Sökning: "illiquid markets"

Visar resultat 1 - 5 av 13 uppsatser innehållade orden illiquid markets.

  1. 1. What investors are searching for: Google search volume and its impact on returns and trading activity in Nordic stock markets

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

    Författare :Tina Einsiedler; [2020]
    Nyckelord :Google Trends; Stock Returns; Trading Activity; Nordic Stock Markets;

    Sammanfattning : Google search volume has recently emerged as a novel measure of investor attention to reexamine the relationship between investor recognition and asset prices. By employing naive search queries of company names, this study investigates the effect of variations in Google search volume on stock returns and trading activity in Nordic stock markets. LÄS MER

  3. 2. True risk of illiquid investments

    Master-uppsats, KTH/Matematik (Inst.)

    Författare :Harald Agering; [2018]
    Nyckelord :;

    Sammanfattning : Alternative assets are becoming a considerable portion of global financial markets. Some of these alternative assets are highly illiquid, and as such they may require more intricate methods for calculating risk and performance statistics accurately. LÄS MER

  4. 3. Impact of Asset Allocation on Insurance Companies’ Performance : A study of the European Economic Area

    Master-uppsats, Umeå universitet/Handelshögskolan vid Umeå universitet (USBE)

    Författare :Denise Bendrich; Johan Bergström; [2015]
    Nyckelord :Asset allocation; Insurance; Asset allocation policy; Active asset allocation; Asset classes; Solvency; EEA;

    Sammanfattning : Insurance companies offer business and individuals the possibility to reduce the financial impact of a risk occurring by transferring it away from themselves onto someone. For taking on risk on behalf of someone else the insurance company requires a premium from the policyholder which is pooled and invested in order to meet future obligations towards the policyholder. LÄS MER

  5. 4. The Option Volume to Stock Volume Ratio, Market Efficiency and Future Returns

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

    Författare :Filip Demitz-Helin; Alexander Mahdi; [2014]
    Nyckelord :Return predictability; Option volume; Market efficiency; Informed investors; Liquidity;

    Sammanfattning : The study of the information value in options has for decades been at the centre of financial research. Recent findings indicate that informed investors prefer to use options to trade on negative information, causing the option volume to stock volume ratio (O/S) to correlate negatively with future returns. LÄS MER

  7. 5. Driving factors of LNG financial derivatives

    Master-uppsats, KTH/Energiteknik

    Författare :Natis Johansson; Sebastian King; Per Wettergren; [2013]
    Nyckelord :;

    Sammanfattning : Natural gas consists of carbon hydrates and is utilized in the residential, commercial industrial and transportation sector and for power generation. Due to the fact that natural gas emits 23 % and 44 % less carbon dioxide than oil and coal respectively when burned, it becomes a more attractive fuel from an environmental perspective. LÄS MER