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:( S P 500). Showing records 1 – 30 of 26404 total matches.

[1] [2] [3] [4] [5] … [881]

Search Limiters

Last 2 Years | English Only

Degrees

Levels

Languages

Country

▼ Search Limiters


Boston College

1. Zhou, Hongtao. Three Essays in Financial Economics.

Degree: PhD, Economics, 2012, Boston College

 This dissertation consists of three independent studies in Financial Economics. The first chapter focuses on the predictive power of the implied correlation index on the… (more)

Subjects/Keywords: Financial economics; S&P 500 Index

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

Zhou, H. (2012). Three Essays in Financial Economics. (Doctoral Dissertation). Boston College. Retrieved from http://dlib.bc.edu/islandora/object/bc-ir:101361

Chicago Manual of Style (16th Edition):

Zhou, Hongtao. “Three Essays in Financial Economics.” 2012. Doctoral Dissertation, Boston College. Accessed November 28, 2020. http://dlib.bc.edu/islandora/object/bc-ir:101361.

MLA Handbook (7th Edition):

Zhou, Hongtao. “Three Essays in Financial Economics.” 2012. Web. 28 Nov 2020.

Vancouver:

Zhou H. Three Essays in Financial Economics. [Internet] [Doctoral dissertation]. Boston College; 2012. [cited 2020 Nov 28]. Available from: http://dlib.bc.edu/islandora/object/bc-ir:101361.

Council of Science Editors:

Zhou H. Three Essays in Financial Economics. [Doctoral Dissertation]. Boston College; 2012. Available from: http://dlib.bc.edu/islandora/object/bc-ir:101361


Universidade Nova

2. Meyers, Régine. Fair value measurement: Is the debate around level II and level III assets and liabilities relevant.

Degree: 2014, Universidade Nova

 <p>Double Degree. A Work Project presented as part of the requirements for the Award of a Masters Degree in Finance from the NOVA- School of… (more)

Subjects/Keywords: Fair value; Level II; Level III; S&P 500

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

Meyers, R. (2014). Fair value measurement: Is the debate around level II and level III assets and liabilities relevant. (Thesis). Universidade Nova. Retrieved from http://www.rcaap.pt/detail.jsp?id=oai:run.unl.pt:10362/14925

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):

Meyers, Régine. “Fair value measurement: Is the debate around level II and level III assets and liabilities relevant.” 2014. Thesis, Universidade Nova. Accessed November 28, 2020. http://www.rcaap.pt/detail.jsp?id=oai:run.unl.pt:10362/14925.

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

MLA Handbook (7th Edition):

Meyers, Régine. “Fair value measurement: Is the debate around level II and level III assets and liabilities relevant.” 2014. Web. 28 Nov 2020.

Vancouver:

Meyers R. Fair value measurement: Is the debate around level II and level III assets and liabilities relevant. [Internet] [Thesis]. Universidade Nova; 2014. [cited 2020 Nov 28]. Available from: http://www.rcaap.pt/detail.jsp?id=oai:run.unl.pt:10362/14925.

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

Council of Science Editors:

Meyers R. Fair value measurement: Is the debate around level II and level III assets and liabilities relevant. [Thesis]. Universidade Nova; 2014. Available from: http://www.rcaap.pt/detail.jsp?id=oai:run.unl.pt:10362/14925

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


Rice University

3. Affinito, Ricardo. Identifying and Dealing with the Approach of Bears and their Departure.

Degree: PhD, Engineering, 2013, Rice University

 Based on the identification of market dynamics, capital allocation in long positions can be dynamically controlled by means of interrupting an otherwise strictly-long investment strategy… (more)

Subjects/Keywords: S&P 500; Switching rule; Downside-risk; Portfolios; Dynamics; Bears

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

Affinito, R. (2013). Identifying and Dealing with the Approach of Bears and their Departure. (Doctoral Dissertation). Rice University. Retrieved from http://hdl.handle.net/1911/75122

Chicago Manual of Style (16th Edition):

Affinito, Ricardo. “Identifying and Dealing with the Approach of Bears and their Departure.” 2013. Doctoral Dissertation, Rice University. Accessed November 28, 2020. http://hdl.handle.net/1911/75122.

MLA Handbook (7th Edition):

Affinito, Ricardo. “Identifying and Dealing with the Approach of Bears and their Departure.” 2013. Web. 28 Nov 2020.

Vancouver:

Affinito R. Identifying and Dealing with the Approach of Bears and their Departure. [Internet] [Doctoral dissertation]. Rice University; 2013. [cited 2020 Nov 28]. Available from: http://hdl.handle.net/1911/75122.

Council of Science Editors:

Affinito R. Identifying and Dealing with the Approach of Bears and their Departure. [Doctoral Dissertation]. Rice University; 2013. Available from: http://hdl.handle.net/1911/75122


Rice University

4. Affinito, Ricardo. Identifying and Dealing with the Approach of Bears and their Departure.

Degree: PhD, Engineering, 2013, Rice University

 Based on the identification of market dynamics, capital allocation in long positions can be dynamically controlled by means of interrupting an otherwise strictly-long investment strategy… (more)

Subjects/Keywords: S&P 500; Switching rule; Downside-risk; Portfolios; Dynamics; Bears

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

Affinito, R. (2013). Identifying and Dealing with the Approach of Bears and their Departure. (Doctoral Dissertation). Rice University. Retrieved from http://hdl.handle.net/1911/77350

Chicago Manual of Style (16th Edition):

Affinito, Ricardo. “Identifying and Dealing with the Approach of Bears and their Departure.” 2013. Doctoral Dissertation, Rice University. Accessed November 28, 2020. http://hdl.handle.net/1911/77350.

MLA Handbook (7th Edition):

Affinito, Ricardo. “Identifying and Dealing with the Approach of Bears and their Departure.” 2013. Web. 28 Nov 2020.

Vancouver:

Affinito R. Identifying and Dealing with the Approach of Bears and their Departure. [Internet] [Doctoral dissertation]. Rice University; 2013. [cited 2020 Nov 28]. Available from: http://hdl.handle.net/1911/77350.

Council of Science Editors:

Affinito R. Identifying and Dealing with the Approach of Bears and their Departure. [Doctoral Dissertation]. Rice University; 2013. Available from: http://hdl.handle.net/1911/77350


NSYSU

5. Fang, Hsuan-Yu. Leverage Trading Strategy of the Kelly Criterion.

Degree: Master, Finance, 2012, NSYSU

 While the much more use of leverage could be effective in generating alpha o investment, the Kelly strategy is an attractive approach to capital creation… (more)

Subjects/Keywords: Leveraged ETFs; Kelly Strategy; Half Kelly; S&P 500 index; ARMA-EGARCH

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

Fang, H. (2012). Leverage Trading Strategy of the Kelly Criterion. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0620112-151854

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):

Fang, Hsuan-Yu. “Leverage Trading Strategy of the Kelly Criterion.” 2012. Thesis, NSYSU. Accessed November 28, 2020. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0620112-151854.

