Sökning: "trading risk"

Visar resultat 1 - 5 av 368 uppsatser innehållade orden trading risk.

1. 1. Do you want to swap? A study of the liquidity risk in the SEK interest rate swap market

   Master-uppsats, Göteborgs universitet/Graduate School

   Författare :Viktor Edberg; Carl Hjelmqvist; [2023-06-29]
   Nyckelord :Bao; Pan; Wang indicator; Determinants; Dimensions of liquidity; Forward Rate Agreement; Fundamental Review of the Trading Book; Generalized least squares; Interest Rate Derivative; Interest Rate Swap; Liquidity horizon; Liquidity risk premium; Market liquidity; SVEN spread; Swap Spread; Swedish Government benchmark bond; Treasury-Eurodollar; Turnover ratio; Turnover-per-day; Volume-adjusted intraday volatility;

   Sammanfattning : Interest rate swaps are one of the world’s most essential interest rate derivatives. It is therefore important to understand the pricing of these agreements, and how the market is functioning. LÄS MER

3. 2. Seasoned Equity Offerings and Disclosure Sentiment Effects: Evidence from the U.S.

   Master-uppsats, Göteborgs universitet/Graduate School

   Författare :Max Mauritz; Phornchanok Phojan; [2023-06-29]
   Nyckelord :Seasoned Equity Offerings; Long-Term Event Study; Buy-and-Hold Abnormal Returns; Textual Analysis; Disclosure Sentiment; Disclosure Tone;

   Sammanfattning : This paper updates the data regarding Seasoned Equity Offering firms (SEOs) long-term performance and finds evidence in line with prior research that they underperform in the longterm. Furthermore, using automated textual analysis on the relevant disclosure filings SEO firms in the United States publish (Form 10-K, Form 8-K and Form 424B), we investigate the relationship between disclosure sentiment variables and long-term return performance. LÄS MER

4. 3. Profitability During a Sustainability Transformation - A Case Study of a Swedish Petroleum and Biofuel Company

   Kandidat-uppsats, Göteborgs universitet/Företagsekonomiska institutionen

   Författare :Michael Crona; Filip Linnér; [2023-02-27]
   Nyckelord :This report examines the financial profitability of a petroleum and biofuel company during their sustainability transformation. The case company is Preem AB; the largest fuel company in Sweden. The study finds that debt-to-equity ratios tend to increase with investments in more sustainable solutions. This could propose a higher financial risk to the firm. The report also proposes and discuss the use of metrics for CO2- emission that are easier to understand than just the weight of the gas emitted. Preem does not seem to benefit from being part of the European Union’s Emissions Trading System ETS ; since their green investments are focused on reducing emissions in the use phase of their products; not in the production phase; which is what the ETS measures and rewards. The case study is based on an interview with a director at Preem to get an insight to the green investments. Data for financial- and environmental performance are collected from official reports published by Preem.;

   Sammanfattning : This report examines the financial profitability of a petroleum and biofuel company during their sustainability transformation. The case company is Preem AB, the largest fuel company in Sweden. The study finds that debt-to-equity ratios tend to increase with investments in more sustainable solutions. LÄS MER

5. 4. On Predicting Price Volatility from Limit Order Books

   Master-uppsats, Uppsala universitet/Matematiska institutionen

   Författare :Reza Dadfar; [2023]
   Nyckelord :General Compound Hawkes Process; Limit Order Book LOB ; High- Frequency Trading; Price Volatility; Markov Chain.;

   Sammanfattning : Accurate forecasting of stock price movements is crucial for optimizing trade execution and mitigating risk in automated trading environments, especially when leveraging Limit Order Book (LOB) data. However, developing predictive models from LOB data presents substantial challenges due to its inherent complexities and high-frequency nature. LÄS MER

7. 5. Riskperception och kundupplevelse: Potentiella kunders syn på automatiserade finansiella robotrådgivare : En kvantitativ studie om unga småsparares möjliga övergång till robotrådgivning och dess påverkan av beslutet

   Kandidat-uppsats, Södertörns högskola/Företagsekonomi

   Författare :Gabriel Ibrahim; Carolin Shemoun; [2023]
   Nyckelord :Trust; Robo-advisor; Robo-advising; Automated financial advisors; Human financial advisers; Benefit; Strength; Fintech; Algorithmic trading; Willingness; Perceived risk; Artificial intelligence;

   Sammanfattning : Bakgrund: Bakgrunden presenterar digitaliseringens utveckling och jämför det med media som tidigare varit analogt. Därefter redogörs för utvecklingen av automatiserade finansiella rådgivare och de utvecklingsstadier det genomgått. LÄS MER