Essays about: "the efficiency of financial markets"

Showing result 1 - 5 of 60 essays containing the words the efficiency of financial markets.

  1. 1. Dynamic modelling of electricity arbitrage for single-family homes : Assessing the cost-effectiveness of implementing Energy Storage and Demand-Side Load Management.

    University essay from Linnéuniversitetet/Institutionen för byggd miljö och energiteknik (BET)

    Author : Ahmed Ali; [2023]
    Keywords : Electricity arbitrage trading; intraday electricity market; energy storage system; demand-side load management; single-family homes; Nord Pool; building performance simulation IDA Indoor Climate and Energy ; financial modelling.;

    Abstract : In the context of electricity, arbitrage trading involves taking advantage of existing price variations within electricity markets. The report conducted financial modelling for energy storage systems and demand-side load management for electricity arbitrage trading in single-family homes. READ MORE

  3. 2. Momentum Strategies in Commodity Futures Market: A Quantitative study

    University essay from Umeå universitet/Företagsekonomi

    Author : Jino Badinson; Alfred Gunnarsson; [2023]
    Keywords : Momentum Effect; Contrarian Effect; Investment Strategy; Commodity Futures; Efficient Market Hypothesis; Behavioral Finance Theory;

    Abstract : This study employs a quantitative approach to investigate the momentum phenomenon in the commodity futures market. The study captures the phenomenon using two momentum indicators, namely, MACD and RSI, and extends the scope of indicator utilization to both joint and single usage. READ MORE

  4. 3. Mandated Short Selling Transparency and its Impact : An empirical analysis on significant short selling disclosures and their impact on Swedish small cap securities between 2017 - 2022

    University essay from Stockholms universitet/Företagsekonomiska institutionen

    Author : William Florin; William Jonnerberg; Rasmus Strandberg; [2023]
    Keywords : short selling disclosures; ESMA;

    Abstract : In this paper, the impact of significant short selling disclosures (> 0.5%) on returns and trading activity is studied. READ MORE

  5. 4. Forecasting Efficiency in Cryptocurrency Markets : A machine learning case study

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

    Author : Erik Persson; [2022]
    Keywords : Cryptocurrencies; Financial time-series; Multi step-ahead forecasting; Machine Learning; Feature selection; Kryptovalutor; Finansiella tidsserier; Flerstegsprognoser; Maskininlärning; variabelselektion;

    Abstract : Financial time-series are not uncommon to research in an academic context. This is possibly not only due to its challenging nature with high levels of noise and non-stationary data, but because of the endless possibilities of features and problem formulations it creates. READ MORE

  6. 5. The (in)efficiency of Financial Markets : Applying the Relative Strength Strategy on the Swedish Large cap Exchange

    University essay from Mälardalens högskola/Akademin för ekonomi, samhälle och teknik

    Author : Rickard Varli; [2021]
    Keywords : Financial markets; Sweden; Efficient Markets; Momentum Strategy; Historical Returns; Risk;

    Abstract : This paper examines the efficiency of the Swedish stock market, specifically the Large cap list of the Stockholm stock exchange. This is achieved by implementing the relative strength method of investing during the decade of 2010-2020 and evaluate the results in contrast to the Efficient Market Hypothesis. READ MORE