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 20 for “"price behavior"”.
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Analysis of Staple Food Price Behavior in Western Nigeria
Made available in DSpace on 2014-12-08T23:37:53Z (GMT). No. of bitstreams: 1 7001003.pdf: 16731279 bytes, checksum: 5a4b18c4b2bc13b5344699354b00e4a1 (MD5) Previous issue date: 1969
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Short term price behavior on the commodities futures market,
Massachusetts Institute of Technology, Alfred P. Sloan School of Management. Thesis. 1974. M.S.
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An empirical examination of price behavior on the Hong Kong stock market
This dissertation examines stock price behavior on the Hong Kong stock market in terms of normality of returns and the efficiency of that market. The results reveal that the Hong Kong stock market is efficient, although the degree of efficiency is somewhat different from what has been found for …
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Variation in the Dynamic Response of Housing Markets
… with the first being the estimated fundamental price of housing using a fixed effects estimator. Once the fundamental price of housing is determined an error correction model of housing prices is estimated to evaluate the degrees of serial correlation and mean reversion existing in the sampled …
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International equity markets and market microstructure
… of return, the same characteristics of stock price behavior and similar distributions of daily rates of return.
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Rational Expectations, Supply Effect, and Stock Price Adjustment Process: A Simultaneous Equations System Approach
… single-period equilibrium analysis in which the behavior of security demand, conditional upon a postulated probability distribution of returns, is examined. Thus the model is too restrictive in its omission of multiperiod price behavior, its assumption of exogenously given expected returns, and …
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Accounting variables, stock splits and when-issued trading
… in a consistent manner. Therefore, the stock price behavior around the stock split announcements was examined and the difference in the reaction to announcements of when-issued traded and non-when-issued traded firms was tested for statistical significance. The results indicate that the market …
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An economic study of wheat prices
… the factors to be considered in a study of wheat prices. It seemed advisable to survey the subject rather than concentrate study on a particular phase. Therefore, the material presented herein includes elements beyond the scope of strict wheat price analysis. Consideration has been given to the …
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Three essays in finance
… an alternative explanation for the anomaly of a price gap between two fundamentally identical securities. Strategic arbitrageurs, taking into account their price impact, do not close the price gap. This gap makes investors who trade with the strategic arbitrageur less willing to invest in risky …
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A Regional Approach to Analysis of Food Security Framework and Policies of the Economic Community of West African States (ECOWAS)
… reserve stock management and its impact on price behavior and food security at a regional level.</p> <p>The model allowed for projected increases in population and gross domestic product (GDP). After creating a deterministic base year for 2013, 2018, and 2023, the impact of a production …
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Estimating the rate of technical change in the oil and gas industry using data from private and national companies
Modelling the long term prices for crude oil and natural gas has been a critical undertaking of many governments, companies, and analysts. The most important goal of this exercise is to effectively project the price of crude oil and natural gas to inform and shape today's decisions. Most long-run …
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Three essays on the links between agriculture and energy policies in the U.S.
… and demand. The aim is to examine the biomass price and expenditure effects of domestic biofuel policies. The results indicate that the cellulosic biofuel sub-mandate alone could increase biomass prices by an average of 50% to 100% over the baseline values. Biomass expenditures by sectors …
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Three essays on bubbles in agricultural futures markets
… of speculative influences on recent commodity price booms, with each providing a separate explanation for the booms. All our analyses indicate that speculators may not have been the culprit of recent heightened commodity price volatility as many market analysts have argued. Specifically, in the …
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Partitioning market efficiencies by analyst attention: the case of annual earnings announcements
… manner, the efficiency with which security prices respond to new information. Consistent with this notion is the hypothesis that the securities of firms which are neglected in terms of analyst coverage exhibit price inefficiencies relative to their closely followed counterparts. Two market …
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The aftermarket performance of Chinese a share IPOs
… application method helps to predict the long run price behavior of Chinese A share IPOs. We also find that the choice of listing exchange (Shanghai Stock Exchange or Shenzhen Stock Exchange) for Chinese A share IPOs does not affect their long-run performance, i.e. stock portfolio in both exchanges …
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Three essays on stock returns predictability and trading strategies to exploit it
… strategies designed to exploit "abnormal" price behavior following dividend initiation/resumption and omission announcements of UK firms pass the statistical arbitrage test of Hogan et al. (2004). To mitigate concerns regarding "risky" arbitrage, we also calculate the probability of making …
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Empirical investigation of nonlinear asset pricing kernel with human capital and housing wealth
… and especially important to understand asset price behavior after year 2007, the credit crisis. Housing price growth rate is a very critical indicator for long-term investment, reflecting consumer confidence on the long-term global economy. It can be used to estimate the turning point for the …
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Drivers of photovoltaics cost evolution
… develops cost-riskiness metrics based on the price behavior of metals along two dimensions: average price and price volatility. We first compare a large set of metals using these cost-riskiness metrics. We observe that metals obtained as byproducts have higher risk than major metals. We then …
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Investors' horizon and stock prices
… 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 relation …
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Electricity Markets Price Risk, Pollution, and Policies
… the importance of ramping cost to electricity price volatility. High price volatility has plagued electricity market participants for decades and is increasingly important in the context of growing intermittent renewables. Although electricity market price behavior generally has been well …