Sökning: "Bawer Arslan"

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  1. 1. The Invariance Hypothesis and News: Applying the Microstructure Invariance Hypothesis on the Arrival Rate of News

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

    Författare :Bawer Arslan; Kaj Tallungs; [2020]
    Nyckelord :Microstructure invariance; News arrival; Trading activity; Business time; Factiva;

    Sammanfattning : Following the methodology of Kyle et al. (2012) we investigate how the arrival rate of news articles mentioning individual stocks varies with the level of trading activity of the same securities. LÄS MER