Search for dissertations about: "Order-driven stock exchanges"

Found 2 swedish dissertations containing the words Order-driven stock exchanges.

  2. 1. (Il)liquidity on the Scandinavian Stock Exchange

    Author : Jonas Söderberg; Ghazi Shukur; Ken Bechmann; Växjö universitet; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Finance; Liquidity; Order-driven stock exchanges; Economics; Nationalekonomi; Economics; Nationalekonomi;

    Abstract : The time-series dynamics of liquidity on the Scandinavian stock exchanges between January 1993 and June 2005 are studied with an (il)liquidity index, based on the measures in Amihud (2002) and Lesmond, Ogden and Trzcinka (1999). The relationships between return, volatility, trading activity, and liquidity are examined in a VAR framework within these purely order-driven stock exchanges. READ MORE

  4. 2. Essays on the Scandinavian Stock Markets

    Author : Jonas Söderberg; Ghazi Shukur; Carsten Tanggaard; Växjö universitet; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Scandinavian stock markets; Liquidity; Market microstructure theory; Liquidity spillover; Vector autoregression analysis; Forecasting; Out-of-sample tests; Copulas; Risk management; Economics; Nationalekonomi; Economics; Nationalekonomi;

    Abstract : This thesis consists of three self-contained empirical essays related to the stock markets in Denmark, Norway, and Sweden.In Essay I, the time-series dynamics of liquidity on the Scandinavian stock exchanges between January 1993 and June 2005 are studied with liquidity indices. READ MORE