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Tesi sul tema "Stock markets"

Autore: Grafiati

Pubblicato: 4 giugno 2021

Ultima modifica: 25 luglio 2025

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1

Wongbangpo, Praphan. "Dynamic analysis on ASEAN stock markets." access full-text online access from Digital dissertation consortium, 2000. http://libweb.cityu.edu.hk/cgi-bin/er/db/ddcdiss.pl?9982126.

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2

Kwan, Wai-ching Josephine. "Trend models for price movements in financial markets /." [Hong Kong] : University of Hong Kong, 1994. http://sunzi.lib.hku.hk/hkuto/record.jsp?B13841397.

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3

Wan, Hakman Alberick. "On the agent market model of stock markets." Thesis, University of Sunderland, 1999. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.288016.

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4

Zhang, Qingjing. "Liquidity in stock markets." Thesis, Durham University, 2014. http://etheses.dur.ac.uk/10926/.

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This thesis uses liquidity to examine some stock market phenomena. It begins by researching the role of liquidity in explaining the “disappearing dividend puzzle” across several financial markets. Then, it examines the cash/stock dividend payouts and their determinants in China. Finally, this paper investigates the interplay among illiquidity, variance risk premium and stock market returns. The research studies the disappearing dividend puzzle with a large sample of firms representing eighteen countries over the sample period from 1989 to 2011. Our investigation finds that risk is an important

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5

Söderberg, Jonas. "Essays on the Scandinavian stock markets /." Växjö : Växjö University Press, 2009. http://urn.kb.se/resolve?urn=urn:nbn:se:vxu:diva-2449.

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6

Carmo, João Pedro Rodrigues do. "Modeling stock markets through the reconstruction of market processes." Master's thesis, Instituto Superior de Economia e Gestão, 2017. http://hdl.handle.net/10400.5/15048.

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Mestrado em Economia<br>Existem duas maneira possíveis de interpretar a aparente natureza estocástica dos mercados financeiros: a Hipótese do mercado eficiente (HME) e um conjunto de factos estilizados que conduzem o comportamento dos mercados. Apresentamos evidência para alguns dos factos estilizados como a existência de um fenómeno de memória na volatilidade dos preços a curto prazo, um comportamento em lei de potência e dependências não lineares nos retornos. Considerando isto, construímos um modelo do mercado através de cadeias de Markov. Em seguida, desenvolvemos um algoritmo que pode se

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7

Zebedee, Allan A. "The flow of information in financial markets : a market microstructure examination /." Diss., Connect to a 24 p. preview or request complete full text in PDF format. Access restricted to UC campuses, 2001. http://wwwlib.umi.com/cr/ucsd/fullcit?p3026388.

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8

Dong, Wei, and 董炜. "Two essays on stock markets." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2013. http://hub.hku.hk/bib/B50662211.

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This thesis contains two pieces of empirical study on market efficiency. The first essay tests the semi-strong form of market efficiency in the U.S. We use sell-side analyst target prices as publically available information and test the performance of a mean-variance optimized portfolio which is based on the Treynor and Black model. We focus on constituents of S&P 500 index as our sample universe. During the period of beck-testing from 2004 to 2010, we find that the dynamically rebalanced portfolio beats the market in 6 out of 7 years and that the strategy generates significant risk-adjuste

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9

Andersson, Maria. "Social influence in stock markets." Gothenburg : Department of Psychology, University of Gothenburg, 2009. http://gupea.ub.gu.se/dspace/handle/2077/20506.

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10

Singh, Vikkram. "Financial Integration: Pervasiveness, Effect of Culture and Impact on Policy Effectiveness." Thesis, Griffith University, 2017. http://hdl.handle.net/10072/373044.

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The studies in this thesis examine financial integration: its extent across regions and market cycles, how culture affects it and how the levels of market linkages impact the effectiveness of policy decisions during periods of market crisis. This investigation is undertaken in four separate but interrelated studies. The first study (Chapter 3) uses a novel approach, partial correlations within a complex network framework, to examine the degree of globalization and regionalization of stock market linkages and how these linkages vary across different economic or market cycles. The results show t

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11

Werner, Axel, and Daniel Mårtensson. "Option markets impact on stock markets : An event study." Thesis, Internationella Handelshögskolan, Högskolan i Jönköping, IHH, Företagsekonomi, 2012. http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-18649.

