Essays about: "Price Discovery Process"
Showing result 1 - 5 of 9 essays containing the words Price Discovery Process.
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1. An Efficient Market Study of European CDS and Equity Markets
University essay from Umeå universitet/FöretagsekonomiAbstract : This thesis investigates the price discovery process between the stock and the credit default swap market (CDS). We link the financial theory of efficient markets and the underlying models and conditions involved in CDSs, the stock market and financial crashes. READ MORE
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2. The behaviour of retail investors and price discovery in China
University essay from Göteborgs universitet/Företagsekonomiska institutionenAbstract : China has, in the last decades, seen tremendous economic growth. Retail investors characterize the equity market, and these retail investors, who have a substantial impact on the price discovery in the mainland stock markets of China, are not entirely rational in their financial behaviours. READ MORE
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3. Emission Allowances in the European Union Emissions Trading System
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : The first part of the thesis analyses the short term behavior of daily emission allowance (EUA) log returns with a focus on volatility dynamics in the recent market environment. In this part, I present a historical overview of the European Union Emission Trading System (EU ETS), analyze the stylized facts of the time series, employ appropriate time series models, and assess model in-sample and out-of-sample performance. READ MORE
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4. An unexplored route to the public equity market: A case study of Spotify's direct listing
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : In this thesis, we analyze Spotify's choice of opting for a direct listing over a traditional IPO. We investigate the motivations and rationale behind the decision, provide insights from the process, and present some of the challenges that were faced. READ MORE
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5. Design of a multi-asset-backed stablecoin and a multilateral order matching system
University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)Abstract : Cryptocurrencies, specifically designed for price stability, called stablecoins, have emerged to counteract the volatility that has been prevalent in cryptocurrency markets over the past decade. Stablecoins often use one, or in some cases, multiple collateral assets to maintain a stable value. READ MORE
