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Can a simple model for the interaction between value and momentum traders explain how equity futures react to earnings announcements?
KTH, School of Engineering Sciences (SCI), Mathematics (Dept.).
2011 (English)Independent thesis Advanced level (degree of Master (One Year)), 20 credits / 30 HE creditsStudent thesis
Place, publisher, year, edition, pages
2011.
Series
Trita-MAT, ISSN 1401-2286 ; 09
National Category
Probability Theory and Statistics
Identifiers
URN: urn:nbn:se:kth:diva-31531OAI: oai:DiVA.org:kth-31531DiVA: diva2:404796
Educational program
Master of Science in Engineering -Engineering Physics
Uppsok
Physics, Chemistry, Mathematics
Available from: 2011-09-23 Created: 2011-03-18 Last updated: 2011-09-23Bibliographically approved

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fulltext(648 kB)84 downloads
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File name FULLTEXT01.pdfFile size 648 kBChecksum SHA-512
fd181956821c68980e5edcf287e0db46a1c185f6ed8fa08dab44ce18d07eafa7b86bc78f705014f262d2bf713c6dbde7ff23804159396c0847620631733a6acb
Type fulltextMimetype application/pdf

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Probability Theory and Statistics

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CiteExportLink to record
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  • apa
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