Sökning: "Tetiana Dzhumurat"

Hittade 2 uppsatser innehållade orden Tetiana Dzhumurat.

1. 1. The Intraday Dynamics of Stock Returns and Trading Activity: Evidence from OMXS 30

   Master-uppsats, Lunds universitet/Nationalekonomiska institutionen

   Författare :Veronika Lunina; Tetiana Dzhumurat; [2011]
   Nyckelord :intraday periodicity; return responses; trading volume; Business and Economics;

   Sammanfattning : In this study we analyze the intraday behaviour of stock returns and trading volume using the data on OMXS 30 stocks. We find that returns follow a reverse J-shaped pattern with the peak at the beginning of the trading day, while trading volume attains its maximum towards at the market closure. LÄS MER

3. 2. Asset-Specific and Systematic Liquidity on the Swedish Stock Market

   Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

   Författare :Tetiana Dzhumurat; Veronika Lunina; [2010]
   Nyckelord :systematic liquidity; characteristic liquidity; asset pricing; Fama-French model; Business and Economics;

   Sammanfattning : This essay studies the effect of liquidity on stock returns on the Swedish stock market. Liquidity is addressed both as a market risk factor and an asset characteristics. We use the relative bid-ask spread as a proxy for liquidity level. LÄS MER