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In this study we examine the stock price response around interim reports and the differ-ence between companies with listed stock options and companies without is measured. The focus of the study is OMX Nordic large cap list during the years 2010 and 2011 which gave us a sample of 1096 interim reports. A conventional event study were per-formed where the abnormal return around the release of the interim report were meas-ured. The abnormal returns were not different from zero at the 95% confidence level for the pre and post-announcement period. Abnormal returns on the event day were differ-ent f

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12

Marashdeh, Hazem Ali. "Financial integration of the MENA emerging stock markets." Access electronically, 2006. http://www.library.uow.edu.au/adt-NWU/public/adt-NWU20061025.155946/index.html.

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Thesis (Ph.D.)--University of Wollongong, 2006.<br>Typescript. "Middle East and North Africa (MENA) region, namely, Egypt, Turkey, Jordan and Morocco." -- Abstract. Includes bibliographical references: leaf 247-261.

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13

Lui, Man Chee Ian, University of Western Sydney, College of Law and Business, and School of Accounting. "The myths and beliefs of foreign investors in Asian emerging stock markets : the case of Malaysia." THESIS_CLAB_ACC_LiuManChee_I.xml, 2001. http://handle.uws.edu.au:8081/1959.7/346.

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Four research projects have been carried out with the objective of providing insights into some of the popular Asian investment myths and beliefs. The studies also throw some light on the efficiency of one Asian stock market. At the same time, the results reported in these research papers provide pragmatic investment guidelines for Asian emerging stock market investors. These research efforts add depth and breath (sic) to the existing emerging stock market investment literature, especially on Asian emerging stock markets. The Four Research Papers were : Research Paper I : Stock Selection Crite

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14

Wong, Chun-mei May. "The statistical tests on mean reversion properties in financial markets /." [Hong Kong : University of Hong Kong], 1994. http://sunzi.lib.hku.hk/hkuto/record.jsp?B13705568.

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15

Chen, Xing. "Empirical investigations into stock market integration and risk monitoring of the emerging Chinese stock markets." Thesis, University of St Andrews, 2012. http://hdl.handle.net/10023/3208.

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The degree of stock market integration has important implication for cross-border portfolio diversification, for which the Mainland China has become an attractive destination, particularly following the gradual open-up of its A-share market to foreign institutional investors. The first part of this thesis explores the various aspects of stock market integration taking place in Mainland China, in an attempt to resolve the ambiguity between extant empirical and anecdotal evidence on the issue. The evidence drawn from different statistical perspectives collectively establishes that the Mainland C

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16

Mathew, Prem George. "Long-horizon event study methodology and seasoned equity offering performance in the Pacific Rim financial markets /." free to MU campus, to others for purchase, 1999. http://wwwlib.umi.com/cr/mo/fullcit?p9953880.

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17

Ahmad, Zamri. "Overreaction, size effects and seasonality in Malaysian and Far-Eastern markets." Thesis, University of Newcastle Upon Tyne, 1998. http://hdl.handle.net/10443/139.

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This study investigates stock market anomalies in the Kuala Lumpur Stock Exchange (KLSE), Malaysia, with some comparisons with three other Far-Eastern markets, namely the Stock Exchange of Singapore (SES), the Stock Exchange of Thailand (SET) and the Stock Exchange of Hong Kong (SEHK). The main anomaly investigated is overreaction in the KLSE. Seasonality and firm size effects, which are usually associated with the overreaction effect, are also examined individually, and in the context of the overreaction effect. The impact of time-varying risk on overreaction is also investigated. First, stoc

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18

Mlambo, Chipo. "The efficiency of African stock markets : a comparative analysis." Thesis, Stellenbosch : University of Stellenbosch, 2006. http://hdl.handle.net/10019.1/6445.

