Essays about: "Intraday market"

Showing result 21 - 25 of 51 essays containing the words Intraday market.

  1. 21. Intraday Volatility Surface Calibration

    University essay from Umeå universitet/Institutionen för matematik och matematisk statistik

    Author : Tobias Blomé; Adam Törnqvist; [2020]
    Keywords : ;

    Abstract : On the financial markets, investors search to achieve their economical goals while simultaneously being exposed to minimal risk. Volatility surfaces are used for estimating options' implied volatilities and corresponding option prices, which are used for various risk calculations. READ MORE

  3. 22. Market Reactions to Stock Recommendations in Business Media: An Event Study on Publications by Börsplus

    University essay from Handelshögskolan i Stockholm/Institutionen för redovisning och finansiering

    Author : Lucas Häggström; [2020]
    Keywords : Efficient Market Hypothesis; Price Pressure Hypothesis; Information Hypothesis; Business Media; Stock Recommendations;

    Abstract : The aim of this thesis was to further the understanding of how business media affects stock markets. That was achieved by studying market reactions to the publication of stock recommendations by Börsplus on the Swedish stock market during the minutes and days following the publication of the recommendations. READ MORE

  4. 23. A study on the profitability of Virtual Power Plants and their potential for compensation of imbalances

    University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)

    Author : Aralar Irigoyen Tineo; [2019]
    Keywords : ;

    Abstract : In the current climate crisis, there is an increasing need for the integration of renewableenergy in higher penetration indexes, which is boosting innovation not only in the technology but also in new business models.  Virtual Power Plants (VPPs) are an aggregation model for generation that is said to be able to decrease imbalances from renewable generation while improving economic performance. READ MORE

  5. 24. Liquidity and stock returns: Evidence form Kazakhstan stock market

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Temirlan Izmailov; [2019]
    Keywords : Market liquidity; Illiquidity measurement; Stock returns; Exchange rate regime; Global CAPM;

    Abstract : A lot of well-known theorems and asset pricing models are derived from analysis of developed stock exchanges under conditions of absence of transaction costs. Thus, a lot of attention has been given to transaction cost effects on stock return, especially after the financial crisis of 2008. READ MORE

  6. 25. Pivot Point Trading in the Foreign Exchange Market - A Test for Market Efficiency

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Ola Johnsson; David Frykmer; [2019]
    Keywords : Pivot points; technical analysis; foreign exchange market; Business and Economics;

    Abstract : The foreign exchange (FX) market is today the world’s broadest, most active, financial market. One of many technical analysis techniques amongst professional FX traders, trying to narrow down the best entry and exit points in this market, is to utilize pivot points. READ MORE