Sökning: "Market microstructure"

Visar resultat 6 - 10 av 27 avhandlingar innehållade orden Market microstructure.

  1. 6. 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

  3. 7. Empirical tests of exchange rate and stock return models

    Författare :Anna Lindahl; Göteborgs universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Foreign exchange order flow; Microstructure; Stock return predictability;

    Sammanfattning : Abstracts to ”Empirical tests of exchange rate and stock return models” Order flow in the Foreign Exchange Market Price discovery in foreign exchange markets is explored using Swedish data including trades from both the customer and the interdealer market. The data set represents a majority of all executed trades in the EURSEK exchange rate over a four-year time period. LÄS MER

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

    Författare :Evelina Tibäck; Chalmers tekniska högskola; []
    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

  5. 9. Natural fiber composites : optimization of microstructure and processing parameters

    Författare :Birgitha Nyström; Luleå tekniska universitet; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Polymeric Composite Materials; Polymera konstruktionsmaterial;

    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

  7. 10. Essays on the Scandinavian Stock Markets

    Författare :Jonas Söderberg; Ghazi Shukur; Carsten Tanggaard; Växjö universitet; []
    Nyckelord :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