Essays about: "systematic trading"

Showing result 16 - 20 of 28 essays containing the words systematic trading.

  1. 16. Momentum in Sweden: Past Returns and Continuing Overreaction

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Jakob Bengtsson Ekström; Carl Elfving; [2017]
    Keywords : Momentum; Trading Volume; Self-Attribution Bias; Continuing Overreaction; OMX Stockholm;

    Abstract : Comparing the performance of a traditional long-short momentum trading strategy to one based on a measure for continuing overreaction on OMXS 1997-2016, this study shows that traditional momentum only generates significant profits in the short-term. On the contrary, the continuing overreaction approach provides investors with significant profits for a variety of different holding- and formation periods, mainly attributable to its ability to pick winners. READ MORE

  3. 17. Soldiers, pigeons and shooting stars: Evaluating the profitability of candlestick charting on the Stockholm Stock Exchange

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Filip Demitz-Helin; Alexander Mahdi; [2016]
    Keywords : Candlestick Charting; Technical Analysis; Trading Rules; Return Predictability; Market Efficiency;

    Abstract : This study provides a systematic evaluation of the profitability of candlestick charting, the oldest known form of technical analysis, on a sample of 72 stocks listed on the Stockholm Stock Exchange over the period 2000-2015. In contrast to recent studies on Chinese, Taiwanese and US data, we find that the majority of candlesticks generate raw returns that are only moderately positive and not statistically significant after accounting for transaction costs of 0. READ MORE

  4. 18. Assessment of financial risk in renewable biodiesel firms

    University essay from Umeå universitet/Företagsekonomi

    Author : Tobias Vahlström; Adnan Cavka; [2015]
    Keywords : renewable biodiesel; financial risk;

    Abstract : Energy consumption in the transport sector is expected to increase substantially over the coming decades. The uncertainty in the forecasts are relatively high regarding the size of the increase but reports from the US Energy Information Administration (EIA) points to an increase of 56 percent between 2010 and 2040 (IEO2013, 2013, p. 9). READ MORE

  5. 19. The long-run performance of new listings on the Nordic stock markets: IPOs, Spin-offs and Carve-outs

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Tim Gisslen; Erik Raig; [2015]
    Keywords : Nordic IPOs; spin-offs; carve-outs; long-run abnormal returns;

    Abstract : This paper studies the long-run performance of new listings on the Nordic stock markets from January 1996 to April 2014 by analyzing a sample of 203 non-sponsored IPOs, 100 private equity-backed IPOs, 60 spin-offs and 30 carve-outs. First, we investigate the median buy-and-hold abnormal returns associated with the different listing groups. READ MORE

  6. 20. Layout design of a liquid packaging facility featuring GMP and Lean manufacturing

    University essay from KTH/Industriell produktion

    Author : Dario Cancar; Honghao Yu; [2015]
    Keywords : ;

    Abstract : Seasol International Pty Ltd är ett australienskt företag som producerar ett sorts flytande organiskt gödsel. I nuläget är de marknadsledare inom flytande gödsel på den australienska marknaden. Därför vill Seasol nu i samarbete med Beijing JHM Commercial Trading Co., Ltd penetrera den kinesiska marknaden. READ MORE