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You searched for subject:( Efficient market hypothesis EMH ). Showing records 1 – 30 of 14097 total matches.

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California State Polytechnic University – Pomona

1. Alhamdan, Nora. The Efficient Market Hypothesis.

Degree: MS, Economics, 2014, California State Polytechnic University – Pomona

 The paper attempts testing the random walk hypothesis, which the strong form of the Efficient Market Hypothesis. The theory suggests that stocks prices at any… (more)

Subjects/Keywords: efficient market hypothesis (EMH)

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APA (6th Edition):

Alhamdan, N. (2014). The Efficient Market Hypothesis. (Masters Thesis). California State Polytechnic University – Pomona. Retrieved from http://hdl.handle.net/10211.3/123896

Chicago Manual of Style (16th Edition):

Alhamdan, Nora. “The Efficient Market Hypothesis.” 2014. Masters Thesis, California State Polytechnic University – Pomona. Accessed January 17, 2020. http://hdl.handle.net/10211.3/123896.

MLA Handbook (7th Edition):

Alhamdan, Nora. “The Efficient Market Hypothesis.” 2014. Web. 17 Jan 2020.

Vancouver:

Alhamdan N. The Efficient Market Hypothesis. [Internet] [Masters thesis]. California State Polytechnic University – Pomona; 2014. [cited 2020 Jan 17]. Available from: http://hdl.handle.net/10211.3/123896.

Council of Science Editors:

Alhamdan N. The Efficient Market Hypothesis. [Masters Thesis]. California State Polytechnic University – Pomona; 2014. Available from: http://hdl.handle.net/10211.3/123896


University of Pretoria

2. Kruger, Thomas Stephanus. The impact of sponsorship announcements on share prices in South Africa.

Degree: Gordon Institute of Business Science (GIBS), 2012, University of Pretoria

 Much has been written, by academics, about the impact sponsorship announcements have on the share price performance of sponsoring firms. The objective of this study… (more)

Subjects/Keywords: UCTD; Efficient market hypothesis; Behavioural finance; Share price; Sponsorship; Efficient market hypothesis (emh)

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APA (6th Edition):

Kruger, T. S. (2012). The impact of sponsorship announcements on share prices in South Africa. (Masters Thesis). University of Pretoria. Retrieved from http://hdl.handle.net/2263/26289

Chicago Manual of Style (16th Edition):

Kruger, Thomas Stephanus. “The impact of sponsorship announcements on share prices in South Africa.” 2012. Masters Thesis, University of Pretoria. Accessed January 17, 2020. http://hdl.handle.net/2263/26289.

MLA Handbook (7th Edition):

Kruger, Thomas Stephanus. “The impact of sponsorship announcements on share prices in South Africa.” 2012. Web. 17 Jan 2020.

Vancouver:

Kruger TS. The impact of sponsorship announcements on share prices in South Africa. [Internet] [Masters thesis]. University of Pretoria; 2012. [cited 2020 Jan 17]. Available from: http://hdl.handle.net/2263/26289.

Council of Science Editors:

Kruger TS. The impact of sponsorship announcements on share prices in South Africa. [Masters Thesis]. University of Pretoria; 2012. Available from: http://hdl.handle.net/2263/26289


University of Pretoria

3. [No author]. The impact of sponsorship announcements on share prices in South Africa .

Degree: 2012, University of Pretoria

 Much has been written, by academics, about the impact sponsorship announcements have on the share price performance of sponsoring firms. The objective of this study… (more)

Subjects/Keywords: UCTD; Efficient market hypothesis; Behavioural finance; Share price; Sponsorship; Efficient market hypothesis (emh)

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APA (6th Edition):

author], [. (2012). The impact of sponsorship announcements on share prices in South Africa . (Masters Thesis). University of Pretoria. Retrieved from http://upetd.up.ac.za/thesis/available/etd-07142012-193550/

Chicago Manual of Style (16th Edition):

author], [No. “The impact of sponsorship announcements on share prices in South Africa .” 2012. Masters Thesis, University of Pretoria. Accessed January 17, 2020. http://upetd.up.ac.za/thesis/available/etd-07142012-193550/.

MLA Handbook (7th Edition):

author], [No. “The impact of sponsorship announcements on share prices in South Africa .” 2012. Web. 17 Jan 2020.

Vancouver:

author] [. The impact of sponsorship announcements on share prices in South Africa . [Internet] [Masters thesis]. University of Pretoria; 2012. [cited 2020 Jan 17]. Available from: http://upetd.up.ac.za/thesis/available/etd-07142012-193550/.

Council of Science Editors:

author] [. The impact of sponsorship announcements on share prices in South Africa . [Masters Thesis]. University of Pretoria; 2012. Available from: http://upetd.up.ac.za/thesis/available/etd-07142012-193550/


University of Pretoria

4. Van de Vyver, Riaan. Stock repurchases by real estate investment trusts : investors’ reactions and the impact on share price performance.

Degree: Gordon Institute of Business Science (GIBS), 2012, University of Pretoria

 This study examined the impact of open-market stock repurchases by Real Estate Investment Trusts (REITs) on the share price of the featured company. Two aspects… (more)

Subjects/Keywords: UCTD; Behavioural finance; Share price; Market signalling; Efficient market hypothesis (emh)

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APA (6th Edition):

Van de Vyver, R. (2012). Stock repurchases by real estate investment trusts : investors’ reactions and the impact on share price performance. (Masters Thesis). University of Pretoria. Retrieved from http://hdl.handle.net/2263/27169

Chicago Manual of Style (16th Edition):

Van de Vyver, Riaan. “Stock repurchases by real estate investment trusts : investors’ reactions and the impact on share price performance.” 2012. Masters Thesis, University of Pretoria. Accessed January 17, 2020. http://hdl.handle.net/2263/27169.

MLA Handbook (7th Edition):

Van de Vyver, Riaan. “Stock repurchases by real estate investment trusts : investors’ reactions and the impact on share price performance.” 2012. Web. 17 Jan 2020.

Vancouver:

Van de Vyver R. Stock repurchases by real estate investment trusts : investors’ reactions and the impact on share price performance. [Internet] [Masters thesis]. University of Pretoria; 2012. [cited 2020 Jan 17]. Available from: http://hdl.handle.net/2263/27169.

