Sökning: "trader behavior"

Visar resultat 1 - 5 av 8 uppsatser innehållade orden trader behavior.

  1. 1. Do followers follow? : Social trading platforms and their effect on the stock market

    Master-uppsats, Uppsala universitet/Företagsekonomiska institutionen

    Författare :Hugo Brinkfält; Anna Lena Giersbach; [2022]
    Nyckelord :stock market; social trading platform; Shareville; herding behavior; leader trader; follower; sentiment; trustworthiness;

    Sammanfattning : Social trading platforms are an increasingly popular venue for sharing investment ideas. We investigate if followers on these platforms herd, i.e., copy leader traders’ trades, to the extent that it affects stock markets. LÄS MER

  3. 2. Exchange Trades Funds and Constituent Price Informativeness

    C-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Författare :Frida Habbe; Sofia Hellenborg; [2022]
    Nyckelord :Exchange traded funds; price informativeness; price non-synchronicity; information costs; trader behavior;

    Sammanfattning : This thesis aims to investigate the relationship between exchange-traded funds and the price informativeness of their constituents using daily data on the proxies ETF coverage and price non-synchronicity over a period of 4.5 years, and finds some statistically significant evidence of a negative relationship. LÄS MER

  4. 3. Price formation on the Tesla stock market : A study on market impact and trader types

    Magister-uppsats, Umeå universitet/Nationalekonomi

    Författare :William Swahn; [2021]
    Nyckelord :;

    Sammanfattning : To the question of whether the price of a financial asset is set based on rational responses to information or not, financial literature may never find consensus. However, both rational and irrational agents seem to roam financial markets. LÄS MER

  5. 4. Clustering and Anomaly Detection in Financial Trading Data

    Master-uppsats, Lunds universitet/Matematisk statistik

    Författare :Erik Norlander; [2019]
    Nyckelord :Variational Autoencoder; Generative Models; Latent Space; Dimensionality Reduction; Unsupervised Learning; Anomaly Detection; Clustering; Gaussian Mixture Models; Isolation Forest.; Mathematics and Statistics;

    Sammanfattning : In this thesis we propose a new form of Variational Autoencoder called the Conditional Latent Space Variational Autoencoder or CL-VAE. By conditioning on a known label in a dataset we can decide what points are being mapped to what prior distribution. This makes the latent space more understandable and separates the classes further. LÄS MER

  7. 5. Identifying Challenges Faced by Foreign Exchange Robots Designers

    Kandidat-uppsats, Göteborgs universitet/Institutionen för data- och informationsteknik

    Författare :Cesar Kisangani Makombe; [2015-03-31]
    Nyckelord :Challenges; Automated; Foreign Exchange; Forex; Robot; Financial computing;

    Sammanfattning : The international currency market Forex, provides interesting opportunities in terms of wealth. Open twenty four hours a day and five days a week, the market provides a large number of currency pairs to trade. LÄS MER