Sökning: "Bid data"

Visar resultat 6 - 10 av 114 uppsatser innehållade orden Bid data.

  1. 6. Dispersion Trading: A Way to Hedge Vega Risk in Index Options

    Master-uppsats, KTH/Matematik (Avd.)

    Författare :Albin Irell Fridlund; Johanna Heberlein; [2023]
    Nyckelord :Dispersion Trading; Volatility Trading; Volatility Hedging; Vega Hedging; Option Trading; Back-testing; Liquidity provider; OMXS30 options; Index options; Spridningshandel; Volitilitetshandel; Volitilitetssäkring; Vega säkring; Optionshandel; Back-testing; Likviditetgivare; OMXS30 optioner; Index optioner;

    Sammanfattning : Since the introduction of derivatives to the financial markets, volatility trading has emerged as a method for investors to make money in every market condition. In parallel with introducing derivatives to the financial markets, hedging methods have emerged and are today essential instruments for the liquidity providers active in the markets. LÄS MER

  2. 7. Developing a closed-loop supply chain to eliminate Single Use Plastic products : Implementing Circular Economy practices driven by EU commission directives

    Master-uppsats, Mälardalens universitet/Akademin för innovation, design och teknik

    Författare :Elsa Ottosson; Rania Oweini; [2023]
    Nyckelord :Circular Economy; Circular Business Models; Closed Loop Supply Chain; Single Use Plastic; EU-directive; Small and medium sized enterprise; Post Consumer Plastic Waste;

    Sammanfattning : Single use plastic products (SUPs) are a primary cause of plastic pollution causing significant environmental harm. These products have little to no value after use and are challenging to recycle cost efficiently. LÄS MER

  3. 8. Predicting Liquidity In The Cryptocurrency Market: Testing The Invariance Theory On A New Market Structure And Asset Class

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

    Författare :Charles Gyllhamn; Jacob Winberg; [2022]
    Nyckelord :Market microstructure; invariance; bid-ask spread; liquidity; Cryptocurrencies;

    Sammanfattning : By integrating dimensional analysis and principles of market microstructure invariance, this study documents a nearly invariant relationship between relative bid-ask spreads and illiquidity for the cryptocurrency market. The relationship is found by studying cryptocurrency trading data in two dimensions; Along a time series dimension, where data is aggregated on a daily level, and along an intraday dimension, where variables are aggregated at five-minute intervals across all trading days. LÄS MER

  4. 9. The Nigerian Alternative Online Media and Political Misinformation: News producers’ perspective on the defining characteristics, tensions and mitigation strategies

    Master-uppsats, Lunds universitet/Medie- och kommunikationsvetenskap; Lunds universitet/Institutionen för kommunikation och medier

    Författare :Bolaji Omotayo Daramola; [2022]
    Nyckelord :Afrikology; Nigerian Alternative Online Media; Political Misinformation; News Production Studies; African Digital Journalism; Fake News; Nigerian digital public sphere; Social Sciences;

    Sammanfattning : This thesis investigates the characteristics of the Nigerian alternative online media as an effective tool for political discourse with the intent to influence governance despite claims that the form of media is awash with political misinformation - which is mostly termed “fake news” in the local parlance. This thesis takes an Afrikology stance in defining the role of the Nigerian alternative online media as a digital public sphere placing the people’s lived and cultural experiences at the centre of the discourse from the content producer’s perspective. LÄS MER

  5. 10. Not Just Noise: An Empirical Study of Irrational Noise Trading and its Role in Financial Markets

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

    Författare :Valter Ehrström; Linus Sigurdson; [2022]
    Nyckelord :Microstructure theory; Noise trading; Retail trading; Sports; Transaction costs;

    Sammanfattning : This paper explores the role of irrational 'noise' traders in financial markets. Theory suggests that a lower share of irrational or uninformed trading in the market should lead to higher adverse selection costs, and that irrational trading should be more susceptible to exogenous, non-economic events that capture traders' time and attention. LÄS MER