Council of Science Editors:

Van de Vyver R. Stock repurchases by real estate investment trusts : investors’ reactions and the impact on share price performance. [Masters Thesis]. University of Pretoria; 2012. Available from: http://hdl.handle.net/2263/27169


University of Pretoria

5. [No author]. Stock repurchases by real estate investment trusts : investors’ reactions and the impact on share price performance .

Degree: 2012, University of Pretoria

 This study examined the impact of open-market stock repurchases by Real Estate Investment Trusts (REITs) on the share price of the featured company. Two aspects… (more)

Subjects/Keywords: UCTD; Behavioural finance; Share price; Market signalling; Efficient market hypothesis (emh)

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

APA (6th Edition):

author], [. (2012). Stock repurchases by real estate investment trusts : investors’ reactions and the impact on share price performance . (Masters Thesis). University of Pretoria. Retrieved from http://upetd.up.ac.za/thesis/available/etd-08112012-175307/

Chicago Manual of Style (16th Edition):

author], [No. “Stock repurchases by real estate investment trusts : investors’ reactions and the impact on share price performance .” 2012. Masters Thesis, University of Pretoria. Accessed January 17, 2020. http://upetd.up.ac.za/thesis/available/etd-08112012-175307/.

MLA Handbook (7th Edition):

author], [No. “Stock repurchases by real estate investment trusts : investors’ reactions and the impact on share price performance .” 2012. Web. 17 Jan 2020.

Vancouver:

author] [. Stock repurchases by real estate investment trusts : investors’ reactions and the impact on share price performance . [Internet] [Masters thesis]. University of Pretoria; 2012. [cited 2020 Jan 17]. Available from: http://upetd.up.ac.za/thesis/available/etd-08112012-175307/.

Council of Science Editors:

author] [. Stock repurchases by real estate investment trusts : investors’ reactions and the impact on share price performance . [Masters Thesis]. University of Pretoria; 2012. Available from: http://upetd.up.ac.za/thesis/available/etd-08112012-175307/


Université Catholique de Louvain

6. Musasa Mbalaka, Ervin. ECONOMIC BUBBLE: IS THE STOCK MARKET TOO VOLATILE TO BE REGARDED AS EFFICIENT?.

Degree: 2018, Université Catholique de Louvain

The thesis focuses on the speculative bubble and its representation in the stock market through excessive volatility. We review the literature regarding the efficient market(more)

Subjects/Keywords: market volatility; EMH; Variance-bound; Shiller; Efficient market hypothesis; Present value model; Speculative bubble; Bubble

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APA (6th Edition):

Musasa Mbalaka, E. (2018). ECONOMIC BUBBLE: IS THE STOCK MARKET TOO VOLATILE TO BE REGARDED AS EFFICIENT?. (Thesis). Université Catholique de Louvain. Retrieved from http://hdl.handle.net/2078.1/thesis:13374

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):

Musasa Mbalaka, Ervin. “ECONOMIC BUBBLE: IS THE STOCK MARKET TOO VOLATILE TO BE REGARDED AS EFFICIENT?.” 2018. Thesis, Université Catholique de Louvain. Accessed January 17, 2020. http://hdl.handle.net/2078.1/thesis:13374.

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

MLA Handbook (7th Edition):

Musasa Mbalaka, Ervin. “ECONOMIC BUBBLE: IS THE STOCK MARKET TOO VOLATILE TO BE REGARDED AS EFFICIENT?.” 2018. Web. 17 Jan 2020.

Vancouver:

Musasa Mbalaka E. ECONOMIC BUBBLE: IS THE STOCK MARKET TOO VOLATILE TO BE REGARDED AS EFFICIENT?. [Internet] [Thesis]. Université Catholique de Louvain; 2018. [cited 2020 Jan 17]. Available from: http://hdl.handle.net/2078.1/thesis:13374.

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

Council of Science Editors:

Musasa Mbalaka E. ECONOMIC BUBBLE: IS THE STOCK MARKET TOO VOLATILE TO BE REGARDED AS EFFICIENT?. [Thesis]. Université Catholique de Louvain; 2018. Available from: http://hdl.handle.net/2078.1/thesis:13374

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


University of the Western Cape

7. Engel, Joswil Scott. Application of fundamental indexation for South African equities .

Degree: 2014, University of the Western Cape

 The primary objectives of this research are to determine whether indices constructed from fundamental attributes of ALSI constituents outperform indices weighted by market capitalisations; and… (more)

Subjects/Keywords: Fundamental indexation; Efficient market hypothesis (EMH); Asset pricing; Investor overreaction; Value effect; Size effect; Asset allocation; Rebalancing

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APA (6th Edition):

Engel, J. S. (2014). Application of fundamental indexation for South African equities . (Thesis). University of the Western Cape. Retrieved from http://hdl.handle.net/11394/3906

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):

Engel, Joswil Scott. “Application of fundamental indexation for South African equities .” 2014. Thesis, University of the Western Cape. Accessed January 17, 2020. http://hdl.handle.net/11394/3906.

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

MLA Handbook (7th Edition):

Engel, Joswil Scott. “Application of fundamental indexation for South African equities .” 2014. Web. 17 Jan 2020.

Vancouver:

Engel JS. Application of fundamental indexation for South African equities . [Internet] [Thesis]. University of the Western Cape; 2014. [cited 2020 Jan 17]. Available from: http://hdl.handle.net/11394/3906.

