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:(Duration of Bull AND Bear Market Cycles). Showing records 1 – 18 of 18 total matches.

Search Limiters

Last 2 Years | English Only

No search limiters apply to these results.

▼ Search Limiters


Technical University of Lisbon

1. Cruz, João António Mendes da. Structural changes in duration of bull and bear markets and their connection with business cycles.

Degree: 2018, Technical University of Lisbon

Mestrado em Econometria Aplicada e Previsão

O presente trabalho analisa relações entre finanças e macroeconomia, procurando responder a como quebras de estrutura na duração dos… (more)

Subjects/Keywords: Ciclos Económicos; Crises Económicas; Duração de Ciclos de Mercados Bull e Bear; Mercados Bull e Bear; MSCI; Teste de Quebra de Estrutura; Bull and Bear Markets; Business Cycles; Duration of Bull and Bear Market Cycles; Economic Crisis; Structural Change Test

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

Cruz, J. A. M. d. (2018). Structural changes in duration of bull and bear markets and their connection with business cycles. (Thesis). Technical University of Lisbon. Retrieved from https://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/14637

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):

Cruz, João António Mendes da. “Structural changes in duration of bull and bear markets and their connection with business cycles.” 2018. Thesis, Technical University of Lisbon. Accessed March 23, 2019. https://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/14637.

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

MLA Handbook (7th Edition):

Cruz, João António Mendes da. “Structural changes in duration of bull and bear markets and their connection with business cycles.” 2018. Web. 23 Mar 2019.

Vancouver:

Cruz JAMd. Structural changes in duration of bull and bear markets and their connection with business cycles. [Internet] [Thesis]. Technical University of Lisbon; 2018. [cited 2019 Mar 23]. Available from: https://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/14637.

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

Council of Science Editors:

Cruz JAMd. Structural changes in duration of bull and bear markets and their connection with business cycles. [Thesis]. Technical University of Lisbon; 2018. Available from: https://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/14637

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


University of Otago

2. Wilson, Antony. Two centuries of bull and bear markets .

Degree: 2011, University of Otago

 Two methods for identifying bull and bear markets in stock indices are developed and applied to a long period of U.S. stock market data. Turning… (more)

Subjects/Keywords: bull and bear markets; U.S. stock market

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

Wilson, A. (2011). Two centuries of bull and bear markets . (Masters Thesis). University of Otago. Retrieved from http://hdl.handle.net/10523/1353

Chicago Manual of Style (16th Edition):

Wilson, Antony. “Two centuries of bull and bear markets .” 2011. Masters Thesis, University of Otago. Accessed March 23, 2019. http://hdl.handle.net/10523/1353.

MLA Handbook (7th Edition):

Wilson, Antony. “Two centuries of bull and bear markets .” 2011. Web. 23 Mar 2019.

Vancouver:

Wilson A. Two centuries of bull and bear markets . [Internet] [Masters thesis]. University of Otago; 2011. [cited 2019 Mar 23]. Available from: http://hdl.handle.net/10523/1353.

Council of Science Editors:

Wilson A. Two centuries of bull and bear markets . [Masters Thesis]. University of Otago; 2011. Available from: http://hdl.handle.net/10523/1353

3. Cantante, Cláudia Sofia Jordão. Performance dos Exchange Traded Funds (ETF) na Europa.

Degree: 2016, RCAAP

 Com esta dissertação de mestrado, pretendemos verificar qual a performance dos Exchange Traded Funds (ETF), fundos de investimento transacionados em bolsa, existentes na Europa. Assim… (more)

Subjects/Keywords: Exchange traded funds; Benchmark; Performance; Bull market e bear market

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

Cantante, C. S. J. (2016). Performance dos Exchange Traded Funds (ETF) na Europa. (Thesis). RCAAP. Retrieved from https://www.rcaap.pt/detail.jsp?id=oai:comum.rcaap.pt:10400.26/16634

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):

Cantante, Cláudia Sofia Jordão. “Performance dos Exchange Traded Funds (ETF) na Europa.” 2016. Thesis, RCAAP. Accessed March 23, 2019. https://www.rcaap.pt/detail.jsp?id=oai:comum.rcaap.pt:10400.26/16634.

