Search for dissertations about: "Market microstructure"

Showing result 1 - 5 of 21 swedish dissertations containing the words Market microstructure.

  1. 1. Changing the Rules of the Game : A Market Microstructure Perspective on the Effects of Regulating Financial Markets

    Author : Ester Félez Viñas; Björn Hagströmer; Caihong Xu; Mathijs van Dijk; Stockholms universitet; []
    Keywords : SOCIAL SCIENCES; SAMHÄLLSVETENSKAP; Market fragmentation; liquidity; resiliency; short selling ban; commonality in liquidity; financial contagion; call auction; market integrity; auction attractiveness; price efficiency; Business Administration; företagsekonomi;

    Abstract : This dissertation contains four articles that examine the effects brought about by the implementation of new regulations and changes in the trading landscape on different facets of market quality and integrity.Article I studies how the fragmentation of equity markets affects the speed of recovery of the market, both under normal market conditions and in times of stress. READ MORE

  2. 2. Share Liquidity and Corporate Efforts to Enhance it. A study on the Swedish Stock Exchange

    Author : Maria Gårdängen; Företagsekonomiska institutionen; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Financial science; Cross-listing; Equity issue; Split; Market microstructure; Bid-ask spread; Share liquidity; Cost of capital; Finansiering;

    Abstract : All modern firms need access to capital markets at the lowest possible cost. Today's investors want to be able to increase or decrease their ownership rapidly, at low transaction costs and they demand return compensation for the trading costs they meet. READ MORE

  3. 3. Empirical tests of exchange rate and stock return models

    Author : Anna Lindahl; Göteborgs universitet; Göteborgs universitet; Gothenburg University; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Foreign exchange order flow; Microstructure; Stock return predictability;

    Abstract : Abstracts to ”Empirical tests of exchange rate and stock return models” Order flow in the Foreign Exchange Market Price discovery in foreign exchange markets is explored using Swedish data including trades from both the customer and the interdealer market. The data set represents a majority of all executed trades in the EURSEK exchange rate over a four-year time period. READ MORE

  4. 4. Structuring plant cell materials using pre-treatments. Effects on texture and carotenoid accessibility

    Author : Evelina Tibäck; Chalmers University of Technology; []
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; PG; degree of methoxylation; texture; carrot; Bostwick consistency index; microstructure; in vitro carotenoid accessibility; PME; tomato; carotenoid content;

    Abstract : A high consumption of fruits and vegetables is considered beneficial and to support good health. To promote higher fruit and vegetable intake, attractive and nutritious fruit- and vegetable-based ready-to-eat products should be available on the market. A key property of an attractive food product is a palatable texture. READ MORE

  5. 5. Natural fiber composites : optimization of microstructure and processing parameters

    Author : Birgitha Nyström; Luleå tekniska universitet; []

    Abstract : Natural fiber composites, (NFC) are defined in this work as a group of materials where at least the fibers originates from renewable and CO2 neutral resources. NFC consists of a polymer matrix and a natural fiber. The fibers which originate from wood or plants can replace non-renewable fibers or fillers or simply replace part of the plastic. READ MORE