Essays about: "fixed effects-modellen"

Found 2 essays containing the words fixed effects-modellen.

1. 1. Effects of MIFID II on Stock Trade Volumes of Nasdaq Stockholm

   University essay from KTH/Matematisk statistik

   Author : Eva Elling; [2019]
   Keywords : TSCS; time series analysis; STL; ARIMA; causal inference; inference; treatment effect; Tidserieanalys; STL; ARIMA; inferens; causalitet; kausalitet; TSCS;

   Abstract : Introducing new financial legislation to financial markets require caution to achieve the intended outcome. This thesis aims to investigate whether or not the newly installed revised Markets in Financial Instruments Directive- the MIFID II regulation - temporally influenced the trading stock volume levels of Nasdaq Stockholm during its introduction to the Swedish stock market. READ MORE

3. 2. Management and CEO Stock Ownership and its Effect on Company Performance

   University essay from KTH/Matematisk statistik

   Author : Daniel Kamangar; Richard Sundin; [2018]
   Keywords : Management ownership; CEO ownership; stock ownership; company performance; OMX Stockholm; mid cap; regression analysis; panel data; fixed effects model; random effects Model; Ledningens ägarskap; verkställande direktörens ägarskap; aktieinnehav; företagsutveckling; OMX Stockholm; mid cap; paneldata; regressionsanalys; fixed effects-modellen; random effects-modellen;

   Abstract : This is a study on the effect of management and CEO stock ownership on company performance. A regression analysis is performed on panel data consisting of a sample of 30 companies listed on OMX Stockholm Mid Cap. A total of 210 and 2520 observations is considered on a yearly and monthly basis, respectively, for seven years (2010-2016). READ MORE