Sökresultat

This thesis examines whether implied volatility derived from Swedish equity options provides superior predictive information relative to historical volatility for future realized volatility and stock returns, and whether this information improves portfolio risk outcomes. Using monthly option and stock data for OMXS30 firms, the study applies predictive regressions and constructs minimum variance p

Let Hd2 be the Drury–Arveson space, and let f∈Hd2 have bounded argument and no zeros in Bd. We show that f is cyclic in Hd2 if and only if logf belongs to the Pick-Smirnov class N+(Hd2). Furthermore, for non-vanishing functions f∈Hd2 with bounded argument and H∞-norm less than 1, cyclicity can also be tested via iterated logarithms. For example, we show that f is cyclic if and only if log(1+log(1∕

The Israel – Iran intelligence contest exemplifies hybrid conflict conducted below the threshold of open war. This study examines Israel’s penetration of Iran’s intelligence and security apparatus and the Islamic Republic’s counterintelligence (CI) response using open-source material within a dual-lens framework. Lens 1 traces Israeli operations from early assassinations and cyber sabotage to the

The two-particle momentum correlation functions between charm mesons (D∗± and D±) and charged light-flavor mesons (π± and K±) in all charge combinations are measured for the first time by the ALICE Collaboration in high-multiplicity proton-proton collisions at a center-of-mass energy of s=13 TeV. For DK and D∗K pairs, the experimental results are in agreement with theoretical predictions of the re

The latest global financial crisis ignited the debate on whether the role of monetary policy's main objective, price stability, is enough to achieve financial stability. It also sparked an interest of new policy measures that directly targets the financial system, such as macroprudential policies. In this study, we empirically investigate how monetary and macroprudential policies interact to a

This piece of work aims at gaining a better understanding of how cognitive and sensual experiences takes place when we interact within the social encounter processes of shared spaces. The structure of this thesis starts off with a theoretical review based on the aspects of social encounters divided into the following areas: affect theory, the ideal of sympathy, and situated multiplicity. These t

This thesis focuses on the integration of management control system (MCS) and sustainability in companies. Some literatures showed a disconnection between the efficiency of sustainability as a success strategy and management control systems. To research this, we aim at answer two questions. What are the challenges that the companies were faced with when they tried to integrate MCS and sustainabili

Water is essential for life. This is particularly true for terrestrial insects, whose small size and high surface-area-to-volume ratios render them especially susceptible to dehydration. To overcome this challenge, insects have evolved sophisticated physiological mechanisms and behavioral strategies to maintain internal ion and water balance despite fluctuating environmental conditions. This chapt

The thesis main objective is to establish the determinants for granting executive stock options and to examine their impact on performance for firms listed on OMXS30. The analysis is based on accounting data gathered from annual reports and Thomson Datastream. The empirical results display that firms grant stock options to mitigate the principal-agent problem. Furthermore, risk proves to be positi

Firms’ derivative portfolios are largely unpredictable, in the sense that the previous year’s portfolio is a poor predictor of the current one. This unpredictability partly reflects a common corporate practice known as ‘selective hedging’, i.e. adjusting the timing and size of hedging programs bases on market views. In this paper I examine if corporate governance arrangements influence the extent