Sökning: "Lead-Lag"

Visar resultat 1 - 5 av 13 uppsatser innehållade ordet Lead-Lag.

  1. 1. Out of the Books and Into the Woods

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Elisabeth Molin; [2023]
    Nyckelord :Limit Order Book; Cryptocurrency; Random forest; Market Microstructure; Lead-lag; Business and Economics;

    Sammanfattning : The objective of this thesis is to analyze the predictive power of the cryptocurrency limit order book for return predictions. The analysis is performed for the BTC/USD and ETH/USD directional 10-second returns, using limit order book data from three of the largest cryptocurrency spot exchanges. LÄS MER

  3. 2. Comparing listeners’ ability to detect and lateralize simulated sound reflections

    Master-uppsats, Stockholms universitet/Psykologiska institutionen

    Författare :Freja Isohanni (fd Kempe); [2019]
    Nyckelord :Psychology; Psychophysics; Psychoacoustics; Human echolocation;

    Sammanfattning : Echolocation is using lagging sounds as cues to localize the objects reflecting them. The precedence effect (PE) occurs when echoic signals are suppressed in favour of leading signals. In this study, the ability of nine listeners to overcome the PE when detecting and lateralizing echoic signals through headphones was measured and compared. LÄS MER

  4. 3. Preference Shares – A lead lag analysis of the Swedish real estate sector

    Master-uppsats, KTH/Nationalekonomi

    Författare :OSKAR HELLQVIST; ANTON SANDVALL; [2016]
    Nyckelord :Preference shares; Common shares; causalities; co-integration; market efficiency; VAR; Vector;

    Sammanfattning : Several researchers have over the past decades criticised the efficient market hypothesis as several studies have presented evidence of causality and co-integrating relationships in  inancial markets. As preference shares have become increasingly popular, in recent years, as a mean of raising capital in the Swedish real estate sector, this study investigates the causal relationships between common shares and their corresponding preference share of nine listed Swedish real estate companies. LÄS MER

  5. 4. Design of an Alternative Frequency Controller for Hydropower Stations : Reducing the 60-second Floating in the Grid Frequency of the Nordic Power System

    Uppsats för yrkesexamina på avancerad nivå, Uppsala universitet/Avdelningen för systemteknik

    Författare :Camilla Odelbrink; [2014]
    Nyckelord :hydropower; frequency controller; frequency floating; lead lag;

    Sammanfattning : A periodic oscillation in the grid frequency of the Nordic power system has been observed. The oscillations, also denoted as a floating, have periods of about 60 to 90 seconds. The reason for the floating is not fully known, and the strength of the floating has been increasing during the last years. LÄS MER

  7. 5. Automatic Control of a Quadrotor in the Smart Building

    Kandidat-uppsats, KTH/Skolan för teknikvetenskap (SCI)

    Författare :Daniel Sjöholm; Martin Biel; [2014]
    Nyckelord :;

    Sammanfattning : In this project, we investigate automatic control of a quadrotor UAV and discuss its possible applications in the Smart Building. The purpose is to construct a control algorithm for stable quadrotor flight and explore the use of UAV in a smart home. LÄS MER