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Thesis (PhD (Business Management))--University of Stellenbosch, 2006.<br>ENGLISH ABSTRACT: This study investigates whether any exploitable pauems exist in a sample of ten African stock markets that could lead to abnonnal gains. Southern Africa is represented by Botswana, Namibia. Mauritius and Zimbabwe, East Africa by Kenya, West Africa by Ghana and the BRVM, and North Africa by Egypt, Morocco and Tunisia. Such evidence, if it exists, provides ground for refutation of the weak form of the efficient market hypothesis (EM H) as defined by Farna (1965. 1970). The thesis is predominantly emp

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19

Schoenenberger, Dominik. "Momentum Trading Strategies on Stock Markets." St. Gallen, 2006. http://www.biblio.unisg.ch/org/biblio/edoc.nsf/wwwDisplayIdentifier/03607793001/$FILE/03607793001.pdf.

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20

Stockhammer, Engelbert. "Stock markets, shareholder value and investment." Inst. für Volkswirtschaftstheorie und -politik, WU Vienna University of Economics and Business, 2003.

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Abstract (sommario):

The paper explores the effects of stock markets on business investment. Next to the direct finance effect several indirect channels are identified and discussed. These are the allocation of investment, the effects through balance sheets on the stability of the financial systems, the wealth effect on consumption and corporate governance effects. Among these the intuitively appealing direct effect and the indirect corporate governance effect are discussed most extensively. The empirical evidence regarding the financing effect is clear, if surprising. Stock markets play little role in financing i

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21

Johed, Gustav. "Accounting, Stock Markets and Everyday Life." Doctoral thesis, Uppsala universitet, Företagsekonomiska institutionen, 2007. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-7750.

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The backdrop of this dissertation is one ubiquitous element of everyday life: the stock market. Traditionally, accounting and stock markets are logically coordinate entities and this thesis analyzes how accounting supports private investors in their role as shareholders – as investors in shares and owners of companies. This analysis is carried out in four independent essays. The first two essays analyze the privatization of Telia, a former state-owned Telecommunication Company in Sweden that went public in 2000. The field material for the two essays consisted of newspaper articles, government

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22

Wu, Zhiguo, and 吴志国. "Two essays on China's stock markets." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2012. http://hub.hku.hk/bib/B48079765.

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China’s stock markets have become the second largest in the world after that of the United States. Both the Chinese institutional setting and the behaviors of the populous Chinese investors and listed firms provide novel opportunities to explore the classical theories in the field of economics and finance. Using two natural experiments, this thesis attempts to shed new light on these theories. The local bias puzzle was originally proposed from the analysis of investors’ investment portfolios. In the first essay, I test and confirm the hypothesis that local bias has already existed in i

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23

Saldanha, Liesl. "Risk and return in stock markets." Thesis, Glasgow Caledonian University, 1998. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.263381.

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24

Rossi, Stefano. "Developed stock markets : causes and consequences." Thesis, London Business School (University of London), 2005. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.418119.

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25

Tan, Runqing. "Impact of ambiguity on stock markets." Thesis, University of York, 2018. http://etheses.whiterose.ac.uk/22867/.

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Quantitative studies have provided evidence showing that ambiguity can help to explain the equity premium puzzle and the excess volatility puzzle of the equity market. In addition, it also plays an important role in the 2008 financial crisis. However, empirical studies remain few. Anderson et al. (2009) develop an empirical measure based on the Survey of Professional Forecasters (SPF). The survey data are collected from part of the professionals in the US finance industry, which might result in biased findings. Viale et al. (2014) develop another empirical measure of ambiguity based on the ref

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26

Shang, Danjue. "Option Markets and Stock Return Predictability." Diss., The University of Arizona, 2016. http://hdl.handle.net/10150/613277.

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I investigate the information content in the implied volatility spread, which is the spread in implied volatilities between a pair of call and put options with the same strike price and time-to-maturity. By constructing the implied volatility time series for each stock, I show that stocks with larger implied volatility spreads tend to have higher future returns during 2003-2013. I also find that even volatilities implied from untraded options contain such information about future stock performance. The trading strategy based on the information contained in the actively traded options does not

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27

Harrison, B. "Developing stock markets in transition economies." Thesis, Nottingham Trent University, 2016. http://irep.ntu.ac.uk/id/eprint/34532/.

