg
Title: An Investigation of the Market for Repurchase Agreements.
Discussant(s): Daniel Eriksson
Tutor: Jonas Niemeyer

 

When and Where: June 6,  2000, at 15.15 in room 336
Author(s): Måns Beckeman and Caroline Hedskog
Title: Political Risk - Swedish Companies in Russia.
Discussant(s): Oscar Forsberg and André Ersoy
Tutor: Bertil Näslund

 

When and Where: June 5,  2000, at 13.15 in room 343
Author(s): Björn Johansson and Carl Nauckhoff
Title: Venture Capital Networks.
Discussant(s): Ebba Bucht and Staffan Johansson
Tutor: Yrjö Koskinen

 

When and Where: May 31,  2000, at 10.15 in room 342
Author(s): Jens Pohl
Title: Om Återköp Av Aktier - Särskilt Om Nyttan Av Inlösen Som Syntetiskt Återköp.
Discussant(s): Marcus Alexandersson and Stefan Lanefelt
Tutor: Clas Bergström

 

When and Where: May 29,  2000, at 15.15 in room 750.
Author(s): Joachim Andersson and Daniel Johansson
Title: European Equity-Linked Financing.
Discussant(s): Johan Söderström
Tutor: Peter Högfeldt

 

When and Where: May 25,  2000, at 15.15 in room 349
Author(s): Daniel Eriksson and Thomas Johansson
Title: Adjusting for Liquidity and Return Distributions in Value-at-Risk Models.
Discussant(s): Jens Pohl
Tutor: Bertil Näslund

 

When and Where: May 23,  2000, at 15.15 in room Ragnar
Author(s): Daniel Boström and Nils Styf
Title: Behavioral Finance: Human Impact on Financial Decision Making.
Discussant(s): Björn Johansson and Carl Nauckhoff
Tutor: Bertil Näslund

 

When and Where: May 23,  2000, at 13.15 in room Ragnar
Author(s): Ebba Bucht and Staffan Johansson
Title: Tracking Stock - Having the Cake and Selling It Too?
Discussant(s): Daniel Boström and Nils Styf
Tutor: Yrjö Koskinen

 

When and Where: May 5,  2000, at 15.15 in room 343
Author(s): Johan Söderström
Title: The Swedish Momentum Effect.
Discussant(s): Måns Beckeman and Caroline Hedskog
Tutor: Peter Högfeldt

 

When and Where: May 5,  2000, at 13.15 in room 342
Author(s): Daniel Kristiansson and Björn Martinsson
Title: A Cross-Sectional Test of the Capital Asset Pricing Model
using Conditional Information: Evidence from the Stockholm Stock Exchange.
Discussant(s): Jon Jonsson and Charlotte Widmark
Tutor: Magnus Dahlquist

 

When and Where: April 26,  2000, at 13.15 in room 343
Author(s): Anders Börjefors and Daniel Utbult
Title: Tvångsinlösen av aktier - ur ett investeringsperspektiv.
Discussant(s): Henrik Folkesson, Mikael Gustafsson and Gregori Karamouzis
Tutor: Clas Bergström

 

When and Where: April 14,  2000, at 08.15 in room 343
Author(s): Henrik Folkesson, Mikael Gustafsson and Gregori Karamouzis
Title: Residential Real Estate in the Investment Portfolio.
Discussant(s): Ola Bengtsson and Jonas Lindström
Tutor: Peter Englund

 

When and Where: April 13,  2000, at 15.15 in room 350
Author(s): Ola Bengtsson and Jonas Lindström
Title: An Empirical Study of Venture Capital Contracting in Sweden.
Discussant(s): Simon Mannheimer and Mark-Anthony Sifontes
Tutor: Clas Bergström and Per Strömberg

 

When and Where: March 17,  2000, at 15.15 in room 349
Author(s): Ola Engebretsen and Karin Lundberg
Title: The Venture Capital Investment Decision Process.
Discussant(s): Lovisa Andersson and Rebecca Tallmark
Tutor: Peter Högfeldt

 

When and Where: March 17,  2000, at 08.15 in room 349
Author(s): Tina Murmane and Zane Cirule
Title: Protection of Minority Shareholders' Value in Latvia.
Discussant(s): Ola Engebretsen and Karin Lundberg
Tutor: Erik Berglöf

 

When and Where: March 16,  2000, at 15.15 in room 349
Author(s): Lovisa Andersson and Rebecca Tallmark
Title: Takeover Motives in Sweden - An Empirical Study on Takeovers 1980-1998.
Discussant(s): Tina Murmane and Zane Cirule
Tutor: Clas Bergström

 

When and Where: March 8,  2000, at 15.15 in room Ragnar
Author(s): Johan Varland and Jörgen Österberg
Title: Spin-Offs and Abnormal Announcement Day Returns.
Discussant(s): Tanja Lindgren and Ulrika Stener
Tutor: Clas Bergström

 

When and Where: February 25,  2000, at 13.15 in room 349.
Author(s): Carl Reuterskiöld
Title: Business Angels - A Study of the Informal Swedish Venture Capital Market.
Discussant(s): Kristian Olsson and Gabriel Möllerberg
Tutor: Peter Högfeldt

 