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

MLA Handbook (7th Edition):

Cantante, Cláudia Sofia Jordão. “Performance dos Exchange Traded Funds (ETF) na Europa.” 2016. Web. 23 Mar 2019.

Vancouver:

Cantante CSJ. Performance dos Exchange Traded Funds (ETF) na Europa. [Internet] [Thesis]. RCAAP; 2016. [cited 2019 Mar 23]. Available from: https://www.rcaap.pt/detail.jsp?id=oai:comum.rcaap.pt:10400.26/16634.

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

Council of Science Editors:

Cantante CSJ. Performance dos Exchange Traded Funds (ETF) na Europa. [Thesis]. RCAAP; 2016. Available from: https://www.rcaap.pt/detail.jsp?id=oai:comum.rcaap.pt:10400.26/16634

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


Vytautas Magnus University

4. Chackevič, Marija. Skandinavijos ir Baltijos šalių akcijų rinkų cikliškumo įvertinimas.

Degree: Master, Economics, 2008, Vytautas Magnus University

Baltijos šalių akcijų rinkų istorija yra trumpa, tuo tarpu akcijų kainų ciklų nagrinėjimui bei galimam vėlesniam prognozavimui reikalinga ilgesnė duomenų imtis. Dėl šios priežasties šiame… (more)

Subjects/Keywords: Akcijų rinkos ciklai; Buliaus rinka; Lokio rinka; Stock market cycle; Bull market; Bear market

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

Chackevič, Marija. (2008). Skandinavijos ir Baltijos šalių akcijų rinkų cikliškumo įvertinimas. (Masters Thesis). Vytautas Magnus University. Retrieved from http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2008~D_20080818_112049-98280 ;

Note: this citation may be lacking information needed for this citation format:
Author name may be incomplete

Chicago Manual of Style (16th Edition):

Chackevič, Marija. “Skandinavijos ir Baltijos šalių akcijų rinkų cikliškumo įvertinimas.” 2008. Masters Thesis, Vytautas Magnus University. Accessed March 23, 2019. http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2008~D_20080818_112049-98280 ;.

Note: this citation may be lacking information needed for this citation format:
Author name may be incomplete

MLA Handbook (7th Edition):

Chackevič, Marija. “Skandinavijos ir Baltijos šalių akcijų rinkų cikliškumo įvertinimas.” 2008. Web. 23 Mar 2019.

Note: this citation may be lacking information needed for this citation format:
Author name may be incomplete

Vancouver:

Chackevič, Marija. Skandinavijos ir Baltijos šalių akcijų rinkų cikliškumo įvertinimas. [Internet] [Masters thesis]. Vytautas Magnus University; 2008. [cited 2019 Mar 23]. Available from: http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2008~D_20080818_112049-98280 ;.

Note: this citation may be lacking information needed for this citation format:
Author name may be incomplete

Council of Science Editors:

Chackevič, Marija. Skandinavijos ir Baltijos šalių akcijų rinkų cikliškumo įvertinimas. [Masters Thesis]. Vytautas Magnus University; 2008. Available from: http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2008~D_20080818_112049-98280 ;

Note: this citation may be lacking information needed for this citation format:
Author name may be incomplete


NSYSU

5. Chang, Tze-Wei. Market efficiency in the portfolio strategy of technical indicators in the bull and bear stock markets.

Degree: Master, Finance, 2012, NSYSU

 The study uses Moving Average, On Balance Volume, and KD (Stochastic Oscillator) to analyze that the technical analysis in which the bull or bear stock… (more)

Subjects/Keywords: KD(Stochastic Oscillator); Bull Market; Bear Market; Technical Analysis; On Balance Volume; Moving Average

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

Chang, T. (2012). Market efficiency in the portfolio strategy of technical indicators in the bull and bear stock markets. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0626112-204217

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):

Chang, Tze-Wei. “Market efficiency in the portfolio strategy of technical indicators in the bull and bear stock markets.” 2012. Thesis, NSYSU. Accessed March 23, 2019. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0626112-204217.

