Search for dissertations about: "Time-varying market inefficiency"
Found 2 swedish dissertations containing the words Time-varying market inefficiency.
-
1. On the returns of trend-following trading strategies
Abstract : Paper [I] tests the success rate of trades and the returns of the Opening Range Breakout (ORB) strategy. A trader that trades on the ORB strategy seeks to identify large intraday price movements and trades only when the price moves beyond some predetermined threshold. READ MORE
-
2. Essays on Art Markets : insight from the international sculpture auction market
Abstract : The main purpose of this thesis is to investigate the viability of sculpture as a potential alternative investment. This goal is achieved through partly assessing the market quality of the auction market for sculptures and partly by studying their long-run diversification potential. READ MORE