Sökning: "Market microstructure"

Visar resultat 1 - 5 av 20 avhandlingar innehållade orden Market microstructure.

  1. 1. 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 :SOCIAL SCIENCES; SAMHÄLLSVETENSKAP; Market fragmentation; liquidity; resiliency; short selling ban; commonality in liquidity; financial contagion; call auction; market integrity; auction attractiveness; price efficiency; Business Administration; företagsekonomi;

    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

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

    Författare :Maria Gårdängen; Företagsekonomiska institutionen; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; 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

  3. 3. Structuring plant cell materials using pre-treatments. Effects on texture and carotenoid accessibility

    Författare :Evelina Tibäck; Chalmers University of Technology; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; PG; degree of methoxylation; texture; carrot; Bostwick consistency index; microstructure; in vitro carotenoid accessibility; PME; tomato; carotenoid content;

    Sammanfattning : A high consumption of fruits and vegetables is considered beneficial and to support good health. To promote higher fruit and vegetable intake, attractive and nutritious fruit- and vegetable-based ready-to-eat products should be available on the market. A key property of an attractive food product is a palatable texture. LÄS MER

  4. 4. Natural fiber composites : optimization of microstructure and processing parameters

    Författare :Birgitha Nyström; Luleå tekniska universitet; []

    Sammanfattning : Natural fiber composites, (NFC) are defined in this work as a group of materials where at least the fibers originates from renewable and CO2 neutral resources. NFC consists of a polymer matrix and a natural fiber. The fibers which originate from wood or plants can replace non-renewable fibers or fillers or simply replace part of the plastic. LÄS MER

  5. 5. Essays on the Scandinavian Stock Markets

    Författare :Jonas Söderberg; Ghazi Shukur; Carsten Tanggaard; Växjö universitet; []
    Nyckelord :SOCIAL SCIENCES; SAMHÄLLSVETENSKAP; SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Scandinavian stock markets; Liquidity; Market microstructure theory; Liquidity spillover; Vector autoregression analysis; Forecasting; Out-of-sample tests; Copulas; Risk management; Economics; Nationalekonomi; Economics; Nationalekonomi;

    Sammanfattning : This thesis consists of three self-contained empirical essays related to the stock markets in Denmark, Norway, and Sweden.In Essay I, the time-series dynamics of liquidity on the Scandinavian stock exchanges between January 1993 and June 2005 are studied with liquidity indices. LÄS MER