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

MLA Handbook (7th Edition):

Chang, Tze-Wei. “Market efficiency in the portfolio strategy of technical indicators in the bull and bear stock markets.” 2012. Web. 23 Mar 2019.

Vancouver:

Chang T. Market efficiency in the portfolio strategy of technical indicators in the bull and bear stock markets. [Internet] [Thesis]. NSYSU; 2012. [cited 2019 Mar 23]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0626112-204217.

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

Council of Science Editors:

Chang T. Market efficiency in the portfolio strategy of technical indicators in the bull and bear stock markets. [Thesis]. NSYSU; 2012. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0626112-204217

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


KTH

6. Hilmersson, Markus. A Study to Examine During what Market Conditions it has been Profitable with Home Bias for a Swedish Fund Manager.

Degree: Mathematical Statistics, 2018, KTH

This thesis in applied statistics and industrial economics examines the correlation between a number of market conditions on the Swedish and Global market and… (more)

Subjects/Keywords: Home Bias; Stock Market Condition; Correlation; Bull; Bear; VIX; Mutual Fund; Multiple Regression Analysis; Home Bias; Aktiemarknadens Beteende; Korrelation; Bull; Bear; VIX; Fond; Multipel Linjär Regressionsanalys; Computational Mathematics; Beräkningsmatematik

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

Hilmersson, M. (2018). A Study to Examine During what Market Conditions it has been Profitable with Home Bias for a Swedish Fund Manager. (Thesis). KTH. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-229049

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):

Hilmersson, Markus. “A Study to Examine During what Market Conditions it has been Profitable with Home Bias for a Swedish Fund Manager.” 2018. Thesis, KTH. Accessed March 23, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-229049.

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

MLA Handbook (7th Edition):

Hilmersson, Markus. “A Study to Examine During what Market Conditions it has been Profitable with Home Bias for a Swedish Fund Manager.” 2018. Web. 23 Mar 2019.

Vancouver:

Hilmersson M. A Study to Examine During what Market Conditions it has been Profitable with Home Bias for a Swedish Fund Manager. [Internet] [Thesis]. KTH; 2018. [cited 2019 Mar 23]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-229049.

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

Council of Science Editors:

Hilmersson M. A Study to Examine During what Market Conditions it has been Profitable with Home Bias for a Swedish Fund Manager. [Thesis]. KTH; 2018. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-229049

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


Università Cattolica del Sacro Cuore

7. DONGMO GUEFACK, ERIC. Hedge Fund Industry: Performance Measurement, Statistical Properties and Fund Characteristics.

Degree: 2011, Università Cattolica del Sacro Cuore

In questa tesi, l’analisi verte su risk-adjusted performance, proprietà statistiche e caratteristiche dei fondi hedge (FH). Nel primo articolo, i risultati relativi al survivorship bias… (more)

Subjects/Keywords: SECS-P/11: ECONOMIA DEGLI INTERMEDIARI FINANZIARI; SECS-P/05: ECONOMETRIA; SECS-S/01: STATISTICA; hedge funds, fund of hedge funds, seven factor model, alpha, survivorship bias, backfill bias, persistence, bull market, bear market, diversification

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

DONGMO GUEFACK, E. (2011). Hedge Fund Industry: Performance Measurement, Statistical Properties and Fund Characteristics. (Doctoral Dissertation). Università Cattolica del Sacro Cuore. Retrieved from http://hdl.handle.net/10280/981

Chicago Manual of Style (16th Edition):

DONGMO GUEFACK, ERIC. “Hedge Fund Industry: Performance Measurement, Statistical Properties and Fund Characteristics.” 2011. Doctoral Dissertation, Università Cattolica del Sacro Cuore. Accessed March 23, 2019. http://hdl.handle.net/10280/981.

