Sökning: "trading strategies"

Visar resultat 1 - 5 av 53 avhandlingar innehållade orden trading strategies.

  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 Investor Behavior and Trading Strategies in International Financial Markets

    Författare :Anton Hasselgren; Jarkko Peltomäki; Ai Jun Hou; Charlotte Christiansen; Stockholms universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; foreign exchange; speculators; hedge funds; investor behavior; trading strategies; information; market efficiency; företagsekonomi; Business Administration;

    Sammanfattning : This dissertation contains four articles that in different ways inform on investor behavior in international financial markets, their impact on the underlying market, and the trading strategies that they pursue.Article I studies how hedge funds herd in currency future contracts and how it is affecting the underlying market. LÄS MER

  4. 3. New Insights on Computerized Trading : Implications of Frequently Revised Trading Decisions

    Författare :Petter Dahlström; Björn Hagströmer; Lars Nordén; Andriy Shkilko; Stockholms universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Business Administration; företagsekonomi;

    Sammanfattning : Computerized trading may be viewed as an aspect of modernization of financial markets. This dissertation contains four articles that in different ways examine to what extent the modernization influences the economics of the markets. LÄS MER

  5. 4. Köpmannen i Stockholm : Grosshandlares ekonomiska och sociala strategier under 1700-talet

    Författare :Karin Ågren; Susanna Hedenborg; Ylva Hasselberg; Gudrun Andersson; Uppsala universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Economic history; merchant; eighteenth century; network; Stockholm; Skeppsbro nobility; economic and social strategies; credit network; wholesalers; immigrant tradesmen; marriage strategies; conspicuous consumption; social mobility; bankruptcy; immigrant congregation; inventories; Gamla stan; trade capitalism; trading house; Ekonomisk historia; Ekonomisk historia; Economic History;

    Sammanfattning : The purpose of this thesis has been to describe and explain why wholesalers in Stockholm during the eighteenth century acted as they did. This analysis is built on the idea that peoples’ possibilities to act depends on the context in which they live and the person’s network. LÄS MER

  7. 5. Essays on Risks in Investment Strategies

    Författare :Ian Khrashchevskyi; Ai Jun Hou; Jarkko Peltomäki; Mika Vaihekoski; Stockholms universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; investment strategies; risk; hedging; diversification; derivatives; safe haven; investor behavior; financial education; företagsekonomi; Business Administration;

    Sammanfattning : This dissertation contains three articles, which investigate different types of risks investors encounter during the investment process.Article I investigates the relation between macroeconomic risk and higher-moment moment risk premia. LÄS MER