Search for dissertations about: "Intraday events"

Found 2 swedish dissertations containing the words Intraday events.

2. 1. Empirical Essays in Financial Economics

   Author : Holger-Johannes Breckenfelder; Handelshögskolan i Stockholm; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

   Abstract : Competition between High-Frequency Traders, and Market Quality. This is the first empirical evidence on the competition between high-frequency traders (HFTs) and its influence on market quality. My findings suggests what when HFTs compete for traders their liquidity consumption increases. READ MORE

4. 2. Essays on market microstructure : empirical evidence from some Nordic exchanges

   Author : Jonas Niemeyer; Handelshögskolan i Stockholm; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

   Abstract : This dissertation consists of five separate and self-contained essays. They have been written as distinct papers. Although there is a fair amount of overlap and cross-reference in analysis and discussion, the intention is that potential readers should be able to read them separately. READ MORE