Trading and Trading Costs : A study of the OMX30 during 2001-2006
(2007)Department of Business Administration
- Abstract
- OMX spreads decline from 2001-2006. The average volume and average number of trades / trading frequency increases over this period, whereas the average trade size decreases consistent with greater retail investor activity. Macroeconomic factors such as interest rates, inflation rate and GDP rate do not seem to affect changes in the spreads.
Please use this url to cite or link to this publication:
http://lup.lub.lu.se/student-papers/record/2171806
- author
- Fayyaz, Farrukh and Fridén, Ellinor
- supervisor
- organization
- year
- 2007
- type
- H1 - Master's Degree (One Year)
- subject
- keywords
- Bid ask spread, liquidity, trading volume, OMX, trading costs, trading activity, liquidity variables, trading variables, Management of enterprises, Företagsledning, management
- language
- Swedish
- id
- 2171806
- date added to LUP
- 2007-06-04 00:00:00
- date last changed
- 2012-04-02 16:45:12
@misc{2171806, abstract = {{OMX spreads decline from 2001-2006. The average volume and average number of trades / trading frequency increases over this period, whereas the average trade size decreases consistent with greater retail investor activity. Macroeconomic factors such as interest rates, inflation rate and GDP rate do not seem to affect changes in the spreads.}}, author = {{Fayyaz, Farrukh and Fridén, Ellinor}}, language = {{swe}}, note = {{Student Paper}}, title = {{Trading and Trading Costs : A study of the OMX30 during 2001-2006}}, year = {{2007}}, }