Essays about: "systematic trading"
Showing result 1 - 5 of 24 essays containing the words systematic trading.
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1. Flight to climate: liquidity commonality in brown equities
University essay from Stockholms universitet/Företagsekonomiska institutionenAbstract : Emerging ESG studies have established a negative equilibrium correlation between ESG factors and stock returns in an economy predominately influenced by investors with nonpecuniary preference over high ESG credentials. However, little research has delved into a potential systematic liquidity risk phenomenon associated with aggregate trading activities of ESG-motivated investors who share a common nonzero ESG preference component in their utility function. READ MORE
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2. Risk Factors of Food Loss and Waste, and Life Cycle Assessment of waste management strategies in the Brazilian Leafy Vegetable Supply Chain
University essay from Högskolan i Borås/Akademin för textil, teknik och ekonomiAbstract : Food loss and waste (FLW) occurring early in the food supply chain (FSC) leads to increased resource wastage, including land, water, fertilisers, pesticides, fuel, packaging, energy, and labour. Targeting FLW prevention benefits various aspects such as food security, productivity, economic growth, climate change mitigation, resource conservation, and food waste management. READ MORE
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3. Machine Learning in RegulatoryCompliance Software Systems : An Industrial Case Study
University essay from Blekinge Tekniska Högskola/Institutionen för programvaruteknikAbstract : The presented study investigates the role of Machine Learning in Regulatory Compliance software systems by conducting a case study in the maritime industry. There is a need to obtain a clear understanding of Machine Learning approaches for automating regulatory compliance. READ MORE
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4. Does the tick size regime on systematic internalisers improve market quality? : An Empirical Analysis on the Swedish Stock Market
University essay from Stockholms universitet/FinansieringAbstract : The tick size regime on systematic internalisers (SIs) was seen as a necessary action to level the playing field between SIs and other trading venues, with the hopes to improve the market composition and market quality in favour of regulated markets. However, the previous literature objects to the view as SIs may have gained the first-mover advantage from their previous tick size exemption. READ MORE
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5. Investment Companies and Predictable Returns
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : This paper investigates investors' limited attention through Swedish investment companies and their respective underlying portfolios. The results indicate that there is no systematic lag in the stock price of investment companies relative to their underlying portfolios, implying that investors are attentive to the information of the underlying portfolio when valuing the investment company. READ MORE