Sökning: "Bid-Ask spread"

Visar resultat 11 - 15 av 65 uppsatser innehållade orden Bid-Ask spread.

  1. 11. Early evidence on iXBRL regulation and its impact on information asymmetry in the US capital market

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Viktor Axelsson; Alexander Nilsson; [2021-06-24]
    Nyckelord :iXBRL; Information asymmetry; Regulation; iXBRL-tags; Difference in difference; propensity score matching;

    Sammanfattning : The topic of extensible business reporting language (XBRL) has long been under debate regarding its effect and usefulness as a disclosure format. With the recent regulatory shift to the newest evolution of XBRL, inline XBRL (iXBRL), it once again becomes important to evaluate and understand the effects of the regulation. LÄS MER

  3. 12. Brown and Green – What’s the Yield in Between?

    Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Eric Werleus; Emil Höckerfelt; [2021]
    Nyckelord :green bond premium; matching method; z-spread; bid-ask spread; Business and Economics;

    Sammanfattning : The growing need for green investments has contributed to the increased issuance of green bonds. This research investigates if green bonds are priced differently from conventional bonds by measuring yield spread discrepancies. LÄS MER

  4. 13. Hedging of a foreign exchange swapbook using Stochastic programming

    Master-uppsats, Linköpings universitet/Produktionsekonomi

    Författare :Emma Bohlin; Jonatan Harling; [2021]
    Nyckelord :term structure measurement; optimization; hedging; foreign exchange swaps; interest rates; FX; stochastic programming;

    Sammanfattning : A large part of the foreign exchange market concerns the trading of FX swaps. While entering a position in a FX swap does not cost any money, banks earn money on FX swaps when their customers cross the bid/ask spread, creating a perceived transaction costs for the swaps. LÄS MER

  5. 14. Market Microstructure Invariance, Bid-Ask Spreads and Impact Costs in the Swedish Stock Market : A Transaction Cost Analysis for Intraday Trading in Swedish Stocks

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

    Författare :Jim Domeij; Oscar Krieg; [2021]
    Nyckelord :Market Microstructure Invariance; Bid-ask spread; Liquidity; Swedish stock market; Market impact;

    Sammanfattning : By studying high-frequency trading data for the Swedish stock market, as proxied by the OMXS30 index, we find that there exists an invariant relationship between transaction cost components and illiquidity. Specifically, we apply the notions of market microstructure and intraday trading invariance to confirm the existence of a proportional relationship between the relative bid-ask spread and an illiquidity measure comprised of observable financial market variables, such as trade volume, price and volatility. LÄS MER

  7. 15. Redovisningskvalité & Informationsasymmetri

    Kandidat-uppsats, Göteborgs universitet/Företagsekonomiska institutionen

    Författare :Göran Losman; Chiara Prior; [2020-07-09]
    Nyckelord :Redovisningskvalité; Informationsasymmetri; Resultatmanipulering; Kris; Periodiseringar; Likviditet;

    Sammanfattning : Bakgrund & Problematisering: Finansiella rapporter bedöms hålla hög kvalité då de återger ekonomiska händelser på ett rättvisande sätt. Samtidigt anses det ibland finnas incitament för rapporterande företag att sänka kvalitén på sina finansiella rapporter. LÄS MER