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University of Missouri – Columbia
1.
Michas, Paul Nicholas.
The contagion effect of office-level audit failures.
Degree: 2011, University of Missouri – Columbia
URL: https://doi.org/10.32469/10355/15783 
► I investigate if the presence of an audit failure in an auditor office location in a given fiscal year indicates the presence of a contagion…
(more)
▼ I investigate if the presence of an audit failure in an auditor office location in a given fiscal year indicates the presence of a
contagion effect on the quality of other concurrent audits conducted by the office. Audit quality is inferred by cross-sectional differences in clients' audited earnings, specifically, abnormal accruals. I find that the presence of at least one audit failure (defined as a downward restatement of net income by a client) is indicative of
contagion within the office. Specifically, for offices with one or more client restatements, abnormal accruals of other clients in the office are significantly larger (on average) than in those offices that have no restatements. This result holds for offices of both Big Four and non-Big Four auditors. Further analysis indicates the
contagion in Big Four offices occurs in smaller offices and in Big Four offices where a low percentage of audits are conducted in those industries in which an office is the city-level industry leader (irrespective of office size).
Advisors/Committee Members: Francis, Jere R. (advisor).
Subjects/Keywords: audit quality; audit failure; contagion effect
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APA (6th Edition):
Michas, P. N. (2011). The contagion effect of office-level audit failures. (Thesis). University of Missouri – Columbia. Retrieved from https://doi.org/10.32469/10355/15783
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):
Michas, Paul Nicholas. “The contagion effect of office-level audit failures.” 2011. Thesis, University of Missouri – Columbia. Accessed March 06, 2021.
https://doi.org/10.32469/10355/15783.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
MLA Handbook (7th Edition):
Michas, Paul Nicholas. “The contagion effect of office-level audit failures.” 2011. Web. 06 Mar 2021.
Vancouver:
Michas PN. The contagion effect of office-level audit failures. [Internet] [Thesis]. University of Missouri – Columbia; 2011. [cited 2021 Mar 06].
Available from: https://doi.org/10.32469/10355/15783.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Council of Science Editors:
Michas PN. The contagion effect of office-level audit failures. [Thesis]. University of Missouri – Columbia; 2011. Available from: https://doi.org/10.32469/10355/15783
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
University of Missouri – Columbia
2.
Michas, Paul Nicholas.
The contagion effect of office-level audit failures.
Degree: 2011, University of Missouri – Columbia
URL: http://hdl.handle.net/10355/15783
► I investigate if the presence of an audit failure in an auditor office location in a given fiscal year indicates the presence of a contagion…
(more)
▼ I investigate if the presence of an audit failure in an auditor office location in a given fiscal year indicates the presence of a
contagion effect on the quality of other concurrent audits conducted by the office. Audit quality is inferred by cross-sectional differences in clients' audited earnings, specifically, abnormal accruals. I find that the presence of at least one audit failure (defined as a downward restatement of net income by a client) is indicative of
contagion within the office. Specifically, for offices with one or more client restatements, abnormal accruals of other clients in the office are significantly larger (on average) than in those offices that have no restatements. This result holds for offices of both Big Four and non-Big Four auditors. Further analysis indicates the
contagion in Big Four offices occurs in smaller offices and in Big Four offices where a low percentage of audits are conducted in those industries in which an office is the city-level industry leader (irrespective of office size).
Advisors/Committee Members: Francis, Jere R. (advisor).
Subjects/Keywords: audit quality; audit failure; contagion effect
Record Details
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APA ·
Chicago ·
MLA ·
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CSE |
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Manager
APA (6th Edition):
Michas, P. N. (2011). The contagion effect of office-level audit failures. (Thesis). University of Missouri – Columbia. Retrieved from http://hdl.handle.net/10355/15783
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):
Michas, Paul Nicholas. “The contagion effect of office-level audit failures.” 2011. Thesis, University of Missouri – Columbia. Accessed March 06, 2021.
http://hdl.handle.net/10355/15783.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
MLA Handbook (7th Edition):
Michas, Paul Nicholas. “The contagion effect of office-level audit failures.” 2011. Web. 06 Mar 2021.
Vancouver:
Michas PN. The contagion effect of office-level audit failures. [Internet] [Thesis]. University of Missouri – Columbia; 2011. [cited 2021 Mar 06].
Available from: http://hdl.handle.net/10355/15783.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Council of Science Editors:
Michas PN. The contagion effect of office-level audit failures. [Thesis]. University of Missouri – Columbia; 2011. Available from: http://hdl.handle.net/10355/15783
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
NSYSU
3.
Hsu, Shih-chieh.
Food Contagion Caused by Source's Body Size:Influences of Perceiver's Need for Touch and Type of Food.
Degree: Master, Business Management, 2013, NSYSU
URL: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0325113-134744
► In retail environments, people donât like to buy a product which is touched by someone else. However consumers enjoy touching products to receive product information…
(more)
▼ In retail environments, people donât like to buy a product which is touched by someone else. However consumers enjoy touching products to receive product information or to just have fun, Based on the observation of these conflicts, this research attempts to examine how
contagion source and consumer individual differences influence product evaluation in different retailing environments.
The present study uses experimental design to investigate the food evaluation of
contagion sourceâs body size (slim vs. medium vs. no
contagion source), need for touch (high vs. low) and type of food (vice vs. virtue) Thus, a 3x2x2 factorial design is conducted. This study manipulates six different scenarios to observe the attitudes toward the food and the purchase intentions. Besides, this study also compares the situations with
contagion:
contagion sourceâs body size (slim vs. medium), need for touch (high vs. low) and type of food (vice vs. virtue) to examine the interaction effects.
The results indicate that the negative
contagion effect is lower after the person with a slim size touched the food than a person with a medium size touched it. Individuals with high need for touch are more likely to accept that food was touched by others than the counterparts with low need for touch. Respondents who are in high need for touch produce positive
contagion effect after a slim person touched virtue food. Based on these findings, this study suggests that food retailers should recruit slim salespersons in retailing environments. The findings also provide some insights regarding how to reduce the negative
contagion effects.
Advisors/Committee Members: Yu-Chi Wu (chair), Chun-Tuan Chang (committee member), Hsiao-Ching Lee (chair).
Subjects/Keywords: type of food; vice; virtue; need for touch; contagion effect; contagion sourceâs body size
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Manager
APA (6th Edition):
Hsu, S. (2013). Food Contagion Caused by Source's Body Size:Influences of Perceiver's Need for Touch and Type of Food. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0325113-134744
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):
Hsu, Shih-chieh. “Food Contagion Caused by Source's Body Size:Influences of Perceiver's Need for Touch and Type of Food.” 2013. Thesis, NSYSU. Accessed March 06, 2021.
http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0325113-134744.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
MLA Handbook (7th Edition):
Hsu, Shih-chieh. “Food Contagion Caused by Source's Body Size:Influences of Perceiver's Need for Touch and Type of Food.” 2013. Web. 06 Mar 2021.
