Essays about: "Amivest"

Found 2 essays containing the word Amivest.

1. 1. Stock Splits' Impact on Liquidity Under Current Market Conditions

   University essay from Handelshögskolan i Stockholm/Institutionen för redovisning och finansiering

   Author : Ludvig Völcker; Lowiza Svensson; [2023]
   Keywords : Splits; Liquidity; Signaling; Optimal trading range; Nasdaq Stockholm;

   Abstract : This study examines whether stock splits still improve liquidity under current market conditions. To do so, we conduct three t-tests to examine changes in the bid-ask spread, turnover in relation to market capitalization, and Amivest Liquidity Ratio, around 64 share splits on Nasdaq Stockholm between 2013 and 2022, both for individual firms and on a general level. READ MORE

3. 2. Effects of Liquidity on Idiosyncratic Risk

   University essay from Lunds universitet/Företagsekonomiska institutionen

   Author : Marjan Stefanovski; Erik Rasin; [2013]
   Keywords : Amivest; Amihud; Turnover; Liquidity; Idiosyncratic Risk; Fama French Factors; OLS; EGARCH; Business and Economics;

   Abstract : Abstract In this thesis we examine the link between idiosyncratic risk and liquidity on a sample of European equity covering the last 15 years and consisting of monthly retuns on 120 stocks. This thesis builds heavily upon an article by Speigel and Wang (2005), which demonstrates the relationship between risk and various liquidity measures on the US market. READ MORE