Sökning: "Dan Parksjö"

Hittade 2 uppsatser innehållade orden Dan Parksjö.

  1. 1. Fundamentals or Frictions - The Effects of Equity Indices on the Swedish Stock Market

    D-uppsats, Handelshögskolan i Stockholm/Institutionen för redovisning och finansiering

    Författare :Dan Parksjö; Carl Norin; [2013]
    Nyckelord :Index Inclusion Effect; Comovement; Index Investment; Fundamentals; Turn-of-the-Month Effect;

    Sammanfattning : Correctly priced equity markets are important for several reasons, of which one of themore prominent is the effect they have on real investments and the broader economy.Focusing on the Swedish OMXS30 index, this study employs three methods to examinethe extent of irregularities introduced to the Swedish equity markets due to indices, ifany. LÄS MER

  3. 2. Tick Size Reduction and Market Quality: The Stockholm Stock Exchange

    C-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Författare :Fredrik Herslow; Dan Parksjö; [2011]
    Nyckelord :Market Quality; Liquidity; Bid-Ask Spread; Depth; Trading Volume;

    Sammanfattning : The implementation of the FESE tick size table 2 on June 7 2010 meant a reduction in the minimum tick size for all Large Cap stocks on the Stockholm Stock Exchange. By using order data from Nasdaq OMX, this study investigates the impact of the tick size reduction on market quality by examining quoted bid-ask spread, quoted depth, trading volume and volatility. LÄS MER