Sökning: "Momentum effect"

Visar resultat 1 - 5 av 113 uppsatser innehållade orden Momentum effect.

  1. 1. CROSS-SECTIONAL AND TIME SERIES MOMENTUM RETURNS EVIDENCE FROM THE SWEDISH STOCK MARKET

    Kandidat-uppsats, KTH/Matematisk statistik

    Författare :Mahsa Badakhsh; [2023]
    Nyckelord :cross-sectional momentum; time-series momentum; market efficiency; random walk; ex-ante volatility; cross-sectional momentum; time-series momentum; marknadseffektivitet; random walk; ex-ante volatilitet;

    Sammanfattning : The study investigates the presence of the momentum effect in the Swedish stock market by utilizing both cross-sectional introduced by Jegadeesh and Titman (1993) and time-series momentum introduced by Moskowtozt et al. (2011). The period of analysis is between 1998 to 2022. LÄS MER

  3. 2. Probing Charm Production with Three-Particle Correlations in pp Collisions

    Kandidat-uppsats, Lunds universitet/Fysiska institutionen; Lunds universitet/Partikel- och kärnfysik

    Författare :Kim Haupt; [2023]
    Nyckelord :pp collisions; charm production; three-particle correlation; Pythia; Physics and Astronomy;

    Sammanfattning : This thesis aims to investigate possible correlations between charm production and baryon production in proton-proton collisions through three-particle correlations. The question attempted to be answered is where, for a given charmed baryon, the balancing anti-charm particle and balancing anti-baryon are located. LÄS MER

  4. 3. Ion and ENA precipitation onto the upper atmosphere of Venus : Estimate of precipitation maps using data from a hybrid model

    Master-uppsats, KTH/Skolan för elektroteknik och datavetenskap (EECS)

    Författare :Lorenzo Obersnel; [2023]
    Nyckelord :Eneregetic Neutral Atoms; Venus; Ion precipitation; ENA precipitation; Atomi Neutri Energetici; Venere; precipitazione di ioni; precipitazione di atomi neutri; Energisk Neutral Atom; Venus; Utfällningen joner; Utfällningen Energisk Neutral Atom;

    Sammanfattning : Venus does not have a strong intrinsic magnetic field as the Earth, and its magnetosphere is induced by the interaction of the solar wind with the ionosphere. The near-Venus space environment is characterized by the presence of a bow shock and of an induced magnetic boundary linked to the interplanetary magnetic field orientation. LÄS MER

  5. 4. The Power of the Tides : A Quantitative Study Investigating the Momentum Strategy with 30 Industries

    Kandidat-uppsats, Jönköping University/IHH, Företagsekonomi

    Författare :Oscar Estéen; Jonathan Landahl; Hugo Karlsson; [2023]
    Nyckelord :Momentum strategy; industry momentum; risk management; market anomalies; momentum investing; portfolio management;

    Sammanfattning : Background: Buying past winners and selling past losers has historically generated both profits and losses. The momentum strategy has been researched with risk measures and portfolio creation as fundamental components. LÄS MER

  7. 5. Three-body decay as a baryon polarizer

    Kandidat-uppsats, Uppsala universitet/Kärnfysik

    Författare :Carl Johan Königsson; [2023]
    Nyckelord :Three-body decay; polarization; CP violation; hyperon; resonance; Trekroppssönderfall; polarisation; CP-brytning; hyperon; resonans;

    Sammanfattning : According to the standard model, the size of CP violation in the weak decay Λ → pπ- is predicted to be ∼ 10-5. This means that a very high precision is needed if we want to be able to measure it. LÄS MER