Essays about: "order flow trading"
Showing result 1 - 5 of 23 essays containing the words order flow trading.
-
1. Does the tick size regime on systematic internalisers improve market quality? : An Empirical Analysis on the Swedish Stock Market
University essay from Stockholms universitet/FinansieringAbstract : The tick size regime on systematic internalisers (SIs) was seen as a necessary action to level the playing field between SIs and other trading venues, with the hopes to improve the market composition and market quality in favour of regulated markets. However, the previous literature objects to the view as SIs may have gained the first-mover advantage from their previous tick size exemption. READ MORE
-
2. Cross-zonal trading in the continuous intraday market : An agent-based model approach
University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)Abstract : The accelerating growth of variable energy sources in the European market has brought to weather-dependent and less predictable generation profiles, which leads to a shift of the traded volumes from the day-ahead to the continuous intraday market because the latter is important for adjusting final imbalances. The undergoing transformation of the market introduces the need for improved trading solutions, seen already in the growing use of algorithmic trading, and for optimal market design, including the transmission capacity allocation management. READ MORE
-
3. Market Liquidity and Block Holdings - Empirical evidence from the Swedish market
University essay from Lunds universitet/Företagsekonomiska institutionenAbstract : Purpose: Investigate the relation between block ownership and stock liquidity. Methodology: The empirical methods used in this project are of quantitative nature. We use a set of dependent variables representing liquidity measures in order to test how our main explanatory variable, sum of block holdings, affect this. READ MORE
-
4. Responsible Sourcing via Blockchain in Mineral Supply Chains
University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)Abstract : Manufacturers and suppliers in the tech industry, trading and utilizing minerals, are often unable to conduct substantial supply chain due diligence, due to reasons such as lack of competence, the scattered spread of information and fluid nature of their supply chains. Declaring whether a product has been responsibly sourced, or whether it contains conflict minerals or not, is almost impossible. READ MORE
-
5. Exploring Dynamic Complexity in the Symbiosis of Operations and Maintenance Functions : A Simulation-Based Optimisation Study
University essay from Högskolan i Skövde/Institutionen för ingenjörsvetenskapAbstract : Maintenance, the process of preserving the condition of the equipment and performance in a production facility, stands for a considerable large cost in the budget of manufacturing organisations and is strongly affected by short-term philosophy. Therefore, both the long-term and short-term consequences of maintenance strategies need to be examined and analysed. READ MORE
