Essays about: "Kristoffer Frösing"

Found 1 essay containing the words Kristoffer Frösing.

  1. 1. Momentum During Intraday. Trading Evidence from US NASDAQ

    University essay from Göteborgs universitet/Graduate School

    Author : Kristoffer Frösing; [2017-07-25]
    Keywords : Momentum; Contrarian; Relative strength; Intraday; Trading strategy; Abnormal returns;

    Abstract : Both momentum and contrarian strategies have shown to provide investors with high risk-adjusted returns when applied on daily, weekly and monthly data. This study examines the effect of the underreaction phenomenon on the US NASDAQ stock market between November 2016 and February 2017. READ MORE