Can a simple model for the interaction between value and momentum traders explain how equity futures react to earnings announcements?

Can a simple model for the interaction between value and momentum traders explain how equity futures react to earnings announcements?

Bibliographic Details
Main Author: Dellner, Johan
Format: Others
Language:English
Published: KTH, Matematik (Inst.) 2011
Online Access:http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-31531
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spelling ndltd-UPSALLA1-oai-DiVA.org-kth-315312013-01-08T13:33:11ZCan a simple model for the interaction between value and momentum traders explain how equity futures react to earnings announcements?engDellner, JohanKTH, Matematik (Inst.)2011Student thesisinfo:eu-repo/semantics/bachelorThesistexthttp://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-31531Trita-MAT, 1401-2286 ; 09application/pdfinfo:eu-repo/semantics/openAccess
collection NDLTD
language English
format Others
sources NDLTD
author Dellner, Johan
spellingShingle Dellner, Johan
Can a simple model for the interaction between value and momentum traders explain how equity futures react to earnings announcements?
author_facet Dellner, Johan
author_sort Dellner, Johan
title Can a simple model for the interaction between value and momentum traders explain how equity futures react to earnings announcements?
title_short Can a simple model for the interaction between value and momentum traders explain how equity futures react to earnings announcements?
title_full Can a simple model for the interaction between value and momentum traders explain how equity futures react to earnings announcements?
title_fullStr Can a simple model for the interaction between value and momentum traders explain how equity futures react to earnings announcements?
title_full_unstemmed Can a simple model for the interaction between value and momentum traders explain how equity futures react to earnings announcements?
title_sort can a simple model for the interaction between value and momentum traders explain how equity futures react to earnings announcements?
publisher KTH, Matematik (Inst.)
publishDate 2011
url http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-31531
work_keys_str_mv AT dellnerjohan canasimplemodelfortheinteractionbetweenvalueandmomentumtradersexplainhowequityfuturesreacttoearningsannouncements
_version_ 1716523775140298752

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