Essays about: "Trading Down"

Showing result 1 - 5 of 41 essays containing the words Trading Down.

1. 1. Leveling the Playing Field: Can Private Investors Benefit From Mimicking Insider Trades? A quantitative study of insider trading

   University essay from Göteborgs universitet/Graduate School

   Author : Marcus Mattsson; Marcus Lyckhage; [2023-07-04]
   Keywords : Insider Trading; Abnormal Return; Information Asymmetry; Outside Investors; Investment Strategy; Insider Positions;

   Abstract : Historically, investors have been searching for strategies to maximize performance in the stock market. It has been shown that corporate insiders can earn abnormal returns by trading in their own companies as they possess superior information and, to a certain degree, market timing ability. READ MORE

3. 2. A Mixed Time-Series & Machine Learning Approach for Price Forecasting in the Swedish Ancillary Market

   University essay from Lunds universitet/Nationalekonomiska institutionen; Lunds universitet/Statistiska institutionen

   Author : Daniel Arredondo; [2023]
   Keywords : Hybrid model; Volatility model; Machine learning model; Price spike prediction; Energy trading; Time series forecasting; Ancillary service market; Business and Economics;

   Abstract : This study aims to forecast the Swedish FCR-D Down A2 market prices through a hybrid model combining a volatility model and a machine learning approach, and compares its performance with a standalone machine learning model. We further examine the impact of different lag orders (1-Hr vs. 24-Hr) on volatility estimates and forecast performance. READ MORE

4. 3. Post Earnings Announcement Drift in the Stockholm Stock Exchange : How pronounced is PEAD on beta, traded volume and sector allocation?

   University essay from Blekinge Tekniska Högskola/Institutionen för industriell ekonomi

   Author : Ramon Nino; Paula Sander Pettersson; [2023]
   Keywords : PEAD; Post Earnings Announcement Drift; Anomalies; Efficient Market Hypothesis; Earnings announcements; beta; volume; sector; price;

   Abstract : Post Earnings Announcement Drift (PEAD) is a market anomaly that challenge the “Efficient Market Hypothesis” (EMH). It was first discovered in 1968 by Ball and Brown. When firms on the stock market have their earnings announcement the stock price will be affected and tend to drift up or down in price for days, weeks or months. READ MORE

5. 4. Counterfeit product grouping - a cluster ensemble approach

   University essay from Högskolan i Halmstad/Akademin för informationsteknologi

   Author : Jency Raj; Ramu Satheesh; [2023]
   Keywords : Machine Learning; Deeplearning; Image analysis; Data science;

   Abstract : he need for the development and use of efficient and reliable Anticounterfeit techniques in the manufacturing industry and online trading has recently increased tremendously. Flooding counterfeit products in the international market have several adverse social and economic impacts globally. READ MORE

6. 5. The game of the electricity market : A game theoretical approach to investigate trading strategies in the Nordic electricity futures market

   University essay from Linnéuniversitetet/Institutionen för nationalekonomi och statistik (NS)

   Author : Camilla Hytter; [2023]
   Keywords : ;

   Abstract : With the background of the increasing volatility in the electricity market the recent years this thesis investigates the electricity futures market and the benefit for market participants to perform some trading strategy in order to increase profit or reduce risk. By modeling the market as a stochastic game the trader acts as a player in the game and with two simple models the player can predict the probability that the market moves up or down and take the appropriate position according to the prediction. READ MORE