Essays about: "trading activity"

Showing result 6 - 10 of 74 essays containing the words trading activity.

  1. 6. Changes in the Insider Trading Scene During the Covid-19 Pandemic : A Comparative Study of Insider Trading Behaviour Before and During Covid-19

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Enzo Cicak; Philip Ekengren; [2022]
    Keywords : Insider trading; Covid-19 Pandemic; Informative trading patterns; Working from home; Insider activity;

    Abstract : This thesis examines if insider traders have performed better during a working from home setting imposed by the Covid-19 pandemic during 2020-2021. Building on previous work from (Cohen, Malloy, & Pomorski, 2012), we identify trades as routine or non-routine. READ MORE

  3. 7. Into the Dark: A study of the 2014, 2019, and 2020 post-trade anonymity reforms at Nasdaq Nordic and their impact on metrics of market quality

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Daniel Mattisson; Jacob Molin; [2022]
    Keywords : Market microstructure; Post-trade anonymity; Broker codes; Liquidity; Nasdaq Nordic;

    Abstract : We test the impact of three post-trade anonymity regimes implemented by Nasdaq Nordic in 2014, 2019, and 2020. Using a sample of Mid Cap and Large Cap stocks listed in Stockholm, Copenhagen, and Helsinki, we examine the effect of different anonymity setups on standard measures of market quality through a difference-in-differences approach. READ MORE

  4. 8. Profiting from uncertainty: A study on the informativeness of insider trades during the COVID-19 pandemic

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi; Handelshögskolan i Stockholm/Institutionen för företagande och ledning

    Author : Sandra Nordlöw; Einar Ottesen Kalman; [2022]
    Keywords : COVID-19; Insider Trading; NPR; SEC; Market Reactions;

    Abstract : Using publicly available data on insider trades made in constituent companies of the S&P 500, this paper examines the return of- and market reactions to insider trades made during the first six months of the COVID-19 pandemic. Our results show that insider trading activity peaked in the early months of the pandemic, that insiders did possess predictive ability concerning future stock development and that they hence were able to beat the market during our sample period. READ MORE

  5. 9. Model for Central Counterparty Risk with Stochastic Default Intensities

    University essay from Göteborgs universitet/Graduate School

    Author : Francesco Marconi; [2021-09-30]
    Keywords : ;

    Abstract : In this thesis we use a dynamic model to compute several margins required by a central counterparty, the central clearing house (CCP), to the participants, called clearing members (CM). These margins form the so called default waterfall. In this market only credit default swaps (CDS) are exchanged. READ MORE

  6. 10. FINTECH COMPANIES: INNOVATION, ALGORITHMS AND CUSTOMER CENTRIC PERSPECTIVE - A cross-sectional study on algorithmic trading in the Fintech industry

    University essay from Göteborgs universitet/Graduate School

    Author : Manfredo Recchia; [2021-07-08]
    Keywords : Fintech; Fintech innovation; Fintech business model; Algorithms; Algorithmic trading systems;

    Abstract : In the last years the financial sector has been subject to many changes, in particular since 2008 financial crisis many customers started to appreciate new digital financial companies, instead of traditional ones, that offer innovative solutions for financial services. In fact they are able to offer more effective, efficient and less expensive services than traditional institutions. READ MORE