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

MLA Handbook (7th Edition):

Fang, Hsuan-Yu. “Leverage Trading Strategy of the Kelly Criterion.” 2012. Web. 28 Nov 2020.

Vancouver:

Fang H. Leverage Trading Strategy of the Kelly Criterion. [Internet] [Thesis]. NSYSU; 2012. [cited 2020 Nov 28]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0620112-151854.

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

Council of Science Editors:

Fang H. Leverage Trading Strategy of the Kelly Criterion. [Thesis]. NSYSU; 2012. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0620112-151854

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


University of Newcastle

6. Nabavieh, Mehrzad. The impact of investing in gold for the US investors.

Degree: 2017, University of Newcastle

 <p>Professional Doctorate - Doctor of Business Administration (DBA) p><p>Despite abundant studies, the fundamentals behind gold price developments and its characteristics in diversified portfolios have not… (more)

Subjects/Keywords: gold; bonds; S&P 500; hedge; safe haven; diversifier; fear factor; portfolio optimisation

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

Nabavieh, M. (2017). The impact of investing in gold for the US investors. (Thesis). University of Newcastle. Retrieved from http://hdl.handle.net/1959.13/1349771

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):

Nabavieh, Mehrzad. “The impact of investing in gold for the US investors.” 2017. Thesis, University of Newcastle. Accessed November 28, 2020. http://hdl.handle.net/1959.13/1349771.

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

MLA Handbook (7th Edition):

Nabavieh, Mehrzad. “The impact of investing in gold for the US investors.” 2017. Web. 28 Nov 2020.

Vancouver:

Nabavieh M. The impact of investing in gold for the US investors. [Internet] [Thesis]. University of Newcastle; 2017. [cited 2020 Nov 28]. Available from: http://hdl.handle.net/1959.13/1349771.

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

Council of Science Editors:

Nabavieh M. The impact of investing in gold for the US investors. [Thesis]. University of Newcastle; 2017. Available from: http://hdl.handle.net/1959.13/1349771

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


University of Southern California

7. Liu, Cheng. Finding technical trading rules in high-frequency data by using genetic programming.

Degree: MS, Applied Mathematics, 2014, University of Southern California

 I use genetic programming to find technical trading rules of S&P 500 index, using one‐minute high frequency intraday data during about one and half years.… (more)

Subjects/Keywords: genetic programming; tree; high frequency; technical trading rules; excess return; S&; P 500 index

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

Liu, C. (2014). Finding technical trading rules in high-frequency data by using genetic programming. (Masters Thesis). University of Southern California. Retrieved from http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/448943/rec/2818

Chicago Manual of Style (16th Edition):

Liu, Cheng. “Finding technical trading rules in high-frequency data by using genetic programming.” 2014. Masters Thesis, University of Southern California. Accessed November 28, 2020. http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/448943/rec/2818.

MLA Handbook (7th Edition):

Liu, Cheng. “Finding technical trading rules in high-frequency data by using genetic programming.” 2014. Web. 28 Nov 2020.

Vancouver:

Liu C. Finding technical trading rules in high-frequency data by using genetic programming. [Internet] [Masters thesis]. University of Southern California; 2014. [cited 2020 Nov 28]. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/448943/rec/2818.

Council of Science Editors:

Liu C. Finding technical trading rules in high-frequency data by using genetic programming. [Masters Thesis]. University of Southern California; 2014. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/448943/rec/2818

8. Giménez, Lucas Ezequiel. Un test empírico de la efectividad del modelo de Heston.

Degree: Maestría en Finanzas, 2017, Universidad Torcuato di Tella

 Este trabajo estudia el pricing de opciones de compra sobre el SPX INDEX (Índice Standard & Poor's 500, también conocido como S&P 500) bajo el… (more)

Subjects/Keywords: Análisis financiero; Análisis econométrico; Mercado financiero; Tesis; SPX INDEX (Índice Standard & Poor's 500) (S&P 500); Modelo Black-Sholes; Modelo Heston

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

Giménez, L. E. (2017). Un test empírico de la efectividad del modelo de Heston. (Thesis). Universidad Torcuato di Tella. Retrieved from http://repositorio.utdt.edu/handle/utdt/6636

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):

Giménez, Lucas Ezequiel. “Un test empírico de la efectividad del modelo de Heston.” 2017. Thesis, Universidad Torcuato di Tella. Accessed November 28, 2020. http://repositorio.utdt.edu/handle/utdt/6636.

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

MLA Handbook (7th Edition):

Giménez, Lucas Ezequiel. “Un test empírico de la efectividad del modelo de Heston.” 2017. Web. 28 Nov 2020.

Vancouver:

Giménez LE. Un test empírico de la efectividad del modelo de Heston. [Internet] [Thesis]. Universidad Torcuato di Tella; 2017. [cited 2020 Nov 28]. Available from: http://repositorio.utdt.edu/handle/utdt/6636.

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

Council of Science Editors:

Giménez LE. Un test empírico de la efectividad del modelo de Heston. [Thesis]. Universidad Torcuato di Tella; 2017. Available from: http://repositorio.utdt.edu/handle/utdt/6636

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

9. Meneses, João Carlos Faria. Será que a política de quantitative easing representa uma oportunidade para o investidor?.

Degree: 2016, Repositório Científico do Instituto Politécnico de Lisboa

 <p>Mestrado em Controlo de Gestão e dos Negócios p><p>A política de Quantitative easing (QE) consiste na criação de moeda por parte de um Banco Central… (more)

Subjects/Keywords: Quantitative easing; Investimento; Banco central; Eurostoxx 50; S&P 500; FTSE 100; PSI 20; Investment; Central bank

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

Meneses, J. C. F. (2016). Será que a política de quantitative easing representa uma oportunidade para o investidor?. (Thesis). Repositório Científico do Instituto Politécnico de Lisboa. Retrieved from http://www.rcaap.pt/detail.jsp?id=oai:repositorio.ipl.pt:10400.21/7238

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):

Meneses, João Carlos Faria. “Será que a política de quantitative easing representa uma oportunidade para o investidor?.” 2016. Thesis, Repositório Científico do Instituto Politécnico de Lisboa. Accessed November 28, 2020. http://www.rcaap.pt/detail.jsp?id=oai:repositorio.ipl.pt:10400.21/7238.

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

MLA Handbook (7th Edition):

Meneses, João Carlos Faria. “Será que a política de quantitative easing representa uma oportunidade para o investidor?.” 2016. Web. 28 Nov 2020.

