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 166 for “"stock markets"”.
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Market Efficiency of African Stock Markets
… to about $54 billion in 2015. Investing on the stock markets is one of such investment opportunities. Stock markets in Africa have realised growth in market capitalization, membership, value and volume traded due to an increase in investments. This level of growth in African stock markets has …
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Impact of investors' mood on European stock markets
… investigates into relationship of mood and stock markets. As proxies for mood we selected Daylight Savings Time changes, Lunar cycles and football results. Any abnormal returns on related days would present a challenge for Efficient Markets Hypothesis. We examine stock returns on …
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Profitability of Trading Rules in MENA Stock Markets
… trading rules have been used in financial markets in order to examine their ability to yield a superior return. In the early empirical literature, a body of studies showed that trading rules do not outperform a simple buy and hold strategy. However, more recent research finds evidence that …
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Special events and their impacts on stock markets
… whether a special event will have an impact on stock market returns. Shanghai Composite Index, S&P 500, and CAC 40 are used as representation of the Chinese, U.S., and French stock markets. The author makes a hypothesis of the correlation between political influence and equity market returns. …
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The dynamic relationship between commercial real estate and stock markets
… between commercial real estate and common stock markets in Singapore context: market integration, causal relationship, and long-run and short-run relationships in the context of macroeconomy. Linear and nonlinear, parametric and nonparametric testing methodologies were adopted to test for …
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The characterisation of international stock markets using signal processing techniques.
… of most investors, therefore, is to predict the stock market return and the volatility, (a measure of investment nsk) and this requires an understanding of stock market behaviour. In this research, diierent techniques, both previously existing and newly developed here (and associated specifically …
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Essays on the Role of Informed Trading in Stock Markets
… investors require a price discount to hold the stock because they perceive a new information uncertainty risk when short-sale constraints are binding and informed trading is absent. Stock prices become less informative when short-sale constraints keep informed investors out of the market. The …
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Valuing the premium in Chinese stock markets using exchange options
This paper examines the stock prices of Chinese companies dual-listed in the A and H share markets between January 2006 and March 2008. While most previous studies have concluded that the A share market does not have significant exposure to the Hong Kong market, I find that following the …
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Financial integration of stock markets in the Gulf Cooperation Council countries
… level of integration that exists among the GCC stock markets and between GCC stock markets and major international markets. The research defines market integration in terms of co-movement of stock prices. Markets are considered to be integrated if national stock prices share a common long-run …
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Are there benefits to diversification across the largest African stock markets?
… examines the co-movements of selected African stock exchanges, including Nigeria, Morocco, Egypt and South Africa, as well as the USA, in local currency and in USDt erms, for the period January 2004 to June 2014. The study sheds light on African market cointegration before, during, and post the …
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African stock markets: empirics of development, integration, efficiency and investor herd behaviour
Africa’s stock markets are as diverse as the 53 economies that constitute the continent. Stock markets in Africa have been described as being less developed, inefficient and isolated or segmented from the rest of the world. However, these views are not entirely accurate in the light of the current …
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Testing the profitability of technical analysis in Singapore and Malaysian stock markets
… method of looking at the history of price of a stock to deduce the probable future trend in its return. Being primarily visual, this technique of analysis is difficult to quantify as there are numerous definitions mentioned in the literature. Choosing one over the other might lead to …
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Shifts in Political Environment and Industry Momentum: Evidence from Global Stock Markets
… can explain industry momentum profits in global stock markets. In the U.S., Canada and Australia, I find that the politically consistent momentum strategy, which takes a long position in industries that are both winners and politically favored and a short position in industries that are both …
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Sectoral dynamics of financial co-integration between BRICS and developed stock markets
… India China and South Africa) and developed stock markets, represented by Germany, Japan, the UK and the US, during the four phases of the Global Financial Crisis (GFC), the three phases of the European Sovereign Debt Crisis (ESDC) and the UK Brexit crisis. The sample includes daily sectoral …
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The Consequences of Euronext integration on the French, Belgian and Dutch stock markets.
… 22 September 2000, the French, Belgian and Dutch stock exchanges merged and formed the Euronext N.V., the first pan-European ex change. The creation of Euronext was a response to changes in the political and econ omic environment in Europe. The benefits to market participants are easier access t o …
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The impact of macroeconomic variables on the performance of selected African stock markets
… variables on the performance of African stock markets, focusing on Egypt, Mauritius, and South Africa during the period 2009– 2019. This dissertation employed the multiple linear regression model and the Granger causality test to ascertain the impact of these factors. For each country, …
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