Sökning: "low-frequency effective spread"

Hittade 2 uppsatser innehållade orden low-frequency effective spread.

1. 1. Cosmic Dust Detection by the Solar Orbiter Using Machine Learning

   Kandidat-uppsats, Uppsala universitet/Institutet för rymdfysik, Uppsalaavdelningen

   Författare :Joar Lönngren; Ludwig Tiston; [2023]
   Nyckelord :Machine Learning; Neural Network; Cosmic Dust; Solar Orbiter; Space Physics; Space Dust;

   Sammanfattning : This project aims to investigate neural network systems as an effective tool for the in-space captured dust impact signal detection. Cosmic dust is the nanometre to micrometre fine-sized particles that exist in the interplanetary region. They originate from comets, asteroids, the planets and their moons and rings, or even the interstellar region. LÄS MER

3. 2. Examining the Existence of the Characteristic Liquidity Premium: A Study of the U.S. Stock Market

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

   Författare :Joel Ejdesjö; Maxime Karl Marcel Rundström; [2022]
   Nyckelord :Characteristic liquidity premium; liquidity dimension; low-frequency effective spread; transaction cost mitigation; net returns alpha;

   Sammanfattning : 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