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Rozprawy doktorskie na temat „Stocks”

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Autor: Grafiati

Data publikacji: 4 czerwca 2021

Data aktualizacji: 25 lipca 2024

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1

Wong, Sau-shing Pierre. "A study of the correlation of share price movements of Taiwan listed companies with cross holdings /". Hong Kong : University of Hong Kong, 1997. http://sunzi.lib.hku.hk/hkuto/record.jsp?B18836288.

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Abadiga, Gidi A., i 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 olika portföljerna har antalet av värde- och tillväxtaktier varierat. Från, till exempel, 11 aktier under period ett till 20 aktier under period fem. Aktier har ”köpts” och hållits kvar med en inledande investeringar på 20000 SEK i början av varje portföljs innehavstid med hänsyn till studiens syfte. Avkastningen för dessa investeringar beräknas med tre olika genomsnittliga avkastningsberäkningar. Årliga medelprisavkastningar, innehavsavkastningar och riskjusterade avkastningar. Beräkningar har gjorts för årlig innehavsperiod, för hela innehavsperioden och för alla portföljers innehavsperioder tillsammans. Utifrån resultaten för dessa beräkningar har utvecklingen för värde- och tillväxtaktier analyserats. När all fem portföljer jämförs tillsammans och den årliga medelvärdesavkastningen beräknats, så genererar värdeaktierna i genomsnitt 15,1 % högre avkastning än tillväxtaktier gällande en årlig genomsnittlig riskjusterad avkastning. Resultatet för innehavsavkastning är i genomsnitt 5,6 % högre än för tillväxtaktierna. De här resultaten tyder på att en investering i värdeaktier, genom att använda historisk fundamental information, kan generera en bättre avkastning jämfört med tillväxtaktier. Följaktligen kan man försiktigt hävda att Stockholmsbörsen tycks uppvisa egenskaper gällande en semi-stark form av den effektiva marknadshypotesen.
This study tries to examine if investment in value stocks (poor performing stocks) can generate superior returns over investment in growth stocks. Historical stock data for stocks traded in Stockholmstock markets are collected from various sources such as Börsguide and Reuters Thomson Ecowin Pro database. Using these and other relevant secondary historical data, stocks were grouped into value and growth portfolios depending on their P/E-multiples for five buy and hold periods which range from twelve months up to sixty months between investment periods 1996 and 2009. In each portfolio holding period, different numbers of value and growth stocks, ranging from, for example eleven stocks in period one, to twenty stocks in period five are purchased and held for an initial investment of 20000 SEK at the beginning of each portfolio holding period for the purpose of the study. The returns to these investments are computed for three different average return measurements. These are annual Mean Price Returns, Holding Period Returns and Risk-Adjusted Returns for each of the portfolio holding year, for the entire holding periods as well as for the entire portfolio holding periods combined together. Using the spread between these measures, the performances of both value and growth stocks are analyzed. When all the five portfolios are combined together and the mean annual rate of returns are computed, value stocks outperform growth stocks by an average of 15.1 % mean annual Risk -Adjusted Return Rate. The result for Holding Period Return is an average of 5.6 % higher than the growth stocks. These results indicate that investment made in value stocks identified using historical fundamental data can generate superior returns than growth stocks. Consequently, it can cautiously be argued thatStockholmstock markets appear to exhibit the characteristics of the semi-strong form of the Efficient Market Hypothesis.

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3

Wang, Hanfeng. "Essays on stock trading volume, volatility and information". Click to view the E-thesis via HKUTO, 2007. http://sunzi.lib.hku.hk/hkuto/record/B38826185.

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4

Cheung, Ping-wing Ricky. "Relative strength trading rules and efficiency of the Hong Kong market /". [Hong Kong : University of Hong Kong], 1985. http://sunzi.lib.hku.hk/hkuto/record.jsp?B12316866.

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5

Polte, Marcel. "Aktiengattungen : eine rechtsvergleichende Untersuchung zum deutschen, US-amerikanischen und englischen Recht /". Frankfurt am Main ; New York : Lang, 2005. http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&doc_number=014612988&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA.

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6

Pang, Siu-kei. "Red-chips' (China-affiliated companies' shares) profitability, attractiveness and its implication to Hong Kong stock market". Hong Kong : University of Hong Kong, 1998. http://sunzi.lib.hku.hk/hkuto/record.jsp?B19873815.

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7

Chu, Kut-leung. "The CEV model : estimation and option pricing /". Click to view the E-thesis via HKUTO, 1999. http://sunzi.lib.hku.hk/hkuto/record/B4257500X.

