Thesiss

The recent U.S. subprime mortgage crisis rapidly spread throughout the world and put the global financial system under extraordinary pressure. The main implication of the recent crisis is that complex banking regulations failed to adequately identify and limit riskiness of banki…

This research assessed market efficiency, volatility behaviour, asset pricing, and oil price risk exposure of the oil and gas companies quoted on the London Stock Exchange with the aim of providing fresh evidence on the pricing dynamics in this sector. In market efficiency analy…

This dissertation presents three different closely related topics on the value of eco-friendliness in the financial market. The first essay attempts to estimate hedonic stock price model to find a contemporaneous relationship between stock return and firms' environmental perform…