Essays about: "Jacob Molin"

Found 2 essays containing the words Jacob Molin.

  1. 1. Into the Dark: A study of the 2014, 2019, and 2020 post-trade anonymity reforms at Nasdaq Nordic and their impact on metrics of market quality

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Daniel Mattisson; Jacob Molin; [2022]
    Keywords : Market microstructure; Post-trade anonymity; Broker codes; Liquidity; Nasdaq Nordic;

    Abstract : We test the impact of three post-trade anonymity regimes implemented by Nasdaq Nordic in 2014, 2019, and 2020. Using a sample of Mid Cap and Large Cap stocks listed in Stockholm, Copenhagen, and Helsinki, we examine the effect of different anonymity setups on standard measures of market quality through a difference-in-differences approach. READ MORE

  3. 2. Center of Attention - A Study of Retail Investor Attention and IPO Performance in Sweden

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Daniel Mattisson; Jacob Molin; [2020]
    Keywords : ipo; underpricing; price-pressure; search data; retail investor attention;

    Abstract : We test an attention-induced price-pressure hypothesis on Swedish data by replicating and extending the methodology of Da, Engelberg and Gao (2011). Using a sample of 233 IPOs on Nasdaq Stockholm and First North from 2004 to 2019, we examine the relationship between retail investor attention, proxied by Google search data, and IPO performance. READ MORE