Essays about: "Liquidity in the market"
Showing result 1 - 5 of 255 essays containing the words Liquidity in the market.
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1. The Impact of Share Repurchases on Stock Liquidity During Market Distress
University essay from Göteborgs universitet/Graduate SchoolAbstract : Since stock repurchases were first introduced in the late 1960 its growth has been significant. This has led to increasing interest among researchers regarding the motives behind them and their post-effects. While stock repurchase research is extensive, the focus on the effect of stock repurchases on liquidity is limited. READ MORE
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2. THE IMPACT OF ESG PERFORMANCE AND EXTERNAL AUDIT OF ESG REPORTS ON STOCK LIQUIDITY
University essay from Göteborgs universitet/Graduate SchoolAbstract : Prior research on market reactions to environmental, social, and governance (ESG) factors has predominantly centered around financial performance. In this study we instead shed light on stock liquidity, a previously underexplored dimension of market reactions to ESG. READ MORE
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3. The illiquidity exposure factor: An overlooked driver of mutual fund performance
University essay from Göteborgs universitet/Graduate SchoolAbstract : This paper examines if Swedish-focused mutual funds with more illiquid holdings produce higher alpha. By extending the classic Fama and French five-factor model, we pinpoint the effect of illiquidity in underlying holdings on mutual fund alpha generation through a two-step regression model with data between 2019-2022. READ MORE
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4. Do you want to swap? A study of the liquidity risk in the SEK interest rate swap market
University essay from Göteborgs universitet/Graduate SchoolAbstract : Interest rate swaps are one of the world’s most essential interest rate derivatives. It is therefore important to understand the pricing of these agreements, and how the market is functioning. READ MORE
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5. Cash Holdings, Secured Debt and Collateral
University essay from Lunds universitet/Företagsekonomiska institutionenAbstract : The purpose of this study is to empirically investigate the relationship between unencumbered tangibility and cash holdings, and to evaluate if corporations consider them to be substitutable variables of corporate liquidity. The study relies on a panel data set and then employs a firm fixed effect regression model to estimate the strength and direction of the relationship of interest. READ MORE