Dissertations / Theses on the topic 'Net buyers'
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Hamontree, Chaowalit. "Coordination buyer-supplier in supply chain models from net present value perspective." Thesis, University of Portsmouth, 2014. https://researchportal.port.ac.uk/portal/en/theses/coordination-buyersupplier-in-supply-chain-models-from-net-present-value-perspective(bd0f0c81-c783-429c-b2c0-b0fa12344697).html.
Full textBaldazzi, Alice. "L'innovazione tecnologica nel mondo fieristico Il marketing esperienziale e il ruolo dell'interprete nella Buyer Lounge di Cosmoprof Worldwide Bologna." Master's thesis, Alma Mater Studiorum - Università di Bologna, 2020. http://amslaurea.unibo.it/20435/.
Full textAryal, Jagannath. "Optimisation of a buyer’s sourcing strategy in the mixed auction/direct supply of New Zealand wool." Lincoln University, 2009. http://hdl.handle.net/10182/1548.
Full textРосюк, О. В. "Модернізація політики просування на книжковому ринку (на прикладі магазину "Книголюб" у м. Суми)." Master's thesis, Сумський державний університет, 2019. http://essuir.sumdu.edu.ua/handle/123456789/75892.
Full textSandell, Erika. "The Speculation Market and newly built condominium in Stockholm." Thesis, KTH, Fastigheter och byggande, 2016. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-189279.
Full textIn this bachelor thesis the real housing market is studied from a perspective focused on speculative buying of newly built condominiums. The study covers the Stockholm area and interviews with the involved actors operating in this zone have been the basis for the investigation. Construction companies, real estate agents and speculative buyers have provided information that’s aided transparency, and depth of understanding in speculative purchases of newly built condominiums. All parties agree that speculative buying is common in today’s housing market. Over the past two years, up to 30 percent of the purchases of newly constructed condominiums have consisted of speculative buyers out to make a quick profit. The time span between purchase and access, which can be up to two years, allows the property time to react to the current market in Stockholm’s ever-rising housing market. Three groups of speculative buyers have been distinguished; the first group consists primarily of seasoned speculative buyers with a keen eye on price trends and today's housing market. The second group is more amateur, have little experience, but are well informed from friends and acquaintances that large profits can be made. The third group consists of real estate agents, they of course, are well aware of price trends often before anyone else, and see an opportunity for fast profits. Common to all three groups are males in their 30’s, with substantial backing. Smaller condominiums are of greatest interest but also larger ones appear among the more routine buyers. Real estate agents play an independent role in the speculative market, for them the speculative buying is not a problem. For building companies, however, the phenomenon has become problematic because it implies negative consequences for the company. Speculation purchases result in more defections, abuse of security systems, and disgruntled end users - as well as contributing to already soaring house prices in Stockholm. Construction companies have taken several measures to regulate speculative purchases. One of the factors, among others, is the limit of one single on going purchase per customer. Also restricted are increased cash contributions and notably the inclusion of internal black lists used to expose offending buyers. Real estate agents believe that construction companies hold most of the responsibility for the regulation of speculative buying, because they are setting the prices. Construction companies themselves believe that the responsibility is shared by stakeholders such as municipalities, legislation, housing associations – but should also expect internal regulating of their own companies.
Melander, Lisa. "Supplier Involvement in New Product Development under Technological Uncertainty." Doctoral thesis, Linköpings universitet, Företagsekonomi, 2014. http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-103943.
Full textRosrell, Cecilia Anna, and Joakim Grunander. "Har svenska nyhetsmedier privilegierat Apple Inc? : Undersökning av hur svenska nyhetsmedier publicerar artiklar kopplade till innovationer och företag." Thesis, Södertörns högskola, Institutionen för samhällsvetenskaper, 2014. http://urn.kb.se/resolve?urn=urn:nbn:se:sh:diva-26393.
Full textHuang, Wen-Fang, and 黃文芳. "The relationships between net buys/sells and returns and information contents of net buys/sells for the three primary institutional investors in Taiwan futures and stock markets." Thesis, 2010. http://ndltd.ncl.edu.tw/handle/20928993070024827481.
