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 192 for “"Stock prices"”.
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Investors' horizon and stock prices
… relation between investors' trading horizon and stock prices. The first chapter explores the theoretical relation between the horizon of traders and the negative externality generated by their activity on the information revealed by stock prices. The last two chapters focus on the empirical …
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Un modelo affine de Stock Prices
… que se suelen utilizar para el pricing de stocks asumen log normalidad de dividendos, ya sea comenzando por First Principals (donde existe un agente representativo que maximiza su utilidad) o con argumentos de no arbitraje. El modelo estándar que observamos parte de una ecuación de no …
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Do customers learn from stock prices?
This dissertation provides evidence that a firm's stock price movements affect its customer demand. I develop a model in which customers learn about a firm's product quality partially from its stock price. This learning induces feedback from the price to customer demand. Furthermore, the firm …
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Nonrandom characteristics of common stock prices
… research techniques to the development of stock price generation and simulation models to aid in the understanding of price movement. Relationships between stock price and volume and stock price and market averages which follow descernible trends and patterns are discovered. Technical …
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A study of Japanese stock prices
Thesis (M.S.)--Massachusetts Institute of Technology, Sloan School of Management, 1991.
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Grey diffenrential equation modeling on stock prices
Includes bibliographical references (leaves 110-111).
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Are changing margins factored into stock prices?
Stocks returns are often associated with the value of the company. There are many ways in which research has found viable variables to predict the future stock return, including autocorrelation of the stock prices, using the P/E ratio or more recently using the GP/A ratio. Having clear evidence …
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Essays on macroeconomic risks and stock prices
… between macroeconomic risks and asset prices. In the first chapter, I establish that inflation risk is priced in the cross-section of stock returns: stocks that have low returns during inflationary times command a risk premium. I estimate a market price of inflation risk that is …
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The impact of monetary disturbances on stock prices
A key issue in this paper is whether or not stock prices may be predicted based on information obtained by predicting money supply growth. Based on the evidence presented in this paper the conclusion is no. First, there is a strong contemporaneous correlation between money growth and stock price …
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Examining the Low Volatility Anomaly in Stock Prices
… be a poor measure of risk as it relates to the stock market.</p> <p>In addition to beta and returns, this study looked at the fundamental characteristics of each company specifically corporate profitability and balance sheet leverage which are commonly used by investors in assessing the …
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Impacts of stock prices and interest rates on tourism consumption
… service economy in the last decade. Meanwhile, stock markets and interest rates have been playing a more important role in Americans everyday lives. Prior research mainly focused on the economic impact of travel and tourism industry, but there are very few studies regarding how changes in …
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The informational feedback effect of stock prices on corporate disclosure
… use investor information they learn from the stock market when making forward-looking disclosures. Using annual management earnings forecasts from 1996 to 2010, I find that the association between forecast revisions and stock price changes over the revision periods is stronger when there is …
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Time Series Analysis of Stock Prices Using the Box-Jenkins Approach
… the application of the Box-Jenkins approach to stock prices, in particular sampling at different time intervals in order to determine if there is some optimal frame and if there are similarities in autocorrelation patterns of stocks within the same industry.
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Effect of monetary policy rate announcements on stock prices in Zambia
In many countries including Zambia, stock markets are perceived to be crucial for economic development because of the financial intermediary role that they have assumed in the financial system. Stock markets are sensitive to the arrival of new information, especially those that are macroeconomic …
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Effect of Monetary Policy Announcements on Stock Prices in South Africa
… sustainable economic development and growth. The stock market contributes to the growth of vital sectors of the economy and thus ultimately has an impact on the economy of a country. Prior to making investment decisions, investors consider the required rate of return, making stock prices largely …
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The reaction of stock prices to dividend announcement and market efficiency in Namibia
Stock prices are generally found to be very sensitive to specific changes in a number of variables. For instance, information that may be released into the market unexpectedly could cause a reaction in stock prices of firms trading on a stock exchange. This is especially true when such specific …
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Does Investment Horizon Matter? Disentangling the Effect of Institutional Herding on Stock Prices
… herding has a stabilizing effect on stock prices, as stock returns are positively correlated with herding over one- to three-quarter horizons. The literature also shows that short-term institutions are better informed than long-term institutions. Motivated by heterogeneity in the …
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