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8

Yiu, Fan-lai. "Applicability of various option pricing models in Hong Kong warrants market /". [Hong Kong : University of Hong Kong], 1993. http://sunzi.lib.hku.hk/hkuto/record.jsp?B13570493.

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9

Ko, Chi-keung Anthony. "A preliminary study of Hong Kong warrants using the Black-Scholesoption pricing model /". [Hong Kong] : University of Hong Kong, 1985. http://sunzi.lib.hku.hk/hkuto/record.jsp?B12316726.

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10

Yeh, Ho-leung Patrick. "The impact of new issues of derivative securities and the underlying blue chip securities /". Hong Kong : University of Hong Kong, 1998. http://sunzi.lib.hku.hk/hkuto/record.jsp?B19872446.

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11

Wong, Michael C. S. "Technical analysis and market inefficiency a study of the Hong Kong stock market /". online access from ProQuest databases, 1997. http://libweb.cityu.edu.hk/cgi-bin/er/db/pqdiss.pl?9907800.

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12

Farago, Stephen Glen. "An investigation of the impact of an international listing on a firm's share price". Thesis, University of British Columbia, 1988. http://hdl.handle.net/2429/27696.

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The internationalization of world equity markets is frequently discussed in the financial press. One of the most significant trends in this internationalization is the growth in the number of firms listing their shares on a foreign stock exchange. The purpose of this paper was to analyze the impact of multiple listing on a firm's share price. A review of the popular financial press suggested many reasons for listing internationally. These explanations included; a perquisite argument added attention from security analysts, market segmentation, increasing the market value of the firm, decreasing financing costs, different securities laws and trading practices, increased demand for the shares, and externalities such as increased name recognition in foreign markets. An event study methodology was employed to analyse the reaction of the share price to the announcement and the actual listing of the shares. Three samples were selected for this study using daily data. These were Canadian firms listing on American exchanges, North American firms listing on the Tokyo Stock Exchange, and American firms listing on the London (International) Stock Exchange. A related study has analysed stock price reactions associated with moving from the Over-The-Counter Market to the New York Stock Exchange [Sanger and McConnell 1987]. These studies had found that there is a significant run up in price after the announcement of the listing. They also found that after the listing there was a statistically significant decline in price. Howe and Kelm [1987] have recently used the same methodology to test the multiple listing effect on smaller European exchanges. They found a negative return prior to and after listing. The three samples in this paper all earned statistically significant positive returns in the ten days prior to the listing. However, the run up in the Canadian sample seemed to depend on whether the firm listed on the NYSE or the ASE. The NYSE firms had a far more significant run up. The experience after the listing is also more similar to the American findings which have found a significant decline after listing. The Japanese sample loses almost all of its gains in the four weeks following listing, while the UK sample suffers a smaller but still significant decrease. Finally, the result for the American sample seems to depend on the market portfolio used. Using a Canadian market index, share prices decline after listing while we do not observe significant negative post-listing returns using an American market index. The net result then over the entire period then appears to be statistically insignificant. No clear signal is provided by the market as to whether the new listing is viewed positively. Yet the result is interesting when compared to both the McConnell and Sanger, and the Howe and Kelm papers.
Business, Sauder School of
Graduate

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13

Xia, Le. "Two essays in financial economics". Click to view the E-thesis via HKUTO, 2007. http://sunzi.lib.hku.hk/HKUTO/record/B39557546.

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14

Cooper, Mary Comerford. "Returning shares to the people? the politics of the stock market in China /". online access from Digital dissertation consortium, 2002. http://libweb.cityu.edu.hk/cgi-bin/er/db/ddcdiss.pl?3068264.

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15

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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16

Ma, Chin-wan Raymond. "A study on the beta coefficients of securities in Hong Kong". Click to view the E-thesis via HKUTO, 1989. http://sunzi.lib.hku.hk/hkuto/record/B31976050.

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17

Kemerer, Kevin L. "Accounting variables, stock splits and when-issued trading". Diss., Virginia Tech, 1990. http://hdl.handle.net/10919/39702.