When and Where: February 24,  2000, at 17.15 in room 750
Author(s): Lisa Hjertstedt and Johan Kinnander
Title: Insider Trading and Market Efficiency in Sweden.
Discussant(s): Joachim Hedlund and Mikael Kadri
Tutor: Per Hiller

 

When and Where: February 24,  2000, at 13.15 in room 550
Author(s): Kristian Olsson and Gabriel Möllerberg
Title: Stock Price Reactions and the Effects of Information Reliability.
Discussant(s):
Tutor: Peter Högfeldt

 

When and Where: February 24,  2000, at 08.15 in room Ruben
Author(s): Henrik Oh and Fredrik Lindstedt
Title: Corporate Governance in Sweden - The Swedish Agency Conflict.
Discussant(s): Fredrik Cardelius and David Lundborg
Tutor: Peter Högfeldt

 

When and Where: February 22,  2000, at 15.15 in room 349
Author(s): Björn Karlsson and Daniel Krantz
Title: Incentive Programmes.  A Study on the Stockholm Stock Exchange.
Discussant(s): Johan Ekström and Andreas Vassilaros
Tutor: Clas Bergström

 

When and Where: February 21,  2000, at 13.15 in room 343
Author(s): Johan Ekström and Andreas Vassilaros
Title: Option Introduction and the Behaviour of the Underlying Stock: The Swedish Case.
Discussant(s): Ylva Sahlman and Peter Wennerstein
Tutor: Bertil Näslund

 

When and Where: February 21,  2000, at 10.15 in room 343
Author(s): Katrin Boström and Ann-Sofi Gustafsson
Title: What Determines the Premium in Swedish Takeovers. An Empirical Study on Data 1988-1998.
Discussant(s): Henrik Oh and Fredrik Lindstedt
Tutor: Peter Högfeldt

 

When and Where: February 15,  2000, at 15.15 in room 349bb
Author(s): Tanja Lindgren
Title: The Impact of the August Financial Crisis of 1998 on the Russian Equities Exchange.
Discussant(s): Kadri Inno and Luisa Primi
Tutor: Peter Englund

 

When and Where: February 10,  2000, at 17.15 in room R
Author(s): Ylva Sahlman and Peter Wennerstein
Title: A Case Study of the Government Intervention in the HongKong Stock Market 1998.
Discussant(s): Jacob Elias and Andreas Carlwig
Tutor: Yrjö Koskinen

 

When and Where: February 10,  2000, at 13.15 in room 349
Author(s): Andreas Carlwig and Jacob Elias
Title: Political Risk: in Theory and Practice.
Discussant(s): Lisa Eskilsson and Carin Hamnell
Tutor: Bertil Näslund

 

When and Where: February 1,  2000, at 08.15 in room 336
Author(s): Kristian Lang and Eugenia Rillman
Title: Mortgage Securitization - A Future Financing Strategy in Sweden?
Discussant(s): Fredrik Eriksson and Marcus Lüttgen
Tutor: Peter Englund

 

When and Where: January 27,  2000, at 08.15 in room 750
Author(s): Fredrik Eriksson and Marcus Lüttgen
Title: Risk Management on the Nordic Electricity Market.
Discussant(s): Björn Karlsson and Daniel Krantz
Tutor: Tomas Björk

 

When and Where: January 14, 2000, at 15.15 in room 550
Author(s): Mikael Edman
Title: Project Finance - a description of the concept with a focus on risk allocation.
Discussant(s): Ulo Adamson and Gintautas Baranauskas
Tutor: Per Hiller

 

When and Where: December 21, 1999, at 10.15 in room 750
Author(s): Ellen Tang
Title: Price Differentials on Different Classes of Shares: A Case Study of Chinese Stock Markets.
Discussant(s): Lotta Lundmark and David Tunberger
Tutor: Clas Bergström

 

When and Where: December 20, 1999, at 13.15 in room 343
Author(s): Stellan Abrahamsson and Hélène Henning
Title: Performance Evaluation of 1-3 AP-fonden.
Discussant(s): Mikael Edman
Tutor: Peter Englund

 

When and Where: December 15, 1999, at 13.15 in room 542
Author(s): Ulo Adamson and Gintautas Baranauskas
Title: Merging Baltic Stock Exchanges with NOREX Alliance:
Costs and Benefits for Local Listed Companies.
Discussant(s): Renars Rusis and Guntis Stokmanis
Tutor: Patrik Säfvenblad

 

When and Where: December 14, 1999, at 15.15 in room 342
Author(s): Viktor Henriksson and Sami Nahas
Title: The Value of Voting Rights.
Discussant(s): Ferdinand Grumme and Gustaf Hertsius
Tutor: Clas Bergström

 

When and Where: December 14, 1999, at 13.15 in room 342
Author(s): Liene Kule and Svetlana Puzanova
Title: The Effect of the Russian Crisis on Emerging Stock Markets in Central and Eastern Europe: Evidence from Czech Republic, Hungary, Poland and Slovenia.
Discussant(s): Ellen Tang
Tutor: Magnus Dahlquist

 

When and Where: December 13, 1999, at 15.15 in room 750
Author(s): Magnus Einarsson, Fanny Lindstein and Rebecka Sendowski
Title: Credit Derivatives - the Past, the Present and the Years Ahead.
Discussant(s): Stellan Abrahamsson and Hélène Henning
Tutor: Joel Reneby

