Showing 1 - 10 of 24
.
Persistent link: https://www.econbiz.de/10004998792
.
Persistent link: https://www.econbiz.de/10004998794
.
Persistent link: https://www.econbiz.de/10009021418
.
Persistent link: https://www.econbiz.de/10009021419
.
Persistent link: https://www.econbiz.de/10008764493
.
Persistent link: https://www.econbiz.de/10008764494
We use the introduction of a cost on high message to trade ratios for traders at the Oslo Stock Exchange to investigate the effects on market quality and fragmentation of introduction of such ``speed bumps'' to equity trading. The exchange introduced a fee payable by market participants whose...
Persistent link: https://www.econbiz.de/10010818588
The main purpose of this project is to examine the liquidity and activity in the secondary market for Norwegian debt securities. The second objective is to determine whether the activity and data availability is sufficient to construct indicators that can be used to monitor the state of...
Persistent link: https://www.econbiz.de/10010818593
During the last decade, Value-at-Risk (VaR) has become the most common tool to measure the exposure to short term financial risk for companies in the oil industry, in common with most other sectors. However, VaR has been criticized after the financial crisis for providing too optimistic risk...
Persistent link: https://www.econbiz.de/10010818596
We give some basic empirical characteristics of the Oslo Stock Exchange in the period after 1980. We give statistics for number of firms, the occurences of IPO's, dividend payments, trading volume, and concentration. Returns for various market indices and portfolios are calculated and described....
Persistent link: https://www.econbiz.de/10010818598