MLA Handbook (7th Edition):

DONGMO GUEFACK, ERIC. “Hedge Fund Industry: Performance Measurement, Statistical Properties and Fund Characteristics.” 2011. Web. 23 Mar 2019.

Vancouver:

DONGMO GUEFACK E. Hedge Fund Industry: Performance Measurement, Statistical Properties and Fund Characteristics. [Internet] [Doctoral dissertation]. Università Cattolica del Sacro Cuore; 2011. [cited 2019 Mar 23]. Available from: http://hdl.handle.net/10280/981.

Council of Science Editors:

DONGMO GUEFACK E. Hedge Fund Industry: Performance Measurement, Statistical Properties and Fund Characteristics. [Doctoral Dissertation]. Università Cattolica del Sacro Cuore; 2011. Available from: http://hdl.handle.net/10280/981


Colorado School of Mines

8. Hutchinson, Mandi Brooke. REE enrichment in weathered carbonatite, Bull Hill : Bear Lodge mountains, Wyoming.

Degree: MS(M.S.), Geology and Geological Engineering, 2016, Colorado School of Mines

 Rare earth element (REE)-bearing carbonate, fluorocarbonate, phosphate, and oxide minerals occur within near vertical carbonatite dikes on the western margin of the Paleogene Bull Hill… (more)

Subjects/Keywords: Bear Lodge; Bull Hill; Carbonatite; Rare earth elements; REE

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

Hutchinson, M. B. (2016). REE enrichment in weathered carbonatite, Bull Hill : Bear Lodge mountains, Wyoming. (Masters Thesis). Colorado School of Mines. Retrieved from http://hdl.handle.net/11124/170253

Chicago Manual of Style (16th Edition):

Hutchinson, Mandi Brooke. “REE enrichment in weathered carbonatite, Bull Hill : Bear Lodge mountains, Wyoming.” 2016. Masters Thesis, Colorado School of Mines. Accessed March 23, 2019. http://hdl.handle.net/11124/170253.

MLA Handbook (7th Edition):

Hutchinson, Mandi Brooke. “REE enrichment in weathered carbonatite, Bull Hill : Bear Lodge mountains, Wyoming.” 2016. Web. 23 Mar 2019.

Vancouver:

Hutchinson MB. REE enrichment in weathered carbonatite, Bull Hill : Bear Lodge mountains, Wyoming. [Internet] [Masters thesis]. Colorado School of Mines; 2016. [cited 2019 Mar 23]. Available from: http://hdl.handle.net/11124/170253.

Council of Science Editors:

Hutchinson MB. REE enrichment in weathered carbonatite, Bull Hill : Bear Lodge mountains, Wyoming. [Masters Thesis]. Colorado School of Mines; 2016. Available from: http://hdl.handle.net/11124/170253


University of Johannesburg

9. Devonport, Mathew Robin. The performance of a momentum strategy during bull and bear periods on the JSE/FTSE Africa Top 40 Index.

Degree: 2014, University of Johannesburg

M.Com. (Financial Management)

This paper studies the effects of bull and bear market states on the profitability of a momentum investment strategy. That is, a… (more)

Subjects/Keywords: Investments - South Africa; Bull markets; Bear markets; Stock exchanges - South Africa

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

Devonport, M. R. (2014). The performance of a momentum strategy during bull and bear periods on the JSE/FTSE Africa Top 40 Index. (Thesis). University of Johannesburg. Retrieved from http://hdl.handle.net/10210/9627

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):

Devonport, Mathew Robin. “The performance of a momentum strategy during bull and bear periods on the JSE/FTSE Africa Top 40 Index.” 2014. Thesis, University of Johannesburg. Accessed March 23, 2019. http://hdl.handle.net/10210/9627.

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

MLA Handbook (7th Edition):

Devonport, Mathew Robin. “The performance of a momentum strategy during bull and bear periods on the JSE/FTSE Africa Top 40 Index.” 2014. Web. 23 Mar 2019.