 

When and Where: December 13, 1999, at 13.15 in room 750
Author(s): Renars Rusis and Guntis Stokmanis
Title: The Ownership Concentration Relationship to Liquidity
on the Baltic Stock Exchanges.
Discussant(s): Regina Jurevica and Kaspars Delins
Tutor: Patrik Säfvenblad

 

When and Where: December 8, 1999, at 08.15 in room 349
Author(s): Anders Granström and Pontus Lidbrink
Title: Pricing Electricity Options in a One Factor Model.
Discussant(s): Liene Kule and Svetlana Puzanova
Tutor: Tomas Björk

 

When and Where: December 7, 1999, at 15.15 in room 542
Author(s): Marcus Hägnesten and Axel Karlsson
Title: Structural Corporate Bond Pricing Models - An Extension.
Discussant(s): Magnus Einarsson, Fanny Lindstein and Rebecca Sendowski
Tutor: Joel Reneby

 

When and Where: December 7, 1999, at 13.15 in room 542
Author(s): Fredrik Cardelius and David Lundborg
Title: Venture Capital in Sweden.
Discussant(s): Carl Reuterskiöld
Tutor: Peter Högfeldt

 

When and Where: December 3, 1999, at 13.15 in room 550
Author(s): Sebastian Schattauer och Robert Herdland
Title: A Survey of the Corporate Bond Market in Europe - where is the european corporate bond market heading?
Discussant(s): Daniel Kristiansson och Björn Martinsson
Tutor: Joel Reneby

 

When and Where: November 25, 1999, at 08.15 in room 336
Author(s): Tobias Tödt
Title: Risk-Neutral Valuation of Natural Resource Companies - An Application to Björkdal Gold Mine with Monte Carlo Simulation.
Discussant(s): Marcus Hägnesten och Axel Karlsson
Tutor: Joel Reneby

 

When and Where: November 23, 1999, at 17.15 in room 343
Author(s): Ferdinand Grumme and Gustaf Hertsius
Title: Securum: A Study of Five IPOs.
Discussant(s): Kristian Lang and Eugenia Rillman
Tutor: Clas Bergström

 

When and Where: October 28, 1999, at 10.15 in room 328
Author(s): Annika Ekman
Title: Is There an OMX Game? - The Effects of Inclusions in and Exclusions from the OMX Index.
Discussant(s): Anders Börjefors and Daniel Utbult
Tutor: Yrjö Koskinen

 

When and Where: October 6, 1999, at 15.15 in room Ragnar
Author(s): Anders Hansen and Markus Norlin
Title: Discounts on Swedish Real Estate Companies.
Discussant(s): Stina Ek and Bernhard Szablowski
Tutor: Clas Bergström

 

When and Where: September 29, 1999, at 13.15 in room 343
Author(s): Stina Ek and Bernhard Szablowski
Title: Using Value-at-Risk for Risk-Adjusted Performance Measurement in Non-Financial Corporations.
Discussant(s): Henrik Bastman and Fredrik Sandberg
Tutor: Magnus Dahlquist

 

When and Where: September 8, 1999, at 15.15 in room Torsten
Author(s): Henrik Aspén and Fredrik Dalborg
Title: The Swedish Hedge Funds. Strategies, Performance and Their Role in Investment Portfolios.
Discussant(s): Lisa Hjerstedt, Johan Kinnander and Guntars Krols
Tutor: Clas Bergström

 

When and Where: September 3, 1999, at 16.00 in room 349
Author(s): Peter Thysell
Title: Size and Book-To-Market Factors in Earnings and Returns on the Stockholm Stock Exchange.
Discussant(s): Annika Ekman
Tutor: Peter Högfeldt

 

When and Where: August 27, 1999, at 10.15 in room 542
Author(s): Gabriel Garber and Alla Logova
Title: Index Mutual Funds in Sweden.
Discussant(s): Philip Kallerman and Thomas Rauschning
Tutor: Magnus Dahlquist

 

When and Where: June 18, 1999, at 17.15 in room 342
Author(s): Lars Eriksson
Title: Interna Kapitalmarknader i Sverige. Tre Fallstudier.
Discussant(s): Mikael Tjärnberg and Tomas Tjärnberg
Tutor: Peter Högfeldt

 

When and Where: June 18, 1999, at 13.15 in room 336
Author(s): Jonas Agnblad and Helena Svancar
Title: Corporate Governance in Swedish Listed Firms.
Discussant(s): Daniel Isaksson
Tutor: Peter Högfeldt

 

When and Where: June 17, 1999, at 18.15 in room 336
Author(s): Ann-Charlotte Lundmark and David Tunberger
Title: An Analysis of Transfer of Large Controlling Blocks in Sweden.
Discussant(s): Joakim Alpsten and Cecilia Barck-Holst
Tutor: Peter Högfeldt

 

When and Where: June 16, 1999, at 13.15 in room 336
Author(s): Per Gislén and Petter Johnsson
Title: Determinants of Method of Payment in Mergers and Acquisitions on the Stockholm Stock Exchange.
Discussant(s): Einar Ahlström and Erik Laestadius
Tutor: Peter Högfeldt

 