Vancouver:

Meneses JCF. Será que a política de quantitative easing representa uma oportunidade para o investidor?. [Internet] [Thesis]. Repositório Científico do Instituto Politécnico de Lisboa; 2016. [cited 2020 Nov 28]. Available from: http://www.rcaap.pt/detail.jsp?id=oai:repositorio.ipl.pt:10400.21/7238.

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

Council of Science Editors:

Meneses JCF. Será que a política de quantitative easing representa uma oportunidade para o investidor?. [Thesis]. Repositório Científico do Instituto Politécnico de Lisboa; 2016. Available from: http://www.rcaap.pt/detail.jsp?id=oai:repositorio.ipl.pt:10400.21/7238

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

10. Rodríguez Gómez, José Luis. Bitcoin, un activo de inversión alternativo .

Degree: 2020, Universidad da Coruña

 [Resumen]: El interés por las criptomonedas, especialmente Bitcoin, ha ido in crescendo desde su aparición en 2009. Este trabajo se centra en el estudio y… (more)

Subjects/Keywords: Bitcoin; Cryptocurrency; S&P 500 index; Returns; Volatility; Regression model; Stock-to-flow; GARCH; Criptomoneda; Volatilidad; Modelo de regresión; Inversión; Rentabilidad

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

Rodríguez Gómez, J. L. (2020). Bitcoin, un activo de inversión alternativo . (Masters Thesis). Universidad da Coruña. Retrieved from http://hdl.handle.net/2183/26065

Chicago Manual of Style (16th Edition):

Rodríguez Gómez, José Luis. “Bitcoin, un activo de inversión alternativo .” 2020. Masters Thesis, Universidad da Coruña. Accessed November 28, 2020. http://hdl.handle.net/2183/26065.

MLA Handbook (7th Edition):

Rodríguez Gómez, José Luis. “Bitcoin, un activo de inversión alternativo .” 2020. Web. 28 Nov 2020.

Vancouver:

Rodríguez Gómez JL. Bitcoin, un activo de inversión alternativo . [Internet] [Masters thesis]. Universidad da Coruña; 2020. [cited 2020 Nov 28]. Available from: http://hdl.handle.net/2183/26065.

Council of Science Editors:

Rodríguez Gómez JL. Bitcoin, un activo de inversión alternativo . [Masters Thesis]. Universidad da Coruña; 2020. Available from: http://hdl.handle.net/2183/26065


University of Debrecen

11. Mészáros, Ágnes. Implikált Volatiltás és a VIX .

Degree: DE – Természettudományi és Technológiai Kar – Matematikai Intézet, University of Debrecen

 Diplomamunkám témájának választásában befolyásolt az érdeklődés a pénzügy - szinte már az egész világ mozgatórugója - témaköre iránt. Mindig is izgalmas szakterületnek találtam ezt a… (more)

Subjects/Keywords: volatilitás; implikált volatilitás; S&P 500; VIX

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

Mészáros, . (n.d.). Implikált Volatiltás és a VIX . (Thesis). University of Debrecen. Retrieved from http://hdl.handle.net/2437/266721

Note: this citation may be lacking information needed for this citation format:
No year of publication.
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Mészáros, Ágnes. “Implikált Volatiltás és a VIX .” Thesis, University of Debrecen. Accessed November 28, 2020. http://hdl.handle.net/2437/266721.

Note: this citation may be lacking information needed for this citation format:
No year of publication.
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Mészáros, Ágnes. “Implikált Volatiltás és a VIX .” Web. 28 Nov 2020.

Note: this citation may be lacking information needed for this citation format:
No year of publication.

Vancouver:

Mészáros . Implikált Volatiltás és a VIX . [Internet] [Thesis]. University of Debrecen; [cited 2020 Nov 28]. Available from: http://hdl.handle.net/2437/266721.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
No year of publication.

Council of Science Editors:

Mészáros . Implikált Volatiltás és a VIX . [Thesis]. University of Debrecen; Available from: http://hdl.handle.net/2437/266721

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
No year of publication.


Jönköping University

12. Davidsson, Marcus. Stock Market Anomalies : A Literature Review and Estimation of Calendar affects on the S&P 500 index.

Degree: Jönköping International Business School, 2006, Jönköping University

  This thesis investigates the Day-of-the-week, Month-of-the-year and Quarter-of-the-year effects. Historical data from the S&P 500 index between 1970- 2005 is analyzed. The purpose is… (more)

Subjects/Keywords: Anomalies; S&P 500; Calendar affects; Economics; Nationalekonomi

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

Davidsson, M. (2006). Stock Market Anomalies : A Literature Review and Estimation of Calendar affects on the S&P 500 index. (Thesis). Jönköping University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-315

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):

Davidsson, Marcus. “Stock Market Anomalies : A Literature Review and Estimation of Calendar affects on the S&P 500 index.” 2006. Thesis, Jönköping University. Accessed November 28, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-315.

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

MLA Handbook (7th Edition):

Davidsson, Marcus. “Stock Market Anomalies : A Literature Review and Estimation of Calendar affects on the S&P 500 index.” 2006. Web. 28 Nov 2020.

Vancouver:

Davidsson M. Stock Market Anomalies : A Literature Review and Estimation of Calendar affects on the S&P 500 index. [Internet] [Thesis]. Jönköping University; 2006. [cited 2020 Nov 28]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-315.

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

Council of Science Editors:

Davidsson M. Stock Market Anomalies : A Literature Review and Estimation of Calendar affects on the S&P 500 index. [Thesis]. Jönköping University; 2006. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-315

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


Uppsala University

13. Palmlöv, Andreas. The Trump Effect : A Case-Study of Immediate Stock Market Reactions to the President’s Company-specific Twitter Mentions .

Degree: Government, 2018, Uppsala University

  This thesis investigates how the U.S President’s Twitter mentions of individual companies’ investment announcements influence the short-term price of their stock. By assuming that… (more)

Subjects/Keywords: President Trump; Efficient Market Hypothesis; Twitter; tweets; S&P 500; Market reaction; individual stocks; Political Science; Statsvetenskap

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

Palmlöv, A. (2018). The Trump Effect : A Case-Study of Immediate Stock Market Reactions to the President’s Company-specific Twitter Mentions . (Thesis). Uppsala University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-352747

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):

Palmlöv, Andreas. “The Trump Effect : A Case-Study of Immediate Stock Market Reactions to the President’s Company-specific Twitter Mentions .” 2018. Thesis, Uppsala University. Accessed November 28, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-352747.

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

MLA Handbook (7th Edition):

Palmlöv, Andreas. “The Trump Effect : A Case-Study of Immediate Stock Market Reactions to the President’s Company-specific Twitter Mentions .” 2018. Web. 28 Nov 2020.