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When-issued trading, the contractual agreement for the sale and purchase of shares to be issued in the future (when-issued securities), typically occurs after stock split announcements. Curiously, when-issued trading does not always exist for a stock-splitting firm's shares even though the shares are eligible for when-issued trading. Although stock splits have been the subject of a large number of studies, intriguing questions concerning these events remain unanswered. In particular, academia has yet to explain adequately the positive average abnormal returns associated with stock split announcements. These two peculiar phenomena are examined. A major objective of this dissertation is to determine whether there are systematic differences between those stock-splitting firms whose shares are traded on a when-issued basis and those whose shares arc not. A logistic regression model was constructed, using information with respect to nine accounting variables, to determine if there are systematic differences in accounting information that are useful in classifying stock-splitting firms as being associated with when-issued trading. The classification accuracy of the logistic regression model was significantly better than a random walk model, but was not better than the maximum chance model. The results of the final model indicate that size of the stock-splitting firm is the most significant factor affecting the probability that a stock-splitting firm's shares are traded on a when-issued basis. The probability that a stock-splitting firm's shares will be traded on a when-issued basis increases with firm size. The presence/absence of when-issued trading indicates that investors do not react to stock splits in a consistent manner. Therefore, the stock price behavior around the stock split announcements was examined and the difference in the reaction to announcements of when-issued traded and non-when-issued traded firms was tested for statistical significance. The results indicate that the market responds more favorably to the stock split announcements made by non-when-issued traded firms. The variation in the stock price behavior over a two-day stock split announcement period was analyzed cross-sectionally to determine whether the market reaction displayed through stock prices is related to selected accounting variables. Again, size was the most significant factor. In this case, size was negatively related to the stock price behavior suggesting that stockholders of larger firms earn lower abnormal returns. Another interpretation would be that stock splits are viewed more favorably if authorized by smaller firms. Overall, the results of this study suggest that all stock-splitting firms are not similar and that the market does not react consistently to the announcement of stock splits of all firms. It seems that the larger the firm, the more likely its shares will be traded on a when-issued basis after the stock split is announced. Furthermore, the market does not react as positively to stock split announcements of larger firms as it does to announcements of smaller firms. My conclusion is that larger firms are more efficiently valued and, accordingly, the announcements of stock splits by larger firms are less informative than for smaller ones.
Ph. D.

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18

Shan, Yaowen School of Banking &amp finance UNSW. "Analysts' forecasts and future stock return volatility: a firm-level analysis for NYSE Firms". Awarded by:University of New South Wales. School of Banking & finance, 2006. http://handle.unsw.edu.au/1959.4/26963.

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This study demonstrates that financial analysts significantly affect short-term stock prices, by examining how non-accounting information particularly contained in analysts' forecasts contributes to the fluctuation of future stock returns. If current non-accounting information of future earnings is more unfavourable or more volatile, we could observe a larger shift in the current stock return. The empirical evidence strongly supports these theoretical predictions that stem from the combination of the accounting version of Campbell-Shiller model (Campbell and Shiller (1988) and Vuolteenaho (2002)) and Ohlson????s information dynamics (1995). In addition, the results are also valid for measures of both systematic and idiosyncratic volatilities.

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19

Chen, Gang. "The Chinese stock market : an emperical analysis of market segmentation, inter-relationships and theoretical versus actual stock prices". Thesis, University of Aberdeen, 2011. http://digitool.abdn.ac.uk:80/webclient/DeliveryManager?pid=165872.

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This thesis contributes to our knowledge of the behaviour of the Chinese stock market by offering an empirical investigation into issues such as market segmentation, inter‐relationships between Chinese stock markets and inter‐relationships with foreign stock markets. Basic questions which have been typically analysed for developed stock markets are considered in this thesis. These include an analysis of core concepts such as volatility; causal links with economic variables and the reasons why the theoretical stock price may be different from the actual stock price. Methodological methods include; cointegration, generalised autoregressive heteroscedastic modelling (GARCH), vector autoregressive framework modelling (VAR) and panel data analysis. Both daily and monthly observations are used over a time period from 1996 to 2006. The results indicate that there is a rich set of reasons why we may observe phenomena such as a discount on B shares and a relationship between A shares and B shares. The findings also suggest that China is not isolated from the rest of the world and that there is evidence of inter‐relationships with foreign stock markets and that Chinese stock market prices are close to their fundamental value. This is not generally the finding for developed stock markets. Overall, it appears that the methodological approaches usually associated with developed stock markets can serve us well as useful tools in creating a deeper understanding of the underlying fundamentals describing the Chinese stock market.

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20

Rahou, Amar A. M. "A generalised framework for modelling & forecasting share prices : a field study on modelling and forecasting the share prices from the banking sector". Thesis, University of South Wales, 2009. https://pure.southwales.ac.uk/en/studentthesis/a-generalised-framework-for-modelling--forecasting-share-prices(10fcca19-ff9a-4497-a0be-55f3e980cbed).html.

