Sökning: "Ken Bechmann"

Hittade 1 avhandling innehållade orden Ken Bechmann.

1. 1. (Il)liquidity on the Scandinavian Stock Exchange

   Författare :Jonas Söderberg; Ghazi Shukur; Ken Bechmann; Växjö universitet; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Finance; Liquidity; Order-driven stock exchanges; Economics; Nationalekonomi; Economics; Nationalekonomi;

   Sammanfattning : The time-series dynamics of liquidity on the Scandinavian stock exchanges between January 1993 and June 2005 are studied with an (il)liquidity index, based on the measures in Amihud (2002) and Lesmond, Ogden and Trzcinka (1999). The relationships between return, volatility, trading activity, and liquidity are examined in a VAR framework within these purely order-driven stock exchanges. LÄS MER