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Trading and Trading Costs : A study of the OMX30 during 2001-2006

Fayyaz, Farrukh and Fridén, Ellinor (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.
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author
Fayyaz, Farrukh and Fridén, Ellinor
supervisor
organization
year
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}},
}