Essays about: "Bid-ask Spread"

Showing result 1 - 5 of 45 essays containing the words Bid-ask Spread.

1. 1. The Impact of Share Repurchases on Stock Liquidity During Market Distress

   University essay from Göteborgs universitet/Graduate School

   Author : Björn Landelius; Kasper Lindqvist; [2023-07-04]
   Keywords : Share repurchase; Stock liquidity; Market distress; Information asymmetry; Competing market;

   Abstract : Since stock repurchases were first introduced in the late 1960 its growth has been significant. This has led to increasing interest among researchers regarding the motives behind them and their post-effects. While stock repurchase research is extensive, the focus on the effect of stock repurchases on liquidity is limited. READ MORE

3. 2. 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

4. 3. Dispersion Trading: A Way to Hedge Vega Risk in Index Options

   University essay from KTH/Matematik (Avd.)

   Author : Albin Irell Fridlund; Johanna Heberlein; [2023]
   Keywords : Dispersion Trading; Volatility Trading; Volatility Hedging; Vega Hedging; Option Trading; Back-testing; Liquidity provider; OMXS30 options; Index options; Spridningshandel; Volitilitetshandel; Volitilitetssäkring; Vega säkring; Optionshandel; Back-testing; Likviditetgivare; OMXS30 optioner; Index optioner;

   Abstract : Since the introduction of derivatives to the financial markets, volatility trading has emerged as a method for investors to make money in every market condition. In parallel with introducing derivatives to the financial markets, hedging methods have emerged and are today essential instruments for the liquidity providers active in the markets. READ MORE

5. 4. The Impact of Stock Market Manipulation: An empirical study of Nasdaq Stockholm Stock Exchange during 2018-2023

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Alina Mannonen; Caroline Zheng; [2023]
   Keywords : Stock Manipulation; Market Efficiency; Market Quality; Stockholm stock exchange; Market microstructure;

   Abstract : Despite widespread concern about market manipulation, there is a general lack of empirical evidence in the literature to support this claim. In particular, market manipulation has not been thoroughly investigated in advanced stock markets. READ MORE

6. 5. Exploring the relationship between ESG performance and information asymmetry : Evidence from Nasdaq Stockholm

   University essay from Uppsala universitet/Företagsekonomiska institutionen

   Author : Axel Pettersson; Herman Berggren; [2023]
   Keywords : ESG; ESG performance; information asymmetry; sustainability reporting; NFRD;

   Abstract : The relationship between a firm’s ESG performance and information asymmetry is a well-covered research area, however, few studies have been conducted on the markets covered by EU regulation and the NFRD. This thesis aims to fill the research gap by examining the relationship between ESG performance and information asymmetry in firms listed on Nasdaq Stockholm, to provide evidence from the EU’s regulatory landscape. READ MORE