Essays about: "Fredrik Lidefelt"
Found 1 essay containing the words Fredrik Lidefelt.
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1. Price Impact Correlation Between Buy-/Sell-Pressure in the Stock Market and Subsequent Price Changes
University essay from Lunds universitet/Matematisk statistikAbstract : In this thesis, the correlation between aggregated buy-/sell-pressure and price change is analyzed, something often referred to as price impact. The purpose is not only to find a model that can explain how prices change given a certain traded volume, but also to see how much of the variance in price changes results from the actual buy- or sell-pressure. READ MORE
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