Essays about: "short-term trading"

Showing result 1 - 5 of 84 essays containing the words short-term trading.

  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. How do IPOs and SPACs differ in terms of post-listing performance, and how do insider and institutional ownership affect these differences?

    University essay from Göteborgs universitet/Graduate School

    Author : Markus Henriksson; Theodor Hansson; [2023-07-03]
    Keywords : SPACs; Special Purpose Acquisition Company; IPOs; Initial Public Offering; Ownership Structure; Abnormal Returns;

    Abstract : Initial Public Offerings (IPOs) and Special Purpose Acquisition Companies (SPACs) are the two most prevalent alternatives for firms seeking to list on the stock exchange, which we examine in this study. We study numerous parameters impacting the abnormal returns of IPOs and SPACs and, compare their performance in the short-term and long-term using regressions and current literature to explain the discrepancies. READ MORE

  4. 3. Modelling Proxy Credit Cruves Using Recurrent Neural Networks

    University essay from KTH/Matematisk statistik

    Author : Lucas Fageräng; Hugo Thoursie; [2023]
    Keywords : Deep Neural Networks; Credit Risk; Financial Modelling; LSTM; Credit Default Swaps; Credit Valuation Adjustment; Djupa Neurala Nätverk; Kreditrisk; Finansiell Modellering; LSTM; Kreditswappar; Kreditvärderingsjustering;

    Abstract : Since the global financial crisis of 2008, regulatory bodies worldwide have implementedincreasingly stringent requirements for measuring and pricing default risk in financialderivatives. Counterparty Credit Risk (CCR) serves as the measure for default risk infinancial derivatives, and Credit Valuation Adjustment (CVA) is the pricing method used toincorporate this default risk into derivatives prices. READ MORE

  5. 4. A Markovian Approach to Financial Market Forecasting

    University essay from KTH/Matematisk statistik

    Author : Kevin Sun Wang; William Borin; [2023]
    Keywords : Markov chain; Markov model; stock market prediction; Laplace smoothing; steady-state; forecasting; trading strategy; stochastic; trading algorithm; Markovkedjor; Markovmodell; prediktion; Laplace-jämning; stationär fördelning; tradingstrategi; stokastisk; trading algoritm;

    Abstract : This thesis aims to investigate the feasibility of using a Markovian approach toforecast short-term stock market movements. To assist traders in making soundtrading decisions, this study proposes a Markovian model using a selection ofthe latest closing prices. READ MORE

  6. 5. Adverse Selection : The Effect of Short-Term Adverse Selection on the Swedish Stock Market

    University essay from Linnéuniversitetet/Institutionen för management (MAN)

    Author : Jonathan Nestenborg; Jonathan Erch; [2023]
    Keywords : abnormal volume; adverse selection; announcements; data analysis; information asymmetry; traded volume; Swedish stock market; t-test; regression.;

    Abstract : This paper aims to analyze the phenomenon of adverse selection of its presence and potential short-term impact on the Swedish stock market. Adverse selection refers to a situation where information asymmetry among market participants might lead to potential imbalances in information and unfairness among all market participants. READ MORE