Sökning: "Trade volume weighted"

Hittade 5 uppsatser innehållade orden Trade volume weighted.

  1. 1. Effects of MIFID II on Stock Trade Volumes of Nasdaq Stockholm

    Master-uppsats, KTH/Matematisk statistik

    Författare :Eva Elling; [2019]
    Nyckelord :TSCS; time series analysis; STL; ARIMA; causal inference; inference; treatment effect; Tidserieanalys; STL; ARIMA; inferens; causalitet; kausalitet; TSCS;

    Sammanfattning : Introducing new financial legislation to financial markets require caution to achieve the intended outcome. This thesis aims to investigate whether or not the newly installed revised Markets in Financial Instruments Directive- the MIFID II regulation - temporally influenced the trading stock volume levels of Nasdaq Stockholm during its introduction to the Swedish stock market. LÄS MER

  3. 2. Analysing Customer Behaviour in the FX Market Using Order Flow Data and Machine Learning Techniques

    Master-uppsats, Lunds universitet/Matematisk statistik

    Författare :Lovisa Thordin; [2015]
    Nyckelord :Mathematics and Statistics;

    Sammanfattning : This thesis has two main objectives related to trading foreign currencies. First, it is investigated how the customer order ow of Nordea is related to currency price changes. Second, the goal is to nd a new way of grouping customers that can give additional insights in the trading behaviour of dierent customers. LÄS MER

  4. 3. Improving Portfolio Performance

    Master-uppsats, Lunds universitet/Matematisk statistik

    Författare :Ebba Linde; Nina Rodling; [2014]
    Nyckelord :Mathematics and Statistics;

    Sammanfattning : The objective of this thesis is to investigate performance for dierent investment alternatives for an investor wanting to track a multidimensional stock index. Performance is measured in terms of transaction cost, active return against the index and tracking error. LÄS MER

  5. 4. Preparation for transportation negotiation

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Sofia Sahlin; [2011-07-18]
    Nyckelord :Forwarder; preparation; transportation; negotiation; drivers for change;

    Sammanfattning : Due to the fact that it is once again a shift within the world trade market, companies tend to have production closer to their end market. For a Swedish company this means to have less production in Asia to the favour for Europe. LÄS MER

  7. 5. Alternativt viktade aktieindex : En kvantitativ studie av alternativa viktningar på OMXS30 under perioden 1995-2011

    Magister-uppsats, Företagsekonomi

    Författare :Jesper Eriksson; Jens Rödöö; Jesper Thörner Nilsson; [2011]
    Nyckelord :Index; Capital weighted; Trade volume weighted; Minimun-Volatility weighted; Efficiency weighted; Fundamental weighted; beta; Single-Index Model; Index; Kapitalviktat; Minimum-Volatilitetsviktat; Volymviktat; Effektivitetsviktat; Fundamentalviktat; Likaviktat; beta; Single-Index Model;

    Sammanfattning : Bakgrund: Aktieindex används världen över som placeringsalternativ, jämförelsemått inom portföljförvaltning och som underlag för portföljoptimering. Forskare har under senare tid ifrågasatt index viktade efter börsvärdet och alternativa viktningsmetoder för index har framtagits som substitut till det kapitalviktade indexet och prestationsjämförelser har gjorts. LÄS MER