Essays about: "Olle Ekesryd"

Found 1 essay containing the words Olle Ekesryd.

  1. 1. High-Frequency Market Reactions to Unscheduled Stock-Speci c News- An Empirical Analysis of the Intraday Market Dynamics of the Stockholm Stock Exchange

    University essay from Göteborgs universitet/Graduate School

    Author : Olle Ekesryd; Tom Carlson; [2022-06-29]
    Keywords : unscheduled news; intraday; e cient market hypothesis; high-frequency trading; sentiment analysis;

    Abstract : This study examines the e ect of unscheduled stock-speci c news on stock char- acteristics of the Swedish stock market and evaluates the opportunity of con- structing a news trading strategy. It especially focuses on volume and volatility reactions between sixty minutes prior to and after the news releases. READ MORE