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Modelling and forecasting the stock market remains a challenge because of the high volatilities in individual stock prices and the market itself. Hence, this topic has received much attention in the literature since forecast errors represent the systematic risk faced by investors. Therefore, the ability to reliably forecast the future values of the shares would provide essential help in reducing that risk to those investors. The main aim of this research is to develop and calibrate a framework that can be used to model the daily share prices of the companies from the banking sector and hence produce informative and reliable one step-ahead forecasts using an adaptive BPNN. To this end, a novel forecasting algorithm is proposed. This algorithm proposes six steps that, when followed, possibly will lead to obtaining superior forecasting models for the share prices from the banking sector. In addition, novel technical indicators, and further information reflecting market knowledge were developed in this research so as to improve the modelling and forecasting share prices for the banking sector, alongside a novel application of the correctly identified turning points which provided an accurate assessment of the performance of the forecasting models. Furthermore, a selection of a set of inputs that are salient to financial data was identified. The research was to inform and improve share price forecasts of the banking sector. The historic open share prices for HSBC, Lloyds TSB, RBS and Barclays were used as case studies and the results give evidence to conclude that useable forecasting models can be obtained by employing the developed framework to the share prices from the banking sector in terms of the correctly identified turning points and the direction of the shares which are achieved more than 70% of the time. The empirical results show that using the market knowledge as input generally improved the modelling and forecasting of the share prices from the banking sector.

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21

Helm, Virgil Cole. "Market reaction to substantial deviations from dividend trends". Laramie, Wyo. : University of Wyoming, 2008. http://proquest.umi.com/pqdweb?did=1594481801&sid=1&Fmt=2&clientId=18949&RQT=309&VName=PQD.

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22

Zamora, Valentina L. "Determinants of firms' responses to underwater employee stock options : evidence from traditional repricings, 6&1 exchanges, and makeup grants /". Thesis, Connect to this title online; UW restricted, 2003. http://hdl.handle.net/1773/8776.

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23

Ho, Yueh-Fang. "Three essays on seasoned equity offerings /". Philadelphia, Pa. : Drexel University, 2003. http://dspace.library.drexel.edu/handle/1860/251.

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24

Sevelin, Jesper. "Swedish Stock market: Explaining trade volumes in single stocks". Thesis, KTH, Skolan för teknikvetenskap (SCI), 2017. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-210868.

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The Swedish stock market consists of roughly 750 companies listed on fivedifferent markets. Out of all those companies a significant portion are rarelytraded. Stocks where the trading activity is low not only present a liquidityproblem to shareholders and potential investors but also affects the reputation ofthe traded company. A company whose shares are not actively traded does nothave a market that actively puts a value on the company.This study aims to interpret how daily trade volumes can be explained by bothcategorical and numerical variables associated with the companies listed inSweden.This study, contrary to popular belief, shows that the market of the listed stock isto a large degree irrelevant when explaining daily trade volumes of the stockslisted in Sweden. The study instead reveals the importance of factors such asshareholder structure, free float and number of outstanding shares in a company.

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25

Wong, Po-shing. "Some mixture models for the joint distribution of stock's return and trading volume /". [Hong Kong] : University of Hong Kong, 1991. http://sunzi.lib.hku.hk/hkuto/record.jsp?B13009485.

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26

Wang, Hanfeng, i 王漢鋒. "Essays on stock trading volume, volatility and information". Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2007. http://hub.hku.hk/bib/B38826185.

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27

Wong, Sau-shing Pierre, i 黃守誠. "A study of the correlation of share price movements of Taiwan listed companies with cross holdings". Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 1997. http://hub.hku.hk/bib/B31268390.

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28

Chiu, Pit-lap Philip. "New stock delisting mechanism in HK". Click to view the E-thesis via HKUTO, 2003. http://sunzi.lib.hku.hk/hkuto/record/B31954662.

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29

Zhang, Yuzhao. "Essays on return predictability and volatility estimation". Diss., Restricted to subscribing institutions, 2008. http://proquest.umi.com/pqdweb?did=1666139151&sid=3&Fmt=2&clientId=1564&RQT=309&VName=PQD.

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30

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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31

Kim, Jaemin. "The impact of open market share repurchases on volatility and liquidity : are open market share repurchase firms making the market for their own shares? /". Thesis, Connect to this title online; UW restricted, 2001. http://hdl.handle.net/1773/8795.

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32

Beyer, Scott B. "Recovering jump risk and diffusion parameters implied by market prices of short-dated options /". free to MU campus, to others for purchase, 2003. http://wwwlib.umi.com/cr/mo/fullcit?p3099610.

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33

Zhang, Shaorong. "Essays on security issuance /". free to MU campus, to others for purchase, 2004. http://wwwlib.umi.com/cr/mo/fullcit?p3144472.

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34

Voigt, Ivan. "Published share tips : do they out-perform the JSE?" Thesis, Stellenbosch : Stellenbosch University, 2001. http://hdl.handle.net/10019.1/49704.

