Essays about: "Short-Term Trading"

Showing result 1 - 5 of 48 essays containing the words Short-Term Trading.

  1. 1. The Aftermarket Performance of Swedish Initial Public Offerings : A study about short- and long-term performance and underpricing of Initial Public Offerings on the Swedish stock markets

    University essay from Blekinge Tekniska Högskola/Institutionen för industriell ekonomi; Blekinge Tekniska Högskola/Institutionen för industriell ekonomi

    Author : Mathias Åkesson; Erik Fäldt; [2019]
    Keywords : IPO; Underpricing; BHAR; aftermarket performance;

    Abstract : This thesis examines the performance of IPO firms in the Swedish markets during their first three years of trading to investigate what effects different factors have on the short- and long-term performance. The level of underpricing on Swedish IPOs are also investigated to detect any abnormalities from previous studies on larger markets in the US and Europe. READ MORE

  2. 2. LSTM Neural Network Models for Market Movement Prediction

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

    Author : Edwin Li; [2018]
    Keywords : Stock Market Analysis; Financial Markets; LSTM; RNN; Artificial Neural Networks; Machine Learning; Forecasting; Prediction;

    Abstract : Interpreting time varying phenomena is a key challenge in the capital markets. Time series analysis using autoregressive methods has been carried out over the last couple of decades, often with reassuring results. READ MORE

  3. 3. Exploring Dynamic Complexity in the Symbiosis of Operations and Maintenance Functions : A Simulation-Based Optimisation Study

    University essay from Högskolan i Skövde/Institutionen för ingenjörsvetenskap

    Author : Miranda Kedbäck; [2018]
    Keywords : system dynamics; maintenance; optimisation; simulation;

    Abstract : Maintenance, the process of preserving the condition of the equipment and performance in a production facility, stands for a considerable large cost in the budget of manufacturing organisations and is strongly affected by short-term philosophy. Therefore, both the long-term and short-term consequences of maintenance strategies need to be examined and analysed. READ MORE

  4. 4. Pairs trading on the Swedish equity market; Cointegrate and Capitalize

    University essay from Uppsala universitet/Statistiska institutionen; Uppsala universitet/Statistiska institutionen

    Author : Eric Qvennerstedt; William Svensson; [2018]
    Keywords : Cointegration; Dual class shares; Mean Reversion; Pairs Trading; Arbitrage;

    Abstract : This thesis investigates the long- and short- run stability of Cointegrated dual share equity pairs on the Swedish Equity Market. Testing for a cointegrated relationship on each pair are executed for a 13 year period to establish the cointegrated pairs. The stability of each cointegrated pair is then estimated using a rolling two year period. READ MORE

  5. 5. Cover me, I'm going public!  : “The relationship between IPO and media coverage”

    University essay from Högskolan i Jönköping/IHH, Företagsekonomi; Högskolan i Jönköping/IHH, Företagsekonomi

    Author : Ronni Samir Sulaka; Carl Strand; [2018]
    Keywords : IPO; Hot Cold Market; Investment bank; Underpricing; Media coverage; Roadshow; Prospectus; POP; media attention; Retriever;

    Abstract : Background: The number of IPOs has been numerous in recent years. Moreover, the returns of the IPOs managed to either be over and underpriced. IPO-firms are generally unknown before they get listed. Therefore, the media outlets play an essential role in the dissemination of information to new investors. READ MORE