Sökning: "ILLIQ"

Visar resultat 1 - 5 av 7 uppsatser innehållade ordet ILLIQ.

  1. 1. Sustainable Versus Non-Sustainable Equities: An Empirical Analysis of Return, Risk and Liquidity

    Master-uppsats, KTH/Matematik (Avd.)

    Författare :Gustav Niland; [2022]
    Nyckelord :;

    Sammanfattning : In order to create a sustainable portfolio, more sustainable assets may be chosen to be included and less sustainable assets may be chosen to be excluded from the portfolio. A potential risk that could arise as a result, is that the choice to include or exclude assets may affect the liquidity profile of the portfolio. LÄS MER

  3. 2. Is Illiquidity a Good Proxy for Risk? : Can illiquidity have an effect on growth firms' expected return?

    Kandidat-uppsats, Linnéuniversitetet/Institutionen för ekonomistyrning och logistik (ELO)

    Författare :Vilma Carlberg; Christina Gyllner; [2022]
    Nyckelord :AILLIQ; ILLIQ; risk; return; capital asset pricing model; liquidity; illiquidity; small-cap; t-test;

    Sammanfattning : As previous researchers have discussed the paradigm of risk and return, this study also suggests illiquidity as a good proxy for risk. An illiquid asset, thus higher risk, should generate high return. LÄS MER

  4. 3. Illiquidity and Its Threats - A Study of the U.S. Corporate Bond Market

    Master-uppsats, Lunds universitet/Matematisk statistik

    Författare :Adam Löfquist; Erik Ottosson; [2021]
    Nyckelord :Liquidity; price dispersion; Hui-Heubel liquidity ratio; ILLIQ; TRACE; U.S. corporate bonds; Over-the-Counter market; regression analysis; return modelling; stressed market conditions.; Mathematics and Statistics;

    Sammanfattning : In recent times of market turmoil, liquidity risk has become a big talking point. As certain Swedish fixed income funds, which were advertised as safe investment options, closed for a few trading days in March of 2020 due to the extremely high stress on the market, questions about how illiquidity a↵ects risk and return were asked. LÄS MER

  5. 4. En omtvistad premie - En studie av likviditetspremien på Stockholmsbörsen

    Kandidat-uppsats, Lunds universitet/Företagsekonomiska institutionen

    Författare :Helena Schennings; Ludwig Berglund; Linnéa Abrahamsson Svensson; [2019]
    Nyckelord :Likviditetspremie; Illikviditet; Likviditetsmått; Klienteleffekt; Flight-to-liquidity; Effektiva marknader; Stockholmsbörsen; Business and Economics;

    Sammanfattning : Studien syftar till att besvara frågan huruvida en signifikant likviditetspremie kan påvisas på Stockholmsbörsens small-, mid- och large-cap-listor för varje enskilt år under tidsperioden 2005 till och med 2015. Med utgångspunkt i resultaten ämnar studien bidra med en bedömning av huruvida investerare kompenseras för illikviditet på Stockholmsbörsen. LÄS MER

  7. 5. A liquidity study on the Nasdaq OMX Stockholm exchange

    Master-uppsats, KTH/Industriell ekonomi och organisation (Avd.)

    Författare :Fredrik Leffler; Adam Dworsky Nylander; [2012]
    Nyckelord :Stock liquidity; Liquidity risk; UCITS IV; Finance;

    Sammanfattning : As the demand for liquidity risk management has increased, the importance of comprehensive liquidity assessments of exchanges has been highlighted. This thesis investigates the liquidity on the Nasdaq OMX Stockholm exchange by using daily end of day data. LÄS MER