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

Council of Science Editors:

Engel JS. Application of fundamental indexation for South African equities . [Thesis]. University of the Western Cape; 2014. Available from: http://hdl.handle.net/11394/3906

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

8. Glener de Almeida Dourado. Teste da hipótese de mercados adaptativos para o Brasil.

Degree: 2013, Universidade Católica de Brasilia

Esta dissertação tem como objetivo analisar a eficiência do mercado de ações brasileiro utilizando dados diários do Índice da Bolsa de São Paulo (Ibovespa), de… (more)

Subjects/Keywords: economia; bolsa de valores; finanças; ações; ECONOMIA; efficient market hypothesis (EMH); adaptive markets hypothesis; stock returns; predictability; martingale; automatic variance ratio; generalized spectral form; volatility; brazil; ibovespa; ECONOMIA

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APA (6th Edition):

Dourado, G. d. A. (2013). Teste da hipótese de mercados adaptativos para o Brasil. (Masters Thesis). Universidade Católica de Brasilia. Retrieved from http://www.bdtd.ucb.br/tede/tde_busca/arquivo.php?codArquivo=1784

Chicago Manual of Style (16th Edition):

Dourado, Glener de Almeida. “Teste da hipótese de mercados adaptativos para o Brasil.” 2013. Masters Thesis, Universidade Católica de Brasilia. Accessed January 17, 2020. http://www.bdtd.ucb.br/tede/tde_busca/arquivo.php?codArquivo=1784.

MLA Handbook (7th Edition):

Dourado, Glener de Almeida. “Teste da hipótese de mercados adaptativos para o Brasil.” 2013. Web. 17 Jan 2020.

Vancouver:

Dourado GdA. Teste da hipótese de mercados adaptativos para o Brasil. [Internet] [Masters thesis]. Universidade Católica de Brasilia; 2013. [cited 2020 Jan 17]. Available from: http://www.bdtd.ucb.br/tede/tde_busca/arquivo.php?codArquivo=1784.

Council of Science Editors:

Dourado GdA. Teste da hipótese de mercados adaptativos para o Brasil. [Masters Thesis]. Universidade Católica de Brasilia; 2013. Available from: http://www.bdtd.ucb.br/tede/tde_busca/arquivo.php?codArquivo=1784


California State University – San Bernardino

9. Monte, Brent M. Chaos and the stock market.

Degree: MAin Mathematics, Mathematics, 1994, California State University – San Bernardino

Subjects/Keywords: Stock exchanges  – United States; Chaotic behavior in systems; Efficient market theory; Efficient Market Hypothesis (EMH); Chaos theory; Applied Mathematics

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APA (6th Edition):

Monte, B. M. (1994). Chaos and the stock market. (Thesis). California State University – San Bernardino. Retrieved from http://scholarworks.lib.csusb.edu/etd-project/860

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):

Monte, Brent M. “Chaos and the stock market.” 1994. Thesis, California State University – San Bernardino. Accessed January 17, 2020. http://scholarworks.lib.csusb.edu/etd-project/860.

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

MLA Handbook (7th Edition):

Monte, Brent M. “Chaos and the stock market.” 1994. Web. 17 Jan 2020.

Vancouver:

Monte BM. Chaos and the stock market. [Internet] [Thesis]. California State University – San Bernardino; 1994. [cited 2020 Jan 17]. Available from: http://scholarworks.lib.csusb.edu/etd-project/860.

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

Council of Science Editors:

Monte BM. Chaos and the stock market. [Thesis]. California State University – San Bernardino; 1994. Available from: http://scholarworks.lib.csusb.edu/etd-project/860

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


University of Edinburgh

10. Coelho, Luis. Market reaction to bad news : the case of bankruptcy filings.

Degree: PhD, 2008, University of Edinburgh

 Finance scholars disagree on how real world financial markets work. On the one hand, efficient market hypothesis (EMH) advocates claim that arbitrage ensures that market(more)

Subjects/Keywords: 332; Finance; Accounting; Business; efficient market hypothesis

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APA (6th Edition):

Coelho, L. (2008). Market reaction to bad news : the case of bankruptcy filings. (Doctoral Dissertation). University of Edinburgh. Retrieved from http://hdl.handle.net/1842/3239

Chicago Manual of Style (16th Edition):

Coelho, Luis. “Market reaction to bad news : the case of bankruptcy filings.” 2008. Doctoral Dissertation, University of Edinburgh. Accessed January 17, 2020. http://hdl.handle.net/1842/3239.

MLA Handbook (7th Edition):

Coelho, Luis. “Market reaction to bad news : the case of bankruptcy filings.” 2008. Web. 17 Jan 2020.

Vancouver:

Coelho L. Market reaction to bad news : the case of bankruptcy filings. [Internet] [Doctoral dissertation]. University of Edinburgh; 2008. [cited 2020 Jan 17]. Available from: http://hdl.handle.net/1842/3239.

Council of Science Editors:

Coelho L. Market reaction to bad news : the case of bankruptcy filings. [Doctoral Dissertation]. University of Edinburgh; 2008. Available from: http://hdl.handle.net/1842/3239


University of Georgia

11. Gargiulo, Carla Natalia. Comparison of New Zealand and United States securities markets through the looking glass of the Efficienct Market Hypothesis: aspects of their systems of disclosure according to the Efficient Market Hypothesis.

Degree: LLM, Law, 2004, University of Georgia

 In the United States the Efficient Market Hypothesis has dictated academic debate on securities law, particularly in the consideration of the regulatory system of mandatory… (more)

Subjects/Keywords: Efficient Market Hypothesis

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APA (6th Edition):

Gargiulo, C. N. (2004). Comparison of New Zealand and United States securities markets through the looking glass of the Efficienct Market Hypothesis: aspects of their systems of disclosure according to the Efficient Market Hypothesis. (Thesis). University of Georgia. Retrieved from http://purl.galileo.usg.edu/uga_etd/gargiulo_carla_n_200405_llm

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):

Gargiulo, Carla Natalia. “Comparison of New Zealand and United States securities markets through the looking glass of the Efficienct Market Hypothesis: aspects of their systems of disclosure according to the Efficient Market Hypothesis.” 2004. Thesis, University of Georgia. Accessed January 17, 2020. http://purl.galileo.usg.edu/uga_etd/gargiulo_carla_n_200405_llm.

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

MLA Handbook (7th Edition):

Gargiulo, Carla Natalia. “Comparison of New Zealand and United States securities markets through the looking glass of the Efficienct Market Hypothesis: aspects of their systems of disclosure according to the Efficient Market Hypothesis.” 2004. Web. 17 Jan 2020.

