Sökning: "rational pricing"

Visar resultat 1 - 5 av 14 uppsatser innehållade orden rational pricing.

  1. 1. The Impact of Stock Market Manipulation: An empirical study of Nasdaq Stockholm Stock Exchange during 2018-2023

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

    Författare :Alina Mannonen; Caroline Zheng; [2023]
    Nyckelord :Stock Manipulation; Market Efficiency; Market Quality; Stockholm stock exchange; Market microstructure;

    Sammanfattning : Despite widespread concern about market manipulation, there is a general lack of empirical evidence in the literature to support this claim. In particular, market manipulation has not been thoroughly investigated in advanced stock markets. LÄS MER

  3. 2. Two Channels, One Anomaly: Diagnosing the Investment Effect

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

    Författare :Tom Lanoizelee; [2022]
    Nyckelord :Investment Effect; Diagnostic Expectations;

    Sammanfattning : The investment effect is driven by Zhang's rational direct discount-rate channel in the short term but by a non-rational indirect profitability channel in the long term. Unifying Zhang's production based asset pricing with Bordalo et al. LÄS MER

  4. 3. En undersökning av svenska livsmedelspriser: Vilka faktorer påverkar prissättningen?

    Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Baltsar Lindgren; [2022]
    Nyckelord :Pricing; food products; price competition; price discrimination; market concentration; costs; Business and Economics;

    Sammanfattning : The main objective of this paper is to investigate price determining factors in Swedish grocery retailing. By combining economic theory with linear regression analysis the paper wishes to shed light on what kind of factors that are affecting Swedish food retailers when they are pricing food products. LÄS MER

  5. 4. Risk factors impact on the P&L

    Master-uppsats, KTH/Matematisk statistik

    Författare :Khawla Gougas; [2020]
    Nyckelord :Profit and Loss P L ; risk factors; Greeks;

    Sammanfattning : Profit and Loss (P&L) explain analysis is an income statement produced by Product Control Team for traders to control the daily fluctuation in the value of a portfolio of trades to the root causes of the changes. This daily income provides users with a coherent breakdown of the drivers of P&L movements between two points in time with reference to a selected number of easily understandable pricing factors. LÄS MER

  7. 5. Does mispricing explain returns following addition to the S&P 500?

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Giacomo Reghelin; James Alexander Nunn; [2020]
    Nyckelord :Index premium; S P 500; Mispricing; Market efficiency; Business and Economics;

    Sammanfattning : This study investigates the relationships between mispricing and returns following addition to the S&P 500. We find evidence that the index premium is demand-driven, resulting in mispricing that is subsequently exploited by rational investors. We find that index premia are temporary, undergoing a full reversal within 20 days. LÄS MER