Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
Results
Showing 1 to 20 of 1725 for “"Trading"”.
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Outsider trading: trading on twitter sentiment
This study aims to establish if a relationship between the investor sentiment generated from social media posts, such as Tweets, and the return on securities exists. If a relationship exists, one would be able to obtain an informational advantage from public information and outperform the market on …
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Algorithmic Trading
… Kontext beschreibt der Begriff Algorithmic Trading ein Phänomen, bei dem Computerprogramme den Menschen im Wertpapierhandel ersetzen. Sie helfen dabei Investmententscheidungen zu treffen oder Transaktionen durchzuführen. Algorithmic Trading selbst ist dabei nur eine unter vielen …
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Insider trading
In the ordinary usage insider trading is said to occur when a person buys or sells securities of a corporation on the basis of material inside information/ Usually the r information is "inside" in the sense that it concerns a new development in the corporation's business but is not yet widely known …
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Trading in Soweto
… to examine the history, role and functions of trading in Soweto. The study documents the development of black trading in South Africa from the turn of the century to the mid-1980s. The imposition of increasingly restrictive legislation and negative attitudes towards black trading through the …
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Transport under Emission Trading
… impact of private road transport under emission trading using two different Computable General Equilibrium models. A static multi-region model with special emphasis on the European Union, addresses the welfare impact of road transport under the European Emission Trading System. Including …
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ESSAYS IN FAVOR-TRADING
… two previously little studied aspects of favor-trading. First, we study whether and how individuals who stand to gain from favor-trading can best form cooperative relationships in an environment with private information about each agent’s ability and willingness to do favors. For agents with a …
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Three Essays On Bond Trading
… bond trades that execute on the NYSE have higher trading costs than listed bond trades that execute off-NYSE. We show that listed bonds are more volatile than unlisted bonds. Lastly, we study bond trading around earnings announcements. We find no evidence that listing influences institutional (or …
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Corporate Governance and Institutional Trading
<p>This dissertation includes two parts. The first part examines the preventive effect of hedge fund activism against corporate policy deviations. Using stock liquidity and mutual fund fire sales as instruments, I find that when the likelihood of hedge fund activism increases, firms respond by …
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Optimal Trading Strategies Under Arbitrage
… demonstrates how explicit formulas for optimal trading strategies in terms of minimal required initial capital can be derived in order to replicate a given terminal wealth in a continuous-time Markovian context. Towards this end, only the existence of a square-integrable market price of risk …
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Trading foreign exchange carry portfolios
Foreign exchange carry trades involve buying high yielding currencies while selling low yielding currencies. Contrary to the implications of the uncovered interest parity condition, carry trades have generated consistent profits in the past decades. As foreign exchange has gained increased …
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Pairs trading: a copula approach
Pairs trading is an arbitrage strategy that involves identifying a pair of stocks known to move together historically and trading on them when relative mispricing occurs. The strategy involves shorting the overvalued stock and simultaneously going long on the undervalued stock and closing the …
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A thesis on algorithmic trading
Algorithmic trading is one of the most phenomenal changes in the financial industry in the past decade. While the impacts are significant, the microstructure of algorithmic trading remains unknown.By using Diff-in-Diff analysis, this paper shows that for low price securities, algorithmic trading …
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Three essays on insider trading
… presents three theoretical essays on insider trading in financial markets. The first essay studies the workings of a cash market and a futures market under uncertainty. The model in this essay is an extension of work by Danthine (Journal of Economic Theory, 1978), in which perfectly …
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Three essays on trading information
U of I Only
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Three essays on informed trading
… consists of three essays and focuses on informed trading by various economic agents. The first essay provides causal evidence that compensation shocks due to missing relative performance goals prompts more opportunistic insider trading. I use a regression discontinuity design to identify the …
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The mathematics of insider trading
Over the past decade the research into the topic of incorporating non-market information has accelerated. This dissertation aims to serve as a monograph of the contemporary body of research to the insider problem, under a Brownian setting in a complete market.
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Fairness and optimality in trading
… risk-adjusted return, but also guarantee that trading costs are fairly split among the clients. The existing approaches in the literature, namely the Social Welfare and the Competitive Equilibrium schemes, do not compromise efficiency and fairness effectively. To this end, we suggest an …
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Dynamic trading and behavioral finance
… the buy-and- hold policy due to excessive trading costs. Outperformance is possible for stocks with sufficiently high serial correlation in returns. Certain strategies succeed at reducing downside risk, but not substantially. We also look at optimizing the stop-loss level for a class of …
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Mutual fund trading and liquidity
… snapshots of mutual funds to study their trading patterns. Using quarter and semi-annual holdings of mutual funds, I am able to extract a main trading component with the application of the asymptotic principle component method. This component demonstrates short term predictability of …
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