Vancouver:

Gargiulo CN. Comparison of New Zealand and United States securities markets through the looking glass of the Efficienct Market Hypothesis: aspects of their systems of disclosure according to the Efficient Market Hypothesis. [Internet] [Thesis]. University of Georgia; 2004. [cited 2020 Jan 17]. Available from: http://purl.galileo.usg.edu/uga_etd/gargiulo_carla_n_200405_llm.

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

Council of Science Editors:

Gargiulo CN. Comparison of New Zealand and United States securities markets through the looking glass of the Efficienct Market Hypothesis: aspects of their systems of disclosure according to the Efficient Market Hypothesis. [Thesis]. University of Georgia; 2004. Available from: http://purl.galileo.usg.edu/uga_etd/gargiulo_carla_n_200405_llm

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

12. Johansson, Christoffer. Sorting out a Profitable Strategy from IPO's : A quantitative study about underpricing and different Buy-and-Hold strategies for IPO's on the Swedish Stock Exchange.

Degree: Economics, 2016, Umeå University

  An alternative way to invest on the stock market is to invest in IPO’s. An IPO (InitialPublic Offering) is the first time a company… (more)

Subjects/Keywords: IPO; underpricing; underperformance; efficient market hypothesis; volatility

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APA (6th Edition):

Johansson, C. (2016). Sorting out a Profitable Strategy from IPO's : A quantitative study about underpricing and different Buy-and-Hold strategies for IPO's on the Swedish Stock Exchange. (Thesis). Umeå University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-122853

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):

Johansson, Christoffer. “Sorting out a Profitable Strategy from IPO's : A quantitative study about underpricing and different Buy-and-Hold strategies for IPO's on the Swedish Stock Exchange.” 2016. Thesis, Umeå University. Accessed January 17, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-122853.

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

MLA Handbook (7th Edition):

Johansson, Christoffer. “Sorting out a Profitable Strategy from IPO's : A quantitative study about underpricing and different Buy-and-Hold strategies for IPO's on the Swedish Stock Exchange.” 2016. Web. 17 Jan 2020.

Vancouver:

Johansson C. Sorting out a Profitable Strategy from IPO's : A quantitative study about underpricing and different Buy-and-Hold strategies for IPO's on the Swedish Stock Exchange. [Internet] [Thesis]. Umeå University; 2016. [cited 2020 Jan 17]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-122853.

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

Council of Science Editors:

Johansson C. Sorting out a Profitable Strategy from IPO's : A quantitative study about underpricing and different Buy-and-Hold strategies for IPO's on the Swedish Stock Exchange. [Thesis]. Umeå University; 2016. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-122853

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

13. Jiang, Patrick. Value Investment Strategy : Robustness test and application of Piotroski’s model in 4 different markets.

Degree: Umeå School of Business and Economics (USBE), 2012, Umeå University

  Background A common goal for many investors is to beat the market. However, only a few are able to do so consistently over a… (more)

Subjects/Keywords: Piotroski; Value Investment; Efficient market Hypothesis

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APA (6th Edition):

Jiang, P. (2012). Value Investment Strategy : Robustness test and application of Piotroski’s model in 4 different markets. (Thesis). Umeå University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-52470

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):

Jiang, Patrick. “Value Investment Strategy : Robustness test and application of Piotroski’s model in 4 different markets.” 2012. Thesis, Umeå University. Accessed January 17, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-52470.

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

MLA Handbook (7th Edition):

Jiang, Patrick. “Value Investment Strategy : Robustness test and application of Piotroski’s model in 4 different markets.” 2012. Web. 17 Jan 2020.

Vancouver:

Jiang P. Value Investment Strategy : Robustness test and application of Piotroski’s model in 4 different markets. [Internet] [Thesis]. Umeå University; 2012. [cited 2020 Jan 17]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-52470.

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

Council of Science Editors:

Jiang P. Value Investment Strategy : Robustness test and application of Piotroski’s model in 4 different markets. [Thesis]. Umeå University; 2012. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-52470

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


University of Otago

14. Hagan, Andrew. The news-stock price relationship in New Zealand .

Degree: 2011, University of Otago

 This article examines the news-stock price hypothesis by assessing whether large 10-minute returns in the NZSX10 gross index are preceded or accompanied by information arrival… (more)

Subjects/Keywords: news-stock price hypothesis; NZSX10; efficient markets hypothesis; overseas market returns

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APA (6th Edition):

Hagan, A. (2011). The news-stock price relationship in New Zealand . (Masters Thesis). University of Otago. Retrieved from http://hdl.handle.net/10523/1420

Chicago Manual of Style (16th Edition):

Hagan, Andrew. “The news-stock price relationship in New Zealand .” 2011. Masters Thesis, University of Otago. Accessed January 17, 2020. http://hdl.handle.net/10523/1420.

MLA Handbook (7th Edition):

Hagan, Andrew. “The news-stock price relationship in New Zealand .” 2011. Web. 17 Jan 2020.

Vancouver:

Hagan A. The news-stock price relationship in New Zealand . [Internet] [Masters thesis]. University of Otago; 2011. [cited 2020 Jan 17]. Available from: http://hdl.handle.net/10523/1420.

Council of Science Editors:

Hagan A. The news-stock price relationship in New Zealand . [Masters Thesis]. University of Otago; 2011. Available from: http://hdl.handle.net/10523/1420

15. Merdi, Pawel. Anomalies in ex right day of rights offers : (Evidence from the Swedish Stock Market).

Degree: 2012, , School of Management

  The purpose of this thesis is to study the anomalies around the ex-right day of right issue. Evidence suggests that the equity price is… (more)

Subjects/Keywords: Right Issues; Rights Offer; Ex-right day; Record date; Efficient Market Hypothesis (EMH); Theoretical Ex-right Price (TERP); Event Study; Abnormal Returns; Swedish Stock Exchange; Seasonal Equity offerings (SEO); Subscription Rights

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

APA (6th Edition):

Merdi, P. (2012). Anomalies in ex right day of rights offers : (Evidence from the Swedish Stock Market). (Thesis). , School of Management. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:bth-4209

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):

Merdi, Pawel. “Anomalies in ex right day of rights offers : (Evidence from the Swedish Stock Market).” 2012. Thesis, , School of Management. Accessed January 17, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:bth-4209.

