Sökning: "Trading Suspension"

Hittade 4 uppsatser innehållade orden Trading Suspension.

  1. 1. Post-MiFID II: Dark Pool Bans and Regulatory E ects on Lit Market Quality

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Hugo Hammar; Isak Djudja; [2021-06-30]
    Nyckelord :;

    Sammanfattning : Over recent years, increasing popularity of non-transparent trading venues known as dark pools have spurred widespread controversy and debate; in particular regarding their impact on lit market conditions. Following voiced concerns over dark pools' potentially adverse e ects on lit market quality, legislative actions have been taken to restrict the amount of trading allowed to be conducted in the dark. LÄS MER

  3. 2. Is China Crossing the Line?

    Kandidat-uppsats, Lunds universitet/Företagsekonomiska institutionen

    Författare :Martin Eriksson; Victoria Helin; Alice Serenhov; [2021]
    Nyckelord :Cumulative Abnormal Return; Cross-border M A; Trading Halt; Trading Suspension; Short-Term Shareholder Wealth; China; Business and Economics;

    Sammanfattning : Purpose To examine if Chinese acquirers create short-term shareholder wealth through cross-border acquisitions, measured by fluctuations of the stock price of the acquiring firm. Additionally, to investigate if industrial, institutional and cultural independent variables affect the cumulative abnormal returns. LÄS MER

  4. 3. Handelsstopp på Stockholmsbörsen. Innebär handelsstoppen på Stockholmsbörsen en trygg handel och en effektiv marknad

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

    Författare :Mikaela Hillman; Marielle Borgström; [2012]
    Nyckelord :trading suspensions; event study; market efficiency; abnormal return;

    Sammanfattning : This paper examines if trading suspensions on Nasdaq OMX Nordic - Stockholm work as a contributing factor in creating a secure trading. This has been made through an event study and examination of abnormal returns. LÄS MER

  5. 4. Effektivitetsparadoxen - En eventstudie av handelsstopp på Stockholmsbörsen mellan 2003 och 2008

    C-uppsats, Göteborgs universitet/Företagsekonomiska institutionen

    Författare :Jesper Hemdarve; Patrick Fabrizius; [2008-08-14]
    Nyckelord :trading halt; trading suspension; stock market; market efficiency; efficient market hypothesis; abnormal return; event study; market model; t-test;

    Sammanfattning : A trading halt is a measure conducted by a securities exchange in order to reduce information imbalances between market participants, thus enabling a higher level of market efficiency. A market is said to be efficient when new information concerning a company is instantly reflected in its stock price, implying that abnormal stock returns cannot be systematically achieved in an efficient market. LÄS MER