Blar i forfatter Mastergradsoppgaver i økonomi og administrasjon, revisjon "Halvorsen, Morten"
-
Market efficiency and liquidity in financial market during crises
Hansen, Jakob; Halvorsen, Morten (Master thesis; Mastergradsoppgave, 2023-05-31)In this thesis, we examine the relationship between market efficiency and market liquidity, focusing on financial markets during crises. Our work draws upon the article Liquidity and market efficiency (Chordia et al., 2008), and investigates the connection between market efficiency and liquidity in crisis periods. The research is based on analyses of ETFs (Exchange Traded Fund) in G7 countries and ...