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Study project (MBA) -- University of Stellenbosch, 2001.
University of Stellenbosch Business School
ENGLISH ABSTRACT: This study considers share tips published in a respected publication, and determines whether an investment strategy based on the recommendations of its journalists could allow investors to exceed the stock market average. Six journalists were selected, and the recommendations that they made over a 30-month period grouped into “buy” and “do not buy” recommendations. The change in price of the recommended shares was measured after periods of one week, one month, three months and six months after the date of publication and after inclusion of dividends paid during those periods, returns were calculated. The returns attained for each share was compared to the return on the JSE-Overall Index during that period, the difference between the two being the excess return of the share. The excess returns of the shares recommended by each journalist were used to calculate portfolio excess returns, on which tests of statistical significance carried out. The portfolio of one journalist showed statistically significant excess returns in all four periods under review. One other achieved a statistically significant excess return over 1 week. No other portfolios achieved significant excess returns over the market.
AFRIKAANSE OPSOMMING: In hierdie werkstuk word die aandeelwenke wat in ‘n gerespekteerde tydskrif gepubliseer is, ondersoek om vas te stel of ‘n beleggingsstrategie wat op die wenke van die joernaliste gebaseer is, die mark gemiddlede opbrengs kan klop. Ses joernaliste is gekies, en hul wenke oor ‘n periode van 30-maande is geklassifiseer in “koop” en “nie koop” wenke. Vir die “koop” wenke is die prys-verandering oor tydperke van een week, een maand, drie maande en ses maande gemeet. Opbrengste met insluiting van dividende is bereken. Die opbrengste is met die JE-algehele indeks se opbrengs vir elk van die periodes vergelyk, en die verskil is as bo-opbrengste gedefinieer. Die bo-opbrengste vir elke aandeel is gebruik om portfolio bo-opbrengste te bereken, weereens vir elk van die periodes. Hierdie bo-opbrengste is vir statistiese betekenisvolheid getoets. Die portfolio van een joernalis het statisties beteksnisvolle bo-opbrengste vir al vier periodes getoon. Die portfolio van een ander joernalis het statisties betekenisvolle bo-opbrengste vir ‘n hou-periode van een week getoon. Geen ander portfolios het bo-opbrengste getoon nie.

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35

Gomes, José Luís Fernandes. "Gestão de stocks na Norparts". Master's thesis, Instituto Superior de Economia e Gestão, 2020. http://hdl.handle.net/10400.5/20965.

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Mestrado em Métodos Quantitativos para a Decisão Económica e Empresarial
Num momento em que a concorrência e a evolução dos mercados são cada vez maiores, servir bem o cliente é cada vez mais importante. Assim, este trabalho baseia-se na aplicação de um modelo de gestão de stocks à Norparts, uma empresa do grupo Create Business. A Norparts, bem como todo o grupo, está ligada ao ramo automóvel, mais especificamente à comercialização de peças automóveis. A empresa tem cerca de 65 colaboradores, distribuídos por três armazéns, nas mais variadas funções. Estes armazéns localizam-se em Lisboa, Porto e Braga. Com o objetivo de aplicar um modelo de gestão de stocks, começou-se por estudar a análise ABC, já utilizada pela empresa, de modo a melhor adequar a metodologia ao trabalho desejado. Após esta tarefa, obtiveram-se resultados com um modelo de gestão de stocks estocástico e dados recolhidos ao longo do estágio realizado na empresa. O modelo foi aplicado não a todos os produtos comercializados pela empresa, mas apenas a alguns produtos específicos de acordo com os testes realizados acerca da distribuição da procura. Determinou-se a quantidade a encomendar, o stock de segurança e o ponto de encomenda, valores necessários para a redução de custos de armazenamento, evitando produtos desnecessariamente armazenados. Por fim, construiu-se uma ferramenta em Microsoft Excel, através do VBA. Esta ferramenta tem várias funcionalidades, entre elas o cálculo da quantidade a encomendar, do stock de segurança e do ponto de encomenda.
In our days competition and evolution are increasing day by day, so the duty to serve well the customer is more important than ever. Thus, this work will be based on the application of a stock management model to Norparts, a company which belongs to Create Business group. Like all the group, Norparts is attached to the commercialization of automotive parts. This company has about 65 workers divided into three warehouses, in the most varied functions. These three warehouses are in Lisboa, Porto and Braga. With the aim to apply a stock management model, we started by studying the ABC analysis, already used by the company, to adapt the methodology to the desired job. After this task, we apply a stochastic stock management model to the data collected during the internship at Norparts. The chosen model was applied only to some specific products. The order quantity, the safety stock, and the order point were necessary to storage cost reduction on unnecessarily stored products. Finally, a software in Microsoft Excel using VBA was created. This software has several features namely the calculation of the order quantity, the safety stock and the order point.
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Srivastava, Shubhi. "The potage of Chinese stocks: Strengths and weaknesses for United States investors". CSUSB ScholarWorks, 2007. https://scholarworks.lib.csusb.edu/etd-project/3089.

