Sökning: "Liquidity Premium"
Visar resultat 1 - 5 av 49 uppsatser innehållade orden Liquidity Premium.
1. Do you want to swap? A study of the liquidity risk in the SEK interest rate swap market
Master-uppsats, Göteborgs universitet/Graduate SchoolSammanfattning : Interest rate swaps are one of the world’s most essential interest rate derivatives. It is therefore important to understand the pricing of these agreements, and how the market is functioning. LÄS MER
2. The Swedish Voting Premium : Empirical evidence of price spreads in dual-class shares
Master-uppsats, Uppsala universitet/Företagsekonomiska institutionenSammanfattning : This paper examines the relative price spreads between dual-class shares issued by the same firm on the Swedish market in order to investigate if a voting premium exists and what factors contribute to it. Previous research has found diverging explanations for the variation in price spreads between dual-class shares. LÄS MER
3. Liquidity and its effect on asset returns
Master-uppsats, Uppsala universitet/Företagsekonomiska institutionenSammanfattning : With data covering 20 years, we test three different liquidity measures' explanatory power in explaining asset returns on the Swedish stock market, and if an illiquidity premium exists. After establishing whether an illiquidity premium exists or not, we test whether the asset pricing models CAPM and the Fama-French three-factor model can benefit from including a liquidity factor. LÄS MER
4. Examining the Existence of the Characteristic Liquidity Premium: A Study of the U.S. Stock Market
D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiSammanfattning : This paper examines the existence of a characteristic liquidity premium among U.S. stock returns between January 1964 and December 2021 after adjusting for transaction costs. Liquidity is estimated using four different measures in order to capture different dimensions of liquidity (price impact, trading cost, trading speed, and trading quantity). LÄS MER
5. Stock Market Volatility in the Context of Covid-19
Magister-uppsats, Jönköping University/IHH, FöretagsekonomiSammanfattning : The global economy has been severely impacted during the Covid-19 period. The U.S. stock market has also experienced greater volatility. LÄS MER