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Showing 1 to 6 of 6 for “"day trading"”.

  1. Can volatility based technical signals capture consistent abnormal equity index returns?

    … index implied volatility indices for the aim of day trading the underlying stock indices. The purpose is to determine whether excess returns derived from the use of a combined technical trading strategy are statistically significantly different than zero. The null hypothesis is that the average …

    uiuc Repository record for Can volatility based technical signals capture consistent abnormal equity index returns? (opens in a new tab)

  2. Two essays in finance: Market response to catastrophic losses on the insurance industry and return on investment of a land grant university

    … found to be significantly positive over a 25 day trading window. There is no significant evidence that post-catastrophic stock returns are correlated to the magnitude of the catastrophe.

    uiuc Repository record for Two essays in finance: Market response to catastrophic losses on the insurance industry and return on investment of a land grant university (opens in a new tab)

  3. Information transmission in energy futures markets

    … investigation, simultaneous and non-simultaneous trading sessions of IPE and NYMEX are examined separately. Interesting findingsare disclosed. Firstly, non-simultaneous trading sessions of IPE (IPE morning session) and NYMEX are analyzed with univariate and multivariate time series analysis …

    city-london Repository record for Information transmission in energy futures markets (opens in a new tab)

  4. Forecasting Short Term Trends in Prices of U.S. Stock Market

    … market entry and exit techniques that comprise a trading system and prediction range is evaluated with emphasis on error analysis.

    duquesne Repository record for Forecasting Short Term Trends in Prices of U.S. Stock Market (opens in a new tab)

  5. Gene expression programming for Efficient Time-series Financial Forecasting

    Stock market prediction is of immense interest to trading companies and buyers due to high profit margins. The majority of successful buying or selling activities occur close to stock price turning trends. This makes the prediction of stock indices and analysis a crucial factor in the determination …

    de-montfort Repository record for Gene expression programming for Efficient Time-series Financial Forecasting (opens in a new tab)

  6. Two Essays on Herding in Financial Markets

    … The second essay attempts to detect intra-day herding using two new measures in an average NYSE stock during 1998-2001. In the second essay, rather than asking whether institutional investors herd in a specific segment of the market, we endeavor to ask if herding occurs in an average stock …

    vt Repository record for Two Essays on Herding in Financial Markets (opens in a new tab)