Sökning: "market efficiency"

Visar resultat 1 - 5 av 533 avhandlingar innehållade orden market efficiency.

  1. 1. Elements of the Asia Pacific gas market : market power and efficiency

    Författare :Bo Jonsson; Luleå tekniska universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Economics; Nationalekonomi;

    Sammanfattning : Natural gas trade in the Asian Pacific market is heavily dependent on the demand from Japan, which imports around 75% of the gas traded as LNG (liquefied natural gas) in the region. This study argues that the buyers in Japan, through cooperation have the potential to exert the market power that their large market share provides them with. LÄS MER

  3. 2. Empirical studies in market efficiency

    Författare :Johan Söderström; Handelshögskolan i Stockholm; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Sammanfattning : .... LÄS MER

  4. 3. Essays on Stock Market Integration - On Stock Market Efficiency, Price Jumps and Stock Market Correlations

    Författare :Yuna Liu; Tomas Sjögren; Jörgen Hellström; Mikael Bask; Umeå universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Time-varying return predictability; Tests for jumps; International financial markets; Market structure; Common trading platform; Integration; Time-varying correlation; C-GARCH; Trust; Portfolio Diversification; Stock Market Participation; nationalekonomi; Economics;

    Sammanfattning : This thesis consists of four self-contained papers related to the change of market structure and the quality of equity market.In Paper [I] we found, by using of a Flexible Dynamic Component Correlations (FDCC) model, that the creation of a common cross-border stock trading platform has increased the long-run trends in conditional correlations between foreign and domestic stock market returns. 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. 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