Essays about: "Liquidity in the market"

Showing result 16 - 20 of 255 essays containing the words Liquidity in the market.

1. 16. Fragile Market: The impact of mutual funds on the corporate bond market

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Noah Tvelin; [2023]
   Keywords : Corporate Bonds; Mutual Funds; Fire Sale; Liquidity; Covid-19;

   Abstract : This master's thesis investigates whether mutual funds can induce fire sales on the Swedish corporate bond market between August 2019 and August 2020 to determine whether mutual funds aggravated the COVID-19 crash, and if their solution to temporarily freeze withdrawals were a viable remedy. Moreover, the thesis addresses this question using a panel-data framework that includes mutual fund-specific variables, control variables suggested by previous literature, entity, and time-fixed effects, allowing the thesis to capture divergences between corporate bonds and months. READ MORE

3. 17. Dispersion Trading: A Way to Hedge Vega Risk in Index Options

   University essay from KTH/Matematik (Avd.)

   Author : Albin Irell Fridlund; Johanna Heberlein; [2023]
   Keywords : Dispersion Trading; Volatility Trading; Volatility Hedging; Vega Hedging; Option Trading; Back-testing; Liquidity provider; OMXS30 options; Index options; Spridningshandel; Volitilitetshandel; Volitilitetssäkring; Vega säkring; Optionshandel; Back-testing; Likviditetgivare; OMXS30 optioner; Index optioner;

   Abstract : Since the introduction of derivatives to the financial markets, volatility trading has emerged as a method for investors to make money in every market condition. In parallel with introducing derivatives to the financial markets, hedging methods have emerged and are today essential instruments for the liquidity providers active in the markets. READ MORE

4. 18. Impact of U.S. Monetary Policy on Bond Spreads in Emerging Market Economies: A Comprehensive Analysis

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Jesus Marquez Rojas; [2023]
   Keywords : Unconventional Monetary Policy; Emerging Economies; Sovereign spreads.; Business and Economics;

   Abstract : This paper examines the impact of U.S. monetary policy on sovereign bond spreads in emerging market economies under the period of Unconventional Monetary Policy (UMP). READ MORE

5. 19. Fight or Flight: How stock market crashes affect private investors’ portfolio diversification in Sweden

   University essay from Jönköping University/Internationella Handelshögskolan

   Author : Ludvig Löfqvist; Erik Åhlstad; [2023]
   Keywords : Investment behavior; Diversification; Stock market crash; Demographic factors;

   Abstract : Background: Stock ownership has been increasing in Sweden, with 2,7 million individual owners in 2022, up from 2,1 million in 2018. A trend shows that younger individuals are becoming more involved in stock ownership, while those over 40 are decreasing in numbers. READ MORE

6. 20. The Impact of Stock Market Manipulation: An empirical study of Nasdaq Stockholm Stock Exchange during 2018-2023

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Alina Mannonen; Caroline Zheng; [2023]
   Keywords : Stock Manipulation; Market Efficiency; Market Quality; Stockholm stock exchange; Market microstructure;

   Abstract : Despite widespread concern about market manipulation, there is a general lack of empirical evidence in the literature to support this claim. In particular, market manipulation has not been thoroughly investigated in advanced stock markets. READ MORE