Vancouver:

Palmlöv A. The Trump Effect : A Case-Study of Immediate Stock Market Reactions to the President’s Company-specific Twitter Mentions . [Internet] [Thesis]. Uppsala University; 2018. [cited 2020 Nov 28]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-352747.

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

Council of Science Editors:

Palmlöv A. The Trump Effect : A Case-Study of Immediate Stock Market Reactions to the President’s Company-specific Twitter Mentions . [Thesis]. Uppsala University; 2018. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-352747

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


Linnaeus University

14. Kuiper, Christiaan. The effect of ESG on stock prices : An event study on the S&P 500.

Degree: Management Accounting and Logistics, 2020, Linnaeus University

  Abstract Introduction: The effect of Environmental, Social and Governance issues on stock prices is highly debated in literature. Different authors state that ESG has… (more)

Subjects/Keywords: ESG; Stock Price; Environmental; Social; Governance; ESG-ratings; S&P 500; Event Study; EIKON; Business Administration; Företagsekonomi

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

Kuiper, C. (2020). The effect of ESG on stock prices : An event study on the S&P 500. (Thesis). Linnaeus University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:lnu:diva-95954

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):

Kuiper, Christiaan. “The effect of ESG on stock prices : An event study on the S&P 500.” 2020. Thesis, Linnaeus University. Accessed November 28, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:lnu:diva-95954.

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

MLA Handbook (7th Edition):

Kuiper, Christiaan. “The effect of ESG on stock prices : An event study on the S&P 500.” 2020. Web. 28 Nov 2020.

Vancouver:

Kuiper C. The effect of ESG on stock prices : An event study on the S&P 500. [Internet] [Thesis]. Linnaeus University; 2020. [cited 2020 Nov 28]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:lnu:diva-95954.

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

Council of Science Editors:

Kuiper C. The effect of ESG on stock prices : An event study on the S&P 500. [Thesis]. Linnaeus University; 2020. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:lnu:diva-95954

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

15. Al-Mashhadani, Mohammed. Dibenzothiophene-S,S-dioxide based conjugated molecular and polymeric materials for organic electronics.

Degree: PhD, 2019, Bangor University

 Organic electronics is a rapidly developing field of both science and technology. Semiconducting conjugated polymers are performing an important role in the progression of optical… (more)

Subjects/Keywords: 500; Dibenzothiophene-S,S-dioxide; Organic Electronics

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

Al-Mashhadani, M. (2019). Dibenzothiophene-S,S-dioxide based conjugated molecular and polymeric materials for organic electronics. (Doctoral Dissertation). Bangor University. Retrieved from https://research.bangor.ac.uk/portal/en/theses/dibenzothiophenessdioxide-based-conjugated-molecular-and-polymeric-materials-for-organic-electronics(f47280e0-1d8f-49c7-b087-df38fb8d4f08).html ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.782117

Chicago Manual of Style (16th Edition):

Al-Mashhadani, Mohammed. “Dibenzothiophene-S,S-dioxide based conjugated molecular and polymeric materials for organic electronics.” 2019. Doctoral Dissertation, Bangor University. Accessed November 28, 2020. https://research.bangor.ac.uk/portal/en/theses/dibenzothiophenessdioxide-based-conjugated-molecular-and-polymeric-materials-for-organic-electronics(f47280e0-1d8f-49c7-b087-df38fb8d4f08).html ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.782117.

MLA Handbook (7th Edition):

Al-Mashhadani, Mohammed. “Dibenzothiophene-S,S-dioxide based conjugated molecular and polymeric materials for organic electronics.” 2019. Web. 28 Nov 2020.

Vancouver:

Al-Mashhadani M. Dibenzothiophene-S,S-dioxide based conjugated molecular and polymeric materials for organic electronics. [Internet] [Doctoral dissertation]. Bangor University; 2019. [cited 2020 Nov 28]. Available from: https://research.bangor.ac.uk/portal/en/theses/dibenzothiophenessdioxide-based-conjugated-molecular-and-polymeric-materials-for-organic-electronics(f47280e0-1d8f-49c7-b087-df38fb8d4f08).html ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.782117.

Council of Science Editors:

Al-Mashhadani M. Dibenzothiophene-S,S-dioxide based conjugated molecular and polymeric materials for organic electronics. [Doctoral Dissertation]. Bangor University; 2019. Available from: https://research.bangor.ac.uk/portal/en/theses/dibenzothiophenessdioxide-based-conjugated-molecular-and-polymeric-materials-for-organic-electronics(f47280e0-1d8f-49c7-b087-df38fb8d4f08).html ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.782117

16. Lopez Rubio , Laura Estefania. Revisión del análisis empírico de los determinantes de los spreads de CDS soberanos de países latinoamericanos .

Degree: 2013, Universidad de los Andes

 Aprovechando el vacío existente en el estudio de los determinantes de los spreads de CDS de bonos soberanos de países latinoamericanos, se realiza un estudio… (more)

Subjects/Keywords: CDS; spread; VIX; S&P 500; datos panel; regresiones OLS; componentes principales

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

Lopez Rubio , L. E. (2013). Revisión del análisis empírico de los determinantes de los spreads de CDS soberanos de países latinoamericanos . (Thesis). Universidad de los Andes. Retrieved from http://documentodegrado.uniandes.edu.co/documentos/200922584_fecha_2013_11_27_hora_20_14_32_parte_1.pdf

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):

Lopez Rubio , Laura Estefania. “Revisión del análisis empírico de los determinantes de los spreads de CDS soberanos de países latinoamericanos .” 2013. Thesis, Universidad de los Andes. Accessed November 28, 2020. http://documentodegrado.uniandes.edu.co/documentos/200922584_fecha_2013_11_27_hora_20_14_32_parte_1.pdf.

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

MLA Handbook (7th Edition):

Lopez Rubio , Laura Estefania. “Revisión del análisis empírico de los determinantes de los spreads de CDS soberanos de países latinoamericanos .” 2013. Web. 28 Nov 2020.

Vancouver:

Lopez Rubio LE. Revisión del análisis empírico de los determinantes de los spreads de CDS soberanos de países latinoamericanos . [Internet] [Thesis]. Universidad de los Andes; 2013. [cited 2020 Nov 28]. Available from: http://documentodegrado.uniandes.edu.co/documentos/200922584_fecha_2013_11_27_hora_20_14_32_parte_1.pdf.