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The thesis examined the differences between the Chinese market, a fast-growing emerging market, and that of the United States, a well-known developed market. In order to understand the overall performance of the Chinese stock market, the research compared the risk and returns characteristics of Chinese stock markets using the S & P 500 Index for the 2000-2005 period. Findings show that significant differences exist between the Chinese and the U.S. markets. The thesis also attempted to identify the characteristics of the Chinese markets that hinder their efficiency.

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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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Chen, Gary. "Behavioural heterogeneity in ASX 200 a dissertation submitted to Auckland University of Technology in fulfilment of the requirements for the degree of Master of Business (MBus), 2009 /". Click here to access this resource online, 2009. http://hdl.handle.net/10292/758.

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Rudakova, Ksenia. "Análise de stocks numa empresa comercial russa". Master's thesis, Instituto Superior de Economia e Gestão, 2019. http://hdl.handle.net/10400.5/17564.

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Mestrado em Ciências Empresariais
Este trabalho tem como objetivo elaborar um projeto de melhoria de gestão de stock numa empresa de importação, fornecimento e distribuição dos produtos energéticos, tais como baterias domésticas e baterias industriais na Rússia. Durante o presente estudo foi feita uma análise de classificações e modelos de gestão de stock, baseado na revisão de literatura existente. Após essa análise foi escolhido o método de classificação ABC dos produtos da linha da empresa para conseguir aplicar métodos de melhoria de gestão de stock de modo a torná-lo mais eficaz. No final desse estudo foi conseguida uma otimização no funcionamento da empresa e que pode trazer benefícios relacionados com aplicação desse estudo. A natureza das funções da presente empresa está associada com fabrico, transporte, compra e venda de artigos, nesse sentido a gestão correta de stock aumenta a eficácia da empresa.
This work has in its objective a project of improvement a stock management in an import, supply and distribution of energy products, such as batteries and industrial batteries in Russia. During the present study an analysis of classifications and models of stock management was done, based on the review of existing literature. With the result of this analysis was chosen ABC classification method of the products of the company line to be able to apply methods of improvement of stock management in order to make it work in the most effective way. At the end of this study, an optimization of the company was obtained, which corresponds to possible benefits related to the application of this study. The nature of the functions of the present company is associated with manufacturing, transportation, purchases and sales of the articles, in this sense the correct management of stock soon becomes an efficacy for the operation of the company in general.
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Pu, Hansong. "An Analysis of Preferred Equity Redemption Cumulative Stock". Thesis, University of North Texas, 1994. https://digital.library.unt.edu/ark:/67531/metadc277588/.

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This dissertation examines whether Percs, Preferred Equity Redemption Cumulative Stocks, are properly priced regarding to the relevant securities, such as the underlying common stock, the long-term call option of the stock, and so on. Test results indicate that Percs were overpriced with respect to the equivalent packages composed of the relevant securities. Further tests on arbitrage restrictions show that transaction costs would prevent arbitrage profits. This dissertation also examines the market reactions to Percs offerings. Test results reveal that the market reactions to the announcement of Percs offering and the actual issuance are both significantly negative. Compared to the market reaction on common stock offering announcement, the market reaction on Percs offering announcement is weaker. The overpricing of Percs and the weaker reaction of the market suggest that Percs may have advantages in transaction costs, taxes and some corporate finance issues.

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Lam, Yue-kwong. "A revisit to the applicability of option pricing models on the Hong Kong warrants market after the stock option is introduced /". Hong Kong : University of Hong Kong, 1996. http://sunzi.lib.hku.hk/hkuto/record.jsp?B18003515.

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Морозова, Ірина Анатоліївна, Ирина Анатольевна Морозова, Iryna Anatoliivna Morozova i T. Myakota. "The main features of stocks and the importance of stock market". Thesis, Видавництво СумДУ, 2010. http://essuir.sumdu.edu.ua/handle/123456789/17068.

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Ignatius, Roger. "The Bombay Stock Exchange: tests of market efficiency". Thesis, University of North Texas, 1991. https://digital.library.unt.edu/ark:/67531/metadc332561/.

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This dissertation analyzes the efficiency of the Bombay Stock Exchange (BSE) and the relationship of stock return patterns on the BSE with those of the New York Stock Exchange (NYSE). The data includes daily closing values of the BSE and S&P 500 Indexes for the period 1979-1990 and bi-weekly closing prices on 27 of the most active stocks on the BSE for the period 1980-1990.