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

MLA Handbook (7th Edition):

Merdi, Pawel. “Anomalies in ex right day of rights offers : (Evidence from the Swedish Stock Market).” 2012. Web. 17 Jan 2020.

Vancouver:

Merdi P. Anomalies in ex right day of rights offers : (Evidence from the Swedish Stock Market). [Internet] [Thesis]. , School of Management; 2012. [cited 2020 Jan 17]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:bth-4209.

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

Council of Science Editors:

Merdi P. Anomalies in ex right day of rights offers : (Evidence from the Swedish Stock Market). [Thesis]. , School of Management; 2012. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:bth-4209

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


University of Wollongong

16. Alsayed, Mohammad Saleh. Testing stock market efficiency in the weak form: Evidence from the Dow Jones Islamic indices.

Degree: Doctor of Business Administration, Faculty of Business - Dubai, 2016, University of Wollongong

Market efficiency is one of the most controversial topics in the finance literature. Over the past four decades, academics and practitioners have widely examined… (more)

Subjects/Keywords: Islamic finance; Islamic equity indices; random weak hypothesis; efficient market hypothesis & weak-form hypothesis

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

APA (6th Edition):

Alsayed, M. S. (2016). Testing stock market efficiency in the weak form: Evidence from the Dow Jones Islamic indices. (Doctoral Dissertation). University of Wollongong. Retrieved from ; https://ro.uow.edu.au/theses/4733

Chicago Manual of Style (16th Edition):

Alsayed, Mohammad Saleh. “Testing stock market efficiency in the weak form: Evidence from the Dow Jones Islamic indices.” 2016. Doctoral Dissertation, University of Wollongong. Accessed January 17, 2020. ; https://ro.uow.edu.au/theses/4733.

MLA Handbook (7th Edition):

Alsayed, Mohammad Saleh. “Testing stock market efficiency in the weak form: Evidence from the Dow Jones Islamic indices.” 2016. Web. 17 Jan 2020.

Vancouver:

Alsayed MS. Testing stock market efficiency in the weak form: Evidence from the Dow Jones Islamic indices. [Internet] [Doctoral dissertation]. University of Wollongong; 2016. [cited 2020 Jan 17]. Available from: ; https://ro.uow.edu.au/theses/4733.

Council of Science Editors:

Alsayed MS. Testing stock market efficiency in the weak form: Evidence from the Dow Jones Islamic indices. [Doctoral Dissertation]. University of Wollongong; 2016. Available from: ; https://ro.uow.edu.au/theses/4733


North-West University

17. Mahlophe, Mpho Innocentia. Effect of market anomalies on expected returns on the JSE: A cross-sector analysis .

Degree: 2015, North-West University

 The efficient market hypothesis and behavioural finance have been the cause of much debate for decades, with one theory advocating market efficiency and the other… (more)

Subjects/Keywords: Efficient market hypothesis; Johannesburg Stock Exchange; Market anomalies; Expected return

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

APA (6th Edition):

Mahlophe, M. I. (2015). Effect of market anomalies on expected returns on the JSE: A cross-sector analysis . (Thesis). North-West University. Retrieved from http://hdl.handle.net/10394/17043

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):

Mahlophe, Mpho Innocentia. “Effect of market anomalies on expected returns on the JSE: A cross-sector analysis .” 2015. Thesis, North-West University. Accessed January 17, 2020. http://hdl.handle.net/10394/17043.

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

MLA Handbook (7th Edition):

Mahlophe, Mpho Innocentia. “Effect of market anomalies on expected returns on the JSE: A cross-sector analysis .” 2015. Web. 17 Jan 2020.

Vancouver:

Mahlophe MI. Effect of market anomalies on expected returns on the JSE: A cross-sector analysis . [Internet] [Thesis]. North-West University; 2015. [cited 2020 Jan 17]. Available from: http://hdl.handle.net/10394/17043.

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

Council of Science Editors:

Mahlophe MI. Effect of market anomalies on expected returns on the JSE: A cross-sector analysis . [Thesis]. North-West University; 2015. Available from: http://hdl.handle.net/10394/17043

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


Jönköping University

18. Gerleman, Wendela. The stock market and government debt : the impact of government debt changes on the stock market.

Degree: Jönköping International Business School, 2012, Jönköping University

  This thesis investigates whether or not changes in a country’s government debt could affect its domestic stock market performance. The relationship is investigated by… (more)

Subjects/Keywords: Stock Market; Government Debt; Granger Causality Test and Efficient Market Hypothesis

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

APA (6th Edition):

Gerleman, W. (2012). The stock market and government debt : the impact of government debt changes on the stock market. (Thesis). Jönköping University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-19323

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):

Gerleman, Wendela. “The stock market and government debt : the impact of government debt changes on the stock market.” 2012. Thesis, Jönköping University. Accessed January 17, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-19323.

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

MLA Handbook (7th Edition):

Gerleman, Wendela. “The stock market and government debt : the impact of government debt changes on the stock market.” 2012. Web. 17 Jan 2020.

Vancouver:

Gerleman W. The stock market and government debt : the impact of government debt changes on the stock market. [Internet] [Thesis]. Jönköping University; 2012. [cited 2020 Jan 17]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-19323.

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

Council of Science Editors:

Gerleman W. The stock market and government debt : the impact of government debt changes on the stock market. [Thesis]. Jönköping University; 2012. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-19323

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


University of the Western Cape

19. Itaka, Jose Kumu. Test of the overreaction hypothesis in the South African stock market .

Degree: 2014, University of the Western Cape

 This research undertakes to investigate both long-term and short-term investor overreaction on the JSE Limited (JSE) over the period from 1 January 2002 to 31… (more)

Subjects/Keywords: Efficient market hypothesis; Overreaction hypothesis; Market timing; Mean reversion; Random walks (Mathematics)

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

APA (6th Edition):

Itaka, J. K. (2014). Test of the overreaction hypothesis in the South African stock market . (Thesis). University of the Western Cape. Retrieved from http://hdl.handle.net/11394/4679

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):

Itaka, Jose Kumu. “Test of the overreaction hypothesis in the South African stock market .” 2014. Thesis, University of the Western Cape. Accessed January 17, 2020. http://hdl.handle.net/11394/4679.

