Sökning: "price spreads"

Visar resultat 1 - 5 av 38 uppsatser innehållade orden price spreads.

1. 1. The Swedish Voting Premium : Empirical evidence of price spreads in dual-class shares

   Master-uppsats, Uppsala universitet/Företagsekonomiska institutionen

   Författare :Henry Forsman; Linus Werner; [2023]
   Nyckelord :dual-class firms; dual-class shares; voting premium; voting rights; price spreads; corporate governance; majority ownership; institutional ownership; liquidity;

   Sammanfattning : This paper examines the relative price spreads between dual-class shares issued by the same firm on the Swedish market in order to investigate if a voting premium exists and what factors contribute to it. Previous research has found diverging explanations for the variation in price spreads between dual-class shares. LÄS MER

3. 2. A Correlation Study on the Relationship between Credit Default Swap (CDS) Spreads and ESG Sentiment in the Banking Sector

   Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

   Författare :Mattias Olsson; Shabier Stanakzai; [2023]
   Nyckelord :ESG; Sentiment; CDS spreads.; Business and Economics;

   Sammanfattning : This study examines the influence of online ESG sentiment on credit market price movement in the banking sector. By employing a panel regression model with fixed effect for firms and time, the study’s findings indicate an inverse relationship between online ESG sentiment and CDS spread in accordance, to some extent, with previous literature. LÄS MER

4. 3. 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 ekonomi

   Författare :Charles Gyllhamn; Jacob Winberg; [2022]
   Nyckelord :Market microstructure; invariance; bid-ask spread; liquidity; Cryptocurrencies;

   Sammanfattning : 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

5. 4. The Great Appreciation : Impact of Sentiment Shocks and Macroprudential Policy to Fundamental Price Spreads in Scandinavian Housing Markets

   Master-uppsats, Linköpings universitet/Nationalekonomi; Linköpings universitet/Filosofiska fakulteten

   Författare :Anton Kronholm; Henrik Lättman; [2022]
   Nyckelord :Residential real estate; Housing market; Fundamental housing price; Sentiment; Policy; Scandinavia;

   Sammanfattning : This paper aims to investigate whether changes in economic sentiment and major policy shifts have had any significant impact on Scandinavian real housing prices relative their fundamental value post year 2000. Fundamental housing price indices for each constituent of the region are estimated from macroeconomic fundamentals in a VAR framework. LÄS MER

7. 5. A machine learning approach leveraging technical- and sentiment analysis to forecast price movements in major crypto currencies

   Master-uppsats, KTH/Matematik (Avd.)

   Författare :Ludvig Harting; Nils Åkesson; [2022]
   Nyckelord :Artifical Neural Network; Crypto; Sentiment Analysis; Twitter; Technical Analysis; Bitcoin; Ether; Litecoin; Artificiellt Neuronnät; Kryptovalutor; Sentimentsanalys; Twitter; Teknisk Analys; Bitcoin; Ether; Litecoin;

   Sammanfattning : This paper uses a back-propagating neural network (BPN) to predict the price movements of major crypto currencies, leveraging technical factors as well as measurements of collective sentiment derived from the micro-blogging network Twitter. Our dataset consists of daily, hourly and minutely price levels for Bitcoin, Ether and Litecoin along with 8 popular technical indicators, as well as all tweets with the currencies' cash tags during respective time periods. LÄS MER