Essays about: "arbitrage theory"

Showing result 6 - 10 of 37 essays containing the words arbitrage theory.

1. 6. Too Good to be True: Arbitrage in Bitcoin Markets

   University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomi; Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Herman Rogefors; Ellinor Myrman; [2021]
   Keywords : Bitcoin; Arbitrage; Investor attention; Newey-West estimator; Random walk theory;

   Abstract : This paper examines arbitrage opportunities between cross-regional bitcoin exchanges from tick-level data from September 1, 2020, to January 31, 2021. We continue with a regression analysis to provide explanations for the cross-regional price differences. READ MORE

3. 7. Effects of Digital Regulations on International Business Strategy: A multi-case study

   University essay from Lunds universitet/Företagsekonomiska institutionen

   Author : Laurin Fahrnberger; Willian Trindade Leite; [2021]
   Keywords : international business strategy; digital economy; digital regulation; institution-based view; resource-based view; Business and Economics;

   Abstract : Digital technologies have brought new challenges to society, such as data privacy abuses, attacks on democracy, and even military-grade technologies being accessed by civilians. Europe has taken the leadership by regulating different aspects of the digital economy; however, these regulations may create distortions that will harm European businesses. READ MORE

4. 8. Coronavirus-Related Sentiment and Stock Prices : Measuring Sentiment Effects on Swedish Stock Indices

   University essay from KTH/Fastigheter och byggande

   Author : Olga Piksina; Patricia Vernholmen; [2020]
   Keywords : market sentiment; behavioural finance; market efficiency; coronavirus; Swedish stock market; text analytics; sentiment analysis; news mining; marknadssentiment; beteendefinans; marknadseffektivitet; coronaviruset; svensk aktiemarknad; textanalys; sentimentanalys; news mining;

   Abstract : This thesis examines the effect of coronavirus-related sentiment on Swedish stock market returns during the coronavirus pandemic. We study returns on the large cap and small cap price indices OMXSLCPI and OMXSSCPI during the period January 2, 2020 – April 30, 2020. READ MORE

5. 9. Arbitrage Pricing Theory: A study on the Stockholm Stock

   University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

   Author : Richard Johansson; Pierre Petersson; [2019-03-01]
   Keywords : Arbitrage Pricing Theory; APT; Stockholm Stock Exchange; Macroeconomic Factors; Multi Factor Model;

   Abstract : This thesis investigates the macroeconomic factors that affect the returns on the different portfolios in Stockholm Stock Exchange by using Arbitrage Pricing Theory (Stephen Ross 1976). We use the portfolios of Large Cap, Mid Cap, Small Cap, and All Caps. Specifically, multiple index model is used. The sample period is 2012-2017. READ MORE

6. 10. There is such a thing as a free lunch, but it will cost you: a study on costly arbitrage and the index effect

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Sandra Andersson; Nicklas Kövamees; [2019]
   Keywords : arbitrage risk; demand curve slopes; index effect; market efficiency; transaction costs;

   Abstract : This thesis examines how stock returns around inclusions into and exclusions from the Swedish OMX Stockholm Benchmark and OMX Stockholm 30 indices are affected by arbitrage risk and transaction costs. We observe that during the 30 trading days preceding the announcement of a stock's inclusion in either index, stocks with high arbitrage risk and high transaction costs experience high positive abnormal returns, and vice versa. READ MORE