Essays about: "Jacob Langhard Lövstedt"

Found 2 essays containing the words Jacob Langhard Lövstedt.

1. 1. Underpricing in Corporate Bond Issues: An Explanation Based on Information Problems

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Hampus Frisén; Jacob Langhard Lövstedt; [2015]
   Keywords : Corporate bonds; Underpricing; Information problems;

   Abstract : This paper represents the first of its kind on the Swedish market as well as the first on the European market in over two decades. Through analysis of 1-day excess return observations for 457 bond issues on the Swedish corporate bond market ranging from June 2003 to February 2015, we investigate how information problems relate to underpricing. READ MORE

3. 2. How Is the Liquidity and Volatility Affected by Implementing Round Lot One? Evidence from the Stockholm Stock Exchange

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Hampus Frisén; Jacob Langhard Lövstedt; [2012]
   Keywords : Round lot one; Minimum trading units; Liquidity; Volatility; Market microstructure;

   Abstract : This paper studies how the round lot one implementation at the Stockholm Stock Exchange on Oct 13, 2008 impacted market liquidity and volatility. The impact is examined during a study period of 180 trading days using data from 223 treated stocks and 115 control stocks. READ MORE