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Visar resultat 1 - 5 av 12 avhandlingar som matchar ovanstående sökkriterier.

  1. 1. On the returns of trend-following trading strategies

    Författare :Christian Lundström; Tomas Sjögren; Jussi Nikkinen; Umeå universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Bootstrap; Commodity Trading Advisor funds; Contraction-Expansion principle; Crude oil futures; Futures trading; Opening Range Breakout strategies; S P 500 futures; Technical analysis; Time series momentum; Time-varying market inefficiency; nationalekonomi; Economics;

    Sammanfattning : Paper [I] tests the success rate of trades and the returns of the Opening Range Breakout (ORB) strategy. A trader that trades on the ORB strategy seeks to identify large intraday price movements and trades only when the price moves beyond some predetermined threshold. LÄS MER

  3. 2. Essays on: Application of Cross Sectional Efficiency Analysis

    Författare :Jonas Månsson; Nationalekonomiska institutionen; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; economic theory; econometrics; Economics; quality indicators; omitted variables; reference units; competition; identification; ownership; Technical efficiency; economic systems; economic policy; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik;

    Sammanfattning : This thesis consists of three different essays, all of which have arisen from a practical problem. In the first essay, “Technical efficiency and ownership: The case of booking centers in the Swedish Taxi Market” the purpose is to examine the question of competition on an equal basis between privately and publicly owned booking centers in the Swedish taxi market. LÄS MER

  4. 3. Efficiency and Productivity in Swedish Banking

    Författare :Matilda Gjirja; Göteborgs universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; technical efficiency; banking industry; financial deregulation; productivity; mergers and acquisitions; frontier cost functions; data envelopment analysis;

    Sammanfattning : This Ph.D. thesis addresses issues pertaining to the assessment of efficiency and productivity in the Swedish banking sector. It consists of an introduction and three self contained papers. LÄS MER

  5. 4. The fixed effects estimator of technical efficiency : new insights and developments

    Författare :Daniel Wikström; Sveriges lantbruksuniversitet; Sveriges lantbruksuniversitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Sammanfattning : Firms and organizations, public or private, often operate on markets characterized by non-competitiveness. For example agricultural activities in the western world are heavily subsidized and electricity is supplied by firms with market power. LÄS MER

  7. 5. Production Technology and the Role of Skipper Skills in Lake Victoria Fisheries

    Författare :Razack B. Lokina; Göteborgs universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; incentives; Lake Victoria; productivity; remuneration; skipper skills; technical efficiency;

    Sammanfattning : In this study we seek to explain the role of skipper skills in the productivity of fishing boats. The data is from the Lake Victoria fisheries for three fishing seasons (normal, peak and off-season) and two major species (Nile perch and Dagaa). LÄS MER