Essays about: "investors and trading return and risk"
Showing result 1 - 5 of 22 essays containing the words investors and trading return and risk.
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1. A Quantitative Framework for Constructing a Multi-Asset CTA with a Momentum-Based Approach
University essay from Uppsala universitet/DatalogiAbstract : Commodity Trading Advisors (CTAs) have gained popularity due to their abilities to generate an absolute return strategy. Little is known about how CTAs work and what variables are important to tune in order to create a profitable strategy. READ MORE
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2. Real Estate Tokenization : Structure, Performance and Liquidity Implications
University essay from KTH/Fastigheter och byggandeAbstract : This thesis incorporates a quantitative and qualitative approach to studying real estate tokenization. Real estate tokens are a rapidly-growing investment product with a foundation in blockchain technology. READ MORE
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3. How Online Stock Trading Learning Platforms Can Contribute To Financial Literacy
University essay from Umeå universitet/Institutionen för tillämpad fysik och elektronikAbstract : Prior studies have shown that investment knowledge and motivation increases when students in a school setting have access to a stock trading learning platform. This thesis aims to further investigate if a stand-alone online stock trading learning platform, on its own, can help non stock investors understand financial literacy concepts. READ MORE
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4. Modelling Swedish bond market activity : A liquidity proxy using potential and executed trades
University essay from KTH/Industriell ekonomi och organisation (Inst.)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
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5. Accelerate your returns? An examination of Earnings Acceleration and a range of other earnings-related stock market anomalies - The Swedish Case
University essay from Handelshögskolan i Stockholm/Institutionen för redovisning och finansieringAbstract : In this study, we aim to explore whether an investor can use earnings acceleration (EA), defined as quarterly change in earnings growth, to construct a viable trading strategy that is able to separate future winners and future losers on the Swedish stock market. Using a sample from 2004 to 2016, we document that a trading strategy that goes long in top decile EA stocks and short in bottom decile EA stocks is unable to generate abnormal returns in both the month- and quarter-long windows. READ MORE