Sökning: "High-frequency trading"

Visar resultat 6 - 10 av 66 uppsatser innehållade orden High-frequency trading.

  1. 6. Into the Dark: A study of the 2014, 2019, and 2020 post-trade anonymity reforms at Nasdaq Nordic and their impact on metrics of market quality

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

    Författare :Daniel Mattisson; Jacob Molin; [2022]
    Nyckelord :Market microstructure; Post-trade anonymity; Broker codes; Liquidity; Nasdaq Nordic;

    Sammanfattning : We test the impact of three post-trade anonymity regimes implemented by Nasdaq Nordic in 2014, 2019, and 2020. Using a sample of Mid Cap and Large Cap stocks listed in Stockholm, Copenhagen, and Helsinki, we examine the effect of different anonymity setups on standard measures of market quality through a difference-in-differences approach. LÄS MER

  3. 7. Lentivirus hos små idisslare : en fallbeskrivning av lentivirus i en svensk getbesättning

    Uppsats för yrkesexamina på avancerad nivå, SLU/Dept. of Clinical Sciences

    Författare :Emelie Hedlund Salenstedt; [2021]
    Nyckelord :get; lentivirus; kaprin artrit encefalit; maedi; visna; SRLV; CAE; MV; CAEV; VMV;

    Sammanfattning : Lentivirus är ett genus bestående av icke-onkogena virus i virusfamiljen Retroviridae, subfamilj Orthoretrovirinae, som karaktäriseras av lång inkubationstid, snabb mutationstakt och en omfattande motståndskraft mot värdens immunförsvar. Lentivirus som infekterar får och getter går under det gemensamma namnet small ruminant lentivirus (SRLV). LÄS MER

  4. 8. Börsrobotar och marknadsmanipulation : En rättsanalys av algoritmisk högfrekvenshandel i ljuset av MAR och MiFID II

    Uppsats för yrkesexamina på avancerad nivå, Stockholms universitet/Juridiska institutionen

    Författare :Monica Ericson; [2021]
    Nyckelord :HFT; MiFID II; MAR; Spoofing; Momentum ignition;

    Sammanfattning : The landscape of equity trading changed when computer algorithms commenced to analyse large volumes of stock market data faster than a fraction of a second. Advances in technology have enabled trading algorithms to initiate, route, and execute orders on aspects of market timing, optimising order quantity, and deciding price parameters with limited human intervention. LÄS MER

  5. 9. Volatility Forecasting Performance : An evaluation of GARCH-class models

    Master-uppsats, Umeå universitet/Nationalekonomi

    Författare :Marcus Ryhage; [2021]
    Nyckelord :;

    Sammanfattning : Volatility is considered among the most vital concepts of the financial market and is frequently used as a rough measure of the total risk of financial assets. Volatility is however not directly observable in practice; it must be estimated. The procedure in estimating and modeling volatility can be performed in numerous ways. LÄS MER

  7. 10. 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