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 148 for “"Market prices"”.
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Institutions, contracts, and asset market prices
… for individuals on individual behavior in non-market settings (public good provision, team tasks, etc.). In contrast, this work investigates the effect of tournament contracts for individual agents on market performance. In particular, this work investigates the effect on asset market …
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THE IMPACT OF DEMOGRAPHIC TRANSITION ON CHINA'S REALESTATE MARKET PRICES
… but also the development of the real estate market has an important impact on the life of Chinese people and the stability of the financial market. Since the housing market reform in 1998, China's urban real estate market has developed rapidly. However, in the process of the rapid development …
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Three essays investigating post-bubble housing market: prices and foreclosures
… United States. Following a sharp dip in housing prices, the number of foreclosures increased dramatically. The housing market experienced an unprecedented crisis accompanied by a wave of foreclosures across the country. While the decrease in housing prices triggered a large number of foreclosures …
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Interval AR(1) modelling of South African stock market prices
Includes bibliographical references (leaves 124-126).
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Time series analysis of the lead-lag relationship of freight futures and spot market prices
… between the physical and paper shipping markets. The main objective is to find if one market leads the other by a specific time period so that market players can take advantage from that. Three different methods were used to analyze this relationship. The first is a rolling average …
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The Effects of Fundamentals, Speculation, Government Policies, and International Capital Flows on China's Stock Market
… between the economy, policy and the financial market seeks to explore the leading force in China's stock market and identify how the government policies affect the stock market, through an analysis of the performance of the Shanghai Stock Exchange Index over the past 10 years. Comparing the …
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Evaluating the impact of market structure in mobile telecommunications markets: panel data analysis for emerging economies
… econometric models to investigate the impact of market structure on market outcomes such as mobile prices and investment in emerging economies. This is done using quarterly panel data on fifteen emerging economies across four continents for the period between 2006 and 2015. The …
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The JSE Stock Exchange News Service : the impact of SENS announcements on trading activity on the JSE securities exchange
Almost all models of market behaviour in some way or another, suppose some causality between news or information, and market prices. This study seeks to explore the relationship between information and the behaviour of investors. Specifically, it will examine the impact of Stock Exchange News …
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Essays on Financial Economics
… investors’ cognitive limitations can influence market prices and, if so, how this affects corporate decisions. In the first chapter, I investigate whether and how investors’ cognitive limitations influence market prices. I study this issue in the context of an accounting rule that enabled firms …
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Alternatives to the Black-Scholes model
… model. I found that most of the model prices for the close to at-the-money options are very different from the market prices. In general, the models did poorly in producing similar prices as the market.
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Break-even volatility for caps, floors and swaptions
… the context of the South African interest rate market. Introduced by Dupire (2006), break-even volatility is a retrospective measure defined as the volatility that ensures the profit or loss from a delta hedged option position is zero. Break-even volatility sheds light on the inner structure of …
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Tools and Techniques for Managing Risk for Virginia Grain and Oilseed Producers
… important benchmarks in the development of a marketing strategy are the variable and fixed costs of production. Every farmer has costs of production that are unique to their particular farm. Accurately identifying the costs of production or break even costs for the various crop enterprises is …
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Implementing a filtered term structure model in the South African bond market
A key feature of the local bond market is that trade is concentrated in a few liquid government bonds. We review and implement the filtered term structure model proposed by Gombani, Jaschke and Runggaldier that defines an arbitrage free pricing system that is consistent with liquid bond prices. The …
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OPTIMIZATION OF ENERGY STORAGE SCHEDULING IN ELECTRICITY MARKETS
… actions are usually assumed not to affect market prices; however, a large-scale energy storage merchant’s actions can affect market prices. This work examined two electricity merchant scenarios: one with only energy storage and the other with both energy storage and renewable power plants. …
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Three essays in decision making
… are disadvantageous with respect to perceived market prices. The endowment effect appears to be caused by inflated selling prices because market prices usually exceed the value of ownership to consumers. But I show that reducing reference prices relieves sellers' transaction disutility, …
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Techno-economic analysis and environmental assessment of isobutene, sustainable aviation fuel, omega-3 and omega-6 oils, and sophorolipid production in integrated sugarcane biorefineries
… sugar at low and fluctuating international prices. Within this context, integration of biorefineries to produce high value bioproducts, thereby diversifying revenue streams, has been proposed to alleviate effects of these challenges. Sugarcane materials such as molasses, bagasse, and …
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Do customers learn from stock prices?
… underscore the real effects of financial market prices.
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A Statistical Investigation of Stock Market Activity and Instances of Financial Crime
… statistical relationship between the stock market and incidences of financial crime in Illinois, Texas, and Utah through big data analysis techniques using data from the FBI’s Federal Bureau of Investigation’s National Incident-Based Reporting System (NIBRS) database. By analyzing the …
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Essays in Microeconomics
… undervaluation in laboratory asset trading markets. This question has not previously been investigated by researchers. Results from ten sessions are reported. Three used assets with an intrinsic value that decreased over time. The results from these sessions are consistent with the findings …
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Environmental economics: An Austrian approach
… privately owned and freely exchanged to generate market prices that are used to determine whether capital is being maintained and whether production satisfies consumer demand. Political control wastes resources and causes conflicts. Prior appropriation is the best legal system for recognition of …
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