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

Council of Science Editors:

Lopez Rubio LE. Revisión del análisis empírico de los determinantes de los spreads de CDS soberanos de países latinoamericanos . [Thesis]. Universidad de los Andes; 2013. Available from: http://documentodegrado.uniandes.edu.co/documentos/200922584_fecha_2013_11_27_hora_20_14_32_parte_1.pdf

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


Louisiana State University

17. Hilliard, Jitka. Three essays in options pricing: 1. Volatilities implied by price changes in the S&P 500 options and future contracts 2. Price changes in the S&P options and futures contracts: a regression analysis 3. Hedging price changes in the S&P 500 options and futures contracts: the effect of different measures of implied volatility.

Degree: PhD, Finance and Financial Management, 2008, Louisiana State University

 In this work, I develop a new volatility measure; the volatility implied by price changes in option contracts and their underlyings. I refer to this… (more)

Subjects/Keywords: S&P 500 futures; implied price change volatility; Implied volatility; hedging; option pricing

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

Hilliard, J. (2008). Three essays in options pricing: 1. Volatilities implied by price changes in the S&P 500 options and future contracts 2. Price changes in the S&P options and futures contracts: a regression analysis 3. Hedging price changes in the S&P 500 options and futures contracts: the effect of different measures of implied volatility. (Doctoral Dissertation). Louisiana State University. Retrieved from etd-11122008-110301 ; https://digitalcommons.lsu.edu/gradschool_dissertations/477

Chicago Manual of Style (16th Edition):

Hilliard, Jitka. “Three essays in options pricing: 1. Volatilities implied by price changes in the S&P 500 options and future contracts 2. Price changes in the S&P options and futures contracts: a regression analysis 3. Hedging price changes in the S&P 500 options and futures contracts: the effect of different measures of implied volatility.” 2008. Doctoral Dissertation, Louisiana State University. Accessed November 28, 2020. etd-11122008-110301 ; https://digitalcommons.lsu.edu/gradschool_dissertations/477.

MLA Handbook (7th Edition):

Hilliard, Jitka. “Three essays in options pricing: 1. Volatilities implied by price changes in the S&P 500 options and future contracts 2. Price changes in the S&P options and futures contracts: a regression analysis 3. Hedging price changes in the S&P 500 options and futures contracts: the effect of different measures of implied volatility.” 2008. Web. 28 Nov 2020.

Vancouver:

Hilliard J. Three essays in options pricing: 1. Volatilities implied by price changes in the S&P 500 options and future contracts 2. Price changes in the S&P options and futures contracts: a regression analysis 3. Hedging price changes in the S&P 500 options and futures contracts: the effect of different measures of implied volatility. [Internet] [Doctoral dissertation]. Louisiana State University; 2008. [cited 2020 Nov 28]. Available from: etd-11122008-110301 ; https://digitalcommons.lsu.edu/gradschool_dissertations/477.

Council of Science Editors:

Hilliard J. Three essays in options pricing: 1. Volatilities implied by price changes in the S&P 500 options and future contracts 2. Price changes in the S&P options and futures contracts: a regression analysis 3. Hedging price changes in the S&P 500 options and futures contracts: the effect of different measures of implied volatility. [Doctoral Dissertation]. Louisiana State University; 2008. Available from: etd-11122008-110301 ; https://digitalcommons.lsu.edu/gradschool_dissertations/477


Brno University of Technology

18. Duda, Jan. Prediktivní modelování v jazyce Python: Predictive Modelling with Python.

Degree: 2020, Brno University of Technology

 The main goal of this bachelor thesis is get to know with the data mining and its domain, also with the Knowledge discovery in databases… (more)

Subjects/Keywords: Dolování dat; predikce; strojové učení; jazyk Python; klasifikace; regrese; technické identifikátory; neuronové sítě; SVM; MARS; finanční analýza; index S&P 500; časové řady; Monte Carlo; Data mining; prediction; machine learning; Python language; classification; regression; technical indicators; neural networks; SVM; MARS; financial analysis; index S&P 500; time series; Monte Carlo

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

Duda, J. (2020). Prediktivní modelování v jazyce Python: Predictive Modelling with Python. (Thesis). Brno University of Technology. Retrieved from http://hdl.handle.net/11012/190099

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):

Duda, Jan. “Prediktivní modelování v jazyce Python: Predictive Modelling with Python.” 2020. Thesis, Brno University of Technology. Accessed November 28, 2020. http://hdl.handle.net/11012/190099.

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

MLA Handbook (7th Edition):

Duda, Jan. “Prediktivní modelování v jazyce Python: Predictive Modelling with Python.” 2020. Web. 28 Nov 2020.

Vancouver:

Duda J. Prediktivní modelování v jazyce Python: Predictive Modelling with Python. [Internet] [Thesis]. Brno University of Technology; 2020. [cited 2020 Nov 28]. Available from: http://hdl.handle.net/11012/190099.

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

Council of Science Editors:

Duda J. Prediktivní modelování v jazyce Python: Predictive Modelling with Python. [Thesis]. Brno University of Technology; 2020. Available from: http://hdl.handle.net/11012/190099

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


Brno University of Technology

19. Duda, Jan. Prediktivní modelování v jazyce Python: Predictive Modelling with Python.

Degree: 2019, Brno University of Technology

 The main goal of this bachelor thesis is get to know with the data mining and its domain, also with the Knowledge discovery in databases… (more)

Subjects/Keywords: Dolování dat; predikce; strojové učení; jazyk Python; klasifikace; regrese; technické identifikátory; neuronové sítě; SVM; MARS; finanční analýza; index S&P 500; časové řady; Monte Carlo; Data mining; prediction; machine learning;   Python language; classification; regression; technical indicators; neural networks; SVM; MARS; financial analysis; index S&P 500; time series; Monte Carlo

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

Duda, J. (2019). Prediktivní modelování v jazyce Python: Predictive Modelling with Python. (Thesis). Brno University of Technology. Retrieved from http://hdl.handle.net/11012/180603

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):

Duda, Jan. “Prediktivní modelování v jazyce Python: Predictive Modelling with Python.” 2019. Thesis, Brno University of Technology. Accessed November 28, 2020. http://hdl.handle.net/11012/180603.

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

MLA Handbook (7th Edition):

Duda, Jan. “Prediktivní modelování v jazyce Python: Predictive Modelling with Python.” 2019. Web. 28 Nov 2020.

Vancouver:

Duda J. Prediktivní modelování v jazyce Python: Predictive Modelling with Python. [Internet] [Thesis]. Brno University of Technology; 2019. [cited 2020 Nov 28]. Available from: http://hdl.handle.net/11012/180603.

