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Trading volume at Avanza
KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Mathematical Statistics.
KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Mathematical Statistics.
2019 (English)Independent thesis Basic level (degree of Bachelor), 10 credits / 15 HE creditsStudent thesisAlternative title
Avanzas handelsvolym (Swedish)
Abstract [en]

Producing a model explaining the trading volume can be attractive for companies who’s main revenue resides on it. Previous studies have shown that factors such as stock returns, volatility and uncertainty affects the trading volume.

The purpose of this work is to clarify the consensus that prevails and determine the factors that impact Avanza’s customers trading volume. Factors such as daily stock returns and economic, political and financial uncertainty are analyzed through a multiple linear regression analysis with a daily time period between 2000-2019. The work is thus designed within the framework of mathematical statistics and industrial economics.

To be able to draw a conclusion, further investigation is required in the form of a time series analysis in combination with a deeper understanding of the applied area and the mathematical methods that have been used.

Abstract [sv]

Att ta fram en modell som förklarar handelsvolymen kan vara eftertraktat hos företag vars huvudintäkter beror av den. Tidigare forskning visar att faktorer som prisförändringar på aktiemarknaden, volatilitet och osäkerhet påverkar handelsvolymen.

Syftet med arbetet är att klargöra den konsensus som råder och fastställa de faktorer som har störst påverkan gällande handelsvolymen för Avanza’s kunders. Faktorer som dagliga förändringar inom börsmarknaden och ekonomisk, politisk och finansiell osäkerhet har genom en multipel linjär regressionsanalys analyserats med en daglig tidsperiod mellan 2000-2019. Arbetet är således utformat inom ramen för matematisk statistik och industriell ekonomi.

För att kunna dra en slutsats krävs vidare undersökning i form av en tidsserieanalys och en djupare förståelse av det tillämpade området och metoderna som har an- vänds.

Place, publisher, year, edition, pages
2019.
Series
TRITA-SCI-GRU ; 2019:153
Keywords [en]
Bachelor Thesis, Regression Analysis, Trading Volume, Economic Politic Uncer- tainty, Stock Price, Avanza
Keywords [sv]
Kandidatexamensarbete, Regressionsanalys, Handelsvolym, Politisk Osäkerhet, Börsindex, Avanza
National Category
Probability Theory and Statistics
Identifiers
URN: urn:nbn:se:kth:diva-254226OAI: oai:DiVA.org:kth-254226DiVA, id: diva2:1334365
External cooperation
Avanza
Subject / course
Applied Mathematics and Industrial Economics
Educational program
Master of Science in Engineering - Industrial Engineering and Management
Supervisors
Examiners
Available from: 2019-07-02 Created: 2019-07-02 Last updated: 2019-07-02Bibliographically approved

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CiteExportLink to record
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