Essays about: "Minimum trading units"

Found 2 essays containing the words Minimum trading units.

1. 1. How Is the Liquidity and Volatility Affected by Implementing Round Lot One? Evidence from the Stockholm Stock Exchange

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Hampus Frisén; Jacob Langhard Lövstedt; [2012]
   Keywords : Round lot one; Minimum trading units; Liquidity; Volatility; Market microstructure;

   Abstract : This paper studies how the round lot one implementation at the Stockholm Stock Exchange on Oct 13, 2008 impacted market liquidity and volatility. The impact is examined during a study period of 180 trading days using data from 223 treated stocks and 115 control stocks. READ MORE

3. 2. Evaluating SEB Investment Strategy´s Recommended Mutual Fund Portfolios

   University essay from Institutionen för matematik och fysik; Akademin för utbildning, kultur och kommunikation

   Author : Alexander Mazyar Rostami; [2010]
   Keywords : Vasicek´s Technique; Portfolio Theory; Optimisation; Optimization; Mutual funds; Single-Index Model;

   Abstract : Preview:     SEB Investment Strategy is the function in SEB that supports business units SEB      Private Banking and SEB Retail with investment philosophy and investment            process. The framework of SEB Investment Strategy encompasses to manage a     structured investment philosophy and process to produce a range of investment                    options and portfolios for different target groups. READ MORE