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

Council of Science Editors:

Duda J. Prediktivní modelování v jazyce Python: Predictive Modelling with Python. [Thesis]. Brno University of Technology; 2019. Available from: http://hdl.handle.net/11012/180603

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


Brno University of Technology

20. Duda, Jan. Prediktivní modelování v jazyce Python: Predictive Modelling with Python.

Degree: 2020, Brno University of Technology

 The main goal of this bachelor thesis is get to know with the data mining and its domain, also with the Knowledge discovery in databases… (more)

Subjects/Keywords: Dolování dat; predikce; strojové učení; jazyk Python; klasifikace; regrese; technické identifikátory; neuronové sítě; SVM; MARS; finanční analýza; index S&P 500; časové řady; Monte Carlo; Data mining; prediction; machine learning; Python language; classification; regression; technical indicators; neural networks; SVM; MARS; financial analysis; index S&P 500; time series; Monte Carlo

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

Duda, J. (2020). Prediktivní modelování v jazyce Python: Predictive Modelling with Python. (Thesis). Brno University of Technology. Retrieved from http://hdl.handle.net/11012/188632

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):

Duda, Jan. “Prediktivní modelování v jazyce Python: Predictive Modelling with Python.” 2020. Thesis, Brno University of Technology. Accessed November 28, 2020. http://hdl.handle.net/11012/188632.

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

MLA Handbook (7th Edition):

Duda, Jan. “Prediktivní modelování v jazyce Python: Predictive Modelling with Python.” 2020. Web. 28 Nov 2020.

Vancouver:

Duda J. Prediktivní modelování v jazyce Python: Predictive Modelling with Python. [Internet] [Thesis]. Brno University of Technology; 2020. [cited 2020 Nov 28]. Available from: http://hdl.handle.net/11012/188632.

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

Council of Science Editors:

Duda J. Prediktivní modelování v jazyce Python: Predictive Modelling with Python. [Thesis]. Brno University of Technology; 2020. Available from: http://hdl.handle.net/11012/188632

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


Brno University of Technology

21. Vaško, Jan. Využití prostředků umělé inteligence na kapitálových trzích: The Use of Means of Artificial Intelligence for the Decision Making Support on Stock Market.

Degree: 2019, Brno University of Technology

 Diploma thesis deals with analyzing the possibility of using artificial intelligence, specifically artificial neural networks and fuzzy logic, on the capital markets as a tool… (more)

Subjects/Keywords: Fuzzy logika; umělé neuronové sítě; umělá inteligence; index S&P 500; Matlab; neural network toolbox; NARX; Feed-forward back propagation; money management; klouzavý průměr; směrodatná odchylka; MACD; RSI.; Fuzzy logic; neural network; artificial inteligence; index S&P 500; Matlab; neural network toolbox; NARX; Feed-forward back propagation; money management; moving averige; standard deviation; MACD; RSI.

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

Vaško, J. (2019). Využití prostředků umělé inteligence na kapitálových trzích: The Use of Means of Artificial Intelligence for the Decision Making Support on Stock Market. (Thesis). Brno University of Technology. Retrieved from http://hdl.handle.net/11012/6698

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):

Vaško, Jan. “Využití prostředků umělé inteligence na kapitálových trzích: The Use of Means of Artificial Intelligence for the Decision Making Support on Stock Market.” 2019. Thesis, Brno University of Technology. Accessed November 28, 2020. http://hdl.handle.net/11012/6698.

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

MLA Handbook (7th Edition):

Vaško, Jan. “Využití prostředků umělé inteligence na kapitálových trzích: The Use of Means of Artificial Intelligence for the Decision Making Support on Stock Market.” 2019. Web. 28 Nov 2020.

Vancouver:

Vaško J. Využití prostředků umělé inteligence na kapitálových trzích: The Use of Means of Artificial Intelligence for the Decision Making Support on Stock Market. [Internet] [Thesis]. Brno University of Technology; 2019. [cited 2020 Nov 28]. Available from: http://hdl.handle.net/11012/6698.

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

Council of Science Editors:

Vaško J. Využití prostředků umělé inteligence na kapitálových trzích: The Use of Means of Artificial Intelligence for the Decision Making Support on Stock Market. [Thesis]. Brno University of Technology; 2019. Available from: http://hdl.handle.net/11012/6698

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


Brno University of Technology

22. Ševčík, Martin. Využití prostředků umělé inteligence pro podporu na kapitálových trzích: The Use of Means of Artificial Intelligence for the Decision Making Support on Stock Market.

Degree: 2019, Brno University of Technology

 This diploma thesis describes issues of use of means of artificial intelligence for the decision making support on stock market. It includes theoretical knowledge of… (more)

Subjects/Keywords: Umelá inteligencia; Umelé neurónové siete; Kapitálové trhy; Časové rady; Predikcia; Index S&P 500; MATLAB; Neural Network Toolbox; Financial Toolbox; NAR; NARX; Technická analýza; Fundamentálna analýza; Psychologická analýza; Technické indikátory.; Artificial intelligence; Artificial neural networks; Stock markets; Time series; Prediction; Index S&P 500; MATLAB; Neural Network Toolbox; Financial Toolbox; NAR; NARX; Technical analysis; Fundamental analysis; Psychological analysis; Technical indicators.

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

Ševčík, M. (2019). Využití prostředků umělé inteligence pro podporu na kapitálových trzích: The Use of Means of Artificial Intelligence for the Decision Making Support on Stock Market. (Thesis). Brno University of Technology. Retrieved from http://hdl.handle.net/11012/8917

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):

Ševčík, Martin. “Využití prostředků umělé inteligence pro podporu na kapitálových trzích: The Use of Means of Artificial Intelligence for the Decision Making Support on Stock Market.” 2019. Thesis, Brno University of Technology. Accessed November 28, 2020. http://hdl.handle.net/11012/8917.

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

MLA Handbook (7th Edition):

Ševčík, Martin. “Využití prostředků umělé inteligence pro podporu na kapitálových trzích: The Use of Means of Artificial Intelligence for the Decision Making Support on Stock Market.” 2019. Web. 28 Nov 2020.

Vancouver:

Ševčík M. Využití prostředků umělé inteligence pro podporu na kapitálových trzích: The Use of Means of Artificial Intelligence for the Decision Making Support on Stock Market. [Internet] [Thesis]. Brno University of Technology; 2019. [cited 2020 Nov 28]. Available from: http://hdl.handle.net/11012/8917.

