Sökning: "price non-synchronicity"

Hittade 3 uppsatser innehållade orden price non-synchronicity.

  1. 1. Exchange Trades Funds and Constituent Price Informativeness

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

    Författare :Frida Habbe; Sofia Hellenborg; [2022]
    Nyckelord :Exchange traded funds; price informativeness; price non-synchronicity; information costs; trader behavior;

    Sammanfattning : This thesis aims to investigate the relationship between exchange-traded funds and the price informativeness of their constituents using daily data on the proxies ETF coverage and price non-synchronicity over a period of 4.5 years, and finds some statistically significant evidence of a negative relationship. LÄS MER

  3. 2. Going Public and Stepping Up: Do companies become more productive after listing on the stock exchange?

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

    Författare :Folke Schröder Frykhammar; Gustav Sandelin; [2021]
    Nyckelord :Productivity; Initial Public Offering; Stock Price Informativeness; Total Factor Productivity;

    Sammanfattning : This thesis examines whether Swedish companies become more productive, i.e., achieve higher total factor productivity (TFP), after going public. Additionally, it extends previous findings about stock price informativeness to a Swedish context and tests whether it has any ex ante going public implications on productivity. LÄS MER

  4. 3. Information Consumption and Price Informativeness: The Link Between Behavior and Price Discovery

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

    Författare :Renjo Gabro; Samuel Svensson; [2021]
    Nyckelord :Price informativeness; Information consumption; institutional investors;

    Sammanfattning : As technologies to share and consume information become more efficient and the information available to investors grow exponentially, the relationship between information consumption and price discovery becomes increasingly important to understand. We study the relationship between information consumption and price informativeness. LÄS MER