Essays about: "Martin Martinsson"
Found 2 essays containing the words Martin Martinsson.
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1. An Empirical Analysis of Information Efficiency of the Chinese Stock Market
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : The purpose of the thesis was to describe the Chinese stock market in order to analyse investors’ response to information release. We have studied a sample of Chinese companies listed on both the domestic stock exchange and the Hong Kong stock exchange. There are regulations regarding ownership of different stocks. READ MORE
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2. Trading strategies with market impact constraints – A case study at SEB
University essay from Lunds universitet/ProduktionsekonomiAbstract : Purpose of the master thesis is to develop an algorithmic trading model for a single asset, which is well functioning on the Scandinavian market. Deliverables: The main focus has been towards creating an indicating model to quantify market impact, cost of trading and model an efficient trading frontier. READ MORE