Essays about: "momentum effect"

Showing result 1 - 5 of 92 essays containing the words momentum effect.

  1. 1. CROSS-SECTIONAL AND TIME SERIES MOMENTUM RETURNS EVIDENCE FROM THE SWEDISH STOCK MARKET

    University essay from KTH/Matematisk statistik

    Author : Mahsa Badakhsh; [2023]
    Keywords : cross-sectional momentum; time-series momentum; market efficiency; random walk; ex-ante volatility; cross-sectional momentum; time-series momentum; marknadseffektivitet; random walk; ex-ante volatilitet;

    Abstract : The study investigates the presence of the momentum effect in the Swedish stock market by utilizing both cross-sectional introduced by Jegadeesh and Titman (1993) and time-series momentum introduced by Moskowtozt et al. (2011). The period of analysis is between 1998 to 2022. READ MORE

  3. 2. Probing Charm Production with Three-Particle Correlations in pp Collisions

    University essay from Lunds universitet/Fysiska institutionen; Lunds universitet/Partikel- och kärnfysik

    Author : Kim Haupt; [2023]
    Keywords : pp collisions; charm production; three-particle correlation; Pythia; Physics and Astronomy;

    Abstract : This thesis aims to investigate possible correlations between charm production and baryon production in proton-proton collisions through three-particle correlations. The question attempted to be answered is where, for a given charmed baryon, the balancing anti-charm particle and balancing anti-baryon are located. READ MORE

  4. 3. Ion and ENA precipitation onto the upper atmosphere of Venus : Estimate of precipitation maps using data from a hybrid model

    University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)

    Author : Lorenzo Obersnel; [2023]
    Keywords : Eneregetic Neutral Atoms; Venus; Ion precipitation; ENA precipitation; Atomi Neutri Energetici; Venere; precipitazione di ioni; precipitazione di atomi neutri; Energisk Neutral Atom; Venus; Utfällningen joner; Utfällningen Energisk Neutral Atom;

    Abstract : Venus does not have a strong intrinsic magnetic field as the Earth, and its magnetosphere is induced by the interaction of the solar wind with the ionosphere. The near-Venus space environment is characterized by the presence of a bow shock and of an induced magnetic boundary linked to the interplanetary magnetic field orientation. READ MORE

  5. 4. The Power of the Tides : A Quantitative Study Investigating the Momentum Strategy with 30 Industries

    University essay from Jönköping University/IHH, Företagsekonomi

    Author : Oscar Estéen; Jonathan Landahl; Hugo Karlsson; [2023]
    Keywords : Momentum strategy; industry momentum; risk management; market anomalies; momentum investing; portfolio management;

    Abstract : Background: Buying past winners and selling past losers has historically generated both profits and losses. The momentum strategy has been researched with risk measures and portfolio creation as fundamental components. READ MORE

  6. 5. Three-body decay as a baryon polarizer

    University essay from Uppsala universitet/Kärnfysik

    Author : Carl Johan Königsson; [2023]
    Keywords : Three-body decay; polarization; CP violation; hyperon; resonance; Trekroppssönderfall; polarisation; CP-brytning; hyperon; resonans;

    Abstract : According to the standard model, the size of CP violation in the weak decay Λ → pπ- is predicted to be ∼ 10-5. This means that a very high precision is needed if we want to be able to measure it. READ MORE