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In 1991, the Communist Government of the USSR was voted out of existence and this formally brought to an end in Central and Eastern Europe, as well as in other countries, to a failed political ideology that had endured for more than seventy years with massive implications for control and allocation of economic resources. The term 'transition economy' was coined to describe the economies of those countries that that were propelled as a consequence of this, into a process of transition from planned (or socialist) economy to a market-based economy. The implications of this were far reaching and a

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28

Saci, Karima. "Stock markets, banks and economic growth." Thesis, Liverpool John Moores University, 2005. http://researchonline.ljmu.ac.uk/5853/.

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29

Dong, Mengmeng. "Three Essays on Global Stock Markets." The Ohio State University, 2018. http://rave.ohiolink.edu/etdc/view?acc_num=osu1532688956390049.

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30

Demko, I. "Stock market trading at emerging markets: the equality estimation and improvement." Thesis, Ukrainian Academy of Banking of the National Bank of Ukraine, 2009. http://essuir.sumdu.edu.ua/handle/123456789/61280.

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31

Alagidede, Paul. "Market efficiency and stock return behaviour in Africa's emerging equity markets." Thesis, Loughborough University, 2008. https://dspace.lboro.ac.uk/2134/8093.

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The widespread creation of stock markets in developing countries is one of the most conspicuous features of international financial development in the past three decades. The number of stock markets in Africa increased from only six before 1989 to 21 by 2004. The quest for long-term capital for development and the increasing role played by stock markets in the efficient allocation of resources made the stock market culture inevitable in most cases. 'Africa's emerging markets represent a fast growing part of the world economy, and empirical evidence suggests that they have low, even negative, c

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32

Serra, Ana Paula de Sousa Freitas Madureira. "Tests of international capital market integration : evidence from emerging stock markets." Thesis, London Business School (University of London), 1999. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.312308.

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33

Shepherd, Shane. "Cash holdings, stock splits, and mergers examining risk and return in the equity markets /." Diss., Restricted to subscribing institutions, 2008. http://proquest.umi.com/pqdweb?did=1779690161&sid=2&Fmt=2&clientId=1564&RQT=309&VName=PQD.

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34

Tsang, Yat-ming, and 曾日明. "Risk and return in financial markets: a studyof the Hong Kong stock market." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 1991. http://hub.hku.hk/bib/B31976736.

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35

Brunetti, Celso. "Comovement and volatility in international asset markets." Thesis, Queen Mary, University of London, 1999. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.322235.

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36

Abadiga, Gidi A., and Marcel Neibig. "Value vs Growth Stocks : Do Value Stocks Outperform Growth Stocks? Stockholm Stock Markets, 1995-2009." Thesis, Södertörns högskola, Institutionen för ekonomi och företagande, 2012. http://urn.kb.se/resolve?urn=urn:nbn:se:sh:diva-16720.

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Denna studie undersöker om en investering i värdeaktier kan generera en bättre avkastning jämfört med en investering i tillväxtaktier. Historisk data för aktier som handlats på Stockholmsbörsen har sammanställts från diverse källor. Till exempel Börsguide och från databasen Thomson Reuters Ecowin Pro. Med hjälp av denna och övrig relevant historisk sekundärdata har aktier grupperats in i värde- och tillväxtportföljer beroende på deras P/E-tal i fem portföljer med olika köp- och innehavstider som sträcker sig från 12 upp till 60 månader mellan åren 1996 och 2009. Inom varje innehavstid för de o

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37

Suppakittiwong, Tanyatorn, and Sornsita Aimprasittichai. "A Study of a Relationship Between The U.S. Stock Market and Emerging Stock Markets in Southeast Asia." Thesis, Linnéuniversitetet, Institutionen för nationalekonomi och statistik (NS), 2015. http://urn.kb.se/resolve?urn=urn:nbn:se:lnu:diva-46781.

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Resulting from the deregulation and prosperity of the economic and financial sectors in Asia during 1980s, a significant increase in cross-bordered financial transactions ultimately accelerated the region of Southeast Asia to be on a process of financial integration and consequently diminished opportunities for portfolio diversification. Financial Integration is a multidimensional process through which allocation of financial assets becomes lastly borderless. This purpose of this paper is to examine a progress thus far in capital market integration or preferentially, the co-movement of the equ

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38

Tao, Libin. "Essays on microstructure of Hong Kong markets." Click to view the E-thesis via HKUTO, 2008. http://sunzi.lib.hku.hk/hkuto/record/B40987747.