When and Where: June 15, 1999, at 15.15 in room 750
Author(s): Anna Bengtsson and Ylva Staszewski
Title: Poor Earnings Performance and Dividend Reductions. Evidence from the Stockholm Stock Exchange.
Discussant(s): Niklas Andersson and Jacob Sternius
Tutor: Clas Bergström

 

When and Where: June 14, 1999, at 17.15 in room 343
Author(s): Joakim Alpsten and Cecilia Barck-Holst
Title: The Long-Run Performance of Takeovers. An Empirical Study on Swedish Data 1980-1992.
Discussant(s): Katrin Boström and Ann-Sofi Gustafsson
Tutor: Peter Högfeldt

 

When and Where: June 14, 1999, at 15.15 in room 336
Author(s): Niklas Andersson and Jacob Sternius
Title: The Economic Rationale of Cooperation between Equity Markets - A Study of the Stockholm and Copenhagen Equity Market Cooperations.
Discussant(s): Fredrik Danhag and Mikael Robertson
Tutor: Jonas Niemeyer

 

When and Where: June 14, 1999, at 10.15 in room 336
Author(s): Måns Alfvén and Hjalmar Didriksson
Title: European Fund Managment Strategies Post EMU. The Impact of Europe's Financial Integration on Diversification and Home Equity Bias.
Discussant(s): Fredrik Sjödin and Robert Slorach
Tutor: Joel Reneby

 

When and Where: June 10, 1999, at 10.15 in room 336
Author(s): Fredrik Danhag and Mikael Robertsson
Title: Securitization in the Economic and Monetary Union.
Discussant(s): Joakim Andersson and Daniel Johansson
Tutor: Patrik Säfvenblad

 

When and Where: June 2, 1999, at 17.15 in room 343
Author(s): Marlene Köhli and Terese Strömberg
Title: Performance Evaluation of Mutual Funds - An Overview of Theory and Practice.
Discussant(s): Gabriel Garber and Alla Logova
Tutor: Magnus Dahlquist

 

When and Where: June 2, 1999, at 10.15 in room 136
Author(s): Aneli Cilic and Gustaf Leijonhufvud
Title: A Cash Performance Study of Swedish Acquisitions.
Discussant(s): Leemon Wu and David Zetterlund
Tutor: Clas Bergström

 

When and Where: May 25, 1999, at 18.15 in room 328
Author(s): Simon Angeldorff and Kirill Novikov
Title: Agency Costs: Ownership Concentration's Influence over Dividend Levels. An Empirical Study of the Stockholm Market 1990-1997.
Discussant(s): Måns Alfvén and Hjalmar Didriksson
Tutor: Peter Högfeldt

 

When and Where: May 25, 1999, at 10.15 in room 349
Author(s): Ulrika Gillberg
Title: Inflationsriskpremier på Svenska Obligationer.
Discussant(s): Simon Angeldorff och Kirill Novikov
Tutor: Bertil Näslund

 

When and Where: May 20, 1999, at 17.15 in room 750
Author(s): Leemon Wu and David Zetterlund
Title: The Effects of Disclosures on Stock Prices. A Study on the Stockholm Stock Exchange.
Discussant(s): Anna Bengtsson and Ylva Staszewski
Tutor: Jonas Niemeyer

 

When and Where: May 10, 1999, at 17.15 in room 343
Author(s): Mikael Elhouar
Title: Tidsdiskret Deltahedging.
Discussant(s): Henrik Aspén och Fredrik Dalborg
Tutor: Tomas Björk

 

When and Where: March 29, 1999, at 15.15 in roomTorsten
Author(s): Philip Kallerman and Thomas Rauschning
Title: Time Limited Stocks.
Discussant(s): Otto Ankarcrona and Christopher Dahlberg
Tutor: Peter Högfeldt

 

When and Where: March 12, 1999, at 13.15 in room 542
Author(s): Pelle Bildtsén
Title: Earnings-Per-Share (EPS) Forecasting Errors: An Analysis of EPS Estimates for Swedish Companies 1990-1995.
Discussant(s): Per Forsberg and Nicholas Karam
Tutor: Jonas Niemeyer

 

When and Where: March 9, 1999, at 13.15 in room 542
Author(s): Per Forsberg and Nicholas Karam
Title: The Minting Machines - An Empirical Study of the Institutional Returns on Swedish Buy-Out Investments 1990-1998.
Discussant(s): Gatis Mazins and Marko Veerberk
Tutor: Peter Högfeldt

 

When and Where: March 9, 1999, at 10.15 in room 350
Author(s): Gatis Mazins and Marko Veerberk
Title: Diversification and Firm Value: Evidence from Baltic Countries.
Discussant(s): Sven Dahlin
Tutor: Peter Högfeldt

 

When and Where: February 25, 1999, at 10.15 in room 350
Author(s): Rikard Nilsson and Jonas Palmquist
Title: The Volatility Effects of Stock Splits.
Discussant(s): John Hernander and Henrik Hernander
Tutor: Jonas Niemeyer

 

When and Where: February 23, 1999, at 17.15 in room 750
Author(s): Sven Dahlin
Title: Index Bonds - Overview and Analysis.
Discussant(s): Marlene Köhli and Teresa Strömberg
Tutor: Tomas Björk

 

