Advanced search options

Advanced Search Options 🞨

Browse by author name (“Author name starts with…”).

Find ETDs with:

in
/  
in
/  
in
/  
in

Written in Published in Earliest date Latest date

Sorted by

Results per page:

Sorted by: relevance · author · university · dateNew search

You searched for subject:( Cyclical performance). Showing records 1 – 3 of 3 total matches.

Search Limiters

Last 2 Years | English Only

No search limiters apply to these results.

▼ Search Limiters


Massey University

1. Stangl, Jeffrey Scott. An empirical examination of industry returns for evidence of cyclical performance : a thesis presented in partial fulfillment of the requirements for the degree Doctor of Philosophy at School of Economics and Finance, Massey University, Albany .

Degree: 2012, Massey University

This dissertation provides three empirical studies of industry performance related to different financial market cycles. Popular belief holds that industries provide systematic cyclical performance. Such systematic performance would present a challenge to basic assumptions of market efficiency. The three industry cycles investigated are sentiment cycles, political cycles, and business cycles. The first study investigates the interaction between three popular investor-sentiment measures and industry performance. Investor sentiment has a widespread and systematic effect on industry performance. Similar to prior market studies, investor sentiment predicts short-term industry mispricing. Predictable long-term industry reversals are weaker. Moreover, the effect of investor sentiment is widespread, with limited evidence of cross-sectional industry differences. Unlike prior market studies, there is no evidence of a relationship between investor sentiment and industry characteristics that serve as a proxy for valuation uncertainty. Lastly, an industry rotation strategy based on investor sentiment generates marginal outperformance, which turnover and transaction costs would consume. Results generally show that investor sentiment has a market-wide effect, questioning its usefulness in timing industry investments. The second study examines industry returns for presidential election cycles. Risk adjusted industry returns provide no evidence of political cycles previously documented in the U.S. stock market. In spite of the existence of market-wide effects, realized industry returns exhibit neither systematic nor persistent outperformance related to a president’s political affiliation or the year of a president’s term. Expected industry performance is equally unaffected by political cycles, exhibiting no systematic response to presidential elections and indicating that the market does not systematically price a president’s political affiliation in industry returns. The study’s results question the popular belief that certain industries systematically perform better under Democrats or Republicans and provide evidence that political cycles are solely a market-wide phenomenon best explained at a macroeconomic level. The third study investigates industry returns for systematic business-cycle performance. Popular guidance holds that sectors/industries provide systematic performance and that business-cycle rotation strategies generate excess market performance. The study tests these two fundamental assumptions of popular rotation strategies. Initially, the study assumes investors can perfectly anticipate business cycles and implement conventional sector rotation. However, there is no evidence of systematic sector performance where popular belief anticipates it will occur. At best, conventional sector rotation generates 2.3 percent annual excess returns. This performance quickly diminishes after an allowance for transaction costs and incorrectly timing business cycles. An examination of all sectors…

Subjects/Keywords: Industry performance; Cyclical performance; Market efficiency; Sentiment cycles; Political cycles; Business cycles; Stock price forecasting

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Stangl, J. S. (2012). An empirical examination of industry returns for evidence of cyclical performance : a thesis presented in partial fulfillment of the requirements for the degree Doctor of Philosophy at School of Economics and Finance, Massey University, Albany . (Thesis). Massey University. Retrieved from http://hdl.handle.net/10179/3268

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Stangl, Jeffrey Scott. “An empirical examination of industry returns for evidence of cyclical performance : a thesis presented in partial fulfillment of the requirements for the degree Doctor of Philosophy at School of Economics and Finance, Massey University, Albany .” 2012. Thesis, Massey University. Accessed April 13, 2021. http://hdl.handle.net/10179/3268.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Stangl, Jeffrey Scott. “An empirical examination of industry returns for evidence of cyclical performance : a thesis presented in partial fulfillment of the requirements for the degree Doctor of Philosophy at School of Economics and Finance, Massey University, Albany .” 2012. Web. 13 Apr 2021.

Vancouver:

Stangl JS. An empirical examination of industry returns for evidence of cyclical performance : a thesis presented in partial fulfillment of the requirements for the degree Doctor of Philosophy at School of Economics and Finance, Massey University, Albany . [Internet] [Thesis]. Massey University; 2012. [cited 2021 Apr 13]. Available from: http://hdl.handle.net/10179/3268.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Stangl JS. An empirical examination of industry returns for evidence of cyclical performance : a thesis presented in partial fulfillment of the requirements for the degree Doctor of Philosophy at School of Economics and Finance, Massey University, Albany . [Thesis]. Massey University; 2012. Available from: http://hdl.handle.net/10179/3268

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of South Africa

2. Trapani, Alex. Bruce Nauman : the true artist is an absurd fountain .

Degree: 2017, University of South Africa

The work of Bruce Nauman can be understood as an enquiry into the absurd. His work is a critique of art, the artist and society, and is in part viewed as a mediation of stereotypical ‘truth’. The absurd is defined and analysed to elucidate the nature of art and human behaviour by means of literary comparison, in particular of Camus, Sartre and Wittgenstein. This research focusses on Nauman’s subversive performance- based work and analyses how he simulates a particular work of Duchamp. I propose that Nauman espouses human activity into the functionality of objects, such as fountains. My artworks expand on Nauman’s interrogation of the concept of a ‘true artist’ by embodying an absurd fountain as a Sisyphean construct. In contextualising my work in relation to incessant duty, insecurity and double negatives, I offer a regenerative vigour against idolisation of success through contemplation of the artist’s doubt and the absurd. Advisors/Committee Members: Miller, Gwenneth (advisor), De Villiers, Cecilia Helene (advisor).