Vancouver:

Devonport MR. The performance of a momentum strategy during bull and bear periods on the JSE/FTSE Africa Top 40 Index. [Internet] [Thesis]. University of Johannesburg; 2014. [cited 2019 Mar 23]. Available from: http://hdl.handle.net/10210/9627.

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

Council of Science Editors:

Devonport MR. The performance of a momentum strategy during bull and bear periods on the JSE/FTSE Africa Top 40 Index. [Thesis]. University of Johannesburg; 2014. Available from: http://hdl.handle.net/10210/9627

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


Technical University of Lisbon

10. Marques, João Francisco Magro. Dynamics of financial markets : study of an agent-based model.

Degree: 2015, Technical University of Lisbon

Mestrado em Matemática Financeira

Nas últimas décadas, o mercado financeiro mundial tem enfrentado vários problemas e colapsos que motivaram anos conturbados para a economia real… (more)

Subjects/Keywords: Sistemas dinâmicos caóticos; Dinâmicas de mercado sobre e subvalorizado; Funções lineares por ramos; Funções de Lorenz; Atrator; Teoria ergódica; Chaotic dynamical systems; Bull and bear market dynamics; Piecewise linear maps; Lorenz maps; Attractor; Ergodic theory

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

Marques, J. F. M. (2015). Dynamics of financial markets : study of an agent-based model. (Thesis). Technical University of Lisbon. Retrieved from http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/9328

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):

Marques, João Francisco Magro. “Dynamics of financial markets : study of an agent-based model.” 2015. Thesis, Technical University of Lisbon. Accessed March 23, 2019. http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/9328.

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

MLA Handbook (7th Edition):

Marques, João Francisco Magro. “Dynamics of financial markets : study of an agent-based model.” 2015. Web. 23 Mar 2019.

Vancouver:

Marques JFM. Dynamics of financial markets : study of an agent-based model. [Internet] [Thesis]. Technical University of Lisbon; 2015. [cited 2019 Mar 23]. Available from: http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/9328.

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

Council of Science Editors:

Marques JFM. Dynamics of financial markets : study of an agent-based model. [Thesis]. Technical University of Lisbon; 2015. Available from: http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/9328

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

11. Zeboulon, Arnaud. La détection des retournements du marché actions américain : Detecting the reversals of the American stock market.

Degree: Docteur es, Sciences économiques, 2015, Paris 2

Le but de cette thèse est de construire un modèle de détection des changements de phase -passages de marché haussier à baissier et vice versa… (more)

Subjects/Keywords: Prévisibilité des marchés actions; Retournements des marchés actions; Marchés haussiers et baissiers; Gestion de portefeuille; Allocation d'actifs; Timing du marché; Régression logistique; Sélection de variables; Analyse technique; Effet momentum; Stock market predictability; Stock market reversals; Bull and bear markets; Portfolio management; Asset allocation; Market timing; Logistic regression; Variable selection; Technical analysis; Monumentum effect

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

Zeboulon, A. (2015). La détection des retournements du marché actions américain : Detecting the reversals of the American stock market. (Doctoral Dissertation). Paris 2. Retrieved from http://www.theses.fr/2015PA020033

Chicago Manual of Style (16th Edition):

Zeboulon, Arnaud. “La détection des retournements du marché actions américain : Detecting the reversals of the American stock market.” 2015. Doctoral Dissertation, Paris 2. Accessed March 23, 2019. http://www.theses.fr/2015PA020033.

MLA Handbook (7th Edition):

Zeboulon, Arnaud. “La détection des retournements du marché actions américain : Detecting the reversals of the American stock market.” 2015. Web. 23 Mar 2019.

Vancouver:

Zeboulon A. La détection des retournements du marché actions américain : Detecting the reversals of the American stock market. [Internet] [Doctoral dissertation]. Paris 2; 2015. [cited 2019 Mar 23]. Available from: http://www.theses.fr/2015PA020033.