Vancouver:
Hsu S. Food Contagion Caused by Source's Body Size:Influences of Perceiver's Need for Touch and Type of Food. [Internet] [Thesis]. NSYSU; 2013. [cited 2021 Mar 06].
Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0325113-134744.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Council of Science Editors:
Hsu S. Food Contagion Caused by Source's Body Size:Influences of Perceiver's Need for Touch and Type of Food. [Thesis]. NSYSU; 2013. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0325113-134744
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
NSYSU
4.
Tsai, Hsiu-Jung.
An Analysis of the Contagion Effect, Systematic Risk and Downside Risk in the International Stock Markets during the Subprime Mortgage Crisis.
Degree: PhD, Finance, 2010, NSYSU
URL: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-1010110-163318
► This study tests whether contagion effects existed during the âsubprime mortgage crisisâ among the equity markets of the US, the EU, Asia and emerging markets.…
(more)
▼ This study tests whether
contagion effects existed during the âsubprime
mortgage crisisâ among the equity markets of the US, the EU, Asia and emerging
markets. The time-varying correlation coefficients are estimated by the dynamic
conditional correlation (DCC) of Engle (2002), using a multivariate GJR-GARCH
with AR (1) model. The empirical findings show that the conditional correlation
coefficients of stock returns between the U.S. and others countries were positive and
that the
contagion effect exists among stock markets.
Financial markets displayed
contagion effects, in that the global equity markets
were confronted with elevated systematic risk at the same time. Therefore, this study
further examines the role of systematic risk in the equity market of each country. I
used the rolling formulae, the MV-DGP, and DCC-GARCH (1, 1) models to estimate
the CAPM beta and downside betas. This study found higher systematic risk
(downside systematic risk) in the stock markets of the United States, Germany, France
and Brazil, which had beta values nearly above one, while the Chinese stock market
had the lowest systemic risk and served as a hedge for investors and fund managers.
Finally, the results demonstrate that DCC-HW beta can capture some downside
linkages between the market portfolios and expected stock returns, while these
linkages cannot likely be captured by the CAPM beta.
Advisors/Committee Members: Tien Foo Sing (chair), So-de Shyu (chair), Ming-Chi Chen (committee member), Derek Chiang (chair), Cheng-Feng Lee (chair).
Subjects/Keywords: downside risk; contagion effect; DCC; systematic risk; time-varying beta
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APA ·
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CSE |
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Manager
APA (6th Edition):
Tsai, H. (2010). An Analysis of the Contagion Effect, Systematic Risk and Downside Risk in the International Stock Markets during the Subprime Mortgage Crisis. (Doctoral Dissertation). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-1010110-163318
Chicago Manual of Style (16th Edition):
Tsai, Hsiu-Jung. “An Analysis of the Contagion Effect, Systematic Risk and Downside Risk in the International Stock Markets during the Subprime Mortgage Crisis.” 2010. Doctoral Dissertation, NSYSU. Accessed March 06, 2021.
http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-1010110-163318.
MLA Handbook (7th Edition):
Tsai, Hsiu-Jung. “An Analysis of the Contagion Effect, Systematic Risk and Downside Risk in the International Stock Markets during the Subprime Mortgage Crisis.” 2010. Web. 06 Mar 2021.
Vancouver:
Tsai H. An Analysis of the Contagion Effect, Systematic Risk and Downside Risk in the International Stock Markets during the Subprime Mortgage Crisis. [Internet] [Doctoral dissertation]. NSYSU; 2010. [cited 2021 Mar 06].
Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-1010110-163318.
Council of Science Editors:
Tsai H. An Analysis of the Contagion Effect, Systematic Risk and Downside Risk in the International Stock Markets during the Subprime Mortgage Crisis. [Doctoral Dissertation]. NSYSU; 2010. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-1010110-163318
McMaster University
5.
Chen, Donghui.
THREE ESSAYS ON FINANCIAL DISTRESS AND CORPORATE BANKRUPTCY.
Degree: PhD, 2014, McMaster University
URL: http://hdl.handle.net/11375/15403
► This thesis explores three important issues in financial distress and corporate bankruptcy: bankruptcy venue choice and creditor recovery, the efficiency of Chapter 11 corporate bankruptcy…
(more)
▼ This thesis explores three important issues in financial distress and corporate bankruptcy: bankruptcy venue choice and creditor recovery, the efficiency of Chapter 11 corporate bankruptcy and distressed exchanges, and the bankruptcy ripple effect on peer firms’ investment policy.
Dissertation
Doctor of Philosophy (PhD)
This thesis explores three important issues in financial distress and corporate bankruptcy: bankruptcy venue choice and creditor recovery, the efficiency of Chapter 11 corporate bankruptcy and distressed exchanges, and the bankruptcy ripple effect on peer firms’ investment policy.
Advisors/Committee Members: Miu, Peter, Business.
Subjects/Keywords: Financial Distress; Corporate Bankruptcy; Forum shopping; Contagion effect; Distress exchange; efficiency
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APA ·
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Manager
APA (6th Edition):
Chen, D. (2014). THREE ESSAYS ON FINANCIAL DISTRESS AND CORPORATE BANKRUPTCY. (Doctoral Dissertation). McMaster University. Retrieved from http://hdl.handle.net/11375/15403
Chicago Manual of Style (16th Edition):
Chen, Donghui. “THREE ESSAYS ON FINANCIAL DISTRESS AND CORPORATE BANKRUPTCY.” 2014. Doctoral Dissertation, McMaster University. Accessed March 06, 2021.
http://hdl.handle.net/11375/15403.
MLA Handbook (7th Edition):
Chen, Donghui. “THREE ESSAYS ON FINANCIAL DISTRESS AND CORPORATE BANKRUPTCY.” 2014. Web. 06 Mar 2021.
Vancouver:
Chen D. THREE ESSAYS ON FINANCIAL DISTRESS AND CORPORATE BANKRUPTCY. [Internet] [Doctoral dissertation]. McMaster University; 2014. [cited 2021 Mar 06].
Available from: http://hdl.handle.net/11375/15403.
Council of Science Editors:
Chen D. THREE ESSAYS ON FINANCIAL DISTRESS AND CORPORATE BANKRUPTCY. [Doctoral Dissertation]. McMaster University; 2014. Available from: http://hdl.handle.net/11375/15403
Kansas State University
6.
Preston, Morgan.
