Essays about: "Short-Term Trading"
Showing result 21 - 25 of 84 essays containing the words Short-Term Trading.
-
21. Can an investor gain positive abnormal return by mimicking insider transactions?
University essay from Göteborgs universitet/Företagsekonomiska institutionenAbstract : Background: The efficient market hypothesis is a theory that has been widely debated and studied during the years. Some agree with the theory, but some disagree. One way to study the efficient market hypothesis is by looking at the possibility to gain positive abnormal return on the stock market. READ MORE
-
22. The Stock Market and Brand Equity: A Quantitative Study on the Swedish Stock Market's Reaction to Long- and Short-term Changes in Brand Equity
University essay from Handelshögskolan i Stockholm/Institutionen för marknadsföring och strategiAbstract : Brand equity is a well-established term within the field of marketing, commonly used to describe the value of a brand name and its associations. Through an analysis of how the changes in brand equity of 15 companies listed on the Swedish stock exchange correlates with their stock prices, along with an event study of different negative company-related incidents, and a survey study of how these incidents are perceived by the Swedish public, the aim of this thesis paper is to answer our proposed research questions (1) "To what extent does the price a stock is traded at adjust in response to long-term changes in brand equity?" and (2) "To what extent do company-related incidents cause a short-term negative reaction in brand equity and, consequently, a negative reaction in stock price and a positive reaction in trading volume?". READ MORE
-
23. Crypto Proxima : An analysis of autonomous Bitcoin trading
University essay fromAbstract : The purpose of this project is to analyze to what extent it is possible to profit from autonomous bitcoin (BTC) trading. This was tested by using three different models in varying complexity and simulating these using real market data. READ MORE
-
24. Using LSTM Neural Networks To Predict Daily Stock Returns
University essay from Linnéuniversitetet/Institutionen för datavetenskap och medieteknik (DM)Abstract : Long short-term memory (LSTM) neural networks have been proven to be effective for time series prediction, even in some instances where the data is non-stationary. This lead us to examine their predictive ability of stock market returns, as the development of stock prices and returns tend to be a non-stationary time series. READ MORE
-
25. The index reconstruction effect : An event study on the OMX Stockholm Benchmark Index
University essay from Blekinge Tekniska Högskola/Institutionen för industriell ekonomiAbstract : Background. Due to prevailing technological development, telecommunication and computers have become very advanced. This has had a tremendous effect on the financial markets as well, various facilitating financial means have become much more common. READ MORE