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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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Wong, Tak Po. "Two essays on the study of the microstructure of the Stock Exchange of Hong Kong /". View Abstract or Full-Text, 2002. http://library.ust.hk/cgi/db/thesis.pl?FINA%202002%20WONG.

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Chang, Ka-wing Tania. "The penny stock crisis in Hong Kong /". View the Table of Contents & Abstract, 2005. http://sunzi.lib.hku.hk/hkuto/record/B31362333.

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"Risk or opportunity: trading of B shares in the PRC". Chinese University of Hong Kong, 1993. http://library.cuhk.edu.hk/record=b5887550.

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by Chung Wai-yee, Stella, Yeung Tak-keung.
Thesis (M.B.A.)--Chinese University of Hong Kong, 1993.
Includes bibliographical references (leaves 118-120).
ABSTRACT --- p.iii
TABLE OF CONTENTS --- p.v
LIST OF TABLES --- p.vii
ACKNOWLEDGEMENTS --- p.viii
Chapter
Chapter I. --- INTRODUCTION --- p.1
Scope of Study --- p.1
Definition of Risk and Opportunity --- p.3
Outline of Report --- p.5
Chapter II. --- RESEARCH METHODOLOGY --- p.7
Data Collection --- p.7
Personal Interview and Data Analysis --- p.7
Limitation of Study --- p.9
Chapter III. --- DEVELOPMENT OF THE B SHARE MARKET --- p.10
Historical Background --- p.10
Shanghai Securities Exhange --- p.13
Shenzhen Stock Exchange --- p.14
Issuance of B Shares --- p.17
Chapter IV. --- GOVERNMENT INTERVENTION --- p.22
Government Policy --- p.22
Legal Framework --- p.22
Regulatory Framework --- p.24
Interference by Government Officials --- p.27
Chapter V. --- LISTING PROCEDURES AND ACCOUNTING STANDARDS --- p.30
Joint Stock Companies --- p.30
Listing Procedures of B Shares --- p.31
Underwriting of B Shares --- p.34
Private Placement vs Public Offer --- p.35
Accounting Standards --- p.36
Chapter VI. --- REPORTING REQUIREMENTS AND INFORMATION DISCLOSURE --- p.40
The Chinese Concept --- p.40
Reporting Requirements of B Shares Issue --- p.41
Reporting Requirements for Listed Company --- p.42
Disclosure to Overseas Investors --- p.43
Insider Trading --- p.45
Protection of Minority Shareholders --- p.46
Chapter VII. --- LIQUIDITY OF B SHARES --- p.48
Prospective of B Share Investors --- p.48
Trading in Secondary Market --- p.49
China Fund --- p.54
Chapter VIII. --- FUTURE DEVELOPMENT OF B SHARES TRADING --- p.57
Expansion of Market Size --- p.57
Creation of Independent Regulatory Body --- p.58
Enhancement of Information Disclosure --- p.58
Direct Listing in Hong Kong --- p.58
Chapter IX. --- CONCLUSION --- p.61
APPENDICES --- p.64
Chapter A --- List of Questions for Interview --- p.65
Chapter B --- Shenzhen Interim Measures for the Control of Special Renminbi Shares --- p.68
Chapter C --- Implementing Rules to the Shenzhen Interim Measures for the Control of Special Renminbi Shares --- p.74
Chapter D --- Shenzhen Securities Exchange Operating Rules for the Trading and Clearing of B Shares --- p.79
Chapter E --- Extract of Prospectus of Shanghai Chlor-Alkali Chemical Co. Ltd --- p.91
BIBLIOGRAPHY --- p.118

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"The effects of price limits and stock characteristics on Chinese A-share market during financial crises". 2013. http://library.cuhk.edu.hk/record=b5549325.

