Essays about: "Copenhagen Stock Exchange"

Showing result 6 - 6 of 6 essays containing the words Copenhagen Stock Exchange.

1. 6. Like liquid off a Danes back : A quantitative study of illiquidity in the Copenhagen Stock Exchange

   University essay from Handelshögskolan vid Umeå universitet

   Author : Mattias Eknemar; Wesley Short; [2011]
   Keywords : Asset pricing; illiquidity; ILLIQ; Copenhagen Stock Exchange;

   Abstract : The research is conducted through a quantitative study based on data collected from the Copenhagen Stock Exchange between 2003 and 2011. Our primary purpose was to ascertain whether illiquidity was priced in the Copenhagen Stock Exchange. Illiquidity has been shown as a difficult concept to measure as it is not an observable variable in itself. READ MORE