Sökning: "Trading activity"

Visar resultat 1 - 5 av 32 avhandlingar innehållade orden Trading activity.

1. 1. Off-exchange Trading in Modern Equity Markets : A Market Microstructure Perspective on Systematic Internalizers

   Författare :Fatemeh Aramian; Lars Nordén; Lu Liu; Bernt Arne Ødegaard; Stockholms universitet; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Systematic internalizers; Off-exchange trading; Equity markets; Price efficiency; Liquidity; Trading costs; High-frequency traders; Regulation; Dealers; Inventory management; företagsekonomi; Business Administration;

   Sammanfattning : Off-exchange trading has become a feature of the equity markets. This dissertation contains three articles that examine how off-exchange trading through systematic internalizers (SIs) affects inter-market competition and various features of market quality.Article I studies SIs' characteristics and the impact of SI operations on price efficiency. LÄS MER

3. 2. Corporate Ownership and Liquidity in China’s Stock Markets

   Författare :Mingfa Ding; Nationalekonomiska institutionen; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Political connections; QFII; Foreign institutional investor; Liquidity; Block ownership; Real friction; Informational friction; Information asymmetries; Trading activity;

   Sammanfattning : This thesis consists of an introduction and three self-contained chapters that address liquidity issues related to corporate ownership in the Chinese stock markets. The first paper provides new insight into the relation between foreign institutional investors and stock liquidity by employing the Qualified Foreign Institutional Investor (QFII) scheme in the Chinese stock markets. LÄS MER

4. 3. Boundaries, believers and bodies : a cultural analysis of a multidisciplinary research community

   Författare :Helena Pettersson; Britta Lundgren; Erik Stolterman; David Hakken; Umeå universitet; []
   Nyckelord :HUMANIORA; HUMANITIES; Culture; ethnographic method; research; technology; boundary object work; symbolic capital; technoromanticism; future; speed; creativity; reality; dystopia; focal things; trading; multidisciplinary; gender; reflexivity; Ethnology; Etnologi;

   Sammanfattning : The aim of this study is to analyze the construction of research culture and collaboration within the research studio Tools for Creativity, one node in the larger Interactive Institute. This studio is an arena that in today’s society is associated with boundary crossing, dynamics and variability: An environment with high-tech equipment, a staff equipped with diverse skills, and a flexible approach with the ambition of developing innovative tools based on ICT to strengthen human creativity. LÄS MER

5. 4. Essays on Investor Behavior and Trading Strategies in International Financial Markets

   Författare :Anton Hasselgren; Jarkko Peltomäki; Ai Jun Hou; Charlotte Christiansen; Stockholms universitet; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; foreign exchange; speculators; hedge funds; investor behavior; trading strategies; information; market efficiency; företagsekonomi; Business Administration;

   Sammanfattning : This dissertation contains four articles that in different ways inform on investor behavior in international financial markets, their impact on the underlying market, and the trading strategies that they pursue.Article I studies how hedge funds herd in currency future contracts and how it is affecting the underlying market. LÄS MER

7. 5. Design of Electricity Markets for Efficient Balancing of Wind Power Generation

   Författare :Richard Scharff; Mikael Amelin; Lennart Söder; Hannes Weight; KTH; []
   Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; wind power variations; forecast errors; market design; adjustment markets; trading decisions; continuous intraday trading; variable renewable energy; Electrical Engineering; Elektro- och systemteknik;

   Sammanfattning : Deploying wind power to a larger extent is one solution to reduce negative environmental impacts of electric power supply. However, various challenges are connected with increasing wind power penetration levels. LÄS MER