When and Where: February 18, 1999, at 15.15 in room 542
Author(s): Jenny Lundqvist and Anders Rosén
Title: Share Repurchase in the Swedish Setting.
Discussant(s): Rikard Nilsson and Jonas Palmquist
Tutor: Peter Högfeldt

 

When and Where: February 11, 1999, at 17.15 in room 550
Author(s): Maria Blank and Lisa Hehenberger
Title: Bad News for Momentum Trading in Sweden - A Study of Stock Market Anomalies.
Discussant(s): Justas Jurkuvenas and Kestutis Sasnauskas
Tutor: Tomas Björk

 

When and Where: February 8, 1999, at 10.15 in room 343
Author(s): Justas Jurkuvenas and Kestutis Sasnauskas
Title: Investing into the Baltic States and Russia: Portfolio Considerations.
Discussant(s): Pelle Bildtsén
Tutor: Clas Bergström

 

When and Where: January 28, 1999, at 17.15 in room Ragnar
Author(s): Mathias Pedersen and Erik Rune
Title: Spreadens inverkan på prissättning av aktier på Stockholms Fondbörs.
Discussant(s): Jonas Agnblad and Helena Svancar
Tutor: Jonas Niemeyer

 

When and Where: December 18, 1998, at 10.15 in room 349
Author(s): Jonas Rydell and Kristoffer Solberg
Title: Interpreting the Discount on Swedish Closed-End Investment Funds.
Discussant(s): Anders Rosén and Jenny Lundquist
Tutor: Peter Högfeldt

 

When and Where: December 18, 1998, at 8.15 in room 750
Author(s): Hjalmar Wikholm och Timo Yli-Kyyny
Title: Entrepreneurs or Tycoons? - The Effects of Private Owners and Founders on the Value of Swedish Listed Companies 1992-95.
Discussant(s): Jonas Rydell and Kristoffer Solberg
Tutor: Peter Högfeldt

 

When and Where: December 16, 1998, at 17.15 in room 750
Author(s): Karin Marklinder
Title: Privat Pensionssparande i Sverige - Motiv och Marknad.
Discussant(s): Christina Linnarud
Tutor: Jonas Niemeyer

 

When and Where: December 15, 1998, at 13.15 in room 349
Author(s): Gatis Kepitis och Anete Pajuste
Title: Risk Factors and Stock Return Predictability in Central and Eastern Europe - Czeck Republic, Estonia, Hungary, Poland and Slovenia.
Discussant(s): Karin Marklinder
Tutor: Peter Högfeldt

 

When and Where: December 7, 1998, at 8.15 in room 350
Author(s): Christina Linnarud
Title: Corporate Governance. Share holder rights in the Russian law.
Discussant(s): Gatis Kepitis and Anete Pajuste
Tutor: Erik Berglöf

 

When and Where: November 17, 1998, at 10.15 in room 550
Author(s): Alexander Cho and Christophe Soulier
Title: Managing the Interest Rate Risk of Brady Bonds.
Discussant(s): Hjalmar Wikholm and Timo Yli-Kyyny
Tutor: Bertil Näslund

 

When and Where: October 9, 1998, at 10.15 in room Ruben
Author(s): John Hernander and Henrik Hernander
Title: Could Beta Be Determined From Accounting And/Or Macroeconomic Variables.
Discussant(s): Maria Blank and Lisa Hehenberger
Tutor: Per Hiller

 

When and Where: October 2, 1998, at 10.15 in room 343
Author(s): Christina Fagerberg and Charlotte Laike
Title: Buyout investors, value creators or balance sheet illusionists?
Discussant(s): Alexander Cho and Christophe Soulier
Tutor: Peter Högfeldt

 

When and Where: September 22, 1998, at 10.15 in room 750
Author(s): Fredrik Sjödin and Robert Slorach
Title: Board Size, Ceo's Directorships and Market Valuation.
Discussant(s): Niklas Långström and Fredrik Synnerstad
Tutor: Clas Bergström

 

When and Where: September 21, 1998, at 13.15 in room 750
Author(s): Otto Ankarcrona and Christoffer Dahlberg
Title: Riskhantering i Forskningsbolag
Discussant(s): Adam Samuelsson and Patrik Teste
Tutor: Peter Högfeldt

 

When and Where: September 21, 1998, at 10.15 in room 750
Author(s): Adam Samuelsson and Patrik Teste
Title: Measuring Default Risk in Leveraged Buyouts?
Discussant(s): Andreas Hiller and Jörgen Svanlind
Tutor: Bertil Näslund

 

When and Where: September 21, 1998, at 8.15 in room 750
Author(s): Andreas Hiller and Jörgen Svanlind
Title: Hedging of Basket Options.
Discussant(s): Torkel Fagrell and Erik Sävenstrand
Tutor: Niklas Ekvall

 

When and Where: June 11, 1998, at 13.15 in room 136
Author(s): Roland Nilsson
Title: The Relationship Between Implicit Standard Deviation and Expected Return.
Discussant(s): Magnus Hillerström and Rikard Jacobsson
Tutor: Jonas Niemeyer and Magnus Dahlquist

 

When and Where: June 11, 1998, at 10.15 in room Ragnar
Author(s): Magnus Hillerström and Rikard Jacobsson
Title: Predicting Takeover Targets.
Discussant(s): Fredrik Jejdling and Håkan Sandebjer
Tutor: Peter Högfeldt