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39

Lin, Chia-Wei, and 林佳緯. "Financial Market dependence : Stock Markets." Thesis, 2012. http://ndltd.ncl.edu.tw/handle/06552793720110965287.

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碩士<br>國立中山大學<br>財務管理學系研究所<br>100<br>This paper focuses on stock markets, including Portugal、Italy、Ireland、Greece and Spain, and these are named PIGS by economists. Furthermore, we add the other three countries, U.S.A.、U.K. and Germany in this paper for investigating the dependence structure in the stock markets between these countries during the period 2001-2011. We implement a regime-switching copula model based on Gaussian copula, which uses a GARCH specification for the marginal distributions and the Gaussian copula for the joint distribution. Our method combines copulas and regime-switchin

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40

Numapau, Gyamfi Emmanuel. "Market Efficiency of African Stock Markets." Thesis, 2017. http://hdl.handle.net/11602/1099.

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PhD (Statistics)<br>Department of Statistics<br>There has been a growing interest in investment opportunities in Africa. The net foreign direct investment (FDI) to Sub-Saharan Africa has increased from $13 billion in 2004 to about $54 billion in 2015. Investing on the stock markets is one of such investment opportunities. Stock markets in Africa have realised growth in market capitalization, membership, value and volume traded due to an increase in investments. This level of growth in African stock markets has raised questions about their efficiency. This thesis examined the weak-form inf

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41

Kang, Li. "Study on some problems in the development of Asian emerging stock markets." 2005. http://catalog.hathitrust.org/api/volumes/oclc/144685099.html.

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42

Yueh-LinWu and 吳岳霖. "The Relationship Between Taiwan Stock Market and The International Stock Markets." Thesis, 2010. http://ndltd.ncl.edu.tw/handle/72549706986152681678.

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碩士<br>國立成功大學<br>統計學系碩博士班<br>98<br>The topic of this research is to study the relationship between Taiwan stock market and other important international stock markets. The study period from Jan. 3, 2005 to Dec. 28, 2009 weekly data analysis including a total of 20 international stock market index. In this research contained two part of analysis. First part of analysis, using multivariate time series model confirm the relationship between Taiwan Stock Market and The International Stock Markets. Second part of analysis, carry on the first part of multivariate time series model, comparing the pre

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43

"The intertemporal relation among the G7 stock markets." 2004. http://library.cuhk.edu.hk/record=b5892214.

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Wong Ying Chiu.<br>Thesis (M.Phil.)--Chinese University of Hong Kong, 2004.<br>Includes bibliographical references (leaves 62-69).<br>Abstracts in English and Chinese.<br>Chapter 1. --- Introduction and Literature Review --- p.1<br>Chapter 2. --- Methodology --- p.9<br>Chapter A. --- OLS Regression and Correlation<br>Chapter B. --- Simulation Trade<br>Chapter 3. --- Data --- p.15<br>Chapter 4. --- Empirical Findings --- p.21<br>Chapter A. --- OLS Regression and Correlation<br>Chapter B. --- Simulation Trade<br>Chapter 5. --- Conclusion --- p.32<br>Chapter 6. --- Figures and Tables --- p.

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44

"Stock return volatility of emerging markets." 1998. http://library.cuhk.edu.hk/record=b5896256.

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by Poon Yeuk Wan, Tsang Fei.<br>Thesis (M.B.A.)--Chinese University of Hong Kong, 1998.<br>Includes bibliographical references (leaves 54-55).<br>Acknowledgements --- p.i<br>Abstract --- p.iii<br>Table of Contents --- p.iv<br>List of Tables --- p.vi<br>List of Appendix --- p.vii<br>Chapter Chapter1 --- Introduction --- p.1<br>Chapter 1.1 --- Project Objective --- p.1<br>Chapter 1.2 --- Project Structure --- p.2<br>Chapter 1.3 --- Data --- p.3<br>Chapter Chapter 2 --- Emerging Markets´ؤ-An Overview --- p.5<br>Chapter 2.1 --- Latin America --- p.5<br>Argentina --- p.5<br>Brazil ---

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45

"IPO pricing in China's segmented stock markets." 2002. http://library.cuhk.edu.hk/record=b5891122.

