Essays about: "LIQUIDITY"

Showing result 1 - 5 of 275 essays containing the word LIQUIDITY.

  1. 1. The Next Tick on Nasdaq Stockholm: Predicting Price Direction in Limit Order Books Using Order Imbalance

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Jamil Al-Najjar; Julian Kramer; [2019]
    Keywords : high frequency trading; limit order books; order imbalance; price prediction;

    Abstract : We explore complete Level II limit order books for eight stocks listed on Nasdaq Stockholm during 2016 and investigate the use of the imbalance between bid and ask volumes in predicting the direction of price change in an ultra-high-frequency environment. Specifically, we test whether a top-of-the-book (Level I) measure of order imbalance and a deeper-in-the-book (Level II) measure can predict the direction of a change in the mid-price of a security for up to three events before the change occurs. READ MORE

  2. 2. Capital Structure Volatility: Is capital structure constant or a varying residual?

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Henrik Nilsson; Xiaopeng Hu; [2019]
    Keywords : Capital structure; debt flow volatility; cash flow constraint;

    Abstract : This paper examines the phenomenon of capital structure instability among private- and publicly listed firms in Sweden during the years 2000-2016. We observe a high level of capital structure volatility among private firms, while public firms appear to be more stable. READ MORE

  3. 3. Assessment of using liquidity index for the approximation of undrained shear strength of clay tills in Scania

    University essay from Lunds universitet/Geologiska institutionen

    Author : Dagnija Andreasson; [2019]
    Keywords : clay till; undrained shear strength; liquidity index; CPT; Earth and Environmental Sciences;

    Abstract : Undrained shear strength is a crucial parameter of the clay-rich sediments commonly used in the design process of geotechnical structures and is determined by several tests. As a considerable part of these tests are cost- and time consuming, it is of interest to investigate the potential relationship with shear strength (cu) with alternative, easily measurable parameters, such as liquidity index (IL). READ MORE

  4. 4. Bank capital and liquidity creation. An empirical study of the Scandinavian Banks

    University essay from Göteborgs universitet/Graduate School

    Author : Awais Shah; Said Lahiani; [2018-07-04]
    Keywords : liquidity creation; capital requirements; Basel III regulations; big and small banks; credit intermediation; Scandinavian countries;

    Abstract : MSc in Finance.... READ MORE

  5. 5. Predictability of return and volatility in Bitcoin markets

    University essay from Göteborgs universitet/Graduate School

    Author : Martin Eimer; Lina Karlsson; [2018-07-03]
    Keywords : Bitcoin; Price Manipulation; Abnormal Liquidity; Spoofing; Limit Order Book; High Frequency Trading;

    Abstract : MSc in Finance.... READ MORE