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 18 of 18 for “"equity index"”.
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Benchmark evaluation of a world gold equity index for index investment
Includes bibliographical references (pages 125-135).
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Can volatility based technical signals capture consistent abnormal equity index returns?
… technical signal approach (CSA) on four stock index implied volatility indices for the aim of day trading the underlying stock indices. The purpose is to determine whether excess returns derived from the use of a combined technical trading strategy are statistically significantly different than …
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Using international diversification to enhance predicted equity index performance: a South African perspective
… international investment strategy using future index price predictions and offsetting predicted price declines by investing in negatively correlated international markets. Therefore, the first objective of this study was to examine the feasibility and accuracy of using a machine learning …
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Adjusted pure-play portfolio REIT equity index : historical performance of public and privacy real estate investment
… However, direct comparison between the two indexes is problematic due to the different characteristics of each market and the lack of historical data for accurate assessment. The primary purpose of this study is to adjust characteristics of commercial REIT assets underlying one portfolio to …
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Doorways to Development: Foreign Direct Investment Policies in Developing Countries
… to foreign investment. Some restrict foreign equity, while others encourage multinational corporations to enter their markets. Because FDI involves outsiders entering national markets and profits, it is very political. FDI can bring economic benefits, such as jobs and new technology, but it …
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Analysis on the KOSPI200 option from the time-series and cross- sectional perspectives
… for 43.4% of the global trading volume in equity index futures and options in 2011. It also accounted for 93.5% of the total trading volume in the Korean derivatives market in 2011. In this thesis, I examine why investors have traded KOSPI200 options so much among various equity index …
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A risk-adjusted performance history of public and private market real estate investment, 1978-1997
… was to create a publicly traded real estate equity index(the "Thesis index") for comparison to the existing National Association of Real Estate Investment Trusts ("NAREIT") equity index in an effort to replicate the returns of the latter. This equity Thesis index is an annual weighted …
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Essays on the applications of distributional scaling in finance: Estimation, forecasting and inference
… intraday and daily returns for exchange rate and equity index data, particularly for shorter in-sample periods and during periods of high return volatility. However, as expected the performance of the method is stronger for return series with distributional scaling properties close to the …
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Modelling Equities with a Stochastic Volatility Jump Diffusion
… implied volatility surfaces from the JSE Top 40 equity index is analysed. Lastly, an evaluation of the model’s delta and vega hedging performance is presented by comparing it to the hedge performance of other commonly used models.
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Fair allocation and trading of surface water rights under the Riparian Doctrine
… of the ProFair program, both in terms of equity and economic efficiency, is compared with four alternative hypothetical regulatory programs which are rooted in three different regulatory principles: the Benefit Maximizing (MaxBen) program, based on the principle of maximizing economic …
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Evolution, performance, persistence and tournament aspects of U.S. closed-end funds
… alphas of more than 1.5% and International Equity CEFs have negative cross-sectional alpha of 2.1%. International Equity CEFs beta values suggest higher sensitivity relative to the CRSP equity index. Tests using data for the common period 1991-95 reveals that all CEFs have positive …
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The South African Volatility Index (SAVI) as a tool for market timing on the Johannesburg Stock Exchange (JSE)
… viability of using the South African Volatility Index (SAVI) as a tool to time equity trades on the Johannesburg Stock Exchange (JSE), and uses technical analysis in the application of selected market timing trading strategies. This study therefore has very real practical relevance to investors …
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Performance determinants of foreign currency bonds issued by JSE-listed companies? An indexation approach
… by a lack of reliable data and a representative index to assess performance. This thesis constructs hard-currency non-Rand denominated corporate bond indices using both traditional and fundamental indexation strategies to critically investigate the performance of the investable opportunity set. …
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Essays in financial economics/
… of firms. I exploit the exogenous change in equity index membership generated by the reconstitution of the Russell indices. Following reconstitution, I show that firms just included in the Russell 1000 index have higher institutional ownership (IO) concentration than those just excluded - …
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Modelling financial volatility using Bayesian and conventional methods
… Our empirical analysis is based on the S&P 500 equity index, SPY index and ten series of stocks data from 2000 to 2010.
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Empirical Analysis of Time-Varying Cross-Border Correlation and Spillover Risk.
… in the variances and covariances of national equity market index daily returns for eleven countries in the Euro currency zone. We modify Colacito, Engle and Ghysel’s Mixed Data Sampling Dynamic Conditional Correlation GARCH (MIDAS-DCC GARCH) model to include a new scalar measure for the degree …
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Building a diverse health professions workforce? Changes in enrollment and completion among underserved populations in grant supported health professions pathways
… et al., 2004). Most of the effort to improve equity in health professions have focused on expanding representation of underserved subgroups in health professions education (Blagg & Blagg, 2008). At the same time, health professions educators are being called on to meet a rapidly growing demand …
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ASSESSMENT OF ACCESSIBILITY, USE BEHAVIOR, AND EQUITY OF PARKS IN A COMPACT CITY: A CASE STUDY IN SINGAPORE
… of park supply within reach by residents, while equity addresses whether there is disparity between park supply and residents’ demand for park services. Most studies have focused on the distributional attributes of park provision in determining accessibility and equity, with the role of …