Sökning: "Liquidity Preference Theory"

Hittade 4 uppsatser innehållade orden Liquidity Preference Theory.

  1. 1. "Den 25:e smäller det!" Payday Arbitrage in Swedish Consumer Market Behavior

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

    Författare :Marwan Al-Bardaji; Alexander Wikström; [2023]
    Nyckelord :Payday effect; Behavioral household finance; Time preference; Payday arbitrage; Household liquidity;

    Sammanfattning : This thesis investigates the impact of the Swedish salary disbursement schedule on consumer behavior, particularly on the 25th of each month, a notable payday for most employees in Sweden. The study examines whether the anticipation of a monthly salary influences consumer decisions and spending patterns, potentially leading to payday-related arbitrage opportunities in Swedish marketplaces. LÄS MER

  3. 2. Optimal Portfolio Re-Balancing on Fixed Periods using a Cost/Risk Adaptation Model and Stochastic Optimization.

    Master-uppsats, Linköpings universitet/Produktionsekonomi

    Författare :Max Ehn; Marcus Jämte; [2023]
    Nyckelord :Optimal portfolio re-balancing; optimal liquidation; minimize transaction costs; trading-volume estimation; stochastic optimization; Financial mathematics; tracking error; execution strategies; opportunity costs; liquidation costs; applied mathematics; PRIIP regulation; Swing-pricing;

    Sammanfattning : In this thesis we investigate the problem of portfolio re-balancing for fixed periods using a cost/risk adaptation model and stochastic optimization. The cost/risk adaptation model takes theory of optimal liquidity costs and risk preference to build a universe in which we try to find better strategies than conventional ones. LÄS MER

  4. 3. The Performance of Stocks Earning Extreme Single-Day Returns: Evidence from Sweden

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

    Författare :Dominik Schleuss; Tavish Gantz; [2021]
    Nyckelord :MAX Effect; Extreme returns; Cross-section of returns; Lottery-like payoffs; Behavioral Finance;

    Sammanfattning : In 2011, Bali et al. presented evidence that stocks with extreme one and multi day-returns significantly underperform stocks with less extreme returns in the following month. They attributed this to investors exhibiting a preference for stocks with lottery-like payoffs. LÄS MER

  5. 4. Does Corporate Liquidity Affect Dividend Policy? : A Quantitative Study on Public European Firms

    Magister-uppsats, Umeå universitet/Företagsekonomi

    Författare :Jakob Johansson; Hallberg Martin; [2021]
    Nyckelord :Corporate Liquidity; Dividend Policy; Agency Theory; Shareholder Theory; Signaling Theory; Stakeholder Theory; Liquidity Preference Theory; Panel Data.;

    Sammanfattning : This thesis examines the relationship between corporate liquidity and dividend policy. The corporate liquidity is measured by proven liquidity ratios and the dividend policy is divided into cash dividends and share repurchases. LÄS MER