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 20 of 75 for “"FTSE"”.
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Quality factors explaining returns on the FTSE/JSE All-Share
… 'quality' factors have explanatory power on the FTSE/JSE All-Share. The explanatory power of the 'quality' factors are then combined and compared with some of the style 'anomalies'. The results found that nine of the quality factors from the single regression analysis, over the entire period from …
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An interpretive exploration of under-representation of women executive directors in UK FTSE-100 companies
… and eight corporate functions drawn from the UK FTSE-100 businesses, with the aim of finding possible clarifications to the primary research question of this study: what are the perceived explanations of women’s under-representation at the executive directorship level of the FTSE-100 companies in …
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Tax minimisation and firm value with the moderating effect of corporate governance on UK’s FTSE 350.
… to corporate governance characteristics in UK FTSE 350 companies. Additionally, the results of this research support shareholders and tax authorities in recognising, observing and monitoring tax minimisation activities in one side and support managers to understand the consequences of utilising …
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The impact of sustainability committee characteristics on corporate sustainability performance: Evidence from the FTSE 150 non-financial companies
… on a sample of 112 non-financial companies from FTSE 150 for the period 2010-2018. Environmental, Social and Governance (ESG) data was gathered from the Refinitiv database along with data on sustainability committee characteristics collected from Fame database, companies’ annual reports and …
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A comparison of the performance of the FTSE South Africa Islamic Index to the market in South Africa
… context. The proxy for the Islamic market is the FTSE South Africa Islamic Index. The returns on this index are compared to three proxies for the market using single and multiple regression models: (1) the All Share Index on the JSE in a single factor regression (2) the Resources Index and …
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A post-crisis investigation in to the performance of GARCH-based historical & analytical value-at-risk on the FTSE
… of GARCH-based VaR models on the South African FTSE/JSE Top 40 Index. Specifically, this paper investigates whether stability has returned to the VaR measure following its poor performance during the latest global financial crisis (2007). GARCH models are used in both an analytic and historical …
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Examination of capital structure impact on profitability and share returns: evidence from pharmaceutical and biotech industry on FTSE-all shares index.
… of quoted pharmaceutical and Bio-Tech on the FTSE All Share index, UK. The empirical test was conducted on 30 companies using a multiple linear regression model with the aid of Excel. Based on a 0.05% significant level, I found that the relationship between share returns and capital structure …
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An analysis of the effect of managerial overconfidence through corporate investments on share price : evidence from some FTSE/JSE Top 40 index companies
Submitted in partial fulfillment of the requirements for the degree of Masters of Management Sciences Business Administration, Durban University of Technology. Durban, South Africa, 2017.
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The power of words - CEOs' psychological influences: exit, change & hold: the stories of leadership succession: three empirical studies on companies in the FTSE All-Share Index
… any organizations. By researching finns in the FTSE All-Share Index, this thesis offers three empirical studies to explore some interesting problems in this important epoch. The samples used for the research are those companies that changed their CEOs in a six-year (from 2002 to 2007) window. …
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Islamic finance: a low risk, value-adding alternative
… the FSTE All Share Index was compared to the FTSE Shariah All Share Index. Within the fixed income asset class, the Barclays Global Aggregate Bond Index and the Merrill Lynch Global Bond Index were compared to the Dow Jones Sukuk Index. In respect of the global and South African equity and the …
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The relationship between corporate social responsibility and financial performance: evidence from the Johannesburg stock exchange
… Stock Exchange/Johannesburg Stock Exchange (FTSE/JSE) Responsible Investment Index. The Johannesburg Stock Exchange (JSE) Socially Responsible Investment Index (SRI Index) was founded in 2004 and was replaced by the FTSE/JSE Responsible Investment Index in 2015. The index evaluates listed …
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Do macroeconomic variables explain future stock market movements in South Africa?
… useful predictive information for the future FTSE/JSE All Share Index. The data was examined from 1965 to 2010 which constitutes the longest study of its nature in South Africa. The macroeconomic variables were selected based on international and local precedent of intuitive influential …
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Market efficiency, volatility behaviour and asset pricing analysis of the oil & gas companies quoted on the London Stock Exchange.
… quoted on the exchange. Five indices of FTSE All Share, FTSE 100, FTSE UK Oil and Gas, FTSE UK Oil and Gas Producers, and FTSE AIM SS Oil and Gas were also included in the analysis. Our findings suggest that technical trading rules cannot be used to gain abnormal returns, which could be …
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Stakeholder engagement and the UK corporate governance code
… from the year 2020, including companies from FTSE 100, FTSE 250 and FTSE SmallCap. Stage two involved self-completion questionnaires with corporate governance officials (n=61). Stage three involved follow-up interviews with corporate governance officials (n=12). The research findings show …
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What drives the correlation between stock and bonds
… South African stock returns are proxied by the FTSE/JSE All Share Total Return Index (JALSHTR Index) and the South African bond returns are proxied by FTSE/JSE ALBI Total Return Index (ALBITR Index). In addition, this paper includes the following indices in the analysis: JSE Industrial 25 Index …
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Index revisions, market quality and the cost of equity capital.
This thesis examines the impact of FTSE 100 index revisions on the various aspects of stock market quality and the cost of equity capital. Our study spans over the period 1986¿2009. Our analyses indicate that the index membership enhances all aspects of liquidity, including trading continuity, …
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Market Microstructure for a Portfolio of Dividend Paying Firms around Ex-Dividend Days
… around ex-dividend day using a sample of FTSE 100 stocks. Specifically, the first essay asks whether bid-ask spreads, price volatility and order submission strategies change as stocks transition to the ex-dividend day. From the results there is evidence of the presence of both tax- …
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The effect of South African and international macro-economic variables on the South African Stock Market
… Supply, 5) Rand/Dollar Exchange Rate, and 6) FTSE Index. These variables are assessed on a monthly and quarterly basis, to provide further information on whether the relationships between the selected variables and the stock market are affected by the timing of the data or the level of noise …
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Essays on CEO compensation and corporate governance
… using a sample of large UK firms from the FTSE 350 index from 2003 to 2011. Its key focus is whether the effect of compensation consultants persists after controlling for endogeneity. Using OLS regressions and controlling for firm, CEO and corporate governance characteristics reveals that …
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