Essays about: "Gustaf Martinsson"

Found 2 essays containing the words Gustaf Martinsson.

1. 1. An Empirical Analysis of Information Efficiency of the Chinese Stock Market

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Martin Martinsson; Gustaf Tegell; [2007]
   Keywords : market efficiency; insider trading; Chinese Stock Market; Economics; econometrics; economic theory; economic systems; economic policy; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik; Business and Economics;

   Abstract : The purpose of the thesis was to describe the Chinese stock market in order to analyse investors’ response to information release. We have studied a sample of Chinese companies listed on both the domestic stock exchange and the Hong Kong stock exchange. There are regulations regarding ownership of different stocks. READ MORE

3. 2. Trading strategies with market impact constraints – A case study at SEB

   University essay from Lunds universitet/Produktionsekonomi

   Author : Martin Martinsson; Gustaf Tegell; [2007]
   Keywords : Market Impact; Pre Trade Analysis; Timing Risk; Optimal Trading Trajectories; Trading; Expected Cost; Variance of Cost; Temporary Market Impact; Permanent Market Impact. ; Technology and Engineering;

   Abstract : Purpose of the master thesis is to develop an algorithmic trading model for a single asset, which is well functioning on the Scandinavian market. Deliverables: The main focus has been towards creating an indicating model to quantify market impact, cost of trading and model an efficient trading frontier. READ MORE