Council of Science Editors:

Zeboulon A. La détection des retournements du marché actions américain : Detecting the reversals of the American stock market. [Doctoral Dissertation]. Paris 2; 2015. Available from: http://www.theses.fr/2015PA020033


AUT University

12. Li, Yan. Does Investor Sentiment affect Cross-Sectional Stock Returns on the Chinese A-Share Markets? .

Degree: 2011, AUT University

 Modern finance theory suggests investor sentiment should not be priced as the mispricing induced by sentiment can be removed by trades of rational investors and… (more)

Subjects/Keywords: Investor Sentiment; Chinese; PCA; A-Share; Cross-Sectional; Bull and Bear Markets

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

Li, Y. (2011). Does Investor Sentiment affect Cross-Sectional Stock Returns on the Chinese A-Share Markets? . (Thesis). AUT University. Retrieved from http://hdl.handle.net/10292/1184

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, Yan. “Does Investor Sentiment affect Cross-Sectional Stock Returns on the Chinese A-Share Markets? .” 2011. Thesis, AUT University. Accessed March 23, 2019. http://hdl.handle.net/10292/1184.

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

MLA Handbook (7th Edition):

Li, Yan. “Does Investor Sentiment affect Cross-Sectional Stock Returns on the Chinese A-Share Markets? .” 2011. Web. 23 Mar 2019.

Vancouver:

Li Y. Does Investor Sentiment affect Cross-Sectional Stock Returns on the Chinese A-Share Markets? . [Internet] [Thesis]. AUT University; 2011. [cited 2019 Mar 23]. Available from: http://hdl.handle.net/10292/1184.

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

Council of Science Editors:

Li Y. Does Investor Sentiment affect Cross-Sectional Stock Returns on the Chinese A-Share Markets? . [Thesis]. AUT University; 2011. Available from: http://hdl.handle.net/10292/1184

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


Massey University

13. Cahan, Rachael Marie. An investigation into the strength of the 52-week high momentum strategy in the United States.

Degree: Masters of Business Studies, Finance, 2008, Massey University

 This thesis extends the 52-week high momentum literature, which was first published by George and Hwang in 2004, by stressing the parameters of the trading… (more)

Subjects/Keywords: Stock prices; Bear market; Bull market; 52-week high momentum strategy; Fifty-two-week high momentum strategy; United States; Stock price predictions; Trading strategy

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

Cahan, R. M. (2008). An investigation into the strength of the 52-week high momentum strategy in the United States. (Masters Thesis). Massey University. Retrieved from http://hdl.handle.net/10179/891

Chicago Manual of Style (16th Edition):

Cahan, Rachael Marie. “An investigation into the strength of the 52-week high momentum strategy in the United States.” 2008. Masters Thesis, Massey University. Accessed March 23, 2019. http://hdl.handle.net/10179/891.

MLA Handbook (7th Edition):

Cahan, Rachael Marie. “An investigation into the strength of the 52-week high momentum strategy in the United States.” 2008. Web. 23 Mar 2019.

Vancouver:

Cahan RM. An investigation into the strength of the 52-week high momentum strategy in the United States. [Internet] [Masters thesis]. Massey University; 2008. [cited 2019 Mar 23]. Available from: http://hdl.handle.net/10179/891.

Council of Science Editors:

Cahan RM. An investigation into the strength of the 52-week high momentum strategy in the United States. [Masters Thesis]. Massey University; 2008. Available from: http://hdl.handle.net/10179/891


Linköping University

14. Berberovic, Adnan. A Multi-Factor Stock Market Model with Regime-Switches, Student's T Margins, and Copula Dependencies.

Degree: Production Economics, 2017, Linköping University

  Investors constantly seek information that provides an edge over the market. One of the conventional methods is to find factors which can predict asset… (more)

Subjects/Keywords: finance; statistics; stock market; stocks; factor; factors; probability; probability distribution; students t distrbution; students t; copula; markov chain; hidden markov model; regime switching; stochastic programming; optimisation; optimization; multi factor model; arbitrage pricing theory; return; performance; back test; expectation maximisation; expectation maximization; multiple linear regression; stochastic process; primal-dual interior point; qq-plot; qq plot; excess return; market regimes; bear market; bull market; market index; index; Probability Theory and Statistics; Sannolikhetsteori och statistik

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

Berberovic, A. (2017). A Multi-Factor Stock Market Model with Regime-Switches, Student's T Margins, and Copula Dependencies. (Thesis). Linköping University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-143715

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):

Berberovic, Adnan. “A Multi-Factor Stock Market Model with Regime-Switches, Student's T Margins, and Copula Dependencies.” 2017. Thesis, Linköping University. Accessed March 23, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-143715.