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Zhu Yuande.<br>Thesis (M.Phil.)--Chinese University of Hong Kong, 2002.<br>Includes bibliographical references (leaves 83-87).<br>Abstracts in English and Chinese.<br>Chapter CHAPTER 1 --- Introduction --- p.1<br>Chapter CHAPTER 2 --- Review of Theories and Literature --- p.4<br>Chapter 2.1 --- Theoretical Explanations for IPO Underpricing: --- p.4<br>Chapter 2.2 --- Empirical Studies Review on China's IPOs --- p.9<br>Chapter CHAPTER 3 --- Introduction of China's IPO Market --- p.13<br>Chapter 3.1 --- Chinese Securities Regulatory Commission (CSRC) --- p.13<br>Chapter 3.2 --- How to Pric

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46

"Performance, market anomalies, trading volume & stock index relationships in neglected markets." 1998. http://library.cuhk.edu.hk/record=b5896254.

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by Ip Ka Tsun Anthony and Tang Ying Wa.<br>Thesis (M.B.A.)--Chinese University of Hong Kong, 1998.<br>Includes bibliographical references (leaves 42-46).<br>ABSTRACT --- p.i<br>TABLE OF CONTENTS --- p.iii<br>LIST OF TABLES --- p.iv<br>ACKNOWLEDGMENTS --- p.v<br>Chapter<br>Chapter I. --- INTRODUCTION --- p.1<br>Chapter II . --- LITERATURE REVIEW --- p.4<br>Selection Criteria of the Neglected Markets --- p.4<br>Market Review --- p.4<br>Day-of-the-Week Effect --- p.9<br>Month- of - the - Year Effect --- p.11<br>Spill´ؤOver Effect Across National Stock Markets --- p.11<br>Gra

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47

Lee, Taiki. "The Asian crisis and stock market co-movements the US market effects on the Korean and Japanese markets /." 2004. http://catalog.hathitrust.org/api/volumes/oclc/76955822.html.

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48

CHO, YI-CHUN, and 卓奕均. "Market illiquidity premium on stock returns: An empirical study of Taiwan stock markets." Thesis, 2017. http://ndltd.ncl.edu.tw/handle/3a5tgh.

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碩士<br>國立雲林科技大學<br>財務金融系<br>105<br>This thesis examines the existence of illiquidity premiums in Taiwan stock markets during the period, 1982-2016. Firstly, I calculates the illiquidity premium by the method of Amihud (2014) in the four-period samples, a whole period and three sub periods, and test the statistical relationship between illiquidity premium and risk factor premiums through the four-factor model. This study then constructs quint portfolios by Amihud (2002) measure in an ascending order and applies factor models to explore the relationship between stock returns and illiquidity premi

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49

Li, Pei-Ru, and 李佩茹. "On Study of The Relationship between Taiwan Stock Market and International Stock Markets." Thesis, 2019. http://ndltd.ncl.edu.tw/handle/pb5gks.

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Abstract (sommario):

碩士<br>國立臺北商業大學<br>財務金融系研究所<br>107<br>The purpose of this research is to study the relationship between Taiwan stock market and International stock markets. and to select the weekly return rates of 17 stock markets, such as the Dow Jones Industrial Average in New York, NASDAQ Composite Index, New York S&P 500 Stock Index, Financial Times 100 Index, Germany DAX Index, PARIS CAC 40 Index, Japan's Nikkei 225 Index, Korea Composite Index, Singapore FTSE Straits Times Index, Vietnam Ho Chi Minh Ei Securities Index, Shanghai Composite Stock Index, Shenzhen Composite Index 500, China CSI 300 Index, Ta

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50

Yeh, Ming-Zhe, and 葉明哲. "International comovements in the stock markets and exchange market." Thesis, 2008. http://ndltd.ncl.edu.tw/handle/26659251364711807511.

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