Sökning: "liquidity dimension"
Visar resultat 1 - 5 av 7 uppsatser innehållade orden liquidity dimension.
1. THE IMPACT OF ESG PERFORMANCE AND EXTERNAL AUDIT OF ESG REPORTS ON STOCK LIQUIDITY
Master-uppsats, Göteborgs universitet/Graduate SchoolSammanfattning : Prior research on market reactions to environmental, social, and governance (ESG) factors has predominantly centered around financial performance. In this study we instead shed light on stock liquidity, a previously underexplored dimension of market reactions to ESG. LÄS MER
2. 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
3. Examining the Existence of the Characteristic Liquidity Premium: A Study of the U.S. Stock Market
D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiSammanfattning : This paper examines the existence of a characteristic liquidity premium among U.S. stock returns between January 1964 and December 2021 after adjusting for transaction costs. Liquidity is estimated using four different measures in order to capture different dimensions of liquidity (price impact, trading cost, trading speed, and trading quantity). LÄS MER
4. Illiquid oceans : the risk of liquidity shortages for the expansion of offshore wind energy in Germany
Master-uppsats, Lunds universitet/LUCSUSSammanfattning : The German transition to renewable energies has so far been an example of a successful energy transition of a major economy. Even though this transition is criticized for being only a half-hearted solution, it is an important example of the attempt of a major economy to transit towards renewable energies and is therefore worth studying in its own rights. LÄS MER
5. Påverkar ett företags seriositet i hållbarhetsarbetet valet av hållbarhetsgranskare : En kvantitativ studie av 433 företag i Europa och USA
Kandidat-uppsats, Högskolan i Gävle/Avdelningen för ekonomiSammanfattning : Syfte: Då tidigare forskning funnit motstridiga resultat gällande orsaken till val av hållbarhetsgranskare var syftet med denna studie att undersöka om företags seriösa intention med hållbarhetsarbetet påverkade valet mellan revisor eller konsult. Metod: Studien har utgått från den positivistiska forskningsfilosofin och har en hypotetisk-deduktiv ansats. LÄS MER