Essays about: "transaction cost mitigation"

Found 5 essays containing the words transaction cost mitigation.

  1. 1. Examining the Existence of the Characteristic Liquidity Premium: A Study of the U.S. Stock Market

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Joel Ejdesjö; Maxime Karl Marcel Rundström; [2022]
    Keywords : Characteristic liquidity premium; liquidity dimension; low-frequency effective spread; transaction cost mitigation; net returns alpha;

    Abstract : This paper examines the existence of a characteristic liquidity premium among U.S. stock returns between January 1964 and December 2021 after adjusting for transaction costs. Liquidity is estimated using four different measures in order to capture different dimensions of liquidity (price impact, trading cost, trading speed, and trading quantity). READ MORE

  2. 2. ENHANCING MOMENTUM PROFITS THROUGH VOLATILITY TIMING AND COST MITIGATION TECHNIQUES

    University essay from Göteborgs universitet/Graduate School

    Author : Nguyen Cao; Natalia Vdovina; [2019-07-02]
    Keywords : momentum; momentum strategy; momentum crash; volatility; transaction costs; turnover; return; volatility adjusted momentum; volatility timing;

    Abstract : Despite the high expected returns of the momentum strategy, there are two main problems associated with it: (i) infrequent but severe losses known as momentum crashes, and (ii) high transaction costs. In this paper, we address the first problem with volatility timing strategies developed by Daniel and Moskowitz (2016) and Moreira and Muir (2017). READ MORE

  3. 3. Transaction Cost Analysis of Feed- in Tariff Schemes: The case of Solar PVs in the UK

    University essay from Lunds universitet/Internationella miljöinstitutet

    Author : Evdoxia Kouraki; [2013]
    Keywords : Earth and Environmental Sciences; Social Sciences;

    Abstract : In order to exploit the renewable energy (RE) and climate mitigation potential, transaction costs (TCs) of implementing RE technologies need to be better understood and eventually scaled down. The objective of this thesis is to identify and analyze the nature of TCs borne by obliged parties under the recent “Feed-in Tariff” (FIT) scheme in the United Kingdom. READ MORE

  4. 4. Risk management in Megaproject : a lesson from scottish parliamnet building project

    University essay from Umeå universitet/Handelshögskolan vid Umeå universitet; Umeå universitet/Handelshögskolan vid Umeå universitet

    Author : Duo Li; Lei Wang; [2008]
    Keywords : Megaproject; Risk Management; Case Study; Scottish Parliament BuildingProject;

    Abstract : There are quite a number of researches on the risk management review inpublic projects especially so called megaprojects, public project with highinvestment. Such effort, however, usually tends to offer the lessons in certaincondition rather than generalize to others. READ MORE

  5. 5. Cost-Effective Small Firm Software Offshore Outsourcing

    University essay from Stockholms universitet/Företagsekonomiska institutionen; Stockholms universitet/Företagsekonomiska institutionen

    Author : Stefan Eklund; Jonas Kämpe; [2006]
    Keywords : ;

    Abstract : Offshore outsourcing of information technology functions and services in medium-sized and larger firms is common internationally. The usage of IT outsourcing in Sweden is significantly lower than for instance in the USA. READ MORE