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Found 2 essays matching the above criteria.

1. 1. Intraday Seasonality in EUR/SEK Returns

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Albin Johansson; Johan Kull Tinnerholm; [2020]
   Keywords : Seasonality; intraday returns; intraday volatility; foreign exchange; Flexible Fourier Form; Business and Economics;

   Abstract : In this thesis the intraday seasonality in the EUR/SEK spot returns are investigated after the returns have been filtered from intraday volatility. This is done with five-minute returns from year 2007 to 2019. The returns are filtered using the Flexible Fourier Form regression and then intraday seasonality is tested using an ARMAX-GARCH model. READ MORE

3. 2. The Information Content of Prices : A study on differences between integer and non-integer initial public offerings

   University essay from Uppsala universitet/Företagsekonomiska institutionen

   Author : Hugo Brinkfält; Johan Kull Tinnerholm; [2019]
   Keywords : Initial Public Offering; Integer Pricing; Negotiation Hypothesis; Information Content of Prices; Underpricing; Initial Return; Decimalization; börsnotering; heltalsprissättning; prisers informationsinnehåll; underprissättning; initial avkastning; decimalisering;

   Abstract : The purpose of this thesis is to analyze differences between IPOs with integer (e.g. $20,00) and non-integer (e.g. READ MORE