Browsing NHH Brage by Author "Lid, Sander Tveiterås"
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The impact of MiFID II/R on market liquidity : a quantitative analysis of secondary corporate bond markets
Botnevik, Esben; Lid, Sander Tveiterås (Master thesis, 2020)In this thesis, we investigate effects on market liquidity in the secondary corporate bond market in Norway, following MiFID II/R. To measure market liquidity, we use Roll’s approximation to bid-ask spreads, Amihud’s ...