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

MLA Handbook (7th Edition):

Itaka, Jose Kumu. “Test of the overreaction hypothesis in the South African stock market .” 2014. Web. 17 Jan 2020.

Vancouver:

Itaka JK. Test of the overreaction hypothesis in the South African stock market . [Internet] [Thesis]. University of the Western Cape; 2014. [cited 2020 Jan 17]. Available from: http://hdl.handle.net/11394/4679.

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

Council of Science Editors:

Itaka JK. Test of the overreaction hypothesis in the South African stock market . [Thesis]. University of the Western Cape; 2014. Available from: http://hdl.handle.net/11394/4679

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


University of South Africa

20. Laubscher, Eugene Rudolph. Capital market theories and pricing models : evaluation and consolidation of the available body of knowledge.

Degree: 2001, University of South Africa

 The study investigates whether the main capital market theories and pricing models provide a reasonably accurate description of the working and efficiency of capital markets,… (more)

Subjects/Keywords: Efficient Market Hypothesis (EMH); Portfolio therapy; Arbitrage Pricing Theory (APT); Capital Asset Pricing Model (CAPM); Black-Scholes; Options; Diversification; Risk; Return; Accounting theory

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

APA (6th Edition):

Laubscher, E. R. (2001). Capital market theories and pricing models : evaluation and consolidation of the available body of knowledge. (Masters Thesis). University of South Africa. Retrieved from http://hdl.handle.net/10500/17174

Chicago Manual of Style (16th Edition):

Laubscher, Eugene Rudolph. “Capital market theories and pricing models : evaluation and consolidation of the available body of knowledge.” 2001. Masters Thesis, University of South Africa. Accessed January 17, 2020. http://hdl.handle.net/10500/17174.

MLA Handbook (7th Edition):

Laubscher, Eugene Rudolph. “Capital market theories and pricing models : evaluation and consolidation of the available body of knowledge.” 2001. Web. 17 Jan 2020.

Vancouver:

Laubscher ER. Capital market theories and pricing models : evaluation and consolidation of the available body of knowledge. [Internet] [Masters thesis]. University of South Africa; 2001. [cited 2020 Jan 17]. Available from: http://hdl.handle.net/10500/17174.

Council of Science Editors:

Laubscher ER. Capital market theories and pricing models : evaluation and consolidation of the available body of knowledge. [Masters Thesis]. University of South Africa; 2001. Available from: http://hdl.handle.net/10500/17174


Queensland University of Technology

21. Huynh, Thanh Duc. Essays on momentum investing strategies.

Degree: 2014, Queensland University of Technology

 The momentum investment strategy, which buys recent winner stocks and sells recent loser stocks, earns returns that are simply too good to be explained by… (more)

Subjects/Keywords: Efficient Market Hypothesis; Momentum; Anomaly; Asset Pricing; News Sentiment

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

APA (6th Edition):

Huynh, T. D. (2014). Essays on momentum investing strategies. (Thesis). Queensland University of Technology. Retrieved from https://eprints.qut.edu.au/70632/

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):

Huynh, Thanh Duc. “Essays on momentum investing strategies.” 2014. Thesis, Queensland University of Technology. Accessed January 17, 2020. https://eprints.qut.edu.au/70632/.

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

MLA Handbook (7th Edition):

Huynh, Thanh Duc. “Essays on momentum investing strategies.” 2014. Web. 17 Jan 2020.

Vancouver:

Huynh TD. Essays on momentum investing strategies. [Internet] [Thesis]. Queensland University of Technology; 2014. [cited 2020 Jan 17]. Available from: https://eprints.qut.edu.au/70632/.

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

Council of Science Editors:

Huynh TD. Essays on momentum investing strategies. [Thesis]. Queensland University of Technology; 2014. Available from: https://eprints.qut.edu.au/70632/

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

22. Sampson, Thomas W. Forecasting Short-Term Stock Returns Using Irregular Pricing Behavior in the Options Market.

Degree: MAin Economics, Economics, 2014, University of San Francisco

  This paper uses regression analysis to examine the relationship between today's implied volatility on AMD stock options with tomorrow's return on the underlying. An… (more)

Subjects/Keywords: Stock Market Forecasting; Implied Volatility; Regression; Auto-Regressive; Efficient Market Hypothesis; Insider Trading; Econometrics

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

APA (6th Edition):

Sampson, T. W. (2014). Forecasting Short-Term Stock Returns Using Irregular Pricing Behavior in the Options Market. (Thesis). University of San Francisco. Retrieved from https://repository.usfca.edu/thes/81

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):

Sampson, Thomas W. “Forecasting Short-Term Stock Returns Using Irregular Pricing Behavior in the Options Market.” 2014. Thesis, University of San Francisco. Accessed January 17, 2020. https://repository.usfca.edu/thes/81.

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

MLA Handbook (7th Edition):

Sampson, Thomas W. “Forecasting Short-Term Stock Returns Using Irregular Pricing Behavior in the Options Market.” 2014. Web. 17 Jan 2020.

Vancouver:

Sampson TW. Forecasting Short-Term Stock Returns Using Irregular Pricing Behavior in the Options Market. [Internet] [Thesis]. University of San Francisco; 2014. [cited 2020 Jan 17]. Available from: https://repository.usfca.edu/thes/81.

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

Council of Science Editors:

Sampson TW. Forecasting Short-Term Stock Returns Using Irregular Pricing Behavior in the Options Market. [Thesis]. University of San Francisco; 2014. Available from: https://repository.usfca.edu/thes/81

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


University of Newcastle

23. Wong, Dickson Kai Tat. Substantial shareholders' transactions and stock price performances.

Degree: 2013, University of Newcastle

Professional Doctorate - Doctor of Business Administration (DBA)

Efficient Market Hypothesis (EMH) postulates that stocks prices incorporate all past, public and private information. If EMH(more)

Subjects/Keywords: Efficient Market Hypothesis; share holders; stock prices; investors; Hong Kong stock market; institutional trading

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

APA (6th Edition):

Wong, D. K. T. (2013). Substantial shareholders' transactions and stock price performances. (Thesis). University of Newcastle. Retrieved from http://hdl.handle.net/1959.13/1036019

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):

Wong, Dickson Kai Tat. “Substantial shareholders' transactions and stock price performances.” 2013. Thesis, University of Newcastle. Accessed January 17, 2020. http://hdl.handle.net/1959.13/1036019.

