Similar Search Results - EconBiz

Trading fast and slow : colocation and liquidity

Brogaard, Jonathan; Hagströmer, Björn; Nordén, Lars; … - In: The review of financial studies 28 (2015) 12, pp. 3407-3443

Persistent link: https://www.econbiz.de/10011447523

The liquidity of the government bond market - what impact does quantitative easing have? : evidence from Sweden

Grimaldi, Marianna; Crosta, Alberto; Zhang, Dong - 2021

We consider the effects of quantitative easing on the liquidity of the Swedish government bonds. To capture multiple dimensions of liquidity we use several measures built on a unique and highly granular transaction-based dataset. We find that the Riksbank's purchases of government bonds improved...

Persistent link: https://www.econbiz.de/10012511146

Hedging of American equity options : do call and put prices always move in the direction as predicted by the movement in the underlying stock price?

Nordén, Lars - In: Journal of multinational financial management 11 (2001) 4/5, pp. 321-340

Persistent link: https://www.econbiz.de/10001612556

Asymmetric option price distribution and bid-ask quotes : consequences for implied volatility smiles

Nordén, Lars - In: Journal of multinational financial management 13 (2003) 4/5, pp. 423-441

Persistent link: https://www.econbiz.de/10001782073

Individual home bias, portfolio churning and performance

Nordén, Lars - In: The European journal of finance 16 (2010) 3/4, pp. 329-351

Persistent link: https://www.econbiz.de/10003996405

Does an index futures split enhance trading activity and hedging effectiveness of the futures contract?

Nordén, Lars - In: The journal of futures markets 26 (2006) 12, pp. 1169-1194

Persistent link: https://www.econbiz.de/10003392009

The early exercise premium in American put option prices

Engström, Malin; Nordén, Lars - In: Journal of multinational financial management 10 (2000) 3/4, pp. 461-479

Persistent link: https://www.econbiz.de/10001532724

Early exercise of American put options : investor rationality on the Swedish equity options market

Engström, Malin; Nordén, Lars; Strömberg, Anders - In: The journal of futures markets 20 (2000) 2, pp. 167-188

Persistent link: https://www.econbiz.de/10001447780

Hedging performance of the Swedish OMX stock index options : can the OMX-index be approximated by a portfolio of fewer stocks?

Nordén, Lars; Strömberg, Anders - 1995

Persistent link: https://www.econbiz.de/10000916218

Empirical evidence of biases in the black-scholes option pricing formula : a transactions data analysis of Swedish OMX-index call and put options

Hansson, Björn A.; Hördahl, Peter; Nordén, Lars - 1995

Persistent link: https://www.econbiz.de/10000921597

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