Sökning: "Trading volume"

Visar resultat 6 - 10 av 167 uppsatser innehållade orden Trading volume.

  1. 6. Förbättras insiders prediktionsförmåga av Covid-19 pandemin? : En kvantitativ studie

    Kandidat-uppsats, Uppsala universitet/Företagsekonomiska institutionen

    Författare :Daniella Mourad; Kelly Chung; [2023]
    Nyckelord :Insider trading; Covid-19 pandemic; information asymmetry; predictability; profitability; Insiderhandel; Covid-19 pandemin; informationsasymmetri; förutsägbarhet; lönsamhet;

    Sammanfattning : Insider trading occurs daily and previous studies show that trading might even increase during volatile times. The market becomes especially volatile and uncertain during an economic crisis, such as the Covid-19 pandemic. LÄS MER

  3. 7. Forecasting daily stock market trading volume using Machine Learning

    Master-uppsats, KTH/Skolan för elektroteknik och datavetenskap (EECS)

    Författare :Björn Hickman; [2023]
    Nyckelord :Machine Learning; Trading Volume Prediction; Stock Market; Maskininlärning; Förutspå Handelsvolym; Aktiemarknad;

    Sammanfattning : Today, brokers within the stock market brokerage industry are having difficulties with accurately forecasting the trading volume that is conducted by their customers. This is especially a problem during periods of exceptionally high or low trading volumes. LÄS MER

  4. 8. Post Earnings Announcement Drift in the Stockholm Stock Exchange : How pronounced is PEAD on beta, traded volume and sector allocation?

    Master-uppsats, Blekinge Tekniska Högskola/Institutionen för industriell ekonomi

    Författare :Ramon Nino; Paula Sander Pettersson; [2023]
    Nyckelord :PEAD; Post Earnings Announcement Drift; Anomalies; Efficient Market Hypothesis; Earnings announcements; beta; volume; sector; price;

    Sammanfattning : Post Earnings Announcement Drift (PEAD) is a market anomaly that challenge the “Efficient Market Hypothesis” (EMH). It was first discovered in 1968 by Ball and Brown. When firms on the stock market have their earnings announcement the stock price will be affected and tend to drift up or down in price for days, weeks or months. LÄS MER

  5. 9. The Predictive Power of Implied Volatility in Option Pricing

    Kandidat-uppsats, KTH/Matematisk statistik

    Författare :Lovisa Berglund; [2023]
    Nyckelord :Option Pricing; Black-Scholes; Finance; Implied Volatility; Applied Mathematics; Machine Learning; Optionsprissättning; Black-Scholes; Finans; Implicit Volatilitet; Tillämpad Matematik; Maskininlärning;

    Sammanfattning : During the last few years, financial derivatives have been growing in trading volume. There seem to be a high demand and supply of derivatives on the market and one common derivative is the option contract. The option contract is frequently the subject of studies and many different pricing models have been created for options. LÄS MER

  7. 10. A Framework to Model Bond Liquidity

    Master-uppsats, KTH/Matematik (Avd.)

    Författare :Alan Issa; [2023]
    Nyckelord :Bonds; liquidity; order book; stochastic process; stationarity; gamma distribution.; Obligationer; likviditet; orderbok; stokastisk process; stationaritet; gamma distribution.;

    Sammanfattning : The liquidity of financial assets can be studied in various different ways. In this thesis, liquidity is defined as the cost and time required to liquidate a position. LÄS MER