Thèses sur le sujet « Stocks Australia Econometric models »
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Eadie, Edward Norman. « Small resource stock share price behaviour and prediction ». Title page, contents and abstract only, 2002. http://web4.library.adelaide.edu.au/theses/09CM/09cme11.pdf.
Texte intégralWeier, Annette 1960. « Demutualisation in the Australian life insurance industry ». Monash University, Dept. of Economics, 2000. http://arrow.monash.edu.au/hdl/1959.1/8371.
Texte intégralLimkriangkrai, Manapon. « An empirical investigation of asset-pricing models in Australia ». University of Western Australia. Faculty of Business, 2007. http://theses.library.uwa.edu.au/adt-WU2007.0197.
Texte intégralOliveira, Lima Jorge Claudio Cavalcante de. « Fractional integration and long memory models of stock price volatility : the evidence of the emerging markets ». Thesis, McGill University, 2002. http://digitool.Library.McGill.CA:80/R/?func=dbin-jump-full&object_id=38164.
Texte intégralOther possible explanations for the occurrence of long term persistence are also pursued such as the Regime Switching modelisation proposed first by Hamilton and Susnel (1994) with the SWARCH approach. Results show that this approach can bring another possible explanation for persistence, specially in economies like Brazil that, have very different regimes for the period covered in this study.
Marshall, Peter John 1960. « Rational versus anchored traders : exchange rate behaviour in macro models ». Monash University, Dept. of Economics, 2001. http://arrow.monash.edu.au/hdl/1959.1/9048.
Texte intégralEnzinger, Sharn Emma 1973. « The economic impact of greenhouse policy upon the Australian electricity industry : an applied general equilibrium analysis ». Monash University, Centre of Policy Studies, 2001. http://arrow.monash.edu.au/hdl/1959.1/8383.
Texte intégralForrester, David Edward Economics Australian School of Business UNSW. « Market probability density functions and investor risk aversion for the australia-us dollar exchange rate ». Awarded by:University of New South Wales. School of Economics, 2006. http://handle.unsw.edu.au/1959.4/27199.
Texte intégralJi, Inyeob Economics Australian School of Business UNSW. « Essays on testing some predictions of RBC models and the stationarity of real interest rates ». Publisher:University of New South Wales. Economics, 2008. http://handle.unsw.edu.au/1959.4/41441.
Texte intégralKummerow, Max F. « A paradigm of inquiry for applied real estate research : integrating econometric and simulation methods in time and space specific forecasting models : Australian office market case study ». Curtin University of Technology, School of Economics and Finance, 1997. http://espace.library.curtin.edu.au:80/R/?func=dbin-jump-full&object_id=11274.
Texte intégralmodels for rent forecasting and models for analysis related to policy and system redesign. The dissertation ends with two chapters on institutional reforms whereby better information might find application to improve market efficiency.Keywords. Office rents, rent adjustment, office market modelling, forecasting, system dynamics.
Milunovich, George Economics Australian School of Business UNSW. « Modelling and valuing multivariate interdependencies in financial time series ». Awarded by:University of New South Wales. School of Economics, 2006. http://handle.unsw.edu.au/1959.4/25162.
Texte intégralKing, Daniel Jonathan. « Modelling stock return volatility dynamics in selected African markets ». Thesis, Rhodes University, 2013. http://hdl.handle.net/10962/d1006452.
Texte intégralMagliolo, Jacques. « The relevance and fairness of the JSE ALTX PRE-IPO share pricing methodologies ». Thesis, Nelson Mandela Metropolitan University, 2012. http://hdl.handle.net/10948/d1018652.
Texte intégralCasas, Villalba Isabel. « Statistical inference in continuous-time models with short-range and/or long-range dependence ». University of Western Australia. School of Mathematics and Statistics, 2006. http://theses.library.uwa.edu.au/adt-WU2006.0133.
Texte intégralFodor, Bryan D. « The effect of macroeconomic variables on the pricing of common stock under trending market conditions ». Thesis, Department of Business Administration, University of New Brunswick, 2003. http://hdl.handle.net/1882/49.