The
depressive symptom contagion between romantic partners explained by
anxious attachment.
Degree: PhD, School of Family Studies and
Human Services, 2020, Kansas State University
URL: http://hdl.handle.net/2097/40359
► Depression can be contagious. This means that not only do depressed individuals experience depressive symptoms, but their romantic partners are also at risk of vicariously…
(more)
▼ Depression can be contagious. This means that not only
do depressed individuals experience depressive symptoms, but their
romantic partners are also at risk of vicariously experiencing
depressive symptoms. From an attachment lens, this vicarious
transfer of depressive symptoms between romantic partners is
expected to be exacerbated in the context of anxious attachment
relationship instability, and verbal aggression. Using 571 German
couples from the Panel Analysis on Intimate Relationships and
Family Dynamics, I tested how these three relationship factors may
moderate the expression of depressive symptom
contagion between
men’s and women’s depressive symptoms at two time points. Results
revealed that, generally, one partner’s depressive symptoms were
associated with less depressive symptoms in the other
partner—suggesting the opposite of a depressive symptom
contagion.
However, for both men and women, anxious attachment increased the
risk of depressive symptoms
contagion between partners
cross-sectionally but not longitudinally. Together these results
contribute to the literature by suggesting that the depressive
symptom
contagion did not occur among a general population of
German couples, but would occur in the context of anxious
attachment. Thus, in an effort to reduce depression
contagion among
couples, clinicians are advised to focus on reducing anxious
attachment.
Advisors/Committee Members: Jared A. Durtschi.
Subjects/Keywords: Depressive
Symptoms; Contagion
Effect; Anxious
Attachment; Moderated
Path Analysis
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APA ·
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Export
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Manager
APA (6th Edition):
Preston, M. (2020). The
depressive symptom contagion between romantic partners explained by
anxious attachment. (Doctoral Dissertation). Kansas State University. Retrieved from http://hdl.handle.net/2097/40359
Chicago Manual of Style (16th Edition):
Preston, Morgan. “The
depressive symptom contagion between romantic partners explained by
anxious attachment.” 2020. Doctoral Dissertation, Kansas State University. Accessed March 06, 2021.
http://hdl.handle.net/2097/40359.
MLA Handbook (7th Edition):
Preston, Morgan. “The
depressive symptom contagion between romantic partners explained by
anxious attachment.” 2020. Web. 06 Mar 2021.
Vancouver:
Preston M. The
depressive symptom contagion between romantic partners explained by
anxious attachment. [Internet] [Doctoral dissertation]. Kansas State University; 2020. [cited 2021 Mar 06].
Available from: http://hdl.handle.net/2097/40359.
Council of Science Editors:
Preston M. The
depressive symptom contagion between romantic partners explained by
anxious attachment. [Doctoral Dissertation]. Kansas State University; 2020. Available from: http://hdl.handle.net/2097/40359
NSYSU
7.
Lin, Chen-Jhih.
Contagion between Stock and REITs Markets During the Financial Crisis: An Application of Dynamic Copula Models.
Degree: Master, Finance, 2011, NSYSU
URL: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0720111-233817
► This study measures the short-term and long-term contagion effects in U.S. stock markets and REITs (Real Estate Investment Trusts) markets during the periods of subprime…
(more)
▼ This study measures the short-term and long-term
contagion effects in U.S. stock markets and REITs (Real Estate Investment Trusts) markets during the periods of subprime mortgage and financial crises. First, we test
contagion between the U.S. stock market and the U.S. REITs market. Then, we test the
contagion effects between the U.S. REITs market and eighteen international REITs markets, selected from North America, Oceania, Asian and Europe. To catch the asymmetric
effect in the volatility structure of index returns and consider the time-varying data, this study employs asymmetric dynamic Copula models that measure
contagion effects.
The test result in this study shows that the
contagion effect exists because of the fact that during the subprime mortgage crisis, the correlation between the U.S. stock market and REITs market significantly increased. Thus, the two markets lost ground together. While managing not to emerge in Asian REITs markets, the
contagion then spread from the U.S. REITs market to Canada, Australia and most of the European REITs markets. In the later financial crisis period, however, the number of European REITs markets impacted by
contagion from the U.S. REITs market decreased. Except for Singapore,
contagion is absent from the Asian REITs markets.
Contagion is more obvious in the short term than in the long term. These results imply that the Asian REITs markets are not easily affected by the U.S. REITs market, which in turn implies that investors could obtain the positive effects of international diversification by investing in this portfolio. In addition, investors should reduce the proportion of their investments placed in REITs markets, as well as focus on a long-term diversification strategy.
Advisors/Committee Members: Yi-Chuen Tsai (chair), Ming-Chi Chen (committee member), Shou-De Shiu (chair).
Subjects/Keywords: Contagion Effect; International Diversification Effect; Real Estate Investment Trusts; Dynamic Copula Models
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APA ·
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MLA ·
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Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Lin, C. (2011). Contagion between Stock and REITs Markets During the Financial Crisis: An Application of Dynamic Copula Models. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0720111-233817
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):
Lin, Chen-Jhih. “Contagion between Stock and REITs Markets During the Financial Crisis: An Application of Dynamic Copula Models.” 2011. Thesis, NSYSU. Accessed March 06, 2021.
http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0720111-233817.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
MLA Handbook (7th Edition):
Lin, Chen-Jhih. “Contagion between Stock and REITs Markets During the Financial Crisis: An Application of Dynamic Copula Models.” 2011. Web. 06 Mar 2021.
Vancouver:
Lin C. Contagion between Stock and REITs Markets During the Financial Crisis: An Application of Dynamic Copula Models. [Internet] [Thesis]. NSYSU; 2011. [cited 2021 Mar 06].
Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0720111-233817.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Council of Science Editors:
Lin C. Contagion between Stock and REITs Markets During the Financial Crisis: An Application of Dynamic Copula Models. [Thesis]. NSYSU; 2011. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0720111-233817
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
NSYSU
8.
Huang, Kuan-Jen.
A Study of Intra-Industry Effects Resulting from Stock Repurchase Announcements.
Degree: Master, Finance, 2003, NSYSU
URL: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0614103-155842
Subjects/Keywords: Stock Repurchase; Competitive Effect; Contagion Effect; Intra-Industry Effect
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APA ·
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Manager
APA (6th Edition):
Huang, K. (2003). A Study of Intra-Industry Effects Resulting from Stock Repurchase Announcements. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0614103-155842
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):
Huang, Kuan-Jen. “A Study of Intra-Industry Effects Resulting from Stock Repurchase Announcements.” 2003. Thesis, NSYSU. Accessed March 06, 2021.
http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0614103-155842.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
MLA Handbook (7th Edition):
Huang, Kuan-Jen. “A Study of Intra-Industry Effects Resulting from Stock Repurchase Announcements.” 2003. Web. 06 Mar 2021.
