Essays about: "Contrarian trading"

Showing result 1 - 5 of 9 essays containing the words Contrarian trading.

  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

  3. 2. Trading on Parsimonious Prediction Models: Simply Genius or Genuinely Too Simplistic? - A 'fundamental analysis'-based test of market efficiency in the U.S.

    University essay from Handelshögskolan i Stockholm/Institutionen för redovisning och finansiering

    Author : Tilman Schwarzenberg; Frederik Motzet; [2016]
    Keywords : Market efficiency testing; Market mispricing; ROE prediction; Fundamental analysis; Residual income valuation;

    Abstract : In the mature field of fundamental analysis (FA) and market efficiency tests, the study of Skogsvik & Skogsvik (2010) stands out in that it generates significant abnormal returns using a parsimonious ROE-based investment strategy in the Swedish market. To test the robustness of their results across countries and time periods, the aim of this thesis is twofold: First, it is investigated whether a simple FA-based trading strategy can generate similar excess returns on a large U. READ MORE

  4. 3. Exploiting Market Reactions to Dividend Cuts : Contrarian Trading Strategies in a Short Investment Horizon - Evidence from the Swedish Stock Market

    University essay from Uppsala universitet/Företagsekonomiska institutionen

    Author : Jacob Magnusson Magnusson; N. E. Ludvig Karlsson; [2016]
    Keywords : Contrarian Trading Strategies; Dividend Announcements; Abnormal Returns; Event Study;

    Abstract : This paper investigates the impact of dividend reduction announcements on the returns to stocks listed on the Stockholm Stock Exchange. We perform an event study on dividend cutting firms between 2002-2016 to determine if contrarian trading on the basis of negative dividend announcement yields abnormal returns. READ MORE

  5. 4. Analysing Customer Behaviour in the FX Market Using Order Flow Data and Machine Learning Techniques

    University essay from Lunds universitet/Matematisk statistik

    Author : Lovisa Thordin; [2015]
    Keywords : Mathematics and Statistics;

    Abstract : This thesis has two main objectives related to trading foreign currencies. First, it is investigated how the customer order ow of Nordea is related to currency price changes. Second, the goal is to nd a new way of grouping customers that can give additional insights in the trading behaviour of dierent customers. READ MORE

  6. 5. Exploring the Momentum Strategy

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Emil Sandstedt; Alexander Wojt; [2011]
    Keywords : Momentum; Trading Strategy; Contrarian behavior;

    Abstract : During different periods in history, buying past winners and selling past losers have proven a profitable strategy when applied to portfolios consisting of stocks. Naturally, if such an opportunity exists it should after a while disappear as arbitrageurs profit. READ MORE