Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 7 of 7 for “"Efficient market theory"”.
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Christmas in July: How Pension Funding Changes of the 2012 Budget Created a Second Set of Abnormal Returns for Firms
… (AR). Previous research has analyzed how the market views firm value, reflected in stock price changes, as an event study with evaluation at each of the legislative steps when the bill was passed. This research contributes to the scholarly literature by focusing on abnormal returns based on …
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Predictability of returns in commercial real estate : implications for investment decisions
… to realize superior investment performance by market timing. The study examines commercial real estate both at the aggregate level and in markets for four major property types in the United States. A rolling regression using a vector autoregressive model is employed to forecast returns and …
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Structured Finance and Its Effects on Macroeconomic Stability
… This paper explores the structured finance market in three phases. First, the market is broken into parts based on the incentives and motivations of each of the three major agents in the field. Next, a critical review of pricing models that are used to justify the valuations of the products …
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Examining the Low Volatility Anomaly in Stock Prices
<p>Modern portfolio theory states that investments with greater beta, a common measure of risk, require greater returns from investors in order to compensate them for taking greater risk. Therefore, under the premise that market participants act rationally and therefore markets run efficiently, …