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

MLA Handbook (7th Edition):

Wong, Dickson Kai Tat. “Substantial shareholders' transactions and stock price performances.” 2013. Web. 17 Jan 2020.

Vancouver:

Wong DKT. Substantial shareholders' transactions and stock price performances. [Internet] [Thesis]. University of Newcastle; 2013. [cited 2020 Jan 17]. Available from: http://hdl.handle.net/1959.13/1036019.

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

Council of Science Editors:

Wong DKT. Substantial shareholders' transactions and stock price performances. [Thesis]. University of Newcastle; 2013. Available from: http://hdl.handle.net/1959.13/1036019

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


University of Otago

24. Nicholl, Roger Peter. The relationship between share price and returns in Australia and New Zealand .

Degree: 2011, University of Otago

 One of the central ideas in finance is the efficient market hypothesis, which implies that a stock's price reflects all relevant information. Theoretically, price equals… (more)

Subjects/Keywords: small-firm effect; mean reversion; New Zealand; Australia; portfolio management; Efficient market hypothesis; stock market

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

APA (6th Edition):

Nicholl, R. P. (2011). The relationship between share price and returns in Australia and New Zealand . (Masters Thesis). University of Otago. Retrieved from http://hdl.handle.net/10523/1376

Chicago Manual of Style (16th Edition):

Nicholl, Roger Peter. “The relationship between share price and returns in Australia and New Zealand .” 2011. Masters Thesis, University of Otago. Accessed January 17, 2020. http://hdl.handle.net/10523/1376.

MLA Handbook (7th Edition):

Nicholl, Roger Peter. “The relationship between share price and returns in Australia and New Zealand .” 2011. Web. 17 Jan 2020.

Vancouver:

Nicholl RP. The relationship between share price and returns in Australia and New Zealand . [Internet] [Masters thesis]. University of Otago; 2011. [cited 2020 Jan 17]. Available from: http://hdl.handle.net/10523/1376.

Council of Science Editors:

Nicholl RP. The relationship between share price and returns in Australia and New Zealand . [Masters Thesis]. University of Otago; 2011. Available from: http://hdl.handle.net/10523/1376

25. Jonsson, Robin. From Market Efficiency to Event Study Methodology : An Event Study of Earnings Surprises on Nasdaq OMX Stockholm.

Degree: Society and Engineering, 2014, Mälardalen University

  The analysis of market efficiency helps researchers and investors to better understand the complexities of the financial market. This report tests market efficiency at… (more)

Subjects/Keywords: Event Study; Efficient Market Hypothesis; Semi-Strong Market Efficiency; Earnings Surprises Stockholm OMX; Swedish Stock Market; Rank Test

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

APA (6th Edition):

Jonsson, R. (2014). From Market Efficiency to Event Study Methodology : An Event Study of Earnings Surprises on Nasdaq OMX Stockholm. (Thesis). Mälardalen University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-25310

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):

Jonsson, Robin. “From Market Efficiency to Event Study Methodology : An Event Study of Earnings Surprises on Nasdaq OMX Stockholm.” 2014. Thesis, Mälardalen University. Accessed January 17, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-25310.

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

MLA Handbook (7th Edition):

Jonsson, Robin. “From Market Efficiency to Event Study Methodology : An Event Study of Earnings Surprises on Nasdaq OMX Stockholm.” 2014. Web. 17 Jan 2020.

Vancouver:

Jonsson R. From Market Efficiency to Event Study Methodology : An Event Study of Earnings Surprises on Nasdaq OMX Stockholm. [Internet] [Thesis]. Mälardalen University; 2014. [cited 2020 Jan 17]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-25310.

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

Council of Science Editors:

Jonsson R. From Market Efficiency to Event Study Methodology : An Event Study of Earnings Surprises on Nasdaq OMX Stockholm. [Thesis]. Mälardalen University; 2014. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-25310

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

26. Ανδριόπουλος, Αθανάσιος. January effect : η επίδραση του φαινομένου σε 7 Ευρωπαϊκούς δείκτες.

Degree: 2014, University of Patras

Στην παρούσα εργασία ασχοληθήκαμε με το φαινόμενο του Ιανουαρίου και την επίδρασή του στις χρηματιστηριακές αγορές επτά επιλεγμένων χωρών, της Γερμανίας, της Ελλάδας, της Αυστρίας,… (more)

Subjects/Keywords: Φαινόμενο του Ιανουαρίου; Επενδύσεις; 332.632 22; January effect; Investments; Efficient market hypothesis

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

APA (6th Edition):

Ανδριόπουλος, . (2014). January effect : η επίδραση του φαινομένου σε 7 Ευρωπαϊκούς δείκτες. (Masters Thesis). University of Patras. Retrieved from http://hdl.handle.net/10889/8302

Chicago Manual of Style (16th Edition):

Ανδριόπουλος, Αθανάσιος. “January effect : η επίδραση του φαινομένου σε 7 Ευρωπαϊκούς δείκτες.” 2014. Masters Thesis, University of Patras. Accessed January 17, 2020. http://hdl.handle.net/10889/8302.

MLA Handbook (7th Edition):

Ανδριόπουλος, Αθανάσιος. “January effect : η επίδραση του φαινομένου σε 7 Ευρωπαϊκούς δείκτες.” 2014. Web. 17 Jan 2020.

Vancouver:

Ανδριόπουλος . January effect : η επίδραση του φαινομένου σε 7 Ευρωπαϊκούς δείκτες. [Internet] [Masters thesis]. University of Patras; 2014. [cited 2020 Jan 17]. Available from: http://hdl.handle.net/10889/8302.

Council of Science Editors:

Ανδριόπουλος . January effect : η επίδραση του φαινομένου σε 7 Ευρωπαϊκούς δείκτες. [Masters Thesis]. University of Patras; 2014. Available from: http://hdl.handle.net/10889/8302


Lincoln University

27. Yu, Hao. The predictive ability and profitability of technical trading rules: evidence from the Asia-Pacific stock markets.

