Sökning: "Shih Jung Yape"

Hittade 3 uppsatser innehållade orden Shih Jung Yape.

  1. 1. Factors Affecting Investment Research - A Study on the Impact of MiFID II on Analyst Coverage

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

    Författare :Shih Jung Yape; [2020]
    Nyckelord :Analyst Coverage; European Economic Area; Forecast Error; Investment Research; MiFID II;

    Sammanfattning : This paper studies the effects of MiFID II and firm's performances on analyst coverage. The financial regulation that was imposed in Europe, January 3, 2018, drove analysts to become more transparent with the presentation of their cost structure, leading to unbundling of research and trading costs. LÄS MER

  3. 2. Bid Forecasting in Public Procurement

    Master-uppsats, KTH/Skolan för industriell teknik och management (ITM)

    Författare :Karim Stiti; Shih Jung Yape; [2019]
    Nyckelord :Bidding in public procurement; Count data regression; Economically most advantageous tenders; Lowest price tenders; Machine learning; Multiple linear regression; Nonparametric bootstrap; Position performance coefficient; Sealed-bid auctions; Stochastic dominance; Support vector regression.; Budgivningsmodeller I offentliga upphandlingar; Ekonomiskt mest fördelaktiga anbud; Förseglade auktioner; Lägsta-pris anbud; Maskininlärning; Multipel linjär regression.;

    Sammanfattning : Public procurement amounts to a significant part of Sweden's GDP. Nevertheless, it is an overlooked sector characterized by low digitization and inefficient competition where bids are not submitted based on proper mathematical tools. LÄS MER

  4. 3. Toxicity Levels of Stock Markets : Observing Information Asymmetry in a Multi-Market Setting

    Kandidat-uppsats, KTH/Matematisk statistik

    Författare :Lukas Molander; Shih Jung Yape; [2017]
    Nyckelord :High frequency trading HFT ; Market microstructure; Order ow toxicity; Contagion; Adverse selection; Predatory HFT-strategies; Toxicity levels;

    Sammanfattning : The presence of toxic order ow and predatory HFT strategies in a multi-market setting are scarcely researched in the academic world. This thesis studies the toxicity levels of a set of markets by examining unconsolidated quote data and firm specific trade data. LÄS MER