Vancouver:
Huang K. A Study of Intra-Industry Effects Resulting from Stock Repurchase Announcements. [Internet] [Thesis]. NSYSU; 2003. [cited 2021 Mar 06].
Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0614103-155842.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Council of Science Editors:
Huang K. A Study of Intra-Industry Effects Resulting from Stock Repurchase Announcements. [Thesis]. NSYSU; 2003. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0614103-155842
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
9.
Bico, João Pedro Bernardo Vieira Martins.
Sobre o contágio nos mercados bolsistas internacionais: evidência de nove países.
Degree: 2016, Repositório Científico do Instituto Politécnico de Lisboa
URL: http://www.rcaap.pt/detail.jsp?id=oai:repositorio.ipl.pt:10400.21/6541
► Mestrado em Contabilidade e Análise Financeira
Nas últimas décadas, temos assistido ao desenvolvimento e à crescente globalização das economias internacionais e, em consequência desse progresso,…
(more)
▼ Mestrado em Contabilidade e Análise Financeira
Nas últimas décadas, temos assistido ao desenvolvimento e à crescente globalização das economias internacionais e, em consequência desse progresso, tem sido notória a exposição financeira e as influências externas a que estas se encontram sujeitas, conjuntura esta, que poderá ter impactos na gestão de alocação das carteiras de ativos, na tomada de decisão por parte dos investidores e na rendibilidade dos mercados bolsistas. Na presente dissertação será aprofundado e analisado, qual o impacto ou relação de uma notícia ou acontecimento, bem como o possível efeito de contágio nas rendibilidades, ou não, dos índices bolsistas escolhidos. Os Índices de ações selecionados estão integrados em países desenvolvidos e em países denominados emergentes, nomeadamente: DOW JONES 65 INDUSTRIAL AVERAGE, representativo do mercado norte-americano; IPC (^MXX) INDEX, referente ao mercado da América Central (México), quatro índices integrados no mercado europeu: PSI 20 (Portugal), DAX 30 (Alemanha), RTS INDEX (Rússia) e CAC 40 (França); BM&F BOVESPA no mercado brasileiro; e por fim, dois índices inseridos no mercado asiático: NIKKEI 225 (Japão) e HANG SENG INDEX (Hong Kong/China).
O período de tempo que compõe a amostra é compreendido entre 3 de Janeiro de 2005 e 31 de Dezembro de 2013, abrangendo a crise do subprime e a atual crise da dívida soberana na Zona Euro. De forma, a analisarmos a presença de contágio e/ou relações entre os índices bolsistas mencionados, foram utilizados as seguintes metodologias: - Análise às estatísticas descritivas das rendibilidades; - Análise de correlação;
-Testes de estacionariedade: Augmented Dickey Fuller (ADF) e Kwiatkowski- Phillips-Schmidt-Shin (KPSS);
- Teste de causalidade “à Granger”.
In recent decades we have witnessed the development and the increasing globalization of international economies and, as a result of this progress has been notorious financial exposure and external influences to which they are subject, this situation, which could have impacts on the portfolio allocation management assets, decision-making by investors and profitability in stock markets. In the present work will be deepened and analyzed what impact or relation of a news story or event, as well as the possible spillover effect on returns, or not, the chosen stock indices. The indices of selected actions are integrated in developed and emerging countries called, namely: DOW JONES 65 INDUSTRIAL AVERAGE, representative of the North American market; IPC (^MXX) INDEX, referring to the Central American market (Mexico), four indices integrated into the European market: PSI 20 (Portugal), DAX 30 (Germany), RTS INDEX (Russian Federation) and CAC 40 (France); BM&F BOVESPA in the Brazilian market; and finally, two indexes inserted into the Asian market: NIKKEI 225 (Japan) and HANG SENG INDEX (Hong Kong / China). The time period that makes up the sample is between 3 January 2005 and 31 December 2013, covering the subprime crisis and the current sovereign debt crisis in the…
Advisors/Committee Members: Sónia Maragarida Ricardo Bentes.
Subjects/Keywords: Efeito de contágio; Volatilidade; Mercados financeiros; Crise financeira; Causalidade; Propagação; Contágio; Spillover effect; Volatility; Financial markets; Financial crisis; Causality; Propagation; Contagion
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APA (6th Edition):
Bico, J. P. B. V. M. (2016). Sobre o contágio nos mercados bolsistas internacionais: evidência de nove países. (Thesis). Repositório Científico do Instituto Politécnico de Lisboa. Retrieved from http://www.rcaap.pt/detail.jsp?id=oai:repositorio.ipl.pt:10400.21/6541
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):
Bico, João Pedro Bernardo Vieira Martins. “Sobre o contágio nos mercados bolsistas internacionais: evidência de nove países.” 2016. Thesis, Repositório Científico do Instituto Politécnico de Lisboa. Accessed March 06, 2021.
http://www.rcaap.pt/detail.jsp?id=oai:repositorio.ipl.pt:10400.21/6541.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
MLA Handbook (7th Edition):
Bico, João Pedro Bernardo Vieira Martins. “Sobre o contágio nos mercados bolsistas internacionais: evidência de nove países.” 2016. Web. 06 Mar 2021.
Vancouver:
Bico JPBVM. Sobre o contágio nos mercados bolsistas internacionais: evidência de nove países. [Internet] [Thesis]. Repositório Científico do Instituto Politécnico de Lisboa; 2016. [cited 2021 Mar 06].
Available from: http://www.rcaap.pt/detail.jsp?id=oai:repositorio.ipl.pt:10400.21/6541.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Council of Science Editors:
Bico JPBVM. Sobre o contágio nos mercados bolsistas internacionais: evidência de nove países. [Thesis]. Repositório Científico do Instituto Politécnico de Lisboa; 2016. Available from: http://www.rcaap.pt/detail.jsp?id=oai:repositorio.ipl.pt:10400.21/6541
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Pontifical Catholic University of Rio de Janeiro
10.
PAULO VITOR JORDAO DA GAMA SILVA.
[pt] ENSAIOS SOBRE MOEDAS DIGITAIS: UM ESTUDO SOBRE
VOLATILIDADE E FENÔMENOS COMPORTAMENTAIS.
