Essays about: "Veronika Lunina"
Found 2 essays containing the words Veronika Lunina.
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1. The Intraday Dynamics of Stock Returns and Trading Activity: Evidence from OMXS 30
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : In this study we analyze the intraday behaviour of stock returns and trading volume using the data on OMXS 30 stocks. We find that returns follow a reverse J-shaped pattern with the peak at the beginning of the trading day, while trading volume attains its maximum towards at the market closure. READ MORE
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2. Asset-Specific and Systematic Liquidity on the Swedish Stock Market
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : This essay studies the effect of liquidity on stock returns on the Swedish stock market. Liquidity is addressed both as a market risk factor and an asset characteristics. We use the relative bid-ask spread as a proxy for liquidity level. READ MORE