Sökning: "Microstructure theory"
Visar resultat 1 - 5 av 20 uppsatser innehållade orden Microstructure theory.
1. The Impact of Stock Market Manipulation: An empirical study of Nasdaq Stockholm Stock Exchange during 2018-2023
D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiSammanfattning : Despite widespread concern about market manipulation, there is a general lack of empirical evidence in the literature to support this claim. In particular, market manipulation has not been thoroughly investigated in advanced stock markets. LÄS MER
2. Predicting Liquidity In The Cryptocurrency Market: Testing The Invariance Theory On A New Market Structure And Asset Class
C-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiSammanfattning : By integrating dimensional analysis and principles of market microstructure invariance, this study documents a nearly invariant relationship between relative bid-ask spreads and illiquidity for the cryptocurrency market. The relationship is found by studying cryptocurrency trading data in two dimensions; Along a time series dimension, where data is aggregated on a daily level, and along an intraday dimension, where variables are aggregated at five-minute intervals across all trading days. LÄS MER
3. Not Just Noise: An Empirical Study of Irrational Noise Trading and its Role in Financial Markets
D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiSammanfattning : This paper explores the role of irrational 'noise' traders in financial markets. Theory suggests that a lower share of irrational or uninformed trading in the market should lead to higher adverse selection costs, and that irrational trading should be more susceptible to exogenous, non-economic events that capture traders' time and attention. LÄS MER
4. Cashflow Investment Relationship: Empirical Evidence of Chinese Financial Market
Magister-uppsats, Lunds universitet/Företagsekonomiska institutionenSammanfattning : Purpose: In this study, we examine the data from Chinese companies to test the relationship between cash flow and investment. While a wide assortment of previous research has examined the relationship between cash flow and investment, they have largely focused on empirical analysis from an US or a Western perspective. LÄS MER
5. Correlation Between Microstructural And Mechanical Properties In Niobium Carbide Reinforced Hadfield Steel Composites
Master-uppsats, Lunds universitet/Industriell ProduktionSammanfattning : Degradation of tools is a prevalent aspect in the mechanical world; due to the advancement of technologies and intense research and development, there are new ways and ideas to curb or delay the tool failures; one such idea is to implement Metal Matrix Composites (MMCs) with various reinforcement materials. This thesis focuses on improving the hardness and wear resistance of Hadfield steel by reinforcing it with Niobium Carbide (NbC). LÄS MER