Degree: 2020, Pontifical Catholic University of Rio de Janeiro
URL: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=46839
► [pt] Com o surgimento dos criptoativos em 2009, iniciado com o Bitcoin, uma nova dinâmica de investimento e de tecnologia emergiu no século XXI com…
(more)
▼ [pt] Com o surgimento dos criptoativos em 2009,
iniciado com o Bitcoin, uma nova dinâmica de investimento e de
tecnologia emergiu no século XXI com um novo mercado que já chegou
a mais de 800 bilhões de dólares em 2018 e conta com mais de 2.000
moedas. Apesar da elevada volatilidade, de vários escândalos de
pirâmides, da ausência de regulamentação e da maior utilização como
investimento do que em compras de bens e serviços, os criptoativos
vêm ganhando seu espaço, em meio às controvérsias, devido a
tecnologia disruptiva. Este trabalho tem por objetivo analisar os
50 maiores criptoativos do mercado durante o período de 2015 – 2018
por meio de três ensaios que abordam: (i) a análise e previsão de
volatilidade utilizando o MSGARCH (KLAASSEN, 2002), com testes de
acurácia (envolvendo funções perda EQM e QLIKE, bem como o MAE,
MAPE e o indicador U de Theil); (ii) análise dos fenômenos
comportamentais de efeito manada seguindo modificações nas
metodologias CSSD (CHRISTIE E HUANG, 1995), CSAD (CHANG, CHENG E
KHORANA, 2000) e HS (HWANG E SALMON, 2004), bem como o efeito
contágio seguindo modificações nas metodologias do teste FR (FORBES
E RIGOBON, 2002) e de testes de comomentos de ordem superior (FRY,
MARTIN E TANG, 2010; FRY-MCKIBBIN E HSIAO, 2018); (iii) bem como a
análise do fenômeno de feedback trading por meio do modelo seminal
de Sentana e Wadhwani (1992). Como principais achados, foi
identificado que: (i) há uma forte influência de dois estados de
volatilidade; nos criptoativos com maior probabilidade de
ocorrência do segundo regime existe uma maior tendência do
aparecimento do segundo estado de volatilidade com a subida de
preços, onde existe elação ao efeito manada, o modelo CSAD detectou
um efeito pouco significativo, e o modelo CSSD detectou um efeito
manada forte estatisticamente significativo no movimento de queda
de mercado; o modelo HS capturou com sucesso o comportamento de
manada e revelou períodos extremos de manada reversa; em relação ao
efeito contágio, o teste FR conseguiu captar contágio do Bitcoin em
outras moedas em praticamente todos os casos com exceção do Tether
Dollar, BITCNY e ECC - que tipicamente possuem controle
inflacionário e particularidades das stablecoins; nos modelos de
comomentos, os testes indicaram contágio do Bitcoin em relação as
moedas analisadas; (iii) em relação ao fenômeno de feedback
trading, foi possível captar feedback trade negativo no TETHER e
positivo nas moedas BTC, ETH, CSC e ECC, cuja adequação do modelo
utilizado foi confirmada posteriormente pelo teste de viés de
sinais (ENGLE E NG, 1993), com exceção do TETHER - que contrariou
Sentana e Wadhwani (1992) e Shi, Chiang e Liang (2012) ao apontarem
que modelos menos parcimoniosos teriam pouca influência na
verificação de feedback trading.
[en] With the arise of cryptocurrencies in 2009,
started with the Bitcoin, a new dynamic of investment and
technology emerged in the 21st century with a new market that has
already exceed US 800 billion in 2018 and has more than 2,000
coins. Despite the high volatility, various Ponzi…
Advisors/Committee Members: MARCELO CABUS KLOTZLE.
Subjects/Keywords: [pt] EFEITO CONTAGIO; [en] CONTAGION EFFECT; [pt] EFEITO MANADA; [en] HERD EFFECT; [pt] FEEDBACK TRADING; [en] FEEDBACK TRADING; [pt] CRIPTOATIVOS; [en] CRYPTOCURRENCIES; [pt] ESTADOS DE VOLATILIDADE; [en] VOLATILITY STATES
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APA (6th Edition):
SILVA, P. V. J. D. G. (2020). [pt] ENSAIOS SOBRE MOEDAS DIGITAIS: UM ESTUDO SOBRE
VOLATILIDADE E FENÔMENOS COMPORTAMENTAIS. (Thesis). Pontifical Catholic University of Rio de Janeiro. Retrieved from http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=46839
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):
SILVA, PAULO VITOR JORDAO DA GAMA. “[pt] ENSAIOS SOBRE MOEDAS DIGITAIS: UM ESTUDO SOBRE
VOLATILIDADE E FENÔMENOS COMPORTAMENTAIS.” 2020. Thesis, Pontifical Catholic University of Rio de Janeiro. Accessed March 06, 2021.
http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=46839.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
MLA Handbook (7th Edition):
SILVA, PAULO VITOR JORDAO DA GAMA. “[pt] ENSAIOS SOBRE MOEDAS DIGITAIS: UM ESTUDO SOBRE
VOLATILIDADE E FENÔMENOS COMPORTAMENTAIS.” 2020. Web. 06 Mar 2021.
Vancouver:
SILVA PVJDG. [pt] ENSAIOS SOBRE MOEDAS DIGITAIS: UM ESTUDO SOBRE
VOLATILIDADE E FENÔMENOS COMPORTAMENTAIS. [Internet] [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2020. [cited 2021 Mar 06].
Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=46839.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Council of Science Editors:
SILVA PVJDG. [pt] ENSAIOS SOBRE MOEDAS DIGITAIS: UM ESTUDO SOBRE
VOLATILIDADE E FENÔMENOS COMPORTAMENTAIS. [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2020. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=46839
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
11.
Ouriemi, Ilef.
Vers des approches dynamiques des marchés énergétiques : effet de la financiarisation : Dynamic approches of energy markets : the effect of financialization.
