Essays about: "Oscar Sjögren"

Found 2 essays containing the words Oscar Sjögren.

1. 1. A study on CEO organizational identification, the propensity to be acquired, and bid premiums

   University essay from Handelshögskolan i Stockholm/Institutionen för redovisning och finansiering

   Author : Oscar Kock; Simon Sjögren; [2020]
   Keywords : Organizational identification; M A; Agency problems; Corporate governance; Golden parachutes;

   Abstract : We examine whether the propensity to be acquired is lower for companies with CEOs who identify strongly with their organization compared to those that do not, while further distinguishing if this effect is amplified by the CEO also being a board member. Additionally, the study examines if the bid premium accepted is higher for CEOs with high organizational identification relative to other CEOs. READ MORE

3. 2. Implementation of Heston-Nandi GARCH model on OMXS30

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Oscar Sjögren; Jakob Bengtsson Ekström; [2015]
   Keywords : Financial Crisis; Heston and Nandi; HN-GARCH; OMXS30; Option Pricing.; Business and Economics;

   Abstract : This paper evaluates the performance of Heston and Nandi’s closed form option pricing model (2000) on the OMXS30 (Swedish stock index), pre and post the financial crisis. The main purpose is to investigate if the more realistic assumptions of Heston and Nandi yield more accurate price estimates, than the computationally more simplistic Black-Scholes model. READ MORE