Essays about: "Bid-ask Spread"

Showing result 6 - 10 of 45 essays containing the words Bid-ask Spread.

  1. 6. Examining Voluntary Corporate Disclosures about Reverse Factoring

    University essay from Göteborgs universitet/Graduate School

    Author : Hina Aftab; Tanjin Farzana; [2022-06-30]
    Keywords : Supply Chain Finance; Reverse Factoring; Disclosure; Bid-ask spread;

    Abstract : Reverse factoring (RF) is a working capital arrangement through which a buyer involves a financial institution to buy invoices from suppliers on a discount and repays such loan at a later date. This leads to a reduction in days receivable for the supplier. READ MORE

  3. 7. Predicting Liquidity In The Cryptocurrency Market: Testing The Invariance Theory On A New Market Structure And Asset Class

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Charles Gyllhamn; Jacob Winberg; [2022]
    Keywords : Market microstructure; invariance; bid-ask spread; liquidity; Cryptocurrencies;

    Abstract : By integrating dimensional analysis and principles of market microstructure invariance, this study documents a nearly invariant relationship between relative bid-ask spreads and illiquidity for the cryptocurrency market. The relationship is found by studying cryptocurrency trading data in two dimensions; Along a time series dimension, where data is aggregated on a daily level, and along an intraday dimension, where variables are aggregated at five-minute intervals across all trading days. READ MORE

  4. 8. Sustainable Versus Non-Sustainable Equities: An Empirical Analysis of Return, Risk and Liquidity

    University essay from KTH/Matematik (Avd.)

    Author : Gustav Niland; [2022]
    Keywords : ;

    Abstract : In order to create a sustainable portfolio, more sustainable assets may be chosen to be included and less sustainable assets may be chosen to be excluded from the portfolio. A potential risk that could arise as a result, is that the choice to include or exclude assets may affect the liquidity profile of the portfolio. READ MORE

  5. 9. Early evidence on iXBRL regulation and its impact on information asymmetry in the US capital market

    University essay from Göteborgs universitet/Graduate School

    Author : Viktor Axelsson; Alexander Nilsson; [2021-06-24]
    Keywords : iXBRL; Information asymmetry; Regulation; iXBRL-tags; Difference in difference; propensity score matching;

    Abstract : The topic of extensible business reporting language (XBRL) has long been under debate regarding its effect and usefulness as a disclosure format. With the recent regulatory shift to the newest evolution of XBRL, inline XBRL (iXBRL), it once again becomes important to evaluate and understand the effects of the regulation. READ MORE

  6. 10. Brown and Green – What’s the Yield in Between?

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Eric Werleus; Emil Höckerfelt; [2021]
    Keywords : green bond premium; matching method; z-spread; bid-ask spread; Business and Economics;

    Abstract : The growing need for green investments has contributed to the increased issuance of green bonds. This research investigates if green bonds are priced differently from conventional bonds by measuring yield spread discrepancies. READ MORE