Sökning: "Matching stocks"

Visar resultat 1 - 5 av 9 uppsatser innehållade orden Matching stocks.

  1. 1. Order Matching Optimization : Developing and Evaluating Algorithms for Efficient Order Matching and Transaction Minimization

    Master-uppsats, Linköpings universitet/Produktionsekonomi

    Författare :Victor Jonsson; Adam Steen; [2023]
    Nyckelord :Order Matching; Mixed Integer Optimization; Minimum Common Integer Partition Problem; Algorithms; Call Auction Trading;

    Sammanfattning : This report aimed to develop algorithms for solving the optimization problem of matchingbuy and sell orders in call auctions while minimizing the number of transactions. The developed algorithms were evaluated based on their execution time and solution accuracy. LÄS MER

  3. 2. PET-Exchange: A Privacy Enhanced Trading Framework : A Framework for Limit-Order Matching using Homomorphic Encryption in Trading

    Master-uppsats, Linköpings universitet/Institutionen för datavetenskap

    Författare :Jacob Wahlman; [2022]
    Nyckelord :Homomorphic Encryption; Privacy; Securities Exchange; Privacy Enhancing Technologies;

    Sammanfattning : Over the recent decades, an increasing amount of new traders has entered the securities markets in order to trade securities such as stocks and bonds on electronic and physical exchanges. This increase in trader activity can largely be attributed to a simpler trading process including the growth of the electronic securities exchanges allowing for more dynamic and global trading platforms. LÄS MER

  4. 3. Excess Comovement by Index Events: An Extension to the Swedish Stock Market

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

    Författare :Hampus Adebäck; Eric Schagerlund; [2020]
    Nyckelord :Excess comovement; Index effect; Momentum; Matching stocks; OMXSB;

    Sammanfattning : Using momentum and fundamental changes as control variables for stocks subject to index events have shown to disprove previous evidence of excess comovement (Chen et al, 2016, Kasch and Sarkar, 2014, Von Drathen, 2014). This thesis examines if the control variables disprove excess comovement, to the same extent, when examining an index on another stock market outside the U. LÄS MER

  5. 4. What determines the differences in idiosyncratic volatility between Swedish firms and comparable European firms?

    Master-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Jesper Swanson; Linus Lindberg; [2018]
    Nyckelord :Total volatility; systematic volatility; idiosyncratic volatility; Fama-French three-factor model; propensity score matching; Business and Economics;

    Sammanfattning : Firms’ stock return volatility varies across countries, and the factors driving the volatility can contribute both positively and negatively to economic growth. We show that across 3,673 firms during the time interval 2001 to 2016, stocks of Swedish firms have on average lower volatility compared to stocks of foreign European firms of similar size, age, and market-to-book value. LÄS MER

  7. 5. Insiderhandel under återköpsprogram på Nasdaq OMXS : En sammankoppling med signaleringshypotesen

    Kandidat-uppsats, Uppsala universitet/Företagsekonomiska institutionen

    Författare :Daniel Tano; Gustaf Dahlbäck; [2014]
    Nyckelord :Finansiell ekonomi; återköp; insiderhandel; abnormal avkastning; Nasdaq OMXS; signaleringshypotesen;

    Sammanfattning : Studien undersöker om andelen insiderhandel under återköpsprogram kan motivera signaleringshypotesen som förekommande anledning till att återköpsprogram genomförs. Studien testar först om en abnormal avkastning uppvisas under återköpsprogrammens löptid. LÄS MER