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漲跌停制度是一種意圖控制股市價格大幅波動的強制性政策。雖然漲跌停制度被很多國家都採用，但是關於該制度的效果的結論一直都是具有很大爭議性。除此之外，之前的一些研究還表明在不同國家的股票市場中，漲跌停制度的效果也是不一樣的。然而，作為一個獨特且年輕的股票市場，中國A股市場也擁有漲跌停制度，但是關於它的效果的研究卻很稀缺。其中，關於在特殊經濟狀況下，例如金融危機，漲跌停的效用基本上沒被研究過。這是一個很重要的研究課題，因為金融危機這種特殊經濟時期會引起股市的大幅波動，這正是漲跌停制度發揮作用也是我們研究其效果的最佳時機。因為以上原因，這篇論文的主題就是挖掘中國A股的漲跌停制度在金融危機時期的效果，我們希望檢驗是否金融危機引起的特殊市場氛圍會使漲跌停的效果與平常不同。我們將一種改進的關於漲跌停效果的經典方法應用於金融危機期間的股票交易數據上，來對三個假設（波動性溢出, 延遲價格發現和妨礙交易）進行檢驗。相比與之前的方法，我們進行了改進，主要是採用了以漲跌停價格收市和包含了連續漲跌停的數據。
此外，爲了更好滴瞭解漲跌停制度的效果，我們還對那些在金融危機期間容易漲跌停的股票研究其主要特點。在本論文中，我們除了引進每個股票的基本面指標，還引進了具有中國特色的因子，包括國有股份和行業等因子，通過廣義（GMM）的方法來進行分析。這些股票特徵希望能夠為於證監會將來制定漲跌停制度和投資者在金融危機期間于中國的投資提供一定信息。
Price limit is a policy originally utilized to control extreme price movements in stock markets. As a widely adopted policy in numerous countries, price limit has led to several debates regarding its effects on stock markets. Moreover, previous studies have shown that price limit has different effects on different markets and time periods. However, the effects of the price limit system in the Chinese A-share market, a unique and young stock market, has yet to be fully investigated. Furthermore, few works have studied the price limit during special economic conditions, such as financial crises, which should be the best time for price limit to play its role. Additionally, these conditions are the most ideal times at which to test the effects of the price limit. Motivated by these conditions, this thesis explores the effects of price limits on the Chinese A-share stock markets during financial crises in order to examine whether the market atmosphere of investor sentiment caused by special economic conditions has varied impacts on the effects of price limits. By employing the recognized methods, this thesis aims to test the three hypotheses of volatility spillover, delayed price discovery, and trading interference using stock data during financial crisis. Compared with previous studies, this thesis empirically analyzes the effects of price limits with our improved methodology of utilizing closing-hitting observations.
To gain a better understanding of the price limit’s effect, this thesis also investigates the characteristics of stocks that hit the price limits more frequently under this special economic condition. In this study, the Generalized Method of Moments regression model is utilized by introducing financial indicators for each individual stock and some special factors in the Chinese A-share markets, such as state-owned share and industries. Identifying the characteristics of stocks that frequently hit the limit can provide some information to investors when financial crises occur in the Chinese A-share markets.
Detailed summary in vernacular field only.
Detailed summary in vernacular field only.
Wang, Dingyan.
Thesis (M.Phil.)--Chinese University of Hong Kong, 2013.
Includes bibliographical references (leaves 54-55).
Abstracts also in Chinese.
Abstract --- p.3
Acknowledgement --- p.6
Chapter 1 --- Introduction --- p.11
Chapter 1.1 --- Introduction --- p.11
Chapter 2 --- Background --- p.16
Chapter 2.1 --- Background of Chinese Stock Markets --- p.16
Chapter 2.2 --- Literature Review --- p.19
Chapter 3 --- Effects of Chinese A-Share Price Limits --- p.22
Chapter 3.1 --- Data --- p.22
Chapter 3.2 --- Improvement of Methodology --- p.25
Chapter 3.3 --- Empirical Analysis --- p.26
Chapter 3.3.1 --- Test of the Volatility Spillover Hypothesis --- p.27
Chapter 3.3.2 --- Test of the Delayed Price Discovery Hypothesis --- p.36
Chapter 3.3.3 --- Test of the Trading Interference Hypothesis --- p.38
Chapter 4 --- Characteristics of Stocks that Hit the Limit --- p.46
Chapter 4.1 --- Characteristics of Stocks that hit the limit during the Financial Crisis --- p.46
Chapter 5 --- Conclusions --- p.52
Chapter 5.1 --- Conclusions --- p.52
Bibliography --- p.54

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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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Chen, Yi-Chung, i 陳益莊. "Stock Return on Private Placement of Stocks". Thesis, 2011. http://ndltd.ncl.edu.tw/handle/84917382705702356976.

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碩士
國立雲林科技大學
財務金融系碩士班
99
In Taiwan, public firms are allowed to raise fund through private placement since 2002. Private placement does not pre-authorization by the competent authority. The convenient procedure in raising funds has increased numbers of private placements in recent years. This thesis uses a sample of 392 listed companies to analyze market reaction to private placement. The results show positive abnormal returns at the announcement date of private placement. However, cumulative abnormal returns after the announcement turn negative. The results show different reaction of companies in different capital market. The listed companies of TSE have positive cumulative abnormal returns, but companies in OTC have negative returns after the announcement.

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