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Found 5 essays matching the above criteria.
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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 ekonomiAbstract : 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
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2. ENHANCING MOMENTUM PROFITS THROUGH VOLATILITY TIMING AND COST MITIGATION TECHNIQUES
University essay from Göteborgs universitet/Graduate SchoolAbstract : 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
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3. Transaction Cost Analysis of Feed- in Tariff Schemes: The case of Solar PVs in the UK
University essay from Lunds universitet/Internationella miljöinstitutetAbstract : 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
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4. Risk management in Megaproject : a lesson from scottish parliamnet building project
University essay from Handelshögskolan vid Umeå universitetAbstract : There are quite a number of researches on the risk management review in public projects especially so called megaprojects, public project with high investment. Such effort, however, usually tends to offer the lessons in certain condition rather than generalize to others. READ MORE
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5. Cost-Effective Small Firm Software Offshore Outsourcing
University essay from Företagsekonomiska institutionenAbstract : 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