Full text國立高雄第一科技大學
管理研究所
98
This dissertation performs three tests: (1) to investigate the short-term and long-term relationships between institutional net buys/sells and returns in the Taiwan stock index futures market and stock markets; (2) to explore the information content of net buys/sells for the three primary institutional investors in the Taiwan stock index futures market and stock markets; and (3) to examine the returns for the strategy of individual investors taking a long(short) position on trading day following large institutional net buys(sells). The existing studies seldom focus on the impacts of institutional net buys/sells types on stock returns, and only a few papers investigate the relationships between the institutional net buys/sells and returns in the Taiwan futures market owing to the lack of source data. A dummy variables model is introduced to distinguish between individual institutional net buys/sells and simultaneous net buys/sells for all institutions in order to reflect the information homogeneous and heterogeneous between institutions. This dissertation introduces the variables to response the intensity of net buys/sells and lagged variables to explore the short (long)-term relationships between net buys/sells and returns. Finally, this study examines the impact of institutional net buys/sells on stock index futures. The results are presented as follow: (1) The impacts of large (small) simultaneous net buys/sells on contemporaneous returns are significant in the stock index futures and stock markets. (2) In the stock index market, large individual net buys of foreign institutions and large simultaneous net buys of all three primary institutions both seem to reveal bullish message, and an permanent asymmetric impact on subsequent returns exists between large net buys of foreign and domestic institutions. As for stock market, this dissertation suggests a significant relation between price down in the long term and the large simultaneous net sells of all three primary institutions, seeming to compound bearish message. As for the OTC market, this study find significant price down in long term after large individual net sells of foreign institutions and large simultaneous net sells of all three primary institutions, both seeming to reveal bearish message, and a permanent asymmetric impact on subsequent returns exists between large net sells of foreign and domestic institutions. (3) This dissertation finds evidence of significantly positive holding period returns on nearby stock index futures contracts for the strategy of taking a long position on the day after two types of large net buys: individual net buys of foreign institutions and simultaneous net buys of all three institutions. Additionally, investors have a chance to get significantly positive returns by taking short position on the day after a signal of simultaneously large net sells of all three institutions. The above results hold, no matter the returns are calculated by settlement or open prices. As for the stock exchange, investors have a chance to get significantly positive returns by taking long (short) position on the day after a signal of individually large net buys of foreign institutions (simultaneously large net sells of all three institutions). The above results hold, no matter what the returns are calculated on the basis of closing or opening prices. The performance is, however, better on the basis of closing price for the strategy of following the pace of large net buys for dealer institutions. As for the OTC market, investors have a chance to get significantly positive returns by taking short position on the day after a signal of two types of large net sells: individual net sells of foreign institutions and simultaneous net sells of all three institutions. The above results both hold, no matter what the returns are calculated on the basis of closing or opening prices. The performance is, however, better on the basis of opening prices for the strategy of following the pace of simultaneously large net buys for all three primary institutional investors.
Tong, Chen Gin, and 陳進通. "A Study on the Influential Factors of the QFII Net Buys-Sells." Thesis, 2001. http://ndltd.ncl.edu.tw/handle/58026481582795863173.
Full text國立彰化師範大學
商業教育學系在職進修專班
89
Abstract This research aims to discuss whether the QFII Net Buys-Sells would be influenced by the company’s market value, the Stockholder’s Equity, accumuled profit, rewards rate ,amount of dealing and QFII’s remaining amount of stocks investment, six factors. This research studies the eletronic stocks in Taiwan Stock Market from 1997 to 1999. It applies simple regression, multiple regression, stepwise regression analysis, and two stage least sequare approach. It discusses the relation between QFII Net Buys-Sells action and the characteristic of stocks. The research discovers: Ⅰ.The QFII Net Buys-Sells action has apparent positive relation with the company’s market value. Owing to the obvious existence of Information Asymmetry between the investors and the marketing company, the QFII favors the large company with more open information. It also has obvious buying action toward single stocks with bigger market values. Ⅱ.The QFII Net Buys-Sells action has apparent positive relation with the company’s stockholder’s equity. QFII would take greater buying action to have stronger keeping will if the single stock has greater stockholder’s equity. Ⅲ.The QFII Net Buys-Sells action has apparent positive relation with the company’s accumuled profit. The single stock with greater accumuled profit would make QFII take greater buying action. Ⅳ. The QFII Net Buys-Sells action has apparent positive relation with the stock’s reward rate. The single stock’s high reward rate would cause the QFII to have obvious buying action. The single stocks low reward rate,however,would cause the QFII to have obvious selling actions. So we could prove that the QFII take pursue-raise and quit-fall positive investing policy. Ⅴ.The QFII Net Buys-Sells action has apparent positive relation with the amount of dealing. The higher the deal is, the transaction more prosperous, the higer rate of circulation, the stronger rotation, and the fund could have more flexible application. Thus, the QFII would like to hold stocks with greater amount of dealing. Ⅵ.The QFII Net Buys-Sells has apparent positive relation with the remaining amount of stock investment. The greater the remaining amount is, the higher intention it would want to buy. The smaller the amount is,the less intention. Key Words: The QFII Net Buys-Sells, Information Asymmetry, Two Stage Least Sequare approach
Alharbi, Abdulwahab. "The Use of Net Benefit in Modeling Non-Proportional Hazards." Thesis, 2020. http://hdl.handle.net/1805/24746.
