Forskningsprojekt

Sustainability and corporate networks

This project aims to study the propagation of ESG in corporate networks, and its effect on the value of firms in such a network.

fmm

Financial Market Microstructure

The field of financial market microstructure studies how the interaction of investors and institutions generate markets with varying efficiency and liquidity depending on different rules and regulations. Through close collaboration with policy-makers and local finance industry, SBS has become a leading institution in this field.

networks

Financial networks

Several researchers at the Finance Section at SBS are active in the growing field of financial networks. The networks can be based on information flows, trade flows, or return dependencies.

futures

Futures

Stock index futures are contracts to either buy or sell the underlying portfolio of stocks at a certain time in the future for a certain price. To date, we know very little about who actually trade in futures markets and how they interact. We investigate who trade the index futures, how they pursue their trading, what the costs and benefits from their trading are, and what impacts their trading activities have on market quality.

informationsupply

Information supply and demand in the stock market

Information processing is a fundamental determinant of price discovery in the stock market. This project aims to show incremental knowledge of how information supply and demand in the stock market interact, how market participants contribute to the information diffusion, and how information supply and demand jointly affect stock prices.

socialnetwork

Interrelated effects of CEOs’ behavioral traits and social capital

This project aims to investigate the interrelations between CEOs’ behavioral traits and social capital and how such interrelations affect corporate policies such as capital structure, investments, risk taking and performance.

tradeimbalance

Trade, Trade Imbalances, and Asset Pricing

Trade imbalances are a concern for policymakers because they are connected to the contagion of economic crises and financial instability. International trade linkages serve as a channel through which unexpected changes in economic policies, sovereign creditworthiness, etc., in one country, spread to other countries.