Can a simple model for the interaction between value and momentum traders explain how equity futures react to earnings announcements?
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
Probability Theory and Statistics
IdentifiersURN: urn:nbn:se:kth:diva-31531OAI: oai:DiVA.org:kth-31531DiVA: diva2:404796
Master of Science in Engineering -Engineering Physics
UppsokPhysics, Chemistry, Mathematics