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 10 of 10 for “"Stocks -- Prices"”.
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Corporate performance measures and stocks' prices returns: the case of Greece, 1992-2001
This study aims first at examining the value relevance of traditional accounting (EPS, ROI, and ROE) and value-based (SVA and EVA®) performance measures, in explaining stock returns’ variation in the Athens Stock Exchange (ASE). Pooled time-series, cross sectional data on 163 Greek companies listed …
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Potential for dairy exports to the UK post-brexit : bilateral partial equilibrium modeling in the presence of trade barriers
… a model that estimates imports, exports, ending stocks, prices, consumption and production for the UK cheese and butter market. Three scenarios are created to consider the estimated effects of Brexit on the UK, US, EU and rest of world dairy industry. Results are then compared to the baseline …
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The Effects of Fundamentals, Speculation, Government Policies, and International Capital Flows on China's Stock Market
… Index over the past 10 years. Comparing the stocks' intrinsic value to their market price can present an aerial view of China's stock market. When the market prices deviated from fundamentals, we can find what government did to respond to the market and lead market opinions.</p> <p>Through …
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Modelling and valuing multivariate interdependencies in financial time series
… of interdependence between stock market prices in the context of several financial applications including: portfolio selection, tests of market efficiency and measuring the extent of integration among national stock markets. In Chapter 2, I note that volatility spillovers (transmissions …
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Empirical Evidence of Pricing Efficiency in Niche Markets
Unique and proprietary data of the illiquid, one-year non cancelable for three month Bermudan swaps (1Y NC 3M swaps) and one-year non callable for three months Bermudan CDs (1Y NC 3M CDs), provides evidence of market efficiency. The 1Y NC 3M swap and 1Y NC 3M CD markets efficiently reflected …
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Optimal Trading Strategies Under Arbitrage
This thesis analyzes models of financial markets that incorporate the possibility of arbitrage opportunities. The first part demonstrates how explicit formulas for optimal trading strategies in terms of minimal required initial capital can be derived in order to replicate a given terminal wealth in …
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Analysis of algorithms to create profitable trades in the stock market
<p>"There are many different strategies to predict the stock market. When selecting a strategy to predict the stock market, that strategy must be robust and be able to handle unexpected events. This paper analyzes algorithms that are based on human psychology instead of just looking for patterns in …
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Earnings management and accounting choices in initial public offerings : Evidence from Indonesia
Information asymmetry about the value of the firm making initial public Offering and the potential investors exists. This thesis investigates whether issuers of initial public affairs (IPOs) use accounting discretion to increase the reported earnings through the choice of accounting methods. …