Texte intégralTypescript. Bibliography: leaves 83-84. Also available online through University of New Brunswick, UNB Electronic Theses & Dissertations.
Humpe, Andreas. « Macroeconomic variables and the stock market : an empirical comparison of the US and Japan ». Thesis, St Andrews, 2008. http://hdl.handle.net/10023/464.
Texte intégralFratus, Brian J. « Rational asset pricing : book-to-market equity as a proxy for risk in utility stocks / ». Thesis, This resource online, 1994. http://scholar.lib.vt.edu/theses/available/etd-11242009-020322/.
Texte intégralMnjama, Gladys Susan. « Exchange rate pass-through to domestic prices in Kenya ». Thesis, Rhodes University, 2011. http://hdl.handle.net/10962/d1002709.
Texte intégralDuong, Lien Thi Hong. « Australian takeover waves : a re-examination of patterns, causes and consequences ». UWA Business School, 2009. http://theses.library.uwa.edu.au/adt-WU2009.0201.
Texte intégralNyasha, Sheilla. « Financial development and economic growth : new evidence from six countries ». Thesis, 2014. http://hdl.handle.net/10500/18576.
Texte intégralEconomics
DCOM (Economics)
Chandrashekar, Satyajit. « Three new perspectives for testing stock market efficiency ». Thesis, 2006. http://hdl.handle.net/2152/3757.
Texte intégral« Essays in monetary theory and finance ». 2004. http://library.cuhk.edu.hk/record=b5891997.
Texte intégralThesis (M.Phil.)--Chinese University of Hong Kong, 2004.
Includes bibliographical references (leaves 185-187).
Abstracts in English and Chinese.
Curriculum Vitae --- p.ii
Acknowledgments --- p.iii
Abstract --- p.v
Table of Contents --- p.viii
Chapter Chapter 1. --- Introduction --- p.1
Chapter Chapter 2. --- The behavior of income velocity of money --- p.3
Chapter 2.1 --- Introduction --- p.3
Chapter 2.2 --- Literature Review --- p.4
Chapter 2.3 --- Data Description --- p.9
Chapter 2.4 --- Methodology --- p.9
Chapter 2.5 --- Empirical Result --- p.16
Chapter 2.6 --- Conclusion --- p.26
Chapter Chapter 3. --- The behavior of equity premium --- p.106
Chapter 3.1 --- Introduction --- p.106
Chapter 3.1 --- Literature Review --- p.106
Chapter 3.2 --- Data Description --- p.112
Chapter 3.3 --- Methodology --- p.112
Chapter 3.4 --- Empirical Result --- p.120
Chapter 3.5 --- Conclusion --- p.130
Data Appendices --- p.182
Bibliography --- p.185
« Threshold autoregressive model with multiple threshold variables ». 2005. http://library.cuhk.edu.hk/record=b5892601.
Texte intégralThesis (M.Phil.)--Chinese University of Hong Kong, 2005.
Includes bibliographical references (leaves 33-35).
Abstracts in English and Chinese.
Chapter 1. --- Introduction --- p.1
Chapter 2. --- The Model --- p.4
Chapter 3. --- Least Squares Estimations --- p.6
Chapter 4. --- Inference --- p.7
Chapter 4.1 --- Asymptotic Joint Distribution of the Threshold Estimators --- p.7
Chapter 4.2 --- Testing Threshold Effect: Model Selection Followed by Testing --- p.13
Chapter 5. --- Modeling --- p.16
Chapter 5.1 --- Generic Consistency of the Threshold Estimators under specification errors --- p.17
Chapter 5.2 --- Modeling Procedure --- p.20
Chapter 6. --- Monte Carlo Simulations --- p.21
Chapter 7. --- Empirical Application in the Financial Market --- p.24
Chapter 7.1 --- Data Description --- p.26
Chapter 7.2 --- Estimated Results --- p.26
Chapter 8. --- Conclusion --- p.30
References --- p.33
Appendix 1: Proof of theorem1 --- p.36
Appendix 2: Proof of theorem2 --- p.39
Appendix 3: Proof of theorem3 --- p.43
List of Graph --- p.49
Jones, Timothy Gordon 1978. « Essays on money, inflation and asset prices ». 2008. http://hdl.handle.net/2152/17968.
