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Visar resultat 1 - 5 av 8 avhandlingar som matchar ovanstående sökkriterier.

1. 1. Liquidity and Portfolio Optimisation

   Författare :Björn Hagströmer; Jane M. Binner; Aston University Aston Business School; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; stock market; liquidity; systematic liquidity; portfolio optimisation; high-frequency data; Economics; Nationalekonomi;

   Sammanfattning : This thesis presents research within empirical financial economics with focus on liquidity and portfolio optimisation in the stock markets. The discussion on liquidity is focussed on measurement issues, including TAQ data processing and measurement of systematic liquidity factors. LÄS MER

3. 2. New Insights on Computerized Trading : Implications of Frequently Revised Trading Decisions

   Författare :Petter Dahlström; Björn Hagströmer; Lars Nordén; Andriy Shkilko; Stockholms universitet; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Business Administration; företagsekonomi;

   Sammanfattning : Computerized trading may be viewed as an aspect of modernization of financial markets. This dissertation contains four articles that in different ways examine to what extent the modernization influences the economics of the markets. LÄS MER

4. 3. Changing the Rules of the Game : A Market Microstructure Perspective on the Effects of Regulating Financial Markets

   Författare :Ester Félez Viñas; Björn Hagströmer; Caihong Xu; Mathijs van Dijk; Stockholms universitet; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Market fragmentation; liquidity; resiliency; short selling ban; commonality in liquidity; financial contagion; call auction; market integrity; auction attractiveness; price efficiency; företagsekonomi; Business Administration;

   Sammanfattning : This dissertation contains four articles that examine the effects brought about by the implementation of new regulations and changes in the trading landscape on different facets of market quality and integrity.Article I studies how the fragmentation of equity markets affects the speed of recovery of the market, both under normal market conditions and in times of stress. LÄS MER

5. 4. Competition, Division and Unity : The Impact of Market Structures on Trading Quality

   Författare :Chengcheng Qu; Björn Hagströmer; Lars Nordén; Michał Dzieliński; Roman Kozhan; Stockholms universitet; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Market microstructure; latency arbitrage; fragmentation; tick size; lot size; liquidity; adverse selection; market efficiency; Business Administration; företagsekonomi;

   Sammanfattning : The financial market operates as an ecosystem, involving diverse yet interconnected marketplaces and participants. Market design, intricately interacting with technology, regulation, and competition, shapes how participants adapt their trading behavior and therefore influences market performance. LÄS MER

7. 5. eVIS – A digital support for physical activity in patients with chronic pain

   Författare :Veronica Sjöberg; Linda Vixner; Björn Äng; Maria Hagströmer; Mathilda Björk; Pernilla Åsenlöf; Högskolan Dalarna; []
   Nyckelord :MEDICIN OCH HÄLSOVETENSKAP; MEDICAL AND HEALTH SCIENCES; Chronic pain; Criterion validity; Content validity; Complex intervention development; Device-based measurement; Feasibility; Physical activity;

   Sammanfattning : Background: Chronic pain is a significant contemporary health challenge, exerting enormous impact on both individuals and societies. Although physical activity is the primary treatment, many patients struggle with incorporating it into their lives. LÄS MER