Sökning: "Gustaf Tegell"
Hittade 2 uppsatser innehållade orden Gustaf Tegell.
1. An Empirical Analysis of Information Efficiency of the Chinese Stock Market
Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionenSammanfattning : The purpose of the thesis was to describe the Chinese stock market in order to analyse investors’ response to information release. We have studied a sample of Chinese companies listed on both the domestic stock exchange and the Hong Kong stock exchange. There are regulations regarding ownership of different stocks. LÄS MER
2. Trading strategies with market impact constraints – A case study at SEB
M1-uppsats, Lunds universitet/ProduktionsekonomiSammanfattning : Purpose of the master thesis is to develop an algorithmic trading model for a single asset, which is well functioning on the Scandinavian market. Deliverables: The main focus has been towards creating an indicating model to quantify market impact, cost of trading and model an efficient trading frontier. LÄS MER