Search for dissertations about: "tick size"

Showing result 1 - 5 of 6 swedish dissertations containing the words tick size.

  1. 1. Competition, Division and Unity : The Impact of Market Structures on Trading Quality

    Author : Chengcheng Qu; Björn Hagströmer; Lars Nordén; Michał Dzieliński; Roman Kozhan; Stockholms universitet; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Market microstructure; latency arbitrage; fragmentation; tick size; lot size; liquidity; adverse selection; market efficiency; Business Administration; företagsekonomi;

    Abstract : The financial market operates as an ecosystem, involving diverse yet interconnected marketplaces and participants. Market design, intricately interacting with technology, regulation, and competition, shapes how participants adapt their trading behavior and therefore influences market performance. READ MORE

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

    Author : Jonas Niemeyer; Handelshögskolan i Stockholm; []

    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

  3. 3. Structure and Function of the Borrelia burgdorferi Porins, P13 and P66

    Author : Mari Bonde; Sven Bergström; Melissa Caimano; Umeå universitet; []
    Keywords : MEDICIN OCH HÄLSOVETENSKAP; MEDICAL AND HEALTH SCIENCES; Borrelia; P13; P66; porin; protein complex; dissemination; osmotic stress;

    Abstract : Borrelia burgdorferi is an elongated and helically shaped bacterium that is the causal agent of the tick-borne illness Lyme disease. The disease manifests with initial flu-like symptoms and, in many cases, the appearance of a skin rash called erythema migrans at the site of the tick bite. READ MORE

  4. 4. Off-exchange Trading in Modern Equity Markets : A Market Microstructure Perspective on Systematic Internalizers

    Author : Fatemeh Aramian; Lars Nordén; Lu Liu; Bernt Arne Ødegaard; Stockholms universitet; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Systematic internalizers; Off-exchange trading; Equity markets; Price efficiency; Liquidity; Trading costs; High-frequency traders; Regulation; Dealers; Inventory management; företagsekonomi; Business Administration;

    Abstract : Off-exchange trading has become a feature of the equity markets. This dissertation contains three articles that examine how off-exchange trading through systematic internalizers (SIs) affects inter-market competition and various features of market quality.Article I studies SIs' characteristics and the impact of SI operations on price efficiency. READ MORE

  5. 5. Essays on Financial Markets

    Author : Hans Byström; Nationalekonomiska institutionen; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Electricity Futures; Option Pricing; Compass Rose; Covariance Matrix; Chaos; Stochastic Volatility; Financial Markets; GARCH; Financial science; Finansiering;

    Abstract : This thesis consists of five empirical essays dealing with different issues related to financial markets. Chapter 2 studies a new multivariate technique, Orthogonal GARCH, of forecasting large covariance matrices based on GARCH models. READ MORE