Essays about: "Master Thesis trading"

Showing result 1 - 5 of 43 essays containing the words Master Thesis trading.

1. 1. Coverage initiations : an exploratory casestudy

   University essay from KTH/Skolan för industriell teknik och management (ITM)

   Author : Lina Ek; Maria Karlsson Osipova; [2023]
   Keywords : Commissioned equity research; Initiation report; Event study; Abnormal return; Trading volume; Uppdragsanalys; Initieringsrapport; Eventstudie; Abnormal avkastning; Handelsvolym;

   Abstract : This master thesis is exploring the influence of coverage initiation reports issued by commissioned equity research analysts on stock prices and trading volumes. Equity research actors, with their expertise and skill, are providing the market with valuable information and filling the knowledge gaps that investors may have. READ MORE

3. 2. Automatic Voice Trading Surveillance : Achieving Speech and Named Entity Recognition in Voice Trade Calls Using Language Model Interpolation and Named Entity Abstraction

   University essay from Uppsala universitet/Avdelningen Vi3

   Author : Martin Sundberg; Mikael Ohlsson; [2023]
   Keywords : Automatic Speech Recognition; Natural Language Model; Named Entity Recognition; Voice Trading; Market Surveillance.;

   Abstract : This master thesis explores the effectiveness of interpolating a larger generic speech recognition model with smaller domain-specific models to enable transcription of domain-specific conversations. The study uses a corpus within the financial domain collected from the web and processed by abstracting named entities such as financial instruments, numbers, as well as names of people and companies. READ MORE

4. 3. On the influence of COVID-19 on the stock market : A complex system analysis

   University essay from Mälardalens universitet/Akademin för utbildning, kultur och kommunikation

   Author : Nikolaos Giannakis; [2023]
   Keywords : Stock market; Complex system; Systematic risk; Agent-based model;

   Abstract : The stock market is a highly complex adaptive system as different entities interact, operate and change states due to a specific trading behavior they follow. For that reason, the dynamics that can be found there change over time due to these actions. However, when systematic risks like COVID-19 take place these dynamics are altered. READ MORE

5. 4. Anomaly Detection in Financial Transaction Time Series Data

   University essay from Uppsala universitet/Institutionen för informationsteknologi

   Author : Leyla Abdul Kader; [2023]
   Keywords : ;

   Abstract : This master thesis investigates two methods of anomaly detection on financial time series data. It aims to determine an optimal method for anomaly detection with the purpose of flagging anomalous transactions within foreign exchange trading data. It also aims to determine whether the data points flagged as anomalies have any commonalities. READ MORE

6. 5. Post Earnings Announcement Drift in the Stockholm Stock Exchange : How pronounced is PEAD on beta, traded volume and sector allocation?

   University essay from Blekinge Tekniska Högskola/Institutionen för industriell ekonomi

   Author : Ramon Nino; Paula Sander Pettersson; [2023]
   Keywords : PEAD; Post Earnings Announcement Drift; Anomalies; Efficient Market Hypothesis; Earnings announcements; beta; volume; sector; price;

   Abstract : Post Earnings Announcement Drift (PEAD) is a market anomaly that challenge the “Efficient Market Hypothesis” (EMH). It was first discovered in 1968 by Ball and Brown. When firms on the stock market have their earnings announcement the stock price will be affected and tend to drift up or down in price for days, weeks or months. READ MORE