Factors Affecting the Number of Trades in ETPs on Nordic Derivatives Exchange

Factors Affecting the Number of Trades in ETPs on Nordic Derivatives Exchange

This thesis examines which factors that affect the number of trades in exchange-traded products (ETPs) on Nordic Derivatives Exchange. Multiple linear regression is used to model the relationship between the number of trades and 65 initially chosen predictor variables. The predictor variables includ...

Full description

Bibliographic Details
Main Authors: Carlsson, Simon, Allgårdh, Erik
Format: Others
Language:English
Published: KTH, Matematisk statistik 2020
Subjects:
Regression analysis
trading volume
number of trades
applied mathematics
exchange-traded products
bachelor thesis
NDX
Regressionsanalys
handelsvolym
antal avslut
tillämpad matematik
börshandlade produkter
kandidatexamensarbete
Probability Theory and Statistics
Sannolikhetsteori och statistik
Online Access:http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-275691

Internet

http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-275691

Similar Items