Full textBackground: The hazard ratio (HR), representing the quantified estimate of treatment effect in survival analysis, measures the instantaneous relative difference of failure risk between two groups. The HR is typically assumed to be independent of time; however, this assumption is usually violated in practice. If the proportionality assumption holds, HR can be validly with the popular Cox proportional hazards model. When not proportional, the Wilcoxon-Gehan has been proposed to test the hypothesis of no difference. These have been recently generalized to evaluate differences in survival time for more than zero survival differences (the “net survival benefit”). Method: In this thesis, an attempt is made to illustrate the properties of generalized Wilcoxon Gehan tests as proposed by Buyse (2009). We use the concept of net survival benefit to re-analyze the trial by the Gastrointestinal Tumor Study Group (1982) by comparing chemotherapy versus combined chemotherapy and radiation in the treatment of locally unresectable gastric cancer. Survival times in days, for the 45 patients were recorded in each treatment arm. In that trial, a delayed treatment effect was observed, thus the HR is non-proportional. To provide a flexible assessment of the treatment effect, the net survival benefit was computed using datasets simulated under typical scenarios of proportional hazards, such as delayed treatment effect. Results: The generalized Wilcoxon statistic U, favored not adding radiation to chemotherapy, but only for survival up to 12 months. At Δ=0, U (0) = 491. In the simulated data sets, the confidence interval under the null hypothesis U (0) is (-152, 388). The test statistic 491 is outside this interval indicating radiation treatment might be beneficial. At U(12) = 219, it is inside the confidence interval of no treatment effect (-154,268) indicating the benefit of Chemo only is gone after 12 months. Conclusions: The net survival benefit measured via Buyse’s generalized Wilcoxon statistic is a measure of treatment effect that is meaningful whether or not hazards are proportional. The associated statistical test is more powerful than the standard log-rank test when a delayed treatment effect is anticipated.
Roemer, Ellen. "A Typology of Customer Lifetime Values in Buyer-Seller Relationships." 2007. http://hdl.handle.net/10454/3912.
Full textIn the past, marketing researchers have proposed the use of simple net present value analyses to assess customer lifetime values (CLVs). However, simple net present values disregard two important aspects: (1) environmental risks affecting customer cash flows and (2) a firm's flexibility in reacting to these risks. Consequently, they are inappropriate for assessing CLVs in relationships, in which risks affect customer cash flows and suppliers are able to react. This paper suggests a typology of CLV models in accordance with the degree of environmental risk and the supplier's flexibility. The paper thus contributes to a more differentiated customer lifetime valuation and, consequently, to a more accurate basis for decision making in relationships. The use of real options analysis is recommended for relationships which are affected by environmental risks and in which suppliers are flexible. By applying real options analysis to customer lifetime valuation, the paper offers a new methodological approach, thus merging financial valuation methods with key marketing concepts.
Tsai, Wen-Pin, and 蔡文賓. "The Study of Price-Volume Relationship between QFII Net Buys/Sells and Financial Holding Companies." Thesis, 2006. http://ndltd.ncl.edu.tw/handle/68902877155765924259.
