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 444 for “"Stock Exchange"”.
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Embedding the New York Stock Exchange
… a single record observed s (n ) of the New York Stock Exchange. This procedure of creating a phase space will create a complete vector space by defining s (n ) to be the first coordinate, s (n + T ) the second and s (n + ( DE - 1)T ) the last coordinate, where T is a suitable delay and DE is the …
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Contribution of Investors in Stock Exchange Development in Tanzania: A Case of Dar es Salaam Stock Exchange
… aimed to assess the contribution of investors to stock market development in Tanzania using DSE as a case study. Specifically, the study aimed to analyze the growth of the market value of equity share listed in Dar es Salaam Stock Exchange by the investors, to analyse the increase of market value …
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The Ghana Stock Exchange: Concentration, Diversification, Liquidity
… whore they tend to be concentrated in few stocks and the Charm Sunk Exchange (GSE ) falls in that category. As a result portfolios based on the Ghana All Share index are highly concentrated. The risk in a portfolio is mainly attributed to Covariance and weighting structure. Enough cannot be …
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Market timing on the Johannesburg Stock Exchange
The concept of market timing is hardly new. Theoretical work on the predictability of return stretches back for over a century, with substantial empirical work emerging from the 1960s onwards. This study aims to extend the literature by focusing on whether it is possible for an investor, utilising …
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Analysing the impact of cross-listing on firm value for Johannesburg stock exchange companies listed on the Namibia stock exchange
… In raising equity, companies can sell their stock to the public, within their domestic market or through cross-listing on another stock exchange which may be domestic or foreign. Accordingly, research on the impact of cross-listing on liquidity and firm value in the African context, has been …
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Efficiency and volatility on the Istanbul Stock Exchange
… of the prices of shares traded on the Istanbul Stock Exchange (ISE), an important and fast-growing market. We look at five issues: the shape of the distribution of daily returns the predictability of these returns the presence of day-of-the-week effects in the mean and variance of returns the …
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The weekend effect on the Johannesburg stock exchange
… Index and Gold Index on the Johannesburg Stock Exchange.
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The descriptive analysis of the Botswana stock exchange
… supplying a descriptive analysis of the Botswana Stock Exchange (BSE). The motivation is that little work has been done and relatively little is known about it. It is felt therefore that basic knowledge of BSE is important. This knowledge could be of interest to an investor who is uninformed about …
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Momentum trading strategy on the Johannesburg Stock Exchange
… price corrections in the market, namely using a stock's price and moving average, ranking stocks based on prior returns, and allocating stocks as overbought and oversold. The strategies are employed on data comprising the top 60 stocks on the JSE as at August 2012. The period tested runs from …
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Investigation of prediction problems by the virtual stock exchange /
… accuracy of asset prices applying the developed stock exchange model (Virtual Stock Exchange). The last problem is regarded as more important, since it is almost an open area so far, in the field of financial optimization. The new and most important conclusion of this work is that minimal …
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Evidence of return predictability on the Johannesburg Stock Exchange
… return predictability on the Johannesburg Stock Exchange (JSE) with a particular emphasis on (a) the incidence and nature of linear and nonlinear serial dependence underlying the return generation process and (b) the consistency of return predictability between a stable and market crisis …
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Does Pairs trading work on the Johannesburg Stock Exchange?
… profitable trading strategy on the Johannesburg Stock Exchange. Pairs trading is a quantitative based trading strategy, in which shares are paired up based on a historic price relationship and traded accordingly, in a contrarian manner, when they diverge from said historical relationship. The …
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Investors' Fear and Herding in the Johannesburg Stock Exchange (JSE)
Investors herd when they follow the investment decisions of other market participants and ignore their own private information, causing asset valuations to deviate from their fundamentals. This paper examines herding in the South African equity market by examining the impact of investor fear on …
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Time diversification and holding periods on the Johannesburg Stock Exchange
… of time diversification on the Johannesburg Stock Exchange (JSE), with the goal of providing investor guidance toward their optimal investment horizon on the JSE Focusing on the Random Walk and Mean Reversion Models, a variety of tests were employed to identify serial correlation within the …
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The challenges of attracting market makers to the Malta Stock Exchange
… to attracting market makers to the Malta Stock Exchange. This will be done carrying out unstructured interviews with the members of the Malta Stock Exchange. It was discovered that whilst there is relatively strong interest among the members of the stock exchange to undertake market making …
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Residual momentum and investor sentiment on the Johannesburg Stock Exchange (JSE)
… portfolios were constructed from the largest 160 stocks on the JSE on a quarterly basis over the last 27 years in order to compare the styles' performances. In addition, momentum returns were compared across different sentiment states, defined based on the level of investor sentiment as proxied by …
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The Role of Stock Exchange to the Economic Growth in Tanzania
The study was designed to identify the role of Stock Exchange market to economic growth in Tanzania. It also a determined the factors which hinder the swift growth of Dar es Salaam Stock Exchange Market and the suggested measures to be taken by DSE to promote economic development in Tanzania. The …
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Short-term share price overreaction : evidence from the Johannesburg Stock Exchange
… (over 1 and 5-day periods) on the Johannesburg Stock Exchange (JSE) over the period July 2000 to June 2015. Furthermore, periods of financial crisis were isolated from the full sample period and tested separately, in order to assess whether periods of financial instability affect the magnitude …
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A multivariate analysis of shares listed on the Johannesburg Stock Exchange
… concerning shares listed on the Johannesburg Stock Exchange. In Chapter 1 the two techniques and two classificatory problems are introduced and their context within the general structure of portfolio theory is explained. Chapter 2 gives a theoretical overview of the first technique used, …
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