Essays about: "Short-Term Trading"

Showing result 41 - 45 of 84 essays containing the words Short-Term Trading.

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

    University essay from 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

  3. 42. Why do stock prices drop by less than the value of the dividend? Evidence from a country with a flat tax rate on capital gains and dividends.

    University essay from Göteborgs universitet/Graduate School

    Author : Jonathan Israelsson; Max Wann-Hansson; [2017-07-25]
    Keywords : ;

    Abstract : We examine the effect of taxes, trading activity and different market microstructures on the ex-dividend day stock price behaviour. Based on previous literature, we build our hypotheses and test them on 1380 ex-dividend day observations in order to pinpoint the explanations behind the empirical findings on the Stockholm Stock Exchange over the period 2007 to 2016. READ MORE

  4. 43. On stock return prediction with LSTM networks

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Magnus Hansson; [2017]
    Keywords : artificial neural networks; recurrent networks; LSTM; EMH; Business and Economics;

    Abstract : Artificial neural networks are, again, on the rise. The decreasing costs of computing power and the availability of big data together with advancements of neural network theory have made this possible. READ MORE

  5. 44. Sequence-to-sequence learning of financial time series in algorithmic trading

    University essay from Högskolan i Borås/Akademin för bibliotek, information, pedagogik och IT

    Author : Philip Arvidsson; Tobias Ånhed; [2017]
    Keywords : deep learning; machine learning; quantitative finance; algorithmic trading; blackbox trading; lstm; rnn; time series forecasting; prediction; tensorflow; keras; forex; neural network; econometrics; finans; algoritmisk handel; tidsserier; prediktion; maskininlärning; forex; neurala nätverk; tensorflow; keras; kvantitativ finans; lstm; rnn; ekonometri;

    Abstract : Predicting the behavior of financial markets is largely an unsolved problem. The problem hasbeen approached with many different methods ranging from binary logic, statisticalcalculations and genetic algorithms. READ MORE

  6. 45. Online Regime Switching Vector Autoregression Incorporating Spatio-temporal Aspects for Short Term Wind Power Forecasting

    University essay from KTH/Elkraftteknik

    Author : Sean Gilleran; [2017]
    Keywords : ;

    Abstract : This master thesis examines short term wind power forecasting time series models focusing on regimes conditioned to meteorological conditions and the incorporation of spatio-temporal aspects. Novel regime switching autoregressive and vector autoregressive models are proposed, implemented in a .NET framework, and evaluated. READ MORE