Visar resultat 1 - 5 av 919 uppsatser innehållade ordet volatility.
1. How to turn external factors into internal resources - A case on how to gain knowledge and make use of the remote external environmentMaster-uppsats, Göteborgs universitet/Graduate School
Sammanfattning : MSc in International Business and Trade.... LÄS MER
2. Analys av kredit- och ränterisk över konjunkturcykler - En studie av amerikanska företagsobligationerKandidat-uppsats,
Sammanfattning : In recent years, the market for US corporate bonds has recovered from the financial crisis in 2008. Since the credit spread is of great importance to many stakeholders, this thesis has been written with the purpose to examining the underlying factors that affect the credit spread for US corporate bonds. LÄS MER
Sammanfattning : The focus of this paper is to investigate whether or not high frequency trading affects market volatility. Research on the topic has not been conducted on the Swedish stock market which is the purpose of this thesis. Previous research has been conflicting over whether or not high frequency trading increases or decreases volatility. LÄS MER
Sammanfattning : Recent years there has been an increased usage of dark pools followed by a rise in interest to study the field. During 2018, 14% of the US equity trading was made in dark pools. It is therefore highly relevant to consider dark pools effect on market qualities such as asset price volatility. LÄS MER
Sammanfattning : Exchange Traded Funds (ETFs) are supposed to be priced equal to the net asset value of their underlying stocks, if not, opportunities of arbitrage occur and are quickly corrected by arbitrageurs. When a demand or liquidity shock hits the ETF market, the price of the underlying stocks are affected due to arbitrage trading. LÄS MER