Essays about: "Short-Term Trading"

Showing result 31 - 35 of 84 essays containing the words Short-Term Trading.

  1. 31. Modelling Swedish bond market activity : A liquidity proxy using potential and executed trades

    University essay from KTH/Industriell ekonomi och organisation (Inst.)

    Author : Therese Lin; [2020]
    Keywords : Government bonds; Mortgage bonds; Swedish bond market; Liquidity proxy; Investor activity; Potential trading; Svenska obligationsmarknaden; Likviditet; Aktivitet; Potentiell handel;

    Abstract : Bond markets are crucial for the stability and efficiency of the national financial system. Low liquidity prevents market developments and makes investors reluctant to trade actively. It is therefore crucial to maintain liquidity in bond markets. READ MORE

  3. 32. Emission Allowances in the European Union Emissions Trading System

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Franziska Manke; [2020]
    Keywords : Emission Allowances; EU ETS; Volatility; GARCH; Cointegration;

    Abstract : The first part of the thesis analyses the short term behavior of daily emission allowance (EUA) log returns with a focus on volatility dynamics in the recent market environment. In this part, I present a historical overview of the European Union Emission Trading System (EU ETS), analyze the stylized facts of the time series, employ appropriate time series models, and assess model in-sample and out-of-sample performance. READ MORE

  4. 33. Using K-Nearest-Neighbor with valuation metrics to detect similarities between stock performances

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

    Author : Majd Jamal; [2020]
    Keywords : ;

    Abstract : Algorithmic trading has increased in popularity since the publication of Agent-Human Interactions in the Continuous Double Auction by IBM researchers Das et al. (2001). Today many investors acquire algorithms that act on their behalf on the stock markets. READ MORE

  5. 34. Optimization of Virtual Power Plantin Nordic Electricity Market

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

    Author : Jwalith Desu; [2019]
    Keywords : Virtual Power Plant; mFRR market; spot market; CVaR; risk measures; Stochastic Optimization; Nordic Electricity Market;

    Abstract : With the world becoming more conscious about achieving 1.5-degree scenario as promisedby the most powerful economies of the world, much needed push was received by the renewable energy technology providers. READ MORE

  6. 35. 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

    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