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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
Trita-MAT, ISSN 1401-2286 ; 09
National Category
Probability Theory and Statistics
URN: urn:nbn:se:kth:diva-31531OAI: diva2:404796
Educational program
Master of Science in Engineering -Engineering Physics
Physics, Chemistry, Mathematics
Available from: 2011-09-23 Created: 2011-03-18 Last updated: 2011-09-23Bibliographically approved

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