Texte intégraltext
« Exploit market abnormal return using data mining with application to optimal portfolio selection ». 2004. http://library.cuhk.edu.hk/record=b5892005.
Texte intégralThesis (M.Phil.)--Chinese University of Hong Kong, 2004.
Includes bibliographical references (leaves 69-70).
Abstracts in English and Chinese.
Abstract --- p.iv
Chapter 1 --- Introduction --- p.1
Chapter 2 --- Data --- p.8
Chapter 3 --- Methodology --- p.23
Chapter 4 --- Results --- p.45
Chapter 5 --- Conclusion and Further Development --- p.59
Appendix --- p.63
Reference --- p.69
Ogotseng, Onthatile Tiny. « Stock returns behaviour and the pricing of volatility in Africa's equity markets ». Thesis, 2017. http://hdl.handle.net/10539/23050.
Texte intégralMT2017
« Determining the contributions to price discovery of China cross-listed stocks ». 2005. http://library.cuhk.edu.hk/record=b5892498.
Texte intégralThesis (M.Phil.)--Chinese University of Hong Kong, 2005.
Includes bibliographical references (leaves 66-70).
Abstracts in English and Chinese.
Abstract --- p."i,ii"
Acknowledgements --- p.iii
Table of Content --- p.iv
List of Tables and Figures --- p.v
List of Abbreviation --- p.vi
Chapter Chapter 1. --- Introduction --- p.1
Chapter Chapter 2. --- Literature Review --- p.4
Chapter 2.1 --- Benefits of Cross-listing --- p.4
Chapter 2.2 --- The Price-discovery process of cross-listed stocks --- p.8
Chapter 2.3 --- Previous studies on Chinese cross-listed stocks --- p.2
Chapter Chapter 3. --- China Overseas Listing --- p.15
Chapter 3.1 --- The history of overseas listing --- p.15
Chapter 3.2 --- Methods of overseas listing --- p.17
Chapter 3.3 --- The motivation for Chinese firms to list overseas --- p.18
Chapter 3.4 --- The prospects of China Overseas listing --- p.21
Chapter Chapter 4. --- Price-discovery contributions to China-backed stocks cross-listed on SEHK and NYSE --- p.23
Chapter 4.1 --- Data --- p.23
Chapter 4.2 --- Methodology --- p.25
Chapter 4.3 --- Empirical Results and Interpretation --- p.31
Chapter 4.4 --- Cross-Sectional analysis of NYSE contributions to the price-discovery process --- p.40
Chapter Chapter 5. --- Price-discovery contributions to the cross-listed H share and A share --- p.45
Chapter 5.1 --- Data and Sample details --- p.46
Chapter 5.2 --- Methodology --- p.49
Chapter 5.3 --- Empirical results and interpretation --- p.54
Chapter 5.4 --- A brief analysis of cointegration determinants --- p.57
Chapter 5.5 --- The cointegration between H share and A share- Daily analysis --- p.61
Chapter Chapter 6. --- Conclusion --- p.64
Reference --- p.66
Tables --- p.71
« Stock return volatility of emerging markets ». 1998. http://library.cuhk.edu.hk/record=b5896256.
Texte intégralThesis (M.B.A.)--Chinese University of Hong Kong, 1998.
Includes bibliographical references (leaves 54-55).