 

When and Where: June 11, 1998, at 8.15 in room 550
Author(s): Mattias Vikström
Title: Does Dividend Policy Matter? -An Empirical Study on Dividend Initiations on the SSE 1990-1997.
Discussant(s): Willem de Geer, Per Gislén and Jacob Lindorff
Tutor: Peter Högfeldt

 

When and Where: June 10, 1998, at 8.15 in room 136
Author(s): Mathias Andersson and Anna Holm
Title: Hedge Funds.
Discussant(s): Roland Nilsson
Tutor: Bertil Näslund

 

When and Where: June 9, 1998, at 13.15 in room Ruben
Author(s): Henrik Blomé and Henrik Lundh
Title: Seasoned Equity Offerings: Announcement Effects.
Discussant(s): Aneli Cilic and Gustaf Leijonhufvud
Tutor: Peter Högfeldt

 

When and Where: June 9, 1998, at 8.15 in room Ruben
Author(s): Fredrik Jejdling and Håkan Sandebjer
Title: Efficiency and Liquidity in Electricity Futures Market.
Discussant(s): Mathias Andersson and Anna Holm
Tutor: Jonas Niemeyer

 

When and Where: June 8, 1998, at 10.15 in room Ruben
Author(s): Peter Bergström and Marcus Rylander
Title: Spin-Offs and Equity Carve-Outs.
Discussant(s): Henrik Blomé and Henrik Lundh
Tutor: Peter Högfeldt

 

When and Where: June 8, 1998, at 8.15 in room Ruben
Author(s): Björn Norén and Johan Samuelsson
Title: Operating Performance of Swedish IPOs 1988-95.
Discussant(s): Mattias Vikström
Tutor: Peter Högfeldt

 

When and Where: June 2, 1998, at 15.15 in room 343
Author(s): Mattias Miksche, Johan Sahlström and Erik Törnberg
Title: The Discount to NAV on Swedish Closed-End Funds - A Question of Strategy?
Discussant(s): Mathias Pedersen and Erik Rune
Tutor: Peter Högfeldt

 

When and Where: May 25, 1998, at 8.15 in room 550
Author(s): Annika Nenzell and Viktoria Vimberg
Title: Credit Risk Management in Swedish Credit Institutions.
Discussant(s): Björn Norén and Johan Samuelsson
Tutor: Staffan Viotti

 

When and Where: May 15, 1998, at 8.15 in room 342
Author(s): David Holm-Ovrén and Jörgen Sjöberg
Title: European High Yield Financing - Will Europe Get Its Bond Market?
Discussant(s): Annika Nenzell and Viktoria Vimberg
Tutor: Peter Högfeldt

 

When and Where: May 11, 1998, at 8.15 in room 350
Author(s): Willem de Geer and Jacob Lindorff
Title: The Russian Equities Market.
Discussant(s): Andreas Fredriksson, Martin Jonsson and Adam Schatz
Tutor: Ragnar Lindgren

 

When and Where: March 24, 1998, at 08.15 in room 336
Author(s): Andreas Fredriksson, Martin Jonsson and Adam Schatz
Title: The Relationship Between Aggregate Capital Flows and Stock Returns.
Discussant(s): Peter Bergström and Marcus Rylander
Tutor: Peter Högfeldt

 

When and Where: March 9, 1998, at 15.15 in room 550
Author(s): Klas Granlund
Title: The Potential Credit Exposure In Derivative Securities.
Discussant(s): Petter Johnsson
Tutor: Staffan Viotti

 

When and Where: March 5, 1998, at 13.15 in room 349
Author(s): Anders Björklund and Andreas Ulriksson
Title: Integrated ownership structures between Swedish public listed firms.
Discussant(s): David Holm-Ovrén and Jörgen Sjöberg
Tutor: Clas Bergström

 

When and Where: February 16, 1998, at 15.15 in room Ruben
Author(s): Thomas Bergquist and Henrik Vesterberg
Title: Assessment of Value-at-Risk.
Discussant(s): Anders Björklund and Andreas Ulriksson
Tutor: Bertil Näslund

 

When and Where: February 13, 1998, at 17.15 in room 550
Author(s): Erik Ranje and Johan Sjöberg
Title: Ex-Dividend Day Stock Price Behaviour: Effects of Taxes, Dividend Yield and Bid-Ask Spread.
Discussant(s): Sara Lindé and Lovisa Öhnell
Tutor: Peter Högfeldt

 

When and Where: February 13, 1998, at 15.15 in room 550
Author(s): Ann-Christine Hagelin and Christel Retzlaff
Title: The Long-Run Underperformance of Firms Conducting Seasoned Equity Offerings.
Discussant(s): Erik Ranje and Johan Sjöberg
Tutor: Peter Högfeldt

 

When and Where: February 13, 1998, at 8.15 in room 550
Author(s): Sara Lindé and Lovisa Öhnell
Title: The Effect of Exchange Rate Changes on the Market Value of Swedish Firms.
Discussant(s): Christina Fagerberg and Charlotte Laike
Tutor: Magnus Dahlquist

 

