Sökning: "Trading volume"
Visar resultat 16 - 20 av 167 uppsatser innehållade orden Trading volume.
16. Mimicking Claimed Alpha Generating Strategies
Master-uppsats, Linköpings universitet/ProduktionsekonomiSammanfattning : This research paper focuses on the implementation and evaluation of Minervini's momentum analysis techniques in an algorithmic approach. The study aimed to assess the limitations and challenges associated with executing Minervini's strategy in an algorithmic trading system. LÄS MER
17. High-Frequency Market Reactions to Unscheduled Stock-Speci c News- An Empirical Analysis of the Intraday Market Dynamics of the Stockholm Stock Exchange
Master-uppsats, Göteborgs universitet/Graduate SchoolSammanfattning : This study examines the e ect of unscheduled stock-speci c news on stock char- acteristics of the Swedish stock market and evaluates the opportunity of con- structing a news trading strategy. It especially focuses on volume and volatility reactions between sixty minutes prior to and after the news releases. LÄS MER
18. Liquidity and its effect on asset returns
Master-uppsats, Uppsala universitet/Företagsekonomiska institutionenSammanfattning : With data covering 20 years, we test three different liquidity measures' explanatory power in explaining asset returns on the Swedish stock market, and if an illiquidity premium exists. After establishing whether an illiquidity premium exists or not, we test whether the asset pricing models CAPM and the Fama-French three-factor model can benefit from including a liquidity factor. LÄS MER
19. 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
20. Marknadsreaktionen före och efter kvartalsrapportering : En kvantitativ studie om sambandet mellan aktiepris och handelsvolym på OMXS30
Kandidat-uppsats, Södertörns högskola/FöretagsekonomiSammanfattning : Bakgrund och problemformulering: Inom finansmarknaden är offentliggörandet av kvartalsrapporter en av få event vars tidpunkt kan säkerställas. I enlighet med tidigare forskning brukar perioden kring offentliggörandet leda till olika typer av marknadsreaktioner. LÄS MER