Sökning: "liquidity index"

Visar resultat 1 - 5 av 57 uppsatser innehållade orden liquidity index.

1. 1. Payment Method and Public Acquiror Returns: Evidence from the U.S. Market for Corporate Control

   C-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Författare :Filip Toncev; [2023]
   Nyckelord :Mergers Acquisitions; Public Acquiror; Payment Method; Financial Stress; Abnormal Return;

   Sammanfattning : This thesis examines the relationship between method of payment, financial stress, and acquiror abnormal returns using a sample of 676 acquisitions by NYSE, NYSE American, and Nasdaq listed non-financial, non-utility firms. In normal market conditions the results are generally consistent with previous findings, with stock acquisitions of private targets generating the highest abnormal returns. LÄS MER

3. 2. TOM: Measuring Liquidity in the Swedish Real Estate Market : Investigation of the influence of the market conditions on the time-on-market and price relationship

   Master-uppsats, KTH/Fastighetsföretagande och finansiella system

   Författare :Catalina Luna Andonegui; [2023]
   Nyckelord :Time-on-market; Liquidity; Real Estate Cycles; Market conditions; Tid-på-marken; Likviditet; Fastighetscykler; Marknadsvillkor;

   Sammanfattning : This thesis project examines the liquidity of the residential market in Stockholm under different phases of the real estate cycle. Using time-on-market (TOM) as a liquidity indicator, the aim is to get an insight of the influence of prices, property characteristics and macroeconomic variables. LÄS MER

4. 3. Dispersion Trading: A Way to Hedge Vega Risk in Index Options

   Master-uppsats, KTH/Matematik (Avd.)

   Författare :Albin Irell Fridlund; Johanna Heberlein; [2023]
   Nyckelord :Dispersion Trading; Volatility Trading; Volatility Hedging; Vega Hedging; Option Trading; Back-testing; Liquidity provider; OMXS30 options; Index options; Spridningshandel; Volitilitetshandel; Volitilitetssäkring; Vega säkring; Optionshandel; Back-testing; Likviditetgivare; OMXS30 optioner; Index optioner;

   Sammanfattning : Since the introduction of derivatives to the financial markets, volatility trading has emerged as a method for investors to make money in every market condition. In parallel with introducing derivatives to the financial markets, hedging methods have emerged and are today essential instruments for the liquidity providers active in the markets. LÄS MER

5. 4. Frivillig redovisning i svenska börsnoterade företag : En kvantitativ studie inom sjukvårdssektorn

   Kandidat-uppsats, Högskolan i Gävle/Företagsekonomi

   Författare :Sofia Carlsson; Nanor Mehrabi; [2023]
   Nyckelord :Voluntary disclosure; Swedish listed companies; healthcare sector; company characteristics; IFRS; determinants of voluntary disclosure; Frivillig redovisning; svenska börsnoterade företag; sjukvårdssektorn; företagsspecifika egenskaper; IFRS; faktorer av frivillig redovisning;

   Sammanfattning : Syfte: Den externa redovisningen har som syfte att förmedla en rättvisande bild av företagets ställning och riktar sig till företagets externa omgivning. Årsredovisningar visar inte endast företagens finansiella prestanda utan är även ett sätt att kommunicera med omgivningen. LÄS MER

7. 5. An Investigation and Comparison of Machine Learning Methods for Selecting Stressed Value-at-Risk Scenarios

   Uppsats för yrkesexamina på avancerad nivå, Uppsala universitet/Avdelningen för systemteknik

   Författare :Moa Tennberg; [2023]
   Nyckelord :Value-at-Risk; Total margin; Procyclicality; Machine learning; Binary classification; Supervised learning; Unsupervised learning; Random forest; Multilayer perceptron;

   Sammanfattning : Stressed Value-at-Risk (VaR) is a statistic used to measure an entity's exposure to market risk by evaluating possible extreme portfolio losses. Stressed VaR scenarios can be used as a metric to describe the state of the financial market and can be used to detect and counter procyclicality by allowing central clearing counterparities (CCP) to increase margin requirements. LÄS MER