Acknowledgements --- p.i
Abstract --- p.iii
Table of Contents --- p.iv
List of Tables --- p.vi
List of Appendix --- p.vii
Chapter Chapter1 --- Introduction --- p.1
Chapter 1.1 --- Project Objective --- p.1
Chapter 1.2 --- Project Structure --- p.2
Chapter 1.3 --- Data --- p.3
Chapter Chapter 2 --- Emerging Markets´ؤ-An Overview --- p.5
Chapter 2.1 --- Latin America --- p.5
Argentina --- p.5
Brazil --- p.7
Chile --- p.7
Colombia --- p.8
Mexico --- p.8
Peru --- p.9
Venezuela --- p.9
Chapter 2.2 --- Eastern Europe --- p.10
Czech Republic --- p.10
Poland --- p.10
Slovakia --- p.11
Hungary --- p.11
Russia --- p.11
Chapter 2.3 --- Middle East --- p.12
Israel --- p.12
Jordan --- p.12
Chapter 2.4 --- Implication For Further Analysis --- p.13
Chapter Chapter 3 --- Analysis and Findings I: Descriptive Statistics Analysis --- p.14
Chapter 3.1 --- Objective of Descriptive Statistic Analysis --- p.14
Chapter 3.2 --- Findings --- p.16
Eastern Europe --- p.16
Latin America --- p.16
Middle East --- p.17
Chapter 3.3 --- Conclusion --- p.18
Chapter Chapter 4 --- Analysis and Findings II: Day-of-the- Week (Monday effect) Test --- p.19
Chapter 4.1 --- Objective --- p.19
Chapter 4.2 --- Literature Review --- p.19
Chapter 4.3 --- Methodology --- p.21
Chapter 4.4 --- Data --- p.23
Chapter 4.5 --- Analysis --- p.24
Chapter 4.6 --- Empirical findings --- p.25
Chapter I. --- The equality of return test --- p.25
Eastern Europe --- p.26
Latin America --- p.26
Middle East --- p.26
Overall --- p.27
Local currency versus US currency --- p.27
Chapter II. --- Comparison of Monday return with returns of other days within the week --- p.27
Chapter l. --- Without exchange rate effect --- p.28
Chapter 4.7 --- Monday effect一-an overview --- p.31
Comparison by region --- p.31
Eastern Europe --- p.31
Latin America --- p.31
Middle East --- p.32
The effect of exchange rate --- p.32
Chapter Chapter 5 --- Analysis And Findings III: Correlation Analysis --- p.33
Chapter 5.1 --- Literature Review --- p.33
Chapter 5.2 --- Objective --- p.35
Chapter 5.3 --- Methodology --- p.35
Chapter 5.4 --- Findings --- p.38
Chapter I --- Correlations Within Regions --- p.38
Eastern Europe --- p.33
Latin America --- p.40
Middle East --- p.42
Chapter II. --- Correlation Among Regions --- p.43
Eastern Europe vs. Latin America --- p.43
Latin America vs. Middle East --- p.44
Eastern Europe vs. Middle East --- p.45
Chapter III. --- Correlations with the United States --- p.46
US vs. Eastern Europe --- p.46
US vs. Latin America --- p.46
US vs. Middle East --- p.47
Chapter 5.5 --- Conclusion --- p.43
Chapter Chapter 6 --- Conclusions and Implications --- p.49
Implications on market integration --- p.52
BIBLIOGRAPHY --- p.54
APPENDIX --- p.56
« Market effects of changes in the composition of the Hang Seng Index ». 1998. http://library.cuhk.edu.hk/record=b5889419.
Texte intégralThesis (M.B.A.)--Chinese University of Hong Kong, 1998.
Includes bibliographical references (leaf 52).
ABSTRACT --- p.ii
TABLE OF CONTENT --- p.iii
LIST OF ILLUSTRATIONS --- p.iv
LIST OF TABLES --- p.v
ACKNOWLEGEMENTS --- p.vi
Chapter
Chapter I. --- INTRODUCTION --- p.1
Chapter II. --- OBJECTIVES --- p.3
Chapter III. --- LITERATURE REVIEW --- p.4
Chapter IV. --- THE SAMPLE --- p.9
Chapter V. --- METHODOLOGY --- p.14
The Market Model --- p.15
Methods to Estimate the Excess Returns --- p.16
Chapter VI. --- RESULTS AND ANALYSIS --- p.19
Price Effects on Inclusion in HSI --- p.19
Price Effects on Exclusion from HSI --- p.33
Comparison between Inclusion and Exclusion --- p.41
Chapter VII. --- IMPLICATIONS --- p.42
Chapter VIII. --- CONCLUSION --- p.45
APPENDIX --- p.47
BIBLIOGRAPHY --- p.52