Sökning: "HFT"

Visar resultat 1 - 5 av 16 uppsatser innehållade ordet HFT.

  1. 1. Högfrekvenshandels Inverkan på den Svenska Aktiemarknadens Volatilitet

    Kandidat-uppsats,

    Författare :Ludvig Streng; Eric Öjstrand; [2019-07-08]
    Nyckelord :High-frequency trading; HFT; volatility; liquidity; execution quota;

    Sammanfattning : The focus of this paper is to investigate whether or not high frequency trading affects market volatility. Research on the topic has not been conducted on the Swedish stock market which is the purpose of this thesis. Previous research has been conflicting over whether or not high frequency trading increases or decreases volatility. LÄS MER

  2. 2. Regleringen av mörk handel via MiFID II -Marknadsperspektiv på motsättningen mellan informationstillgänglighet och transaktionskostnader för den eektiva marknaden

    Kandidat-uppsats, Göteborgs universitet/Företagsekonomiska institutionen

    Författare :Mattias Patricks; Mathias Wahlén; [2018-05-08]
    Nyckelord :MiFID; eektiv marknad; informationstillgänglighet; transaktionskostnader; HFT; mörk handel; dark pool; högfrekvenshandel; marknadspåverkan; OTC;

    Sammanfattning : Under det senaste decenniet har mörka handelsplatser (dark pools) växt fram på de europeiska nansmarknaderna. På dessa marknader kan en orders marknadspåverkan (transaktionskostnad) reduceras genom att låta ordern vara dold för utomstående tills den gått igenom. LÄS MER

  3. 3. The impact of high-frequency trading on the Swedish stock market – based on liquidity and volatility

    Magister-uppsats, Linköpings universitet/Nationalekonomi; Linköpings universitet/Nationalekonomi

    Författare :Jonas Björkman; Johan Durling; [2018]
    Nyckelord :High-frequency trading; HFT; liquidity; volatility; quality; Högfrekvenshandel; HFT; likviditet; volatilitet; kvalitet;

    Sammanfattning : This paper studies how high-frequency trading (HFT) affects the Swedish stock market quality based on volatility and liquidity measures. Previous studies show ambiguous results where a few propose that HFT deteriorates market quality by increasing volatility and decreasing liquidity while some studies point in the opposite direction. LÄS MER

  4. 4. Do not Throw the Baby out with the Bath Water. An Analysis of the Potential Effects of the Legal Measures Adopted in the EU and the US in Response to the Proliferation of High Frequency Trading

    Magister-uppsats, Göteborgs universitet/Juridiska institutionen

    Författare :Gustaf Wiklund; [2017-04-21]
    Nyckelord :;

    Sammanfattning : Following the recent expansion of High Frequency Trading and other types of Algorithmic Trading, the financial markets law of the EU and the US has seen the introduction of numerous new rules, all of which have been adopted within a rather tight timeframe. The main purpose of these measures is, and has been, to counter the chaos allegedly characterising markets. LÄS MER

  5. 5. Toxicity Levels of Stock Markets : Observing Information Asymmetry in a Multi-Market Setting

    Kandidat-uppsats, KTH/Matematisk statistik; KTH/Matematisk statistik

    Författare :Lukas Molander; Shih Jung Yape; [2017]
    Nyckelord :High frequency trading HFT ; Market microstructure; Order ow toxicity; Contagion; Adverse selection; Predatory HFT-strategies; Toxicity levels;

    Sammanfattning : The presence of toxic order ow and predatory HFT strategies in a multi-market setting are scarcely researched in the academic world. This thesis studies the toxicity levels of a set of markets by examining unconsolidated quote data and firm specific trade data. LÄS MER