Essays about: "bid not bid"

Showing result 1 - 5 of 95 essays containing the words bid not bid.

1. 1. The Impact of Soft-Close Auctions on Bid Behavior: A Randomised Controlled Experiment

   University essay from Göteborgs universitet/Graduate School

   Author : Martin Kellgren; [2023-10-10]
   Keywords : Online Auctions; soft-close auctions; longer extension; randomised controlled experiment; private value; common value; seller’s revenue;

   Abstract : This thesis studies the effect of longer extensions on bidding behaviour in online auctions. The study uses a randomised controlled experiment through Pantbanken Sverige, a Swedish pawnbroker. The results indicate positive effects on the seller’s revenue due to longer extensions, although these effects were not statistically significant. READ MORE

3. 2. The Relationship Between Beta and Arbitrage Spread in M&A Deals

   University essay from Göteborgs universitet/Graduate School

   Author : Daniel Granat; William Fredriksson; [2023-06-29]
   Keywords : ;

   Abstract : Risk arbitrage is an event-driven investment strategy where the risk arbitrageur aims to capture the arbitrage spread between the target’s stock price and the bid price by the acquiring firm in a merger and acquisition (M&A) deal. Previous research suggests that specific risks connected to the deal as completion or duration risks, as well as firm and bid characteristics, influence the arbitrage spread. READ MORE

4. 3. "Den 25:e smäller det!" Payday Arbitrage in Swedish Consumer Market Behavior

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Marwan Al-Bardaji; Alexander Wikström; [2023]
   Keywords : Payday effect; Behavioral household finance; Time preference; Payday arbitrage; Household liquidity;

   Abstract : This thesis investigates the impact of the Swedish salary disbursement schedule on consumer behavior, particularly on the 25th of each month, a notable payday for most employees in Sweden. The study examines whether the anticipation of a monthly salary influences consumer decisions and spending patterns, potentially leading to payday-related arbitrage opportunities in Swedish marketplaces. READ MORE

5. 4. Volatility Modelling in the Swedish and US Fixed Income Market : A comparative study of GARCH, ARCH, E-GARCH and GJR-GARCH Models on Government Bonds

   University essay from Linköpings universitet/Nationalekonomi; Linköpings universitet/Filosofiska fakulteten

   Author : Sebastian Mortimore; William Sturehed; [2023]
   Keywords : GARCH; ARCH; GJR-GARCH; E-GARCH; ARMA; Government Bonds; Volatility; Loss functions; Fixed Income Market and realized volatility.; ARCH; GARCH; GJR-GARCH; E-GARCH; Statsobligationer och Volatilitet;

   Abstract : Volatility is an important variable in financial markets, risk management and making investment decisions. Different volatility models are beneficial tools to use when predicting future volatility. The purpose of this study is to compare the accuracy of various volatility models, including ARCH, GARCH and extensions of the GARCH framework. READ MORE

6. 5. Dispersion Trading: A Way to Hedge Vega Risk in Index Options

   University essay from KTH/Matematik (Avd.)

   Author : Albin Irell Fridlund; Johanna Heberlein; [2023]
   Keywords : Dispersion Trading; Volatility Trading; Volatility Hedging; Vega Hedging; Option Trading; Back-testing; Liquidity provider; OMXS30 options; Index options; Spridningshandel; Volitilitetshandel; Volitilitetssäkring; Vega säkring; Optionshandel; Back-testing; Likviditetgivare; OMXS30 optioner; Index optioner;

   Abstract : Since the introduction of derivatives to the financial markets, volatility trading has emerged as a method for investors to make money in every market condition. In parallel with introducing derivatives to the financial markets, hedging methods have emerged and are today essential instruments for the liquidity providers active in the markets. READ MORE