Degree: Docteur es, Sciences de gestion. Expertise et ingénierie financière, 2018, Paris, CNAM
URL: http://www.theses.fr/2018CNAM1222
► L’objet de cette thèse est d’étudier dans un contexte de financiarisation des marchés de matières premières, certaines stratégies adoptées par les investisseurs et leurs impacts…
(more)
▼ L’objet de cette thèse est d’étudier dans un contexte de financiarisation des marchés de matières premières, certaines stratégies adoptées par les investisseurs et leurs impacts sur la volatilité et le co-mouvement excessif entre les marchés énergétiques et financiers. Pour ce faire, trois études sont proposées. La première fait appel aux modèles à changement de régime (MS-VAR) appliqués sur un ensemble des produits énergétiques et couvre la période 1992-2017. Les résultats obtenus suggèrent qu’en période de forte volatilité, les agents commerciaux (agents de couverture) jouent un rôle crucial dans la découverte des prix du marché du gaz. Cependant, ces agents de couverture affectent le bon fonctionnement des autres marchés (pétrole, essence, fioul) et amplifient leur volatilité. La deuxième étude traite les modèles GARCH ADCC versus GARCH DCC sur un échantillon de 17 pays et sur la période 1997-2016. Cette étude met en avant l’effet asymétrique des chocs pétroliers sur les corrélations conditionnelles des marchés asiatiques et africains, qui s’expliquent notamment par les activités d’arbitrage et les comportements hétérogènes des investisseurs. La troisième étude porte sur les modèles autorégressifs à retards échelonnés (ARDL) et révèle qu’après la crise financière, et au-delà des fondamentaux macro-économiques et financiers, l’indice de la spéculation excessive explique, aussi bien à long terme qu’à court terme, la corrélation entre le marché pétrolier et les marchés financiers de certains pays. Ceci génère un phénomène de co-mouvement excessif, et donc un effet de financiarisation sur ces marchés. Enfin, nous concluons les éléments suivantes : premièrement, en période de forte volatilité, le marché du gaz constitue une valeur refuge pour les investisseurs financiers ; deuxièmement, le comportement de l’investisseur explique l’effet de co-mouvement excessif entre le marché pétrolier et certains marchés financiers ; troisièmement, ce phénomène de co-mouvement excessif limite les avantages de la diversification internationale des portefeuilles notamment au moment des turbulences financières.
The object of this thesis is to study in a context of financialization of commodity markets, some strategies adopted by investors and their impact on volatility and excess co-movement between energy markets and financial markets. To this end, three studies are proposed. The first study uses the approach VAR with Switching Regime (MS-VAR) applied to energy markets during the period 1992-2017. The results suggest that during high volatility period, commercial agents (hedging agents) play a crucial role in the discovery of gas market prices. However, these agents affect the efficiency of other markets (crude oil, gasoline, heating oil) and amplify their volatilities. The second study employs GARCH ADCC versus GARCH DCC models for a sample of 17 countries and covering the period 1997-2016. This study highlights the asymmetric effect of oil shocks on the conditional correlations of the Asian and African markets, which can be…
Advisors/Committee Members: Karyotis, Catherine (thesis director).
Subjects/Keywords: Spéculation excessive; Causalité dynamique; Effet de contagion; Financiarisation; MS-VAR; Co-Mouvement excessif; Stratégie de suiveur de tendance; ADCC versus DCC; ARDL; Excessive speculation; Dynamic causality; Contagion effect; Financialization; MS-VAR; Excess co-Movement; Trend follower strategy; ADCC versus DCC; ARDL; 332.6
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APA ·
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Manager
APA (6th Edition):
Ouriemi, I. (2018). Vers des approches dynamiques des marchés énergétiques : effet de la financiarisation : Dynamic approches of energy markets : the effect of financialization. (Doctoral Dissertation). Paris, CNAM. Retrieved from http://www.theses.fr/2018CNAM1222
Chicago Manual of Style (16th Edition):
Ouriemi, Ilef. “Vers des approches dynamiques des marchés énergétiques : effet de la financiarisation : Dynamic approches of energy markets : the effect of financialization.” 2018. Doctoral Dissertation, Paris, CNAM. Accessed March 06, 2021.
http://www.theses.fr/2018CNAM1222.
MLA Handbook (7th Edition):
Ouriemi, Ilef. “Vers des approches dynamiques des marchés énergétiques : effet de la financiarisation : Dynamic approches of energy markets : the effect of financialization.” 2018. Web. 06 Mar 2021.
Vancouver:
Ouriemi I. Vers des approches dynamiques des marchés énergétiques : effet de la financiarisation : Dynamic approches of energy markets : the effect of financialization. [Internet] [Doctoral dissertation]. Paris, CNAM; 2018. [cited 2021 Mar 06].
Available from: http://www.theses.fr/2018CNAM1222.
Council of Science Editors:
Ouriemi I. Vers des approches dynamiques des marchés énergétiques : effet de la financiarisation : Dynamic approches of energy markets : the effect of financialization. [Doctoral Dissertation]. Paris, CNAM; 2018. Available from: http://www.theses.fr/2018CNAM1222
12.
Aline Gadelha de Paula.
Crises financeiras internacionais e efeito contágio entre os países da América Latina.
Degree: 2013, Universidade Católica de Brasilia
URL: http://www.bdtd.ucb.br/tede/tde_busca/arquivo.php?codArquivo=1830
► As crises financeiras tendem a apresentar características comuns que transpassam épocas e regiões distintas. Todavia, cada crise exibe peculiaridades que as diferenciam ao longo da…
(more)
▼ As crises financeiras tendem a apresentar características comuns que transpassam épocas e regiões distintas. Todavia, cada crise exibe peculiaridades que as diferenciam ao longo da história. As crises financeiras ocorridas a partir do final da década de 1990 impressionaram os estudiosos pela alta velocidade de transmissão de seus efeitos para mercados financeiros de diferentes dimensões e estruturas, espalhados por todo o mundo, deflagrando assim um forte interesse pelo estudo do fenômeno denominado contágio. Este trabalho concentra-se na análise da existência e na mensuração do efeito contágio de recentes crises financeiras, de âmbito local e global, sobre as economias de países latino-americanos, para o período compreendido entre os anos de 1997 e 2012. Para tal propósito, utilizou-se da metodologia probit e da modelagem de vetores autorregressivos, que possibilitaram, além da análise do efeito contágio, a identificação das principais variáveis macroeconômicas determinantes de crises financeiras nos países latino-americanos. As estimações dos modelos probit e de vetores autorregressivos estearam-se em uma base abrangente de dados macroeconômicos referentes ao Brasil, Argentina, Chile e México. Ademais, a principal variável macroeconômica que norteia todas as análises consiste no índice de estresse financeiro, criado pelo Fundo Monetário Internacional, cujas séries temporais foram atualizadas para os países selecionados para este trabalho. A análise por país permitiu observar os desempenhos heterogêneos de cada uma das economias latino-americanas consideradas em resposta às recentes crises locais e globais. A partir da análise dos resultados dos modelos, pode-se inferir que os efeitos de contágio serão mais significativos e afetarão as economias de forma mais intensa quanto mais profunda e sistêmica for a crise.
The financial crises tend to retain common features in different times and regions. However, each crisis has its own characteristics which distinguish the crises throughout history. The financial crises have amazed scholars since the 1990s due to the speed of the transmission of the effects in so short a time to financial markets of different dimension and structures spread worldwide, urging a strong interest in studying the phenomenon called contagion. This work aims at analyzing the existence and measuring the contagion effect of recent local and global crises on Latin American economies, for the period that ranges from 1997 to 2012. Therefore, we have used the methodology based on probit and autoregressive vectors models which provide means to analyze the contagion effect and to identify the main determining macroeconomic variables of economic crises in Latin American countries. The estimation of probit models and autoregressive vectors are based on a comprehensive macroeconomic data concerning Brazil, Argentina, Chile and Mexico. Furthermore, the chief macroeconomic variable which leads all analyses consists of financial stress index by International Monetary Fund, whose time series were updated for…
Advisors/Committee Members: José Angelo Costa do Amor Divino.