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

MLA Handbook (7th Edition):

Berberovic, Adnan. “A Multi-Factor Stock Market Model with Regime-Switches, Student's T Margins, and Copula Dependencies.” 2017. Web. 23 Mar 2019.

Vancouver:

Berberovic A. A Multi-Factor Stock Market Model with Regime-Switches, Student's T Margins, and Copula Dependencies. [Internet] [Thesis]. Linköping University; 2017. [cited 2019 Mar 23]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-143715.

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

Council of Science Editors:

Berberovic A. A Multi-Factor Stock Market Model with Regime-Switches, Student's T Margins, and Copula Dependencies. [Thesis]. Linköping University; 2017. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-143715

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


Linköping University

15. Blomdahl, Eric. Produktingripanden på finansmarknaden : Leder begränsningar och förbud till ett stärkt investerarskydd för ickeprofessionella kunder?.

Degree: Commercial and Business Law, 2018, Linköping University

  På finansmarknaden finns det flera olika typer finansiella instrument och utbudet ökar stadigt. Utvecklingen har lett till att det har blivit svårare för icke-professionella… (more)

Subjects/Keywords: product interventions; retail clients; Esma; national competent authorities; CFD; binary options; bull; bear; certificates; leveraged products; financial derivatives; produktingripanden; finansmarknaden; icke-professionella kunder; Finansinspektionen; Esma; CFD; binära optioner; bull; bear; certifikat; hävstångsprodukter; finansiella derivat; Law; Juridik

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

Blomdahl, E. (2018). Produktingripanden på finansmarknaden : Leder begränsningar och förbud till ett stärkt investerarskydd för ickeprofessionella kunder?. (Thesis). Linköping University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-147329

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):

Blomdahl, Eric. “Produktingripanden på finansmarknaden : Leder begränsningar och förbud till ett stärkt investerarskydd för ickeprofessionella kunder?.” 2018. Thesis, Linköping University. Accessed March 23, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-147329.

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

MLA Handbook (7th Edition):

Blomdahl, Eric. “Produktingripanden på finansmarknaden : Leder begränsningar och förbud till ett stärkt investerarskydd för ickeprofessionella kunder?.” 2018. Web. 23 Mar 2019.

Vancouver:

Blomdahl E. Produktingripanden på finansmarknaden : Leder begränsningar och förbud till ett stärkt investerarskydd för ickeprofessionella kunder?. [Internet] [Thesis]. Linköping University; 2018. [cited 2019 Mar 23]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-147329.

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

Council of Science Editors:

Blomdahl E. Produktingripanden på finansmarknaden : Leder begränsningar och förbud till ett stärkt investerarskydd för ickeprofessionella kunder?. [Thesis]. Linköping University; 2018. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-147329

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


Universidade do Rio Grande do Sul

16. Ratnieks, Ianes. Identificação e previsão de bull e bear markets : uma análise para o índice Ibovespa.

Degree: 2013, Universidade do Rio Grande do Sul

O presente trabalho busca identificar bull e bear markets para o mercado financeiro brasileiro, especificamente para o índice Ibovespa, através das principais metodologias existentes na… (more)

Subjects/Keywords: Modelo econométrico; Bull e bear markets; Markov switching; Modelo de previsão; Rules based approach; Metodos nao parametricos; Forecast; Mercado financeiro; Brasil; Investment strategy

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

Ratnieks, I. (2013). Identificação e previsão de bull e bear markets : uma análise para o índice Ibovespa. (Thesis). Universidade do Rio Grande do Sul. Retrieved from http://hdl.handle.net/10183/79119

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):

Ratnieks, Ianes. “Identificação e previsão de bull e bear markets : uma análise para o índice Ibovespa.” 2013. Thesis, Universidade do Rio Grande do Sul. Accessed March 23, 2019. http://hdl.handle.net/10183/79119.