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

Council of Science Editors:

Ševčík M. Využití prostředků umělé inteligence pro podporu na kapitálových trzích: The Use of Means of Artificial Intelligence for the Decision Making Support on Stock Market. [Thesis]. Brno University of Technology; 2019. Available from: http://hdl.handle.net/11012/8917

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

23. Laspeñas, María Jimena. Pair Trading : acciones sectores energético.

Degree: Maestría en Finanzas, 2017, Universidad Torcuato di Tella

 La estrategia de “Pair Trading”, con una historia de más de 25 años de estudios, es una estrategia de arbitraje de mercado que tiene rentabilidades… (more)

Subjects/Keywords: Mercado financiero; Análisis financiero; Tesis; SPX INDEX (Índice Standard & Poor's 500) (S&P 500); Estrategia Pair Trading; Modelo de valoración de Markowits; Modelo diagonal de Sharpe; Modelo de mercado de Sharpe; Teorema de la separación de Tobin

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

Laspeñas, M. J. (2017). Pair Trading : acciones sectores energético. (Thesis). Universidad Torcuato di Tella. Retrieved from http://repositorio.utdt.edu/handle/utdt/6640

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):

Laspeñas, María Jimena. “Pair Trading : acciones sectores energético.” 2017. Thesis, Universidad Torcuato di Tella. Accessed November 28, 2020. http://repositorio.utdt.edu/handle/utdt/6640.

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

MLA Handbook (7th Edition):

Laspeñas, María Jimena. “Pair Trading : acciones sectores energético.” 2017. Web. 28 Nov 2020.

Vancouver:

Laspeñas MJ. Pair Trading : acciones sectores energético. [Internet] [Thesis]. Universidad Torcuato di Tella; 2017. [cited 2020 Nov 28]. Available from: http://repositorio.utdt.edu/handle/utdt/6640.

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

Council of Science Editors:

Laspeñas MJ. Pair Trading : acciones sectores energético. [Thesis]. Universidad Torcuato di Tella; 2017. Available from: http://repositorio.utdt.edu/handle/utdt/6640

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


University of Birmingham

24. Hossain, Mohammad Rashed. Salinity tolerance and transcriptomics in rice.

Degree: PhD, 2014, University of Birmingham

 Morpho-physiological characterization and whole genome transcript profiling of rice genotypes that belongs to sub-species Indica, Japonica and wild relatives were carried out under salt stress.… (more)

Subjects/Keywords: 500; QH426 Genetics; S Agriculture (General)

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

Hossain, M. R. (2014). Salinity tolerance and transcriptomics in rice. (Doctoral Dissertation). University of Birmingham. Retrieved from http://etheses.bham.ac.uk//id/eprint/5092/ ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.607237

Chicago Manual of Style (16th Edition):

Hossain, Mohammad Rashed. “Salinity tolerance and transcriptomics in rice.” 2014. Doctoral Dissertation, University of Birmingham. Accessed November 28, 2020. http://etheses.bham.ac.uk//id/eprint/5092/ ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.607237.

MLA Handbook (7th Edition):

Hossain, Mohammad Rashed. “Salinity tolerance and transcriptomics in rice.” 2014. Web. 28 Nov 2020.

Vancouver:

Hossain MR. Salinity tolerance and transcriptomics in rice. [Internet] [Doctoral dissertation]. University of Birmingham; 2014. [cited 2020 Nov 28]. Available from: http://etheses.bham.ac.uk//id/eprint/5092/ ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.607237.

Council of Science Editors:

Hossain MR. Salinity tolerance and transcriptomics in rice. [Doctoral Dissertation]. University of Birmingham; 2014. Available from: http://etheses.bham.ac.uk//id/eprint/5092/ ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.607237

25. Contreras Toledo, Aremi Rebeca. A crop wild relative conservation strategy for Mexico.

Degree: PhD, 2018, University of Birmingham

 There is an extensive diversity of crops and their wild relatives in Mexico, which are distributed throughout the country. Crop wild relatives (CWR) play a… (more)

Subjects/Keywords: 500; S Agriculture (General); SB Plant culture

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

Contreras Toledo, A. R. (2018). A crop wild relative conservation strategy for Mexico. (Doctoral Dissertation). University of Birmingham. Retrieved from http://etheses.bham.ac.uk//id/eprint/8637/ ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.760499

Chicago Manual of Style (16th Edition):

Contreras Toledo, Aremi Rebeca. “A crop wild relative conservation strategy for Mexico.” 2018. Doctoral Dissertation, University of Birmingham. Accessed November 28, 2020. http://etheses.bham.ac.uk//id/eprint/8637/ ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.760499.

MLA Handbook (7th Edition):

Contreras Toledo, Aremi Rebeca. “A crop wild relative conservation strategy for Mexico.” 2018. Web. 28 Nov 2020.

Vancouver:

Contreras Toledo AR. A crop wild relative conservation strategy for Mexico. [Internet] [Doctoral dissertation]. University of Birmingham; 2018. [cited 2020 Nov 28]. Available from: http://etheses.bham.ac.uk//id/eprint/8637/ ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.760499.

Council of Science Editors:

Contreras Toledo AR. A crop wild relative conservation strategy for Mexico. [Doctoral Dissertation]. University of Birmingham; 2018. Available from: http://etheses.bham.ac.uk//id/eprint/8637/ ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.760499

26. Pierz, Anna Mariola. Stock market reaction to corporate political activity : when companies confront the government.

Degree: 2018, RCAAP

 <p>The purpose of this study is to investigate the market reaction to Corporate Political Activity (CPA) using an event study methodology to determine the impact… (more)

Subjects/Keywords: Non-market strategy; Corporate Political Activity (CPA); Activity against government; Market reaction; Event study; Market model; Cumulative (Average) Abnormal Return; S&P 500; Presidency of Donald Trump; Domínio/Área Científica::Ciências Sociais::Economia e Gestão

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

Pierz, A. M. (2018). Stock market reaction to corporate political activity : when companies confront the government. (Thesis). RCAAP. Retrieved from https://www.rcaap.pt/detail.jsp?id=oai:repositorio.ucp.pt:10400.14/25475

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):

Pierz, Anna Mariola. “Stock market reaction to corporate political activity : when companies confront the government.” 2018. Thesis, RCAAP. Accessed November 28, 2020. https://www.rcaap.pt/detail.jsp?id=oai:repositorio.ucp.pt:10400.14/25475.

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

MLA Handbook (7th Edition):

Pierz, Anna Mariola. “Stock market reaction to corporate political activity : when companies confront the government.” 2018. Web. 28 Nov 2020.

Vancouver:

Pierz AM. Stock market reaction to corporate political activity : when companies confront the government. [Internet] [Thesis]. RCAAP; 2018. [cited 2020 Nov 28]. Available from: https://www.rcaap.pt/detail.jsp?id=oai:repositorio.ucp.pt:10400.14/25475.

