Essays about: "Large cap volatility"
Showing result 6 - 10 of 29 essays containing the words Large cap volatility.
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6. Google Trends and Stocks: Retail Investing's Effect on Trading Performance of Swedish Large Cap Stocks
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : We elaborate on the measure of retail investor attention by assessing search frequency in Google Trends. Search Volume Index (SVI) is explored as a proxy for attention that stocks get from retail investors, and we discuss its explanatory power on stock metrics. READ MORE
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7. Post-MiFID II: Dark Pool Bans and Regulatory E ects on Lit Market Quality
University essay from Göteborgs universitet/Graduate SchoolAbstract : Over recent years, increasing popularity of non-transparent trading venues known as dark pools have spurred widespread controversy and debate; in particular regarding their impact on lit market conditions. Following voiced concerns over dark pools' potentially adverse e ects on lit market quality, legislative actions have been taken to restrict the amount of trading allowed to be conducted in the dark. READ MORE
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8. Predicting Stock Price Direction for Asian Small Cap Stocks with Machine Learning Methods
University essay from KTH/Matematik (Avd.)Abstract : Portfolio managers have a great interest in detecting high-performing stocks early on. Detecting outperforming stocks has for long been of interest from a research as well as financial point of view. Quantitative methods to predict stock movements have been widely studied in diverse contexts, where some present promising results. READ MORE
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9. Empirical study of methods to complete the swaption volatility cube from the caplet volatility surface
University essay from Uppsala universitet/Tillämpad matematik och statistikAbstract : Fixed income markets are vast markets, involving a large number of actors including financial institutions, state actors, asset managers and corporations. An import part of these markets are contracts written on the xIBOR rates. READ MORE
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10. Market Liquidity and Block Holdings - Empirical evidence from the Swedish market
University essay from Lunds universitet/Företagsekonomiska institutionenAbstract : Purpose: Investigate the relation between block ownership and stock liquidity. Methodology: The empirical methods used in this project are of quantitative nature. We use a set of dependent variables representing liquidity measures in order to test how our main explanatory variable, sum of block holdings, affect this. READ MORE