Sökning: "Jesper Welander and Emelie Jonsson"
Hittade 1 uppsats innehållade orden Jesper Welander and Emelie Jonsson.
1. Tick sizes and stock market volatility: A regression discontinuity approach
C-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiSammanfattning : Increasing the tick size has been suggested as a countermeasure to high volatility on stock markets caused by growing high-frequency trading. To identify the potential effects of such an increase, we isolate the effect of the tick size change on volatility through a regression discontinuity design (RDD), utilizing the sharp increase in the tick size at 100 SEK where the tick size changes from 0. LÄS MER
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