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

Council of Science Editors:

Pierz AM. Stock market reaction to corporate political activity : when companies confront the government. [Thesis]. RCAAP; 2018. Available from: https://www.rcaap.pt/detail.jsp?id=oai:repositorio.ucp.pt:10400.14/25475

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


Freie Universität Berlin

27. Sodoudi, Forough. Struktur der Lithosphäre der Ägäis ermittelt aus P und S Receiver Funktionen.

Degree: 2005, Freie Universität Berlin

 Das Ägäische Meer ist eines der tektonisch kompliziertesten Gebiete weltweit. Wegen seiner Lage im backarc Bereich der aktiven Subduktionszone von afrikanischer Platte unter die eurasische… (more)

Subjects/Keywords: Aegean; Greece; Hellenic arc; P and S receiver function; lithosphere-asthenosphere boundary; 500 Naturwissenschaften und Mathematik::550 Geowissenschaften, Geologie::550 Geowissenschaften

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

Sodoudi, F. (2005). Struktur der Lithosphäre der Ägäis ermittelt aus P und S Receiver Funktionen. (Thesis). Freie Universität Berlin. Retrieved from http://dx.doi.org/10.17169/refubium-5238

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):

Sodoudi, Forough. “Struktur der Lithosphäre der Ägäis ermittelt aus P und S Receiver Funktionen.” 2005. Thesis, Freie Universität Berlin. Accessed November 28, 2020. http://dx.doi.org/10.17169/refubium-5238.

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

MLA Handbook (7th Edition):

Sodoudi, Forough. “Struktur der Lithosphäre der Ägäis ermittelt aus P und S Receiver Funktionen.” 2005. Web. 28 Nov 2020.

Vancouver:

Sodoudi F. Struktur der Lithosphäre der Ägäis ermittelt aus P und S Receiver Funktionen. [Internet] [Thesis]. Freie Universität Berlin; 2005. [cited 2020 Nov 28]. Available from: http://dx.doi.org/10.17169/refubium-5238.

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

Council of Science Editors:

Sodoudi F. Struktur der Lithosphäre der Ägäis ermittelt aus P und S Receiver Funktionen. [Thesis]. Freie Universität Berlin; 2005. Available from: http://dx.doi.org/10.17169/refubium-5238

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


Jönköping University

28. Hussaini, Ammar al. What factors are driving forces for credit spreads?.

Degree: Business Administration, 2007, Jönköping University

  The purpose of this study is to examine what affects the changes in credit spreads. A regression model was performed where the explanatory variables… (more)

Subjects/Keywords: Market volatility; S&P 500 index; Interest rate level; the slope of the curve; Business and economics; Ekonomi

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

Hussaini, A. a. (2007). What factors are driving forces for credit spreads?. (Thesis). Jönköping University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-964

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):

Hussaini, Ammar al. “What factors are driving forces for credit spreads?.” 2007. Thesis, Jönköping University. Accessed November 28, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-964.

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

MLA Handbook (7th Edition):

Hussaini, Ammar al. “What factors are driving forces for credit spreads?.” 2007. Web. 28 Nov 2020.

Vancouver:

Hussaini Aa. What factors are driving forces for credit spreads?. [Internet] [Thesis]. Jönköping University; 2007. [cited 2020 Nov 28]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-964.

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

Council of Science Editors:

Hussaini Aa. What factors are driving forces for credit spreads?. [Thesis]. Jönköping University; 2007. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-964

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

29. Wardzynski, Daniel. Investment advice during inflationary periods with high asset price inflation : Preserve value and realize best return by investing in the right asset classes during periods of uncontrolled inflation and economical instability.

Degree: 2011, , School of Management

  For the past few years, the world has gone through a global financial crisis, and is still on a quite unstable road to a… (more)

Subjects/Keywords: Federal Reserve; Fed; Inflation; Monetarism; Money; Milton Friedman; Ludwig von Mises; Irving Fisher; John Maynard Keynes; Ben Bernanke; S&P 500; SPX; Precious Metals; Gold; Silver; XAU; HUI; Gold Mining; Investment Strategy; Quantitative Easing; QE; Asset Price Inflation

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

Wardzynski, D. (2011). Investment advice during inflationary periods with high asset price inflation : Preserve value and realize best return by investing in the right asset classes during periods of uncontrolled inflation and economical instability. (Thesis). , School of Management. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:bth-2349

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):

Wardzynski, Daniel. “Investment advice during inflationary periods with high asset price inflation : Preserve value and realize best return by investing in the right asset classes during periods of uncontrolled inflation and economical instability.” 2011. Thesis, , School of Management. Accessed November 28, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:bth-2349.

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

MLA Handbook (7th Edition):

Wardzynski, Daniel. “Investment advice during inflationary periods with high asset price inflation : Preserve value and realize best return by investing in the right asset classes during periods of uncontrolled inflation and economical instability.” 2011. Web. 28 Nov 2020.

Vancouver:

Wardzynski D. Investment advice during inflationary periods with high asset price inflation : Preserve value and realize best return by investing in the right asset classes during periods of uncontrolled inflation and economical instability. [Internet] [Thesis]. , School of Management; 2011. [cited 2020 Nov 28]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:bth-2349.

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

Council of Science Editors:

Wardzynski D. Investment advice during inflationary periods with high asset price inflation : Preserve value and realize best return by investing in the right asset classes during periods of uncontrolled inflation and economical instability. [Thesis]. , School of Management; 2011. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:bth-2349

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


University of Iowa

30. Jiang, Yu. Inference and prediction in a multiple structural break model of economic time series.

Degree: PhD, Applied Mathematical and Computational Sciences, 2009, University of Iowa

  This thesis develops a new Bayesian approach to structural break modeling. The focuses of the approach are the modeling of in-sample structural breaks and… (more)

Subjects/Keywords: Markov Chain Monte Carlo; Metropolis-Hastings; Real GDP Growth; S&P 500 Returns; Structural Breaks; Applied Mathematics

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

Jiang, Y. (2009). Inference and prediction in a multiple structural break model of economic time series. (Doctoral Dissertation). University of Iowa. Retrieved from https://ir.uiowa.edu/etd/244

Chicago Manual of Style (16th Edition):

Jiang, Yu. “Inference and prediction in a multiple structural break model of economic time series.” 2009. Doctoral Dissertation, University of Iowa. Accessed November 28, 2020. https://ir.uiowa.edu/etd/244.

MLA Handbook (7th Edition):

Jiang, Yu. “Inference and prediction in a multiple structural break model of economic time series.” 2009. Web. 28 Nov 2020.

Vancouver:

Jiang Y. Inference and prediction in a multiple structural break model of economic time series. [Internet] [Doctoral dissertation]. University of Iowa; 2009. [cited 2020 Nov 28]. Available from: https://ir.uiowa.edu/etd/244.

Council of Science Editors:

Jiang Y. Inference and prediction in a multiple structural break model of economic time series. [Doctoral Dissertation]. University of Iowa; 2009. Available from: https://ir.uiowa.edu/etd/244

[1] [2] [3] [4] [5] … [881]

.