Subjects/Keywords: crise econômica; organização internacional; mercado financeiro; economia; ECONOMIA; financial crises; financial stress index; contagion effect; latin america; probit model; vector autoregressive model; ECONOMIA
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APA ·
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APA (6th Edition):
Paula, A. G. d. (2013). Crises financeiras internacionais e efeito contágio entre os países da América Latina. (Masters Thesis). Universidade Católica de Brasilia. Retrieved from http://www.bdtd.ucb.br/tede/tde_busca/arquivo.php?codArquivo=1830
Chicago Manual of Style (16th Edition):
Paula, Aline Gadelha de. “Crises financeiras internacionais e efeito contágio entre os países da América Latina.” 2013. Masters Thesis, Universidade Católica de Brasilia. Accessed March 06, 2021.
http://www.bdtd.ucb.br/tede/tde_busca/arquivo.php?codArquivo=1830.
MLA Handbook (7th Edition):
Paula, Aline Gadelha de. “Crises financeiras internacionais e efeito contágio entre os países da América Latina.” 2013. Web. 06 Mar 2021.
Vancouver:
Paula AGd. Crises financeiras internacionais e efeito contágio entre os países da América Latina. [Internet] [Masters thesis]. Universidade Católica de Brasilia; 2013. [cited 2021 Mar 06].
Available from: http://www.bdtd.ucb.br/tede/tde_busca/arquivo.php?codArquivo=1830.
Council of Science Editors:
Paula AGd. Crises financeiras internacionais e efeito contágio entre os países da América Latina. [Masters Thesis]. Universidade Católica de Brasilia; 2013. Available from: http://www.bdtd.ucb.br/tede/tde_busca/arquivo.php?codArquivo=1830
13.
Aldenora Moraes de Oliveira Paula.
Discurso, mídia, representação : a abordagem do correio braziliense sobre o abuso sexual de crianças e adolescentes.
Degree: 2012, Universidade Católica de Brasilia
URL: http://www.bdtd.ucb.br/tede/tde_busca/arquivo.php?codArquivo=1829
► Nosso objetivo é analisar as matrizes discursivas do jornal diário Correio Braziliense sobre o abuso sexual infantojuvenil por meio da Análise de Discurso de vertente…
(more)
▼ Nosso objetivo é analisar as matrizes discursivas do jornal diário Correio
Braziliense sobre o abuso sexual infantojuvenil por meio da Análise de Discurso de vertente francesa. A partir da premissa de que as notícias são uma construção social, investigamos as representações sociais acerca do tema no espaço público midiático, bem como o papel do imaginário na produção dos sentidos sobre violência sexual contra crianças e adolescentes. Aliado a esse desafio, pesquisamos o papel social da imprensa na consolidação da cidadania. O presente estudo tem como base amostral os textos jornalísticos publicados entre 1 de janeiro a 30 de junho de 2010, período em que foi realizado um monitoramento diário do veículo. Observamos o interdiscurso entre as matérias analisadas, levando em conta suas condições de produção e como são construídas as cenas enunciativas. Tal proposta vai ao encontro das pesquisas atuais sobre a linguagem que abordam o enunciado como discurso. Dentre as matrizes discursivas encontradas destacamos as referentes à ininteligibilidade e ao fatalismo. Bem como silêncio, perdão, patologização, responsabilização e superficialidade. Constata-se que a imprensa necessita ampliar a discussão sobre o tema e aprofundar sua cobertura
Our objective is to analyze the discursive matrixes of the daily newspaper Correio Braziliense in regard to sexual abuse against children and teens through the French trend of Speech Analysis. From the premise that news is a social construction, we investigate the social representations on the subject in the This study takes the journalistic texts published from January 1st to June 30th, 2010, period in which the daily monitoring of the media was carried out, as sample. We observed the interspeech in the analyzed newspaper articles, taking into account their production conditions and how the enunciative scenes are built. Such a proposal contributes to the current studies on language that deals with the enunciation as speech. Among the discursive matrixes that were found, we public midiatic space, as well as the role of the imaginary in the production of the meanings on sexual violence against children and adolescents. With this challenge, we investigate the social role of the press in the citizenships consolidation. detach the ones referring to unintelligible and fatalism, as well as silence, forgiveness, pathologization, responsabilization and superficiality. It is noticed that the press needs to extend the discussion about the subject and to deepen the way its covered.
Advisors/Committee Members: Liliane Maria Macedo Machado.
Subjects/Keywords: correio braziliense (jornal); jornalismo; crime sexual; menores; estatuto legal, leis, etc.; cidadania; COMUNICACAO; financial crises; financial stress index; contagion effect; latin america; probit model; vector autoregressive model; COMUNICACAO
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APA ·
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APA (6th Edition):
Paula, A. M. d. O. (2012). Discurso, mídia, representação : a abordagem do correio braziliense sobre o abuso sexual de crianças e adolescentes. (Masters Thesis). Universidade Católica de Brasilia. Retrieved from http://www.bdtd.ucb.br/tede/tde_busca/arquivo.php?codArquivo=1829
Chicago Manual of Style (16th Edition):
Paula, Aldenora Moraes de Oliveira. “Discurso, mídia, representação : a abordagem do correio braziliense sobre o abuso sexual de crianças e adolescentes.” 2012. Masters Thesis, Universidade Católica de Brasilia. Accessed March 06, 2021.
http://www.bdtd.ucb.br/tede/tde_busca/arquivo.php?codArquivo=1829.
MLA Handbook (7th Edition):
Paula, Aldenora Moraes de Oliveira. “Discurso, mídia, representação : a abordagem do correio braziliense sobre o abuso sexual de crianças e adolescentes.” 2012. Web. 06 Mar 2021.
Vancouver:
Paula AMdO. Discurso, mídia, representação : a abordagem do correio braziliense sobre o abuso sexual de crianças e adolescentes. [Internet] [Masters thesis]. Universidade Católica de Brasilia; 2012. [cited 2021 Mar 06].
Available from: http://www.bdtd.ucb.br/tede/tde_busca/arquivo.php?codArquivo=1829.