When and Where: February 12, 1998, at 8.15 in room 550
Author(s): Christian Heger and Ola Laurtizson
Title: Electronic Public Offerings - Raising Equity Capital over the Internet.
Discussant(s): Jenny Askfelt and Malou Olausson
Tutor: Peter Högfeldt

 

When and Where: February 11, 1998, at 15.15 in room Torsten
Author(s): Evelina Springovica and Renars Urbanovics
Title: Investment Portfolios of Non-Life Insurance Companies in Estonia and Latvia.
Discussant(s): Christian Heger and Ola Lauritzson
Tutor: Peter Högfeldt

 

When and Where: February 11, 1998, at 8.15 in room Ruben
Author(s): Jenny Askfelt and Malou Olausson
Title: The Impact of Ownership Structure on Firm Leverage.
Discussant(s): Evelina Springovica and Renars Urbanovics
Tutor: Peter Högfeldt

 

When and Where: December 18, 1997, at 15.15 in room 350
Author(s): Åsa Hallert and Carl Westerstad
Title: Occupational Pension Financing. An Analysis of the Financing of the Occupational Pension Reserve in Swedish Firms.
Discussant(s): Oscar Carlsson and David Nilsson
Tutor: Clas Bergström

 

When and Where: December 18, 1997, at 13.15 in room 343
Author(s): Torkel Fagrell and Erik Sävenstrand
Title: An Assessment of Time-Variation in Expected Returns in an International Asset Pricing Model.
Discussant(s): Jerker Bengtsson
Tutor: Magnus Dahlquist

 

When and Where: December 17, 1997, at 8.15 in room Torsten
Author(s): Martins Freibergs and Arvids Kostomarovs
Title: Role of Takeovers in Restructuring in an Emerging Market Economy: Evidence from Latvia..
Discussant(s): Åsa Hallert and Carl Westerstad
Tutor: Erik Berglöf and Peter Högfeldt

 

When and Where: December 16, 1997, at 17.15 in room 550
Author(s): Jerker Bengtsson
Title: Pricing of Electricity Contingent Claims.
Discussant(s): Magnus Silfverberg and Richard Sylvén
Tutor: Tomas Björk

 

When and Where: December 16, 1997, at 15.15 in room Ruben
Author(s): Oscar Carlsson and David Nilsson
Title: Divitional Cost of Capital - A Full-Information Approach.
Discussant(s): Martins Freibergs and Arvids Kostomarovs
Tutor: Bertil Näslund

 

When and Where: December 16, 1997, at 13.15 in room Ruben
Author(s): Magnus Silfverberg and Richard Sylvén
Title: Implementing Value at Risk.
Discussant(s): Thomas Bergquist and Henrik Vesterberg
Tutor: Bertil Näslund

 

When and Where: December 12, 1997, at 15.15 in room 750
Author(s): Johan Eriksson and Jakob Spens
Title: Bidder Share Price Reactions Following Takeover Announcements. An Empirical Study on Swedish Data 1985-1996.
Discussant(s): Kristin Palm and Linda Samlin
Tutor: Peter Högfeldt

 

When and Where: December 12, 1997, at 13.15 in room 349
Author(s): Kristin Palm och Linda Samlin
Title: Ägarstrukturens Samband med Volatiliteten. En Empirisk Studie på den Svenska Aktiemarknaden.
Discussant(s): Johan Eriksson och Jakob Spens
Tutor: Jonas Niemeyer

 

When and Where: November 5, 1997, at 8.15 in room Ruben
Author(s): Karin Erkers
Title: Räntebindningstider för Fastighetsägare
Discussant(s): Pontus Kiil
Tutor: Ragnar Lindgren

 

When and Where: October 17, 1997, at 8.15 in room Ruben
Author(s): Niklas Långström och Fredrik Synnersstad
Title: Ownership Structure and the Discount on Swedish Closed-End Investment Funds.
Discussant(s): Mattias Miksche, Johan Sahlström, Erik Törnberg
Tutor: Peter Högfeldt

 

When and Where: September 4, 1997, at 8.15 in room 349
Author(s): Robert Aulin
Title: Diskonteringsmekanismer vid företagsvärdering - teoretisk analys och praktisk användbarhet.
Discussant(s): Karin Erkers
Tutor: Gabriel Urwitz

 

When and Where: August 26, 1997, at 10.15 in room Ruben
Author(s): Markus Wiklund och Anders Ösund
Title: Real optionsvärdering jämfört med nuvärdesvärdering - en tillämpning på Lovisagruvan.
Discussant(s): Mikael Holzmann
Tutor: Bertil Näslund

 

When and Where: August 21, 1997, at 10.15 in room 750
Author(s): Peter Ekman and Christian Fegler
Title: Diversification Effect on Shareholder Value.
Discussant(s): Markus Wiklund och Anders Ösund
Tutor: Clas Bergström and Peter Högfeldt

 

When and Where: June 13, 1997, at 15.15 in room 542
Authors: Anna Eriksson and Linus Runnquist
Title: Why Do Companies Go Public? - Results From a Qualitative Study of Swedish IPOs in the 1990s.
Discussants: Petteri Pohjalainen and Lars Österberg
Tutor: Peter Högfeldt

 

When and Where: June 12, 1997, at 10.15 in room 350
Authors: Christian Stralström and Harald Ström
Title: Correlation Forecasting
Discussants: Sten Raendi and Xin Zuo
Tutor: Jonas Niemeyer

