Essays about: "Otto Gernandt"
Found 1 essay containing the words Otto Gernandt.
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1. Pricing of liquidity: Study of the Stockholm Stock Exchange 1901-1919
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : This paper studies the importance of liquidity in determining security returns. The study is conducted on the Stockholm Stock Exchange, 1901-1919, a market which at the time suffered from low market turnover. We find out-of-sample effects that liquidity levels are significant determinants of returns. READ MORE
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