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

MLA Handbook (7th Edition):

Ratnieks, Ianes. “Identificação e previsão de bull e bear markets : uma análise para o índice Ibovespa.” 2013. Web. 23 Mar 2019.

Vancouver:

Ratnieks I. Identificação e previsão de bull e bear markets : uma análise para o índice Ibovespa. [Internet] [Thesis]. Universidade do Rio Grande do Sul; 2013. [cited 2019 Mar 23]. Available from: http://hdl.handle.net/10183/79119.

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

Council of Science Editors:

Ratnieks I. Identificação e previsão de bull e bear markets : uma análise para o índice Ibovespa. [Thesis]. Universidade do Rio Grande do Sul; 2013. Available from: http://hdl.handle.net/10183/79119

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


University of Houston

17. Luo, Yangqiulu. Two Essays on Empirical Asset Pricing.

Degree: Finance, Department of, University of Houston

 This dissertation consists of two essays on empirical asset pricing. The first essay examines if the idiosyncratic risk is priced. Theories such as Merton (1987)… (more)

Subjects/Keywords: idiosyncratic risk; bull and bear markets; liquidity anomaly; limits to arbitrage

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

Luo, Y. (n.d.). Two Essays on Empirical Asset Pricing. (Thesis). University of Houston. Retrieved from http://hdl.handle.net/10657/2785

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):

Luo, Yangqiulu. “Two Essays on Empirical Asset Pricing.” Thesis, University of Houston. Accessed March 23, 2019. http://hdl.handle.net/10657/2785.

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):

Luo, Yangqiulu. “Two Essays on Empirical Asset Pricing.” Web. 23 Mar 2019.

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

Vancouver:

Luo Y. Two Essays on Empirical Asset Pricing. [Internet] [Thesis]. University of Houston; [cited 2019 Mar 23]. Available from: http://hdl.handle.net/10657/2785.

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:

Luo Y. Two Essays on Empirical Asset Pricing. [Thesis]. University of Houston; Available from: http://hdl.handle.net/10657/2785

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


Montana Tech

18. May, Allen C. Protection of predator/prey diversity in the North Fork valley of the Flathead River : a case for land use planning.

Degree: MS, 1993, Montana Tech

Subjects/Keywords: Land use Flathead River Watershed (B.C. and Mont.) Planning.; Grizzly bear Flathead River Watershed (B.C. and Mont.); Wolves Flathead River Watershed (B.C. and Mont.); Bull trout Flathead River (B.C. and Mont.); Predation (Biology); Conservation of natural res

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

May, A. C. (1993). Protection of predator/prey diversity in the North Fork valley of the Flathead River : a case for land use planning. (Masters Thesis). Montana Tech. Retrieved from https://scholarworks.umt.edu/etd/8397

Chicago Manual of Style (16th Edition):

May, Allen C. “Protection of predator/prey diversity in the North Fork valley of the Flathead River : a case for land use planning.” 1993. Masters Thesis, Montana Tech. Accessed March 23, 2019. https://scholarworks.umt.edu/etd/8397.

MLA Handbook (7th Edition):

May, Allen C. “Protection of predator/prey diversity in the North Fork valley of the Flathead River : a case for land use planning.” 1993. Web. 23 Mar 2019.

Vancouver:

May AC. Protection of predator/prey diversity in the North Fork valley of the Flathead River : a case for land use planning. [Internet] [Masters thesis]. Montana Tech; 1993. [cited 2019 Mar 23]. Available from: https://scholarworks.umt.edu/etd/8397.

Council of Science Editors:

May AC. Protection of predator/prey diversity in the North Fork valley of the Flathead River : a case for land use planning. [Masters Thesis]. Montana Tech; 1993. Available from: https://scholarworks.umt.edu/etd/8397

.