Subjects/Keywords: Absurd; Conceptual art; Cyclical; Dialetheism; Existentialism; Fountains; Human body; Performance; Subversion; Truth

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Trapani, A. (2017). Bruce Nauman : the true artist is an absurd fountain . (Masters Thesis). University of South Africa. Retrieved from http://hdl.handle.net/10500/23276

Chicago Manual of Style (16th Edition):

Trapani, Alex. “Bruce Nauman : the true artist is an absurd fountain .” 2017. Masters Thesis, University of South Africa. Accessed April 13, 2021. http://hdl.handle.net/10500/23276.

MLA Handbook (7th Edition):

Trapani, Alex. “Bruce Nauman : the true artist is an absurd fountain .” 2017. Web. 13 Apr 2021.

Vancouver:

Trapani A. Bruce Nauman : the true artist is an absurd fountain . [Internet] [Masters thesis]. University of South Africa; 2017. [cited 2021 Apr 13]. Available from: http://hdl.handle.net/10500/23276.

Council of Science Editors:

Trapani A. Bruce Nauman : the true artist is an absurd fountain . [Masters Thesis]. University of South Africa; 2017. Available from: http://hdl.handle.net/10500/23276

3. David, Aydin. Aktiekursutveckling i samband med införandet av amorteringskraven : En kvantitativ studie om bostadsfastighetsbolagens aktiekurser.

Degree: Business Studies, 2019, Södertörn University

Purpose: The purpose of this thesis intends to examine returns of residential real estate companies and if their share price has developed in connection with implementations of amortizations. Method: The study has issued from a quantitative research method where historical data have been collected for share prices and returns for all residential real estate companies. The study included 15 residential real estate companies. The research was delimited to listed residential real estate companies during the period 2014-06-01 to 2019-10-01. Conclusion: The results of the study have shown a development in the residential real estate companies share prices after the implementation of amortizations. The result has not shown a connection between the residential real estate companies share prices and different cyclical cycles.

Syfte: Syftet med studien var att studera bostadsfastighetsbolagens avkastning samt om deras aktiekurser har utvecklats i samband med införandet av amorteringskraven. Metod: Studien har utgått ifrån en kvantitativ forskningsansats där det samlats in historisk data för aktiekurser samt avkastning för samtliga bostadsfastighetsbolag. Undersökningen omfattade 15 bostadsfastighetsbolag. Studien avgränsades till börsnoterade bostadsfastighetsbolag under tidsintervallet 2014-06-01 till 2019-10-01. Slutsats: Resultatet i studien har visat en förändring i bostadsfastighetsbolagens aktiekurser efter införandet av amorteringskraven. Resultatet har inte visat ett samband mellan bostadsfastighetsbolagens aktiekurser och olika konjunkturlägen.

Subjects/Keywords: Share performance; amortization; returns; residential real estate companies; cyclical cycles; Aktiekursutveckling; amorteringskrav; avkastning; bostadsfastighetsbolag; konjunkturlägen; Business Administration; Företagsekonomi

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

David, A. (2019). Aktiekursutveckling i samband med införandet av amorteringskraven : En kvantitativ studie om bostadsfastighetsbolagens aktiekurser. (Thesis). Södertörn University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:sh:diva-40312

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

David, Aydin. “Aktiekursutveckling i samband med införandet av amorteringskraven : En kvantitativ studie om bostadsfastighetsbolagens aktiekurser.” 2019. Thesis, Södertörn University. Accessed April 13, 2021. http://urn.kb.se/resolve?urn=urn:nbn:se:sh:diva-40312.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

David, Aydin. “Aktiekursutveckling i samband med införandet av amorteringskraven : En kvantitativ studie om bostadsfastighetsbolagens aktiekurser.” 2019. Web. 13 Apr 2021.

Vancouver:

David A. Aktiekursutveckling i samband med införandet av amorteringskraven : En kvantitativ studie om bostadsfastighetsbolagens aktiekurser. [Internet] [Thesis]. Södertörn University; 2019. [cited 2021 Apr 13]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:sh:diva-40312.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

David A. Aktiekursutveckling i samband med införandet av amorteringskraven : En kvantitativ studie om bostadsfastighetsbolagens aktiekurser. [Thesis]. Södertörn University; 2019. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:sh:diva-40312

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

.