Essays about: "handelsvolym"
Showing result 1 - 5 of 8 essays containing the word handelsvolym.
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1. Coverage initiations : an exploratory casestudy
University essay from KTH/Skolan för industriell teknik och management (ITM)Abstract : This master thesis is exploring the influence of coverage initiation reports issued by commissioned equity research analysts on stock prices and trading volumes. Equity research actors, with their expertise and skill, are providing the market with valuable information and filling the knowledge gaps that investors may have. READ MORE
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2. Forecasting daily stock market trading volume using Machine Learning
University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)Abstract : Today, brokers within the stock market brokerage industry are having difficulties with accurately forecasting the trading volume that is conducted by their customers. This is especially a problem during periods of exceptionally high or low trading volumes. READ MORE
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3. The Predictive Power of Implied Volatility in Option Pricing
University essay from KTH/Matematisk statistikAbstract : During the last few years, financial derivatives have been growing in trading volume. There seem to be a high demand and supply of derivatives on the market and one common derivative is the option contract. The option contract is frequently the subject of studies and many different pricing models have been created for options. READ MORE
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4. A Model for Estimating Short Interest
University essay from KTH/Matematisk statistikAbstract : The hefty price increases in heavily shorted stocks in the beginning of 2021 indicates that short interest might be an underrated yet important key figure for investors when deciding on whether to take on an investment strategy or not. Most stock exchanges release information regarding the short interest only once a month leaving investors having to make decisions on outdated information. READ MORE
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5. Factors affecting liquidity in the Nordic corporate bond market : A study on MiFiR required post trade transactions
University essay from Umeå universitet/Institutionen för matematik och matematisk statistikAbstract : The Nordic corporate bond market is a market growing in significance of the financial landscape, but is rather sparsely investigated due to its low transparency characteristics. Utilizing the new EU legislative framework MiFiR, this study implements a quantitative liquidity measure on transactions reported as required by MiFiR. READ MORE