Full text朝陽科技大學
財務金融系碩士班
94
Security market is a leading indicator of economic development in a country. The government opened QFII to invest domestic securities in the late of 1990 and the Financial Holding Company (FHC) to set up in November, 2001. It is said that “volume leads price”, that is, the volume of stock will react in advance compared to stock price. Therefore, QFII Net buys/sells whether will be the leading indicator of stock price is a hypothesis to investigate and verify in this study. We apply TEJ selected from July 1,2005 to June 1,2006 to investigate price-volume relationship between QFII Net buys/sells and Financial Holding Company. We inspect the property of time series by ADF and PP Unit Root test and Vector Autoregression Model (VAR) to analysis the price-volume relationship. The empirical results are as follows: First, time series of QFII Net buys/sells and stock price of FHC are both stationary series. Second, the Granger Causality test of Chinatrust, Taishin, Mega, Waterland and China Development FHC exist lead-lag while Cathay, First and Hua Nan FHC exist insignificance. The stock price of E.Sun, SinoPac, Fubon and Shin Kong FHC lead QFII Net buys/sells, but QFII Net buys/sells of Huhwa FHC leads stock price. Third, from the empirical results of VAR, we can find QFII Net buys/sells and stock price of FHC exist bi-directional relationship in most FHC. Both QFII Net buys/sells and stock price of FHC are affected by lag intervals itself, especially the change of Shin Kong FHC is significant. Forth, when autonomous disturbance occur on the stock price of FHC, QFII Net buys/sells will react immediately and the affection is short-term. The impulse tend to be gradual after the sixth, the seventh, the eighth and the ninth periods.
Tsai, Min-Shun, and 蔡閔舜. "Stock Characteristics Affecting the Contribution of QFII Net Buys/Sells on the Variability of Stock Prices." Thesis, 2017. http://ndltd.ncl.edu.tw/handle/v5vg9p.
Full text國立高雄第一科技大學
金融系碩士班
106
How trades of qualified foreign institutional investors (QFII) affect stock returns have always been a matter of concern to practitioners and researchers. Using a sample consisting of the listed stocks on the Taiwan Stock Exchange from 2013 to 2015, we employ the technique of FEVD (forecast error variance decomposition) in the VAR (vector autoregression model) to estimate the predictive power of the net buys/sells of QFII over the variability of stock prices. This study also examines the relationships between stock characteristics (including P/B ratio, cash dividend yield, equity market value, liquidity, foreign ownership ratio and industrial classification) and the driving force of QFII net buys/sells on the stock returns by regression models. The results indicate that the predictive power of the net buys/sells of QFII over the variability of prices is profound in stocks with larger P/B ratio, cash dividend yield, equity market value, liquidity, and foreign ownership ratio. Additional, there is no significant impact of financial and electronics sectors on the predictive power of the net buys/sells of QFII over the variability of stock prices. Keywords: Qualified Foreign Institutional Investors (QFII), Stock Market, VAR Model.
"Communication, Goals and Collaboration in Buyer-Supplier Joint Product Design." Doctoral diss., 2011. http://hdl.handle.net/2286/R.I.8933.
Full textDissertation/Thesis
Ph.D. Business Administration 2011
Chiang, Chi-Ta, and 江季達. "An Empirical Study on Foreign Investors’ Futures Open Interests, Stock Net Buys and Sales, and Trading Strategies." Thesis, 2014. http://ndltd.ncl.edu.tw/handle/03464225975081274230.
Full textYang, Chi-hung, and 楊啟宏. "The Influence of the Information of QFII Net Buys/Sells of Stock Prices - An Empirical Research on Stock Market in Taiwan." Thesis, 1998. http://ndltd.ncl.edu.tw/handle/64360834623702873196.
Full text國立臺灣大學
財務金融學系研究所
86
This thesis employs the methodology of "Event Study" to research into whet her QFII (qualified foreign institutional investors) large net buys/or net sel ls trading behavior on the Taiwan Securities Exchange (TSE) implies informatio n content, and then to analyze how their trading influence stock prices. Furt hermore, this thesis explores whether QFIIs'' trading reveals different informa tion effects when examined by the following seven factors: the market trend, p roportion of QFII holdings, the size of enterprises, the electronics industry or not, the margin utilization rate, the short-to-long ratio, and the turnover rate. This thesis also discusses what factors will affect stock prices by means of cross regression analysis of CAR (Cumulative Average Residual), and f urther finds out factors that will reverse the original price movement trend. Factors that determine the proportion of QFII holdings are also discussed in this section.The conclusions of this thesis are summarized as follows:1) QFII s net buys/sells in a large amount do imply information content. The stock pr ices and trading volumes of these stocks which QFIIs hugely net buy will respo nd to QFII''s trading behavior.2) QFII net buys/sells in a large amount have t he parallel signal effect, and the market will respond to this for no longer t han two days. As a result, this information seldom bring about abnormal retur n. Furthermore, QFIIs often net buy or sell a large amount of shares after st ock prices have soared for a while, and usually the market over-reacts to huge QFII net sells.3) In comparison with QFII net buys, QFII net sells exhibit a n more conspicuous information spill-over.4) The results of the analysis of Q FII net buys/sells in this thesis'' sample companies are as follows: