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You searched for subject:( Stock Price Synchronicity). Showing records 1 – 30 of 6774 total matches.

[1] [2] [3] [4] [5] … [226]

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NSYSU

1. Liao, Chien-Ju. The Impact of Ownership Structure on Price Synchronicity.

Degree: Master, Finance, 2018, NSYSU

 If the variation of stock return is mostly explained by market return and industrial return, stock price synchronicity increases but the proportion of stock return… (more)

Subjects/Keywords: Institutional investor; Stock price synchronicity; Ultimate controlling shareholder; Family business; Ownership structure

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APA (6th Edition):

Liao, C. (2018). The Impact of Ownership Structure on Price Synchronicity. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0525118-203134

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):

Liao, Chien-Ju. “The Impact of Ownership Structure on Price Synchronicity.” 2018. Thesis, NSYSU. Accessed January 26, 2020. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0525118-203134.

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

MLA Handbook (7th Edition):

Liao, Chien-Ju. “The Impact of Ownership Structure on Price Synchronicity.” 2018. Web. 26 Jan 2020.

Vancouver:

Liao C. The Impact of Ownership Structure on Price Synchronicity. [Internet] [Thesis]. NSYSU; 2018. [cited 2020 Jan 26]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0525118-203134.

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

Council of Science Editors:

Liao C. The Impact of Ownership Structure on Price Synchronicity. [Thesis]. NSYSU; 2018. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0525118-203134

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


Louisiana State University

2. Johnston, Joseph Atkins. Accurals quality and price synchronicity.

Degree: PhD, Accounting, 2009, Louisiana State University

 This study examines the relation between accruals quality and price synchronicity, a measure of the relative amount of firm-specific information reflected in price. Higher accruals… (more)

Subjects/Keywords: price synchronicity; accruals quality

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APA (6th Edition):

Johnston, J. A. (2009). Accurals quality and price synchronicity. (Doctoral Dissertation). Louisiana State University. Retrieved from etd-07062009-160543 ; https://digitalcommons.lsu.edu/gradschool_dissertations/106

Chicago Manual of Style (16th Edition):

Johnston, Joseph Atkins. “Accurals quality and price synchronicity.” 2009. Doctoral Dissertation, Louisiana State University. Accessed January 26, 2020. etd-07062009-160543 ; https://digitalcommons.lsu.edu/gradschool_dissertations/106.

MLA Handbook (7th Edition):

Johnston, Joseph Atkins. “Accurals quality and price synchronicity.” 2009. Web. 26 Jan 2020.

Vancouver:

Johnston JA. Accurals quality and price synchronicity. [Internet] [Doctoral dissertation]. Louisiana State University; 2009. [cited 2020 Jan 26]. Available from: etd-07062009-160543 ; https://digitalcommons.lsu.edu/gradschool_dissertations/106.

Council of Science Editors:

Johnston JA. Accurals quality and price synchronicity. [Doctoral Dissertation]. Louisiana State University; 2009. Available from: etd-07062009-160543 ; https://digitalcommons.lsu.edu/gradschool_dissertations/106


AUT University

3. Tian, Enwei. Voluntary disclosures and the stock price synchronicity - evidence from New Zealand .

Degree: AUT University

 This paper investigates if there is a significant association between the informational opacity of the firm which is measured by voluntary disclosure levels, and the… (more)

Subjects/Keywords: Accounting; Voluntary disclosures; Stock price synchronicity; R-squared; ERC test; New Zealand

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APA (6th Edition):

Tian, E. (n.d.). Voluntary disclosures and the stock price synchronicity - evidence from New Zealand . (Thesis). AUT University. Retrieved from http://hdl.handle.net/10292/7856

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):

Tian, Enwei. “Voluntary disclosures and the stock price synchronicity - evidence from New Zealand .” Thesis, AUT University. Accessed January 26, 2020. http://hdl.handle.net/10292/7856.

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):

Tian, Enwei. “Voluntary disclosures and the stock price synchronicity - evidence from New Zealand .” Web. 26 Jan 2020.

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

Vancouver:

Tian E. Voluntary disclosures and the stock price synchronicity - evidence from New Zealand . [Internet] [Thesis]. AUT University; [cited 2020 Jan 26]. Available from: http://hdl.handle.net/10292/7856.

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:

Tian E. Voluntary disclosures and the stock price synchronicity - evidence from New Zealand . [Thesis]. AUT University; Available from: http://hdl.handle.net/10292/7856

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


University of Adelaide

4. Chen, Yimeng (Emon). The informational role of corporate carbon performance in the stock market.

Degree: 2017, University of Adelaide

 This thesis examines the informational role of corporate carbon performance in the stock market using a sample of publicly listed firms regulated under the European… (more)

Subjects/Keywords: corporate carbon performance; stock return synchronicity; cost of equity

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APA (6th Edition):

Chen, Y. (. (2017). The informational role of corporate carbon performance in the stock market. (Thesis). University of Adelaide. Retrieved from http://hdl.handle.net/2440/114478

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):

Chen, Yimeng (Emon). “The informational role of corporate carbon performance in the stock market.” 2017. Thesis, University of Adelaide. Accessed January 26, 2020. http://hdl.handle.net/2440/114478.

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

MLA Handbook (7th Edition):

Chen, Yimeng (Emon). “The informational role of corporate carbon performance in the stock market.” 2017. Web. 26 Jan 2020.

Vancouver:

Chen Y(. The informational role of corporate carbon performance in the stock market. [Internet] [Thesis]. University of Adelaide; 2017. [cited 2020 Jan 26]. Available from: http://hdl.handle.net/2440/114478.

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

Council of Science Editors:

Chen Y(. The informational role of corporate carbon performance in the stock market. [Thesis]. University of Adelaide; 2017. Available from: http://hdl.handle.net/2440/114478

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

5. HUA WEN. Two essays on stock price momentum.

Degree: 2007, National University of Singapore

Subjects/Keywords: stock price synchronicity; momentum; cross-sectional variation in expected returns; risk; financial analyst; information efficiency

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APA (6th Edition):

WEN, H. (2007). Two essays on stock price momentum. (Thesis). National University of Singapore. Retrieved from http://scholarbank.nus.edu.sg/handle/10635/13392

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):

WEN, HUA. “Two essays on stock price momentum.” 2007. Thesis, National University of Singapore. Accessed January 26, 2020. http://scholarbank.nus.edu.sg/handle/10635/13392.

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

MLA Handbook (7th Edition):

WEN, HUA. “Two essays on stock price momentum.” 2007. Web. 26 Jan 2020.

Vancouver:

WEN H. Two essays on stock price momentum. [Internet] [Thesis]. National University of Singapore; 2007. [cited 2020 Jan 26]. Available from: http://scholarbank.nus.edu.sg/handle/10635/13392.

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

Council of Science Editors:

WEN H. Two essays on stock price momentum. [Thesis]. National University of Singapore; 2007. Available from: http://scholarbank.nus.edu.sg/handle/10635/13392

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

6. Kommunuri, John. Audit firm industry specialization, Discretionary accruals and Stock Price Synchronicity .

Degree: 2013, AUT University

 The study investigates the association between earnings quality and stock price synchronicity. Stock price synchronicity is a measure of the relative amount of firm specific… (more)

Subjects/Keywords: Stock Price Synchronicity; Audit quality; Industry specialization; Discretionary accruals; Earnings management

…the firm’s synchronicity. Key words: Stock Price Synchronicity, Corporate Governance, Audit… …synchronicity and stock price synchronicity are used interchangeably 9 that the usefulness of… …the association between audit firm specialization quality and stock price synchronicity, are… …audit firm industry specialization on stock price synchronicity. Where there is a significant… …22 Theory of Stock Price Synchronicity Capital markets research in accounting examines… 

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

APA (6th Edition):

Kommunuri, J. (2013). Audit firm industry specialization, Discretionary accruals and Stock Price Synchronicity . (Thesis). AUT University. Retrieved from http://hdl.handle.net/10292/5989

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):

Kommunuri, John. “Audit firm industry specialization, Discretionary accruals and Stock Price Synchronicity .” 2013. Thesis, AUT University. Accessed January 26, 2020. http://hdl.handle.net/10292/5989.

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

MLA Handbook (7th Edition):

Kommunuri, John. “Audit firm industry specialization, Discretionary accruals and Stock Price Synchronicity .” 2013. Web. 26 Jan 2020.

Vancouver:

Kommunuri J. Audit firm industry specialization, Discretionary accruals and Stock Price Synchronicity . [Internet] [Thesis]. AUT University; 2013. [cited 2020 Jan 26]. Available from: http://hdl.handle.net/10292/5989.

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

Council of Science Editors:

Kommunuri J. Audit firm industry specialization, Discretionary accruals and Stock Price Synchronicity . [Thesis]. AUT University; 2013. Available from: http://hdl.handle.net/10292/5989

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


University of Johannesburg

7. Burlo, Adrian Vincent. A share trading strategy : the JSE using 50 and 200 day moving averages.

Degree: 2012, University of Johannesburg

M.B.A

The aim of this dissertation is to determine if there is any evidence that supports a "50" and a "200" day moving average share… (more)

Subjects/Keywords: Johannesburg Stock Exchange; Stock price forecasting

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APA (6th Edition):

Burlo, A. V. (2012). A share trading strategy : the JSE using 50 and 200 day moving averages. (Thesis). University of Johannesburg. Retrieved from http://hdl.handle.net/10210/6586

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):

Burlo, Adrian Vincent. “A share trading strategy : the JSE using 50 and 200 day moving averages.” 2012. Thesis, University of Johannesburg. Accessed January 26, 2020. http://hdl.handle.net/10210/6586.

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

MLA Handbook (7th Edition):

Burlo, Adrian Vincent. “A share trading strategy : the JSE using 50 and 200 day moving averages.” 2012. Web. 26 Jan 2020.

Vancouver:

Burlo AV. A share trading strategy : the JSE using 50 and 200 day moving averages. [Internet] [Thesis]. University of Johannesburg; 2012. [cited 2020 Jan 26]. Available from: http://hdl.handle.net/10210/6586.

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

Council of Science Editors:

Burlo AV. A share trading strategy : the JSE using 50 and 200 day moving averages. [Thesis]. University of Johannesburg; 2012. Available from: http://hdl.handle.net/10210/6586

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


Brock University

8. Li, Boya. Stock market reactions to changes in the FTSE SmallCap and S&P/TSX SmallCap indices .

Degree: Faculty of Business Programs, 2010, Brock University

 Stocks added to (deleted from) the Russell 2000 and the S&P 600 indexes experience positive (negative) abnormal returns following the announcement. However, researchers disagree on… (more)

Subjects/Keywords: Stock price indexes; Stock exchanges; Liquidity (Economics)

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APA (6th Edition):

Li, B. (2010). Stock market reactions to changes in the FTSE SmallCap and S&P/TSX SmallCap indices . (Thesis). Brock University. Retrieved from http://hdl.handle.net/10464/3068

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):

Li, Boya. “Stock market reactions to changes in the FTSE SmallCap and S&P/TSX SmallCap indices .” 2010. Thesis, Brock University. Accessed January 26, 2020. http://hdl.handle.net/10464/3068.

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

MLA Handbook (7th Edition):

Li, Boya. “Stock market reactions to changes in the FTSE SmallCap and S&P/TSX SmallCap indices .” 2010. Web. 26 Jan 2020.

Vancouver:

Li B. Stock market reactions to changes in the FTSE SmallCap and S&P/TSX SmallCap indices . [Internet] [Thesis]. Brock University; 2010. [cited 2020 Jan 26]. Available from: http://hdl.handle.net/10464/3068.

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

Council of Science Editors:

Li B. Stock market reactions to changes in the FTSE SmallCap and S&P/TSX SmallCap indices . [Thesis]. Brock University; 2010. Available from: http://hdl.handle.net/10464/3068

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


Stellenbosch University

9. Brand, Rene. An econophysical investigation : using the Boltzmann distribution to determine market temperature as applied to the JSE all share index.

Degree: 2009, Stellenbosch University

Thesis (MBA (Business Management)) – University of Stellenbosch, 2009.

ENGLISH ABSTRACT: Econophysics is a relatively new branch of physics. It entails the use of models in… (more)

Subjects/Keywords: Business management; Stock exchanges; Stock price forecasting

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APA (6th Edition):

Brand, R. (2009). An econophysical investigation : using the Boltzmann distribution to determine market temperature as applied to the JSE all share index. (Thesis). Stellenbosch University. Retrieved from http://hdl.handle.net/10019.1/879

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):

Brand, Rene. “An econophysical investigation : using the Boltzmann distribution to determine market temperature as applied to the JSE all share index.” 2009. Thesis, Stellenbosch University. Accessed January 26, 2020. http://hdl.handle.net/10019.1/879.

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

MLA Handbook (7th Edition):

Brand, Rene. “An econophysical investigation : using the Boltzmann distribution to determine market temperature as applied to the JSE all share index.” 2009. Web. 26 Jan 2020.

Vancouver:

Brand R. An econophysical investigation : using the Boltzmann distribution to determine market temperature as applied to the JSE all share index. [Internet] [Thesis]. Stellenbosch University; 2009. [cited 2020 Jan 26]. Available from: http://hdl.handle.net/10019.1/879.

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

Council of Science Editors:

Brand R. An econophysical investigation : using the Boltzmann distribution to determine market temperature as applied to the JSE all share index. [Thesis]. Stellenbosch University; 2009. Available from: http://hdl.handle.net/10019.1/879

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


University of Pretoria

10. Gussenhoven, Chad Jahannes. Twitter’s effect on share price movements of the Johannesburg Stock Exchange.

Degree: MBA, Gordon Institute of Business Science (GIBS), 2013, University of Pretoria

 This research project examines the link between social media and its effect on stock exchanges and movement of stocks. The study uses Twitter as its… (more)

Subjects/Keywords: UCTD; Twitter; Stock price forcasting

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APA (6th Edition):

Gussenhoven, C. J. (2013). Twitter’s effect on share price movements of the Johannesburg Stock Exchange. (Masters Thesis). University of Pretoria. Retrieved from http://hdl.handle.net/2263/41977

Chicago Manual of Style (16th Edition):

Gussenhoven, Chad Jahannes. “Twitter’s effect on share price movements of the Johannesburg Stock Exchange.” 2013. Masters Thesis, University of Pretoria. Accessed January 26, 2020. http://hdl.handle.net/2263/41977.

MLA Handbook (7th Edition):

Gussenhoven, Chad Jahannes. “Twitter’s effect on share price movements of the Johannesburg Stock Exchange.” 2013. Web. 26 Jan 2020.

Vancouver:

Gussenhoven CJ. Twitter’s effect on share price movements of the Johannesburg Stock Exchange. [Internet] [Masters thesis]. University of Pretoria; 2013. [cited 2020 Jan 26]. Available from: http://hdl.handle.net/2263/41977.

Council of Science Editors:

Gussenhoven CJ. Twitter’s effect on share price movements of the Johannesburg Stock Exchange. [Masters Thesis]. University of Pretoria; 2013. Available from: http://hdl.handle.net/2263/41977


University of Aberdeen

11. Aziz, Tariq. Essays in empirical finance.

Degree: PhD, 2016, University of Aberdeen

 This PhD dissertation research primarily aims to empirically investigate into two financial topics using annual and monthly data sets of market-capitalization based size portfolio returns… (more)

Subjects/Keywords: 332.63; Stock price forecasting; Inflation

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APA (6th Edition):

Aziz, T. (2016). Essays in empirical finance. (Doctoral Dissertation). University of Aberdeen. Retrieved from http://digitool.abdn.ac.uk:80/webclient/DeliveryManager?pid=230103 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.690587

Chicago Manual of Style (16th Edition):

Aziz, Tariq. “Essays in empirical finance.” 2016. Doctoral Dissertation, University of Aberdeen. Accessed January 26, 2020. http://digitool.abdn.ac.uk:80/webclient/DeliveryManager?pid=230103 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.690587.

MLA Handbook (7th Edition):

Aziz, Tariq. “Essays in empirical finance.” 2016. Web. 26 Jan 2020.

Vancouver:

Aziz T. Essays in empirical finance. [Internet] [Doctoral dissertation]. University of Aberdeen; 2016. [cited 2020 Jan 26]. Available from: http://digitool.abdn.ac.uk:80/webclient/DeliveryManager?pid=230103 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.690587.

Council of Science Editors:

Aziz T. Essays in empirical finance. [Doctoral Dissertation]. University of Aberdeen; 2016. Available from: http://digitool.abdn.ac.uk:80/webclient/DeliveryManager?pid=230103 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.690587


AUT University

12. Khattak, Mohay ud din Khan. Ownership Structures and Stock Price Synchronicity in Brazil and Russia .

Degree: AUT University

 This thesis investigates how various aspects of ultimate ownership affect the information environment, as measured by stock price synchronicity, of publicly traded companies in Brazil… (more)

Subjects/Keywords: Ownership Structures; Stock Price Synchronicity; Emerging Markets; Brazil; Russia; Ownership Opacity; Offshore Companies; Shareholders Agreements; Listing Quality; Control Ownership Divergence; Oligarchs; Information Environment

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APA (6th Edition):

Khattak, M. u. d. K. (n.d.). Ownership Structures and Stock Price Synchronicity in Brazil and Russia . (Thesis). AUT University. Retrieved from http://hdl.handle.net/10292/10962

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):

Khattak, Mohay ud din Khan. “Ownership Structures and Stock Price Synchronicity in Brazil and Russia .” Thesis, AUT University. Accessed January 26, 2020. http://hdl.handle.net/10292/10962.

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):

Khattak, Mohay ud din Khan. “Ownership Structures and Stock Price Synchronicity in Brazil and Russia .” Web. 26 Jan 2020.

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

Vancouver:

Khattak MudK. Ownership Structures and Stock Price Synchronicity in Brazil and Russia . [Internet] [Thesis]. AUT University; [cited 2020 Jan 26]. Available from: http://hdl.handle.net/10292/10962.

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:

Khattak MudK. Ownership Structures and Stock Price Synchronicity in Brazil and Russia . [Thesis]. AUT University; Available from: http://hdl.handle.net/10292/10962

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


University of Ballarat

13. Tilakaratne, Chandima. Stock market predictions based on quantified intermarket influences.

Degree: PhD, 2007, University of Ballarat

This research investigated the feasibility and capability of neural network-based approaches for predicting the direction of the Australian Stock market index (the target market). It… (more)

Subjects/Keywords: Stock price; Australia; Stock index futures; Stock exchanges; Australian Digital Thesis

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APA (6th Edition):

Tilakaratne, C. (2007). Stock market predictions based on quantified intermarket influences. (Doctoral Dissertation). University of Ballarat. Retrieved from http://researchonline.ballarat.edu.au:8080/vital/access/HandleResolver/1959.17/53301

Chicago Manual of Style (16th Edition):

Tilakaratne, Chandima. “Stock market predictions based on quantified intermarket influences.” 2007. Doctoral Dissertation, University of Ballarat. Accessed January 26, 2020. http://researchonline.ballarat.edu.au:8080/vital/access/HandleResolver/1959.17/53301.

MLA Handbook (7th Edition):

Tilakaratne, Chandima. “Stock market predictions based on quantified intermarket influences.” 2007. Web. 26 Jan 2020.

Vancouver:

Tilakaratne C. Stock market predictions based on quantified intermarket influences. [Internet] [Doctoral dissertation]. University of Ballarat; 2007. [cited 2020 Jan 26]. Available from: http://researchonline.ballarat.edu.au:8080/vital/access/HandleResolver/1959.17/53301.

Council of Science Editors:

Tilakaratne C. Stock market predictions based on quantified intermarket influences. [Doctoral Dissertation]. University of Ballarat; 2007. Available from: http://researchonline.ballarat.edu.au:8080/vital/access/HandleResolver/1959.17/53301

14. Li, Yihan. GARCH models for forecasting volatilities of three major stock indexes : using both frequentist and Bayesian approach: Generalized autoregressive conditional heteroscedastic models for forecasting volatilities of three major stock indexes: Title on signature form: GARCH model for forecasting volatilities of three major stock indexes : using both frequentist and Bayesian approach.

Degree: Thesis (M.S.), 2013, Ball State University

 Forecasting volatility with precision in financial market is very important. This paper examines the use of various forms of GARCH models for forecasting volatility. Three… (more)

Subjects/Keywords: GARCH model; Stock price forecasting  – Japan  – Mathematical models; Stock price forecasting  – United States  – Mathematical models; Stock price forecasting  – Germany  – Mathematical models

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APA (6th Edition):

Li, Y. (2013). GARCH models for forecasting volatilities of three major stock indexes : using both frequentist and Bayesian approach: Generalized autoregressive conditional heteroscedastic models for forecasting volatilities of three major stock indexes: Title on signature form: GARCH model for forecasting volatilities of three major stock indexes : using both frequentist and Bayesian approach. (Masters Thesis). Ball State University. Retrieved from http://cardinalscholar.bsu.edu/handle/123456789/197166

Chicago Manual of Style (16th Edition):

Li, Yihan. “GARCH models for forecasting volatilities of three major stock indexes : using both frequentist and Bayesian approach: Generalized autoregressive conditional heteroscedastic models for forecasting volatilities of three major stock indexes: Title on signature form: GARCH model for forecasting volatilities of three major stock indexes : using both frequentist and Bayesian approach.” 2013. Masters Thesis, Ball State University. Accessed January 26, 2020. http://cardinalscholar.bsu.edu/handle/123456789/197166.

MLA Handbook (7th Edition):

Li, Yihan. “GARCH models for forecasting volatilities of three major stock indexes : using both frequentist and Bayesian approach: Generalized autoregressive conditional heteroscedastic models for forecasting volatilities of three major stock indexes: Title on signature form: GARCH model for forecasting volatilities of three major stock indexes : using both frequentist and Bayesian approach.” 2013. Web. 26 Jan 2020.

Vancouver:

Li Y. GARCH models for forecasting volatilities of three major stock indexes : using both frequentist and Bayesian approach: Generalized autoregressive conditional heteroscedastic models for forecasting volatilities of three major stock indexes: Title on signature form: GARCH model for forecasting volatilities of three major stock indexes : using both frequentist and Bayesian approach. [Internet] [Masters thesis]. Ball State University; 2013. [cited 2020 Jan 26]. Available from: http://cardinalscholar.bsu.edu/handle/123456789/197166.

Council of Science Editors:

Li Y. GARCH models for forecasting volatilities of three major stock indexes : using both frequentist and Bayesian approach: Generalized autoregressive conditional heteroscedastic models for forecasting volatilities of three major stock indexes: Title on signature form: GARCH model for forecasting volatilities of three major stock indexes : using both frequentist and Bayesian approach. [Masters Thesis]. Ball State University; 2013. Available from: http://cardinalscholar.bsu.edu/handle/123456789/197166


University of Alberta

15. Tang, Zhenyang. Three Essays on Insider Trading.

Degree: PhD, Faculty of Business, 2014, University of Alberta

 The first essay of the thesis examines the effect of legal insider trading intensity on stock price informativeness. Open market transactions by corporate insiders are… (more)

Subjects/Keywords: stock price informativeness; insider trading; firm value

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APA (6th Edition):

Tang, Z. (2014). Three Essays on Insider Trading. (Doctoral Dissertation). University of Alberta. Retrieved from https://era.library.ualberta.ca/files/vh53wv88m

Chicago Manual of Style (16th Edition):

Tang, Zhenyang. “Three Essays on Insider Trading.” 2014. Doctoral Dissertation, University of Alberta. Accessed January 26, 2020. https://era.library.ualberta.ca/files/vh53wv88m.

MLA Handbook (7th Edition):

Tang, Zhenyang. “Three Essays on Insider Trading.” 2014. Web. 26 Jan 2020.

Vancouver:

Tang Z. Three Essays on Insider Trading. [Internet] [Doctoral dissertation]. University of Alberta; 2014. [cited 2020 Jan 26]. Available from: https://era.library.ualberta.ca/files/vh53wv88m.

Council of Science Editors:

Tang Z. Three Essays on Insider Trading. [Doctoral Dissertation]. University of Alberta; 2014. Available from: https://era.library.ualberta.ca/files/vh53wv88m


University of Missouri – Columbia

16. Watanabe, Olena V. Does securities regulation improve transparency? : an examination of the effects of EU's transparency directive on stock price informativeness, crash risk, and financial reporting quality.

Degree: 2012, University of Missouri – Columbia

 [ACCESS RESTRICTED TO THE UNIVERSITY OF MISSOURI AT AUTHOR'S REQUEST.] This paper examines the impact of a transparency regulation on stock price informativeness, stock crash… (more)

Subjects/Keywords: transparency regulation; stock price; crash risk

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

APA (6th Edition):

Watanabe, O. V. (2012). Does securities regulation improve transparency? : an examination of the effects of EU's transparency directive on stock price informativeness, crash risk, and financial reporting quality. (Thesis). University of Missouri – Columbia. Retrieved from http://hdl.handle.net/10355/36772

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):

Watanabe, Olena V. “Does securities regulation improve transparency? : an examination of the effects of EU's transparency directive on stock price informativeness, crash risk, and financial reporting quality.” 2012. Thesis, University of Missouri – Columbia. Accessed January 26, 2020. http://hdl.handle.net/10355/36772.

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

MLA Handbook (7th Edition):

Watanabe, Olena V. “Does securities regulation improve transparency? : an examination of the effects of EU's transparency directive on stock price informativeness, crash risk, and financial reporting quality.” 2012. Web. 26 Jan 2020.

Vancouver:

Watanabe OV. Does securities regulation improve transparency? : an examination of the effects of EU's transparency directive on stock price informativeness, crash risk, and financial reporting quality. [Internet] [Thesis]. University of Missouri – Columbia; 2012. [cited 2020 Jan 26]. Available from: http://hdl.handle.net/10355/36772.

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

Council of Science Editors:

Watanabe OV. Does securities regulation improve transparency? : an examination of the effects of EU's transparency directive on stock price informativeness, crash risk, and financial reporting quality. [Thesis]. University of Missouri – Columbia; 2012. Available from: http://hdl.handle.net/10355/36772

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


University of Stirling

17. Tsakou, Katina. Essays on financial volatility forecasting.

Degree: PhD, 2016, University of Stirling

 The accurate estimation and forecasting of volatility is of utmost importance for anyone who participates in the financial market as it affects the whole financial… (more)

Subjects/Keywords: Finance Mathematical models; Stock price forecasting

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APA (6th Edition):

Tsakou, K. (2016). Essays on financial volatility forecasting. (Doctoral Dissertation). University of Stirling. Retrieved from http://hdl.handle.net/1893/25403

Chicago Manual of Style (16th Edition):

Tsakou, Katina. “Essays on financial volatility forecasting.” 2016. Doctoral Dissertation, University of Stirling. Accessed January 26, 2020. http://hdl.handle.net/1893/25403.

MLA Handbook (7th Edition):

Tsakou, Katina. “Essays on financial volatility forecasting.” 2016. Web. 26 Jan 2020.

Vancouver:

Tsakou K. Essays on financial volatility forecasting. [Internet] [Doctoral dissertation]. University of Stirling; 2016. [cited 2020 Jan 26]. Available from: http://hdl.handle.net/1893/25403.

Council of Science Editors:

Tsakou K. Essays on financial volatility forecasting. [Doctoral Dissertation]. University of Stirling; 2016. Available from: http://hdl.handle.net/1893/25403


University of Bridgeport

18. Blake, William F. Study of Relationship between the Average of Yearly High-Low Prices and the Average of Stock Prices throughout the Year as Tested in Random and Discrete Samples .

Degree: 1972, University of Bridgeport

This paper is an attempt to test the validity of a study done by Professors Edwards and Hilton ("A Note on the High-Low Price Average as an Estimator of Annual Average Stock Prices") by gathering data in a similar manner over a subsequent period of time.

Subjects/Keywords: Pricing; Stock price

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APA (6th Edition):

Blake, W. F. (1972). Study of Relationship between the Average of Yearly High-Low Prices and the Average of Stock Prices throughout the Year as Tested in Random and Discrete Samples . (Thesis). University of Bridgeport. Retrieved from https://scholarworks.bridgeport.edu/xmlui/handle/123456789/1769

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):

Blake, William F. “Study of Relationship between the Average of Yearly High-Low Prices and the Average of Stock Prices throughout the Year as Tested in Random and Discrete Samples .” 1972. Thesis, University of Bridgeport. Accessed January 26, 2020. https://scholarworks.bridgeport.edu/xmlui/handle/123456789/1769.

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

MLA Handbook (7th Edition):

Blake, William F. “Study of Relationship between the Average of Yearly High-Low Prices and the Average of Stock Prices throughout the Year as Tested in Random and Discrete Samples .” 1972. Web. 26 Jan 2020.

Vancouver:

Blake WF. Study of Relationship between the Average of Yearly High-Low Prices and the Average of Stock Prices throughout the Year as Tested in Random and Discrete Samples . [Internet] [Thesis]. University of Bridgeport; 1972. [cited 2020 Jan 26]. Available from: https://scholarworks.bridgeport.edu/xmlui/handle/123456789/1769.

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

Council of Science Editors:

Blake WF. Study of Relationship between the Average of Yearly High-Low Prices and the Average of Stock Prices throughout the Year as Tested in Random and Discrete Samples . [Thesis]. University of Bridgeport; 1972. Available from: https://scholarworks.bridgeport.edu/xmlui/handle/123456789/1769

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


University of Pretoria

19. Setati, Kwena. The long run impact of rights issues on share price performance and operating performance.

Degree: MBA, Gordon Institute of Business Science (GIBS), 2013, University of Pretoria

 Rights issues continue to be a well-researched topic within the field of corporate finance. The focus of this study was to consider the long-run impact… (more)

Subjects/Keywords: UCTD; Corporations  – Valuations; Stock price forecasting

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APA (6th Edition):

Setati, K. (2013). The long run impact of rights issues on share price performance and operating performance. (Masters Thesis). University of Pretoria. Retrieved from http://hdl.handle.net/2263/40580

Chicago Manual of Style (16th Edition):

Setati, Kwena. “The long run impact of rights issues on share price performance and operating performance.” 2013. Masters Thesis, University of Pretoria. Accessed January 26, 2020. http://hdl.handle.net/2263/40580.

MLA Handbook (7th Edition):

Setati, Kwena. “The long run impact of rights issues on share price performance and operating performance.” 2013. Web. 26 Jan 2020.

Vancouver:

Setati K. The long run impact of rights issues on share price performance and operating performance. [Internet] [Masters thesis]. University of Pretoria; 2013. [cited 2020 Jan 26]. Available from: http://hdl.handle.net/2263/40580.

Council of Science Editors:

Setati K. The long run impact of rights issues on share price performance and operating performance. [Masters Thesis]. University of Pretoria; 2013. Available from: http://hdl.handle.net/2263/40580


University of Nairobi

20. Kinyeki, Rowland. A test of relationship between stock market price volatility and unit trusts returns .

Degree: 2011, University of Nairobi

 The recognition and increasing importance of unit trusts as an investment instrument has spurred research on their performance. The objective of this research paper was… (more)

Subjects/Keywords: Price volatility; Unit trusts; Stock market

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APA (6th Edition):

Kinyeki, R. (2011). A test of relationship between stock market price volatility and unit trusts returns . (Thesis). University of Nairobi. Retrieved from http://erepository.uonbi.ac.ke:8080/xmlui/handle/123456789/11103

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):

Kinyeki, Rowland. “A test of relationship between stock market price volatility and unit trusts returns .” 2011. Thesis, University of Nairobi. Accessed January 26, 2020. http://erepository.uonbi.ac.ke:8080/xmlui/handle/123456789/11103.

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

MLA Handbook (7th Edition):

Kinyeki, Rowland. “A test of relationship between stock market price volatility and unit trusts returns .” 2011. Web. 26 Jan 2020.

Vancouver:

Kinyeki R. A test of relationship between stock market price volatility and unit trusts returns . [Internet] [Thesis]. University of Nairobi; 2011. [cited 2020 Jan 26]. Available from: http://erepository.uonbi.ac.ke:8080/xmlui/handle/123456789/11103.

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

Council of Science Editors:

Kinyeki R. A test of relationship between stock market price volatility and unit trusts returns . [Thesis]. University of Nairobi; 2011. Available from: http://erepository.uonbi.ac.ke:8080/xmlui/handle/123456789/11103

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


Louisiana State University

21. Le, Huong Thi Thu. On the Governance of Innovation: Institutional Ownership vs. Stock Price.

Degree: PhD, Finance and Financial Management, 2014, Louisiana State University

 Firms can change their outstanding shares to manage their stock price levels. Those with lower stock prices tend to attract more speculative trading, which causes… (more)

Subjects/Keywords: Innovation; R&D; Stock Price; Institutional Investor

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APA (6th Edition):

Le, H. T. T. (2014). On the Governance of Innovation: Institutional Ownership vs. Stock Price. (Doctoral Dissertation). Louisiana State University. Retrieved from etd-01192015-102433 ; https://digitalcommons.lsu.edu/gradschool_dissertations/942

Chicago Manual of Style (16th Edition):

Le, Huong Thi Thu. “On the Governance of Innovation: Institutional Ownership vs. Stock Price.” 2014. Doctoral Dissertation, Louisiana State University. Accessed January 26, 2020. etd-01192015-102433 ; https://digitalcommons.lsu.edu/gradschool_dissertations/942.

MLA Handbook (7th Edition):

Le, Huong Thi Thu. “On the Governance of Innovation: Institutional Ownership vs. Stock Price.” 2014. Web. 26 Jan 2020.

Vancouver:

Le HTT. On the Governance of Innovation: Institutional Ownership vs. Stock Price. [Internet] [Doctoral dissertation]. Louisiana State University; 2014. [cited 2020 Jan 26]. Available from: etd-01192015-102433 ; https://digitalcommons.lsu.edu/gradschool_dissertations/942.

Council of Science Editors:

Le HTT. On the Governance of Innovation: Institutional Ownership vs. Stock Price. [Doctoral Dissertation]. Louisiana State University; 2014. Available from: etd-01192015-102433 ; https://digitalcommons.lsu.edu/gradschool_dissertations/942


Louisiana State University

22. Fang, Jing. Stock liquidity, price informativeness, and accruals-based earnings management.

Degree: PhD, Accounting, 2012, Louisiana State University

 We examine the effect of stock liquidity on accruals-based earnings management. Finance literature suggests that stock liquidity leads to price efficiency. If prices are efficient,… (more)

Subjects/Keywords: accruals; earnings management; price informativeness; stock liquidity

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

APA (6th Edition):

Fang, J. (2012). Stock liquidity, price informativeness, and accruals-based earnings management. (Doctoral Dissertation). Louisiana State University. Retrieved from etd-06212012-212936 ; https://digitalcommons.lsu.edu/gradschool_dissertations/2788

Chicago Manual of Style (16th Edition):

Fang, Jing. “Stock liquidity, price informativeness, and accruals-based earnings management.” 2012. Doctoral Dissertation, Louisiana State University. Accessed January 26, 2020. etd-06212012-212936 ; https://digitalcommons.lsu.edu/gradschool_dissertations/2788.

MLA Handbook (7th Edition):

Fang, Jing. “Stock liquidity, price informativeness, and accruals-based earnings management.” 2012. Web. 26 Jan 2020.

Vancouver:

Fang J. Stock liquidity, price informativeness, and accruals-based earnings management. [Internet] [Doctoral dissertation]. Louisiana State University; 2012. [cited 2020 Jan 26]. Available from: etd-06212012-212936 ; https://digitalcommons.lsu.edu/gradschool_dissertations/2788.

Council of Science Editors:

Fang J. Stock liquidity, price informativeness, and accruals-based earnings management. [Doctoral Dissertation]. Louisiana State University; 2012. Available from: etd-06212012-212936 ; https://digitalcommons.lsu.edu/gradschool_dissertations/2788


Montana Tech

23. Yeh, Logann. Earnings forecasts and stock prices.

Degree: MBA, 1988, Montana Tech

Subjects/Keywords: Stock price forecasting.

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APA (6th Edition):

Yeh, L. (1988). Earnings forecasts and stock prices. (Thesis). Montana Tech. Retrieved from https://scholarworks.umt.edu/etd/4824

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):

Yeh, Logann. “Earnings forecasts and stock prices.” 1988. Thesis, Montana Tech. Accessed January 26, 2020. https://scholarworks.umt.edu/etd/4824.

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

MLA Handbook (7th Edition):

Yeh, Logann. “Earnings forecasts and stock prices.” 1988. Web. 26 Jan 2020.

Vancouver:

Yeh L. Earnings forecasts and stock prices. [Internet] [Thesis]. Montana Tech; 1988. [cited 2020 Jan 26]. Available from: https://scholarworks.umt.edu/etd/4824.

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

Council of Science Editors:

Yeh L. Earnings forecasts and stock prices. [Thesis]. Montana Tech; 1988. Available from: https://scholarworks.umt.edu/etd/4824

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


Stellenbosch University

24. Roberts, Harry Hutchinson. Comparison of the profitability of a number of technical trading systems on the ALSI futures contract.

Degree: 2009, Stellenbosch University

Thesis (MBA (Business Management)) – University of Stellenbosch, 2009.

ENGLISH ABSTRACT: The purpose of this report is to investigate whether the returns of five different trading… (more)

Subjects/Keywords: Business management; Stock price forecasting; Investment analysis

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APA (6th Edition):

Roberts, H. H. (2009). Comparison of the profitability of a number of technical trading systems on the ALSI futures contract. (Thesis). Stellenbosch University. Retrieved from http://hdl.handle.net/10019.1/920

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):

Roberts, Harry Hutchinson. “Comparison of the profitability of a number of technical trading systems on the ALSI futures contract.” 2009. Thesis, Stellenbosch University. Accessed January 26, 2020. http://hdl.handle.net/10019.1/920.

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

MLA Handbook (7th Edition):

Roberts, Harry Hutchinson. “Comparison of the profitability of a number of technical trading systems on the ALSI futures contract.” 2009. Web. 26 Jan 2020.

Vancouver:

Roberts HH. Comparison of the profitability of a number of technical trading systems on the ALSI futures contract. [Internet] [Thesis]. Stellenbosch University; 2009. [cited 2020 Jan 26]. Available from: http://hdl.handle.net/10019.1/920.

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

Council of Science Editors:

Roberts HH. Comparison of the profitability of a number of technical trading systems on the ALSI futures contract. [Thesis]. Stellenbosch University; 2009. Available from: http://hdl.handle.net/10019.1/920

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


Stellenbosch University

25. Badenhorst, Dirk Jakobus Pretorius. Improving the accuracy of prediction using singular spectrum analysis by incorporating internet activity.

Degree: MComm, Statistics and Actuarial Science, 2013, Stellenbosch University

ENGLISH ABSTRACT: Researchers and investors have been attempting to predict stock market activity for years. The possible financial gain that accurate predictions would offer lit… (more)

Subjects/Keywords: Statistics and actuarial science; Stock price forecasting

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APA (6th Edition):

Badenhorst, D. J. P. (2013). Improving the accuracy of prediction using singular spectrum analysis by incorporating internet activity. (Thesis). Stellenbosch University. Retrieved from http://hdl.handle.net/10019.1/80056

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):

Badenhorst, Dirk Jakobus Pretorius. “Improving the accuracy of prediction using singular spectrum analysis by incorporating internet activity.” 2013. Thesis, Stellenbosch University. Accessed January 26, 2020. http://hdl.handle.net/10019.1/80056.

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

MLA Handbook (7th Edition):

Badenhorst, Dirk Jakobus Pretorius. “Improving the accuracy of prediction using singular spectrum analysis by incorporating internet activity.” 2013. Web. 26 Jan 2020.

Vancouver:

Badenhorst DJP. Improving the accuracy of prediction using singular spectrum analysis by incorporating internet activity. [Internet] [Thesis]. Stellenbosch University; 2013. [cited 2020 Jan 26]. Available from: http://hdl.handle.net/10019.1/80056.

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

Council of Science Editors:

Badenhorst DJP. Improving the accuracy of prediction using singular spectrum analysis by incorporating internet activity. [Thesis]. Stellenbosch University; 2013. Available from: http://hdl.handle.net/10019.1/80056

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


University of New South Wales

26. Nguyen, Huong Giang. Public information arrivals, stock price formation and market efficiency.

Degree: Banking & Finance, 2010, University of New South Wales

 This thesis consists of three related studies on the relationship between public information arrivals, stock price formation, and market efficiency in the Australian Securities Exchange… (more)

Subjects/Keywords: Market Efficiency; Public Information; Stock Price Formation

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APA (6th Edition):

Nguyen, H. G. (2010). Public information arrivals, stock price formation and market efficiency. (Doctoral Dissertation). University of New South Wales. Retrieved from http://handle.unsw.edu.au/1959.4/50445 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:9339/SOURCE02?view=true

Chicago Manual of Style (16th Edition):

Nguyen, Huong Giang. “Public information arrivals, stock price formation and market efficiency.” 2010. Doctoral Dissertation, University of New South Wales. Accessed January 26, 2020. http://handle.unsw.edu.au/1959.4/50445 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:9339/SOURCE02?view=true.

MLA Handbook (7th Edition):

Nguyen, Huong Giang. “Public information arrivals, stock price formation and market efficiency.” 2010. Web. 26 Jan 2020.

Vancouver:

Nguyen HG. Public information arrivals, stock price formation and market efficiency. [Internet] [Doctoral dissertation]. University of New South Wales; 2010. [cited 2020 Jan 26]. Available from: http://handle.unsw.edu.au/1959.4/50445 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:9339/SOURCE02?view=true.

Council of Science Editors:

Nguyen HG. Public information arrivals, stock price formation and market efficiency. [Doctoral Dissertation]. University of New South Wales; 2010. Available from: http://handle.unsw.edu.au/1959.4/50445 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:9339/SOURCE02?view=true


University of Missouri – Columbia

27. Watanabe, Olena V. Does securities regulation improve transparency? : an examination of the effects of EU's transparency directive on stock price informativeness, crash risk, and financial reporting quality.

Degree: 2012, University of Missouri – Columbia

 [ACCESS RESTRICTED TO THE UNIVERSITY OF MISSOURI AT AUTHOR'S REQUEST.] This paper examines the impact of a transparency regulation on stock price informativeness, stock crash… (more)

Subjects/Keywords: transparency regulation; stock price; crash risk

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

APA (6th Edition):

Watanabe, O. V. (2012). Does securities regulation improve transparency? : an examination of the effects of EU's transparency directive on stock price informativeness, crash risk, and financial reporting quality. (Thesis). University of Missouri – Columbia. Retrieved from https://doi.org/10.32469/10355/36772

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):

Watanabe, Olena V. “Does securities regulation improve transparency? : an examination of the effects of EU's transparency directive on stock price informativeness, crash risk, and financial reporting quality.” 2012. Thesis, University of Missouri – Columbia. Accessed January 26, 2020. https://doi.org/10.32469/10355/36772.

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

MLA Handbook (7th Edition):

Watanabe, Olena V. “Does securities regulation improve transparency? : an examination of the effects of EU's transparency directive on stock price informativeness, crash risk, and financial reporting quality.” 2012. Web. 26 Jan 2020.

Vancouver:

Watanabe OV. Does securities regulation improve transparency? : an examination of the effects of EU's transparency directive on stock price informativeness, crash risk, and financial reporting quality. [Internet] [Thesis]. University of Missouri – Columbia; 2012. [cited 2020 Jan 26]. Available from: https://doi.org/10.32469/10355/36772.

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

Council of Science Editors:

Watanabe OV. Does securities regulation improve transparency? : an examination of the effects of EU's transparency directive on stock price informativeness, crash risk, and financial reporting quality. [Thesis]. University of Missouri – Columbia; 2012. Available from: https://doi.org/10.32469/10355/36772

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


Hong Kong University of Science and Technology

28. Xiao, Zizhuang ACCT. Strategic timing in analyst forecasts.

Degree: 2016, Hong Kong University of Science and Technology

 Strategically timing the desirable forecast revisions with investors' attention would enhance analysts influence on the market. In this study, I document that analysts show off… (more)

Subjects/Keywords: Stock price forecasting ; Mathematical models ; Investment analysis

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

APA (6th Edition):

Xiao, Z. A. (2016). Strategic timing in analyst forecasts. (Thesis). Hong Kong University of Science and Technology. Retrieved from http://repository.ust.hk/ir/Record/1783.1-96302 ; https://doi.org/10.14711/thesis-b1627988 ; http://repository.ust.hk/ir/bitstream/1783.1-96302/1/th_redirect.html

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):

Xiao, Zizhuang ACCT. “Strategic timing in analyst forecasts.” 2016. Thesis, Hong Kong University of Science and Technology. Accessed January 26, 2020. http://repository.ust.hk/ir/Record/1783.1-96302 ; https://doi.org/10.14711/thesis-b1627988 ; http://repository.ust.hk/ir/bitstream/1783.1-96302/1/th_redirect.html.

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

MLA Handbook (7th Edition):

Xiao, Zizhuang ACCT. “Strategic timing in analyst forecasts.” 2016. Web. 26 Jan 2020.

Vancouver:

Xiao ZA. Strategic timing in analyst forecasts. [Internet] [Thesis]. Hong Kong University of Science and Technology; 2016. [cited 2020 Jan 26]. Available from: http://repository.ust.hk/ir/Record/1783.1-96302 ; https://doi.org/10.14711/thesis-b1627988 ; http://repository.ust.hk/ir/bitstream/1783.1-96302/1/th_redirect.html.

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

Council of Science Editors:

Xiao ZA. Strategic timing in analyst forecasts. [Thesis]. Hong Kong University of Science and Technology; 2016. Available from: http://repository.ust.hk/ir/Record/1783.1-96302 ; https://doi.org/10.14711/thesis-b1627988 ; http://repository.ust.hk/ir/bitstream/1783.1-96302/1/th_redirect.html

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


University of Otago

29. Anderson, Steven T. Earnings and dividend information conveyed by changes in a firm's corporate bond rating .

Degree: 2011, University of Otago

 This research investigates the information conveyed by corporate bond rating changes relating to a firm's future earnings and dividends. Consistent with previous findings, announcements of… (more)

Subjects/Keywords: bond; rating; future earnings; downgrades; finance; stock market; stock price dividend

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

APA (6th Edition):

Anderson, S. T. (2011). Earnings and dividend information conveyed by changes in a firm's corporate bond rating . (Masters Thesis). University of Otago. Retrieved from http://hdl.handle.net/10523/1402

Chicago Manual of Style (16th Edition):

Anderson, Steven T. “Earnings and dividend information conveyed by changes in a firm's corporate bond rating .” 2011. Masters Thesis, University of Otago. Accessed January 26, 2020. http://hdl.handle.net/10523/1402.

MLA Handbook (7th Edition):

Anderson, Steven T. “Earnings and dividend information conveyed by changes in a firm's corporate bond rating .” 2011. Web. 26 Jan 2020.

Vancouver:

Anderson ST. Earnings and dividend information conveyed by changes in a firm's corporate bond rating . [Internet] [Masters thesis]. University of Otago; 2011. [cited 2020 Jan 26]. Available from: http://hdl.handle.net/10523/1402.

Council of Science Editors:

Anderson ST. Earnings and dividend information conveyed by changes in a firm's corporate bond rating . [Masters Thesis]. University of Otago; 2011. Available from: http://hdl.handle.net/10523/1402

30. Klinger, Nicholas P. Analysis of algorithms to create profitable trades in the stock market.

Degree: MS, Computer Science, 2016, Eastern Washington University

  "There are many different strategies to predict the stock market. When selecting a strategy to predict the stock market, that strategy must be robust… (more)

Subjects/Keywords: Stocks – Prices – Mathematical models; Stock price forecasting; Stock exchanges; Computer algorithms

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

APA (6th Edition):

Klinger, N. P. (2016). Analysis of algorithms to create profitable trades in the stock market. (Thesis). Eastern Washington University. Retrieved from https://dc.ewu.edu/theses/400

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):

Klinger, Nicholas P. “Analysis of algorithms to create profitable trades in the stock market.” 2016. Thesis, Eastern Washington University. Accessed January 26, 2020. https://dc.ewu.edu/theses/400.

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

MLA Handbook (7th Edition):

Klinger, Nicholas P. “Analysis of algorithms to create profitable trades in the stock market.” 2016. Web. 26 Jan 2020.

Vancouver:

Klinger NP. Analysis of algorithms to create profitable trades in the stock market. [Internet] [Thesis]. Eastern Washington University; 2016. [cited 2020 Jan 26]. Available from: https://dc.ewu.edu/theses/400.

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

Council of Science Editors:

Klinger NP. Analysis of algorithms to create profitable trades in the stock market. [Thesis]. Eastern Washington University; 2016. Available from: https://dc.ewu.edu/theses/400

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

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