Sökning: "Market liquidity"

Visar resultat 11 - 15 av 53 avhandlingar innehållade orden Market liquidity.

  1. 11. Essays on Balkan frontier stock markets

    Författare :Goran Zafirov; Lars Nordén; Björn Hagströmer; Dejan Šoškić; Stockholms universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; frontier stock markets; privatisation; liquidity; liquidity premium; order book; transparency; price discovery; frontier aktiemarknad; privatisering; likviditet; likviditetspremie; orderbok; transparens; prisbildning; företagsekonomi; Business Administration;

    Sammanfattning : This dissertation consists of four chapters dealing with Balkan frontier markets, their design and performance. Chapter I provides an introduction to these markets and presents additional information necessary for the reader to understand these markets. LÄS MER

  3. 12. On the Importance of Accounting Information for Stock Market Efficiency

    Författare :Jiri Novak; Jan-Erik Gröjer; Mattias Hamberg; Mats Åkerblom; Colin Clubb; Uppsala universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Business studies; accounting; capital makets; efficiency; momentum; liquidity; accounting conservatism; transitory earnings; IFRS; goodwill; Sweden; Företagsekonomi; Business studies; Företagsekonomi;

    Sammanfattning : This thesis contributes to the discussion on the importance of accounting information for stock market efficiency. As any analysis of market efficiency depends on the use of adequate risk proxies, the thesis first investigates the ability of commonly used risk factors to explain the cross-sectional variation of Swedish stock returns. LÄS MER

  4. 13. Efficient Trading in the Short-term Electricity Markets for Integration of Renewable Energy Sources : Multistage Stochastic and Agent-based Modeling Approaches for Continuous Intraday Electricity Market

    Författare :Priyanka Shinde; Mikael Amelin; Lennart Söder; Nikolaos Paterakis; KTH; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Continuous intraday electricity market; Virtual power plant; Trading strategy; Stochastic dual dynamic program; Agent-based modeling; Adaptive learning; Renewable energy sources; Cross-border intraday trading; Flow-based market coupling; Balancing market; Imbalance settlement cost; Randomized progressive hedging; Multistage stochastic programming; Energy storage; Intraday prices; Intraday price analysis; Time series analysis; Kontinuerliga intradagmarknaden; Virtuellt kraftverk; Handelsstrategi; Stokastisk dual dynamisk programmering; Agentbaserad modellering; Adaptivt l¨arande; F¨ornybara energik¨allor; Gr¨ans¨overskridande intradaghandel; Fl¨odesbaserad marknadskoppling; Balansmarknaden; Balansavr¨akningskostnader; Randomiserad progressive hedging; Stokastisk multiskedesprogrammering; Energilagring; Intradagpriser; Intradagprisanalys; Tidsserieanalys; Electrical Engineering; Elektro- och systemteknik;

    Sammanfattning : This thesis investigates the role of different short-term electricity market design aspects that can facilitate better coordination of resources within the power system. The work also emphasizes on better cross-border integration of the short-term markets to improve the market liquidity, competition, social welfare, and flexibility in the system, which is essential for facilitating the integration of renewable sources. LÄS MER

  5. 14. Share Liquidity and Corporate Efforts to Enhance it. A study on the Swedish Stock Exchange

    Författare :Maria Gårdängen; Företagsekonomiska institutionen; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Financial science; Cross-listing; Equity issue; Split; Market microstructure; Bid-ask spread; Share liquidity; Cost of capital; Finansiering;

    Sammanfattning : All modern firms need access to capital markets at the lowest possible cost. Today's investors want to be able to increase or decrease their ownership rapidly, at low transaction costs and they demand return compensation for the trading costs they meet. LÄS MER

  7. 15. Essays on Share Repurchases and Equity Ownership

    Författare :Jonas Råsbrant; Staffan Laestadius; Kenneth Högholm; KTH; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Share repurchases; Buybacks; Stock performance; Liquidity; Rights offerings; Equity ownership; Portfolio choice; Owner-managers; Stockholm Stock Exchange; NASDAQ OMX Stockholm;

    Sammanfattning : This thesis comprises five empirical essays using Swedish data. Three of the essays examine open market share repurchases, one essay investigates changes in investors’ shareholdings surrounding equity rights offerings (ROs), and the last essay investigates owner-managers’ equity portfolio choices. LÄS MER