Degree: 2010, Lincoln University

 This study investigates whether the moving average and trading range breakout rules can outperform a simple buy-and-hold strategy to forecast stock price movements and earn… (more)

Subjects/Keywords: efficient market hypothesis; Asia-Pacific stock markets; technical trading rules; transaction costs

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

APA (6th Edition):

Yu, H. (2010). The predictive ability and profitability of technical trading rules: evidence from the Asia-Pacific stock markets. (Thesis). Lincoln University. Retrieved from http://hdl.handle.net/10182/2654

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):

Yu, Hao. “The predictive ability and profitability of technical trading rules: evidence from the Asia-Pacific stock markets.” 2010. Thesis, Lincoln University. Accessed January 17, 2020. http://hdl.handle.net/10182/2654.

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

MLA Handbook (7th Edition):

Yu, Hao. “The predictive ability and profitability of technical trading rules: evidence from the Asia-Pacific stock markets.” 2010. Web. 17 Jan 2020.

Vancouver:

Yu H. The predictive ability and profitability of technical trading rules: evidence from the Asia-Pacific stock markets. [Internet] [Thesis]. Lincoln University; 2010. [cited 2020 Jan 17]. Available from: http://hdl.handle.net/10182/2654.

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

Council of Science Editors:

Yu H. The predictive ability and profitability of technical trading rules: evidence from the Asia-Pacific stock markets. [Thesis]. Lincoln University; 2010. Available from: http://hdl.handle.net/10182/2654

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

28. Bizhan Abedini. An evaluation of efficiency of Tehran stock exchange; -.

Degree: Commerce, 2009, University of Mysore

The purpose of this study is to test the applicability of Random Walk Hypothesis and thus, the weak form efficiency of Tehran Stock Exchange (TSE).The… (more)

Subjects/Keywords: Commerce; Efficient Market Hypothesis; Tehran stock exchange; Kurtosis; Skewness; Jarque-Bera test

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

APA (6th Edition):

Abedini, B. (2009). An evaluation of efficiency of Tehran stock exchange; -. (Thesis). University of Mysore. Retrieved from http://shodhganga.inflibnet.ac.in/handle/10603/10803

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):

Abedini, Bizhan. “An evaluation of efficiency of Tehran stock exchange; -.” 2009. Thesis, University of Mysore. Accessed January 17, 2020. http://shodhganga.inflibnet.ac.in/handle/10603/10803.

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

MLA Handbook (7th Edition):

Abedini, Bizhan. “An evaluation of efficiency of Tehran stock exchange; -.” 2009. Web. 17 Jan 2020.

Vancouver:

Abedini B. An evaluation of efficiency of Tehran stock exchange; -. [Internet] [Thesis]. University of Mysore; 2009. [cited 2020 Jan 17]. Available from: http://shodhganga.inflibnet.ac.in/handle/10603/10803.

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

Council of Science Editors:

Abedini B. An evaluation of efficiency of Tehran stock exchange; -. [Thesis]. University of Mysore; 2009. Available from: http://shodhganga.inflibnet.ac.in/handle/10603/10803

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


University of Illinois – Urbana-Champaign

29. Sung, Yoon Tae. The efficient market hypothesis and gambling on National Football League games.

Degree: MS, 4043, 2011, University of Illinois – Urbana-Champaign

 The efficient market hypothesis (EMH) for sport betting states that all publicly available information should be mirrored in betting lines, so there should be no… (more)

Subjects/Keywords: Efficient market hypothesis; sport betting; point spread; rest; National Football League (NFL); bye week

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

APA (6th Edition):

Sung, Y. T. (2011). The efficient market hypothesis and gambling on National Football League games. (Thesis). University of Illinois – Urbana-Champaign. Retrieved from http://hdl.handle.net/2142/24338

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):

Sung, Yoon Tae. “The efficient market hypothesis and gambling on National Football League games.” 2011. Thesis, University of Illinois – Urbana-Champaign. Accessed January 17, 2020. http://hdl.handle.net/2142/24338.

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

MLA Handbook (7th Edition):

Sung, Yoon Tae. “The efficient market hypothesis and gambling on National Football League games.” 2011. Web. 17 Jan 2020.

Vancouver:

Sung YT. The efficient market hypothesis and gambling on National Football League games. [Internet] [Thesis]. University of Illinois – Urbana-Champaign; 2011. [cited 2020 Jan 17]. Available from: http://hdl.handle.net/2142/24338.

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

Council of Science Editors:

Sung YT. The efficient market hypothesis and gambling on National Football League games. [Thesis]. University of Illinois – Urbana-Champaign; 2011. Available from: http://hdl.handle.net/2142/24338

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


NSYSU

30. Yang , Hsin-Yi. FCF Value and Momentum Investing: Evidence from Taiwan Stock Market.

Degree: Master, Finance, 2015, NSYSU

 This study uses the latest information about companyâs monthly revenue and financial report to the free cash flow model, FCF, trying to investigate the companyâs… (more)

Subjects/Keywords: efficient market hypothesis; momentum strategy; free cash flow model; disposition effect; back test

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

APA (6th Edition):

Yang , H. (2015). FCF Value and Momentum Investing: Evidence from Taiwan Stock Market. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0530115-113307

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):

Yang , Hsin-Yi. “FCF Value and Momentum Investing: Evidence from Taiwan Stock Market.” 2015. Thesis, NSYSU. Accessed January 17, 2020. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0530115-113307.

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

MLA Handbook (7th Edition):

Yang , Hsin-Yi. “FCF Value and Momentum Investing: Evidence from Taiwan Stock Market.” 2015. Web. 17 Jan 2020.

Vancouver:

Yang H. FCF Value and Momentum Investing: Evidence from Taiwan Stock Market. [Internet] [Thesis]. NSYSU; 2015. [cited 2020 Jan 17]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0530115-113307.

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

Council of Science Editors:

Yang H. FCF Value and Momentum Investing: Evidence from Taiwan Stock Market. [Thesis]. NSYSU; 2015. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0530115-113307

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

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