 

When and Where: June 11, 1997, at 10.15 in room 350
Authors: Petteri Pohjalainen och Lars Österberg
Title: Värdepapperisering - Något för Sverige?
Discussants: Johan Jonsson och Karl Trollborg
Tutor: Ragnar Lindgren

 

When and Where: June 11, 1997, at 08.15 in room 350
Authors: Pontus Kiil
Title: Volatilities on the Swedish Government Bond Market.
Discussants: Ann-Christin Hagelin och Christel Retzlaff
Tutor: Jonas Niemeyer

 

When and Where: June 4, 1997, at 15.15 in room 336
Authors: Johan Jonsson and Karl Trollborg
Title: Internet Stock Trading and Market Efficiency.
Discussants: Anders Engdahl and Kristoffer Fredriksson
Tutor: Jonas Niemeyer

 

When and Where: May 26, 1997, at 13.15 in room 550
Authors: Sten Raendi and Xin Zuo
Title: Fastigheters Tidsserieegenskaper.
Discussants: Charlotte Claesson and Maria Hugmark
Tutor: Ragnar Lindgren

 

When and Where: May 22, 1997, at 15.15 in room 550
Authors: Charlotte Claesson and Maria Hugmark
Title: Macrovariables and Stock Returns.
Discussants: Margit Reinson and Rasmus Kurm
Tutor: Bertil Näslund

 

When and Where: May 15, 1997, at 13.15 in room 343
Authors: Anders Engdahl and Kristoffer Fredriksson
Title: Corporate Governance - The Optimal Ownership Role Of Swedish Life Insurance Companies.
Discussants: Henrik Cronqvist, Mattias Nilsson and Johan Örengård
Tutor: Bertil Näslund

 

When and Where: April 10, 1997, at 15.15 in room 750
Author: Mats Wirdefeldt
Title: Downside Risk. A Risk Measure that Corresponds to Investors' Perception of Risk.
Discussants: Anders Wennberg and Nalini Yamdagni
Tutor: Bertil Näslund

 

When and where: April 4, 1997, at 13.15 in room Ragnar
Author: André Eriksson
Title: Kausalsambandet mellan volym och volatilitet - en studie baserad på svenska data.
Discussant: Mats Wirdefeldt
Tutor: Jonas Niemeyer

 

When and Where: March 5. 1997, at 15.15 in room Ruben
Authors: Johan Pettersson
Title: Insiderhandel i samband med offentliga företagsförvärv.
Discussants: André Eriksson
Tutor: Clas Bergström

 

When and Where: Feb 28. 1997, at 15.15 in room Ruben
Authors: Mattias Nilsson, Henrik Cronqvist and Johan Örengård
Title: Related Diversification and Shareholder Value.
Discussants: Peter Ekman and Christian Fegler
Tutor: Peter Högfeldt

 

When and Where: Feb. 24, 1997, at 15.15 in room Ruben.
Authors: Anders Bergkvist and Tony Elofsson
Title: En Svensk Börshandlad Räntetermin - argument från återförsäljare, kunder och riksgäldskontor.
Discussants: Thomas Flodén and Ola Wierup
Tutor: Staffan Viotti

 

When and Where: Feb. 20, 1997, at 15.15 in room 550
Authors: Thomas Flodén and Ola Wierup
Title: BSE and NSE - Two Competing Stock Exchanges.
Discussant: Charlotta Berg
Tutor: Jonas Niemeyer

 

When and where: Feb. 19, 1997, at 15.15 in room 550
Author: Charlotta Berg
Title: Tidsaspekten på risk.
Discussant: Sebastian Schattauer
Tutor: Clas Bergström

 

When and Where: Feb. 14, 1997, at 15.15 in room 550
Authors: Hans Hovmöller and Björn Wasing
Title: Aktiesplitsfenomenet - En studie av likviditetsförändringar efter aktiesplitar på svenska data.
Discussant: Tony Elofsson
Tutor: Jonas Niemeyer

 

When and Where: Jan. 16, 1997, at 15.15 in room 542
Authors: Anders Wennberg and Nalini Yamdagni
Title: Callable Mortgage Loans. A viable alternative for Swedish households?.
Discussant: Anders Bergkvist
Tutor: Peter Högfeldt

 

When and Where: Dec. 13, 1996, at 15:15 in Room Ruben
Authors: Oskar Ode och Christian Sundberg
Title: Den svenska marknaden för statsskuldväxlar och statsobligationer utifrån återförsäljarnas perspektiv.
Discussant: Johan Pettersson
Tutor: Jonas Niemeyer

 

When and Where: Dec. 4, 1996, at 13:15 in 550
Authors: Håkan Poijo and Markus Sjöberg
Title: The Shanghai Stock Exchange: A Foreign Investor Perspective.
Discussant: Oskar Ode och Christian Sundberg
Tutor: Jonas Niemeyer

           

When and Where: Oct. 10, 1996, at 13:15 in 342
Authors: Karl-Mikael Syding
Title: Överreagerar marknaden i sin värdering av den svenska skogen?.
Discussant: Anna Eriksson och Linus Runnquist
Tutor: Ragnar Lindgren

 

This page was last updated on January 14, 2009

by Eva Eklund