Council of Science Editors:
Paula AMdO. Discurso, mídia, representação : a abordagem do correio braziliense sobre o abuso sexual de crianças e adolescentes. [Masters Thesis]. Universidade Católica de Brasilia; 2012. Available from: http://www.bdtd.ucb.br/tede/tde_busca/arquivo.php?codArquivo=1829
14.
Costa, Ana Sofia Casimiro da.
O efeito de contágio (spill-over) entre os mercados bolsistas.
Degree: 2009, RCAAP
URL: https://www.rcaap.pt/detail.jsp?id=oai:repositorio.iscte-iul.pt:10071/1833
► Códigos de Classificação JEL: G15, C32
Ao longo dos últimos tempos tem se vindo a confirmar que existe uma crescente integração das economias a nível…
(more)
▼ Códigos de Classificação JEL: G15, C32
Ao longo dos últimos tempos tem se vindo a confirmar que existe uma crescente
integração das economias a nível internacional, fazendo com que os mercados
financeiros estejam mais expostos a influências externas.
Neste contexto o tema objecto de dissertação, procura analisar o fenómeno
causa/efeito entre os principais mercados.
Estão seleccionados 3 índices representativos do mercado norte-americano (DJ
Industrial Average, S&P500 e Nasdaq Composite), 5 europeus (CAC40, FTSE100,
DAX30, IBEX35 e PSI20), 5 asiáticos (NIKKEI225, Shangai Composite, BSES India,
PSI das Filipinas, KS11 - Coreia do Sul), 3 sul-americanos (Brasil, México e
Argentina).
Sendo assim, pretende-se com este estudo responder a algumas questões:
- Existe/ou não efeito de contágio entre os vários mercados mundiais?
- Será esse efeito, a existir, igual ou diferente?
- Haverá ainda particularidades entre alguns mercados?
- Será que a crise subprime e financeira (2007/2009) alterou o quadro geral?
Como base de estudo será utilizado o período de Janeiro de 1996 a Junho de 2009,
dividido em 4 períodos.
Para verificar a existência de contágio utilizaram-se as metodologias:
- Testes de Causalidade à Granger;
- Kolmogorov-Smirnov;
- Análise de Correlação;
Over the past years has been confirmed that there is an increasing integration of
internationally economies, that financial markets are more exposed to external
influences.
In this context the theme of the dissertation, is analyze the phenomenon of cause and
effect between the main markets.
There are selected 3 indexes representative of the U.S. market (DJ Industrial
Average, S&P 500 and NASDAQ Composite), 5 European (CAC40, FTSE100,
DAX30, IBEX35 and PSI 20), 5 Asian (Nikkei225, Shanghai Composite, BSES India,
PSI of the Philippines KS11 - South Korea), 3 South America (Brazil, Mexico and
Argentina).
Therefore, the aim of this study was to answer some questions:
- There is contagion effect between the various global markets?
- Is this effect, if any, equal or different?
- There will be features of some markets?
- Will the subprime crisis and financial (2007/2009) changed the scenario?
As a basis for study, uses the period January 1996 to June 2009, divided into 4
periods.
To verify the existence of contagion using the methodologies below:
- Tests for Granger Causality;
- Kolmogorov-Smirnov;
- Correlation Analysis
Advisors/Committee Members: Inácio, Pedro Manuel Leite, Ferreira, Domingos.
Subjects/Keywords: Contágio; Efeito de causalidade; Teste de causalidade à Granger; Mercados de acções; Índices de acções; Contagion; Causality effect; Granger-causality test; Stock markets; Stock indices
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APA (6th Edition):
Costa, A. S. C. d. (2009). O efeito de contágio (spill-over) entre os mercados bolsistas. (Thesis). RCAAP. Retrieved from https://www.rcaap.pt/detail.jsp?id=oai:repositorio.iscte-iul.pt:10071/1833
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):
Costa, Ana Sofia Casimiro da. “O efeito de contágio (spill-over) entre os mercados bolsistas.” 2009. Thesis, RCAAP. Accessed March 06, 2021.
https://www.rcaap.pt/detail.jsp?id=oai:repositorio.iscte-iul.pt:10071/1833.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
MLA Handbook (7th Edition):
Costa, Ana Sofia Casimiro da. “O efeito de contágio (spill-over) entre os mercados bolsistas.” 2009. Web. 06 Mar 2021.
Vancouver:
Costa ASCd. O efeito de contágio (spill-over) entre os mercados bolsistas. [Internet] [Thesis]. RCAAP; 2009. [cited 2021 Mar 06].
Available from: https://www.rcaap.pt/detail.jsp?id=oai:repositorio.iscte-iul.pt:10071/1833.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Council of Science Editors:
Costa ASCd. O efeito de contágio (spill-over) entre os mercados bolsistas. [Thesis]. RCAAP; 2009. Available from: https://www.rcaap.pt/detail.jsp?id=oai:repositorio.iscte-iul.pt:10071/1833
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
NSYSU
15.
Lin, Meng-hsun.
The Empirical Research of Information Content and Intra-industry Information Transfers Related to Cross-listing ï¼The Initial GDR Offering of Taiwan Enterprises.
Degree: Master, Business Management, 2007, NSYSU
URL: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0313107-124916
► The study aims to detect the influence of the initial cross-listing of Taiwanese enterprises on the variety of the stock price of the listing company…
(more)
▼ The study aims to detect the influence of the initial cross-listing of Taiwanese enterprises on the variety of the stock price of the listing company and its rival firms. However, the limitations from the Taiwanese authorities on the local companyâs direct listing in the oversea market are not a few. Accordingly, I employ GDR instead of direct international listing to delve the phenomenon of information content and intra-industry transfer derived from a companyâs initial GDR offering.
Recent studies focusing on the same issue rarely inspect the situation of Taiwanese industries. Thus, the research intends to excavate the
effect and the aftermath of a Taiwanese firmâs initial GDR offering on its local market price as well as on the one of its rival company that concurrently does not have GDR offering.
To delineate the complication of the issue, the study develop three trajectories mainly based on various approaches, including reference review, event study method, and multi-regression analysis. The first aspect attends to the research result of event study method and multi-regression analysis that exposes the stock price of the GDR offering company has abnormally positive rise accompanying with the announcement of its GDR offerings, particularly in the period before the announcement. That reflects the investors regard the GDR offering as a positive news for a company while the situation turns out to be the opposite for the rival firms.
The research also finds that industry differences might dominate the consequence of the GDR offering. Hence, the exemplary simples are divided into the âhi-techâ industry group and the ânon hi-techâ industry group. Based on the reference review of Melvin and Valero-Tononeï¼2005ï¼ and the outcome of the multi-regression analysis, the influence of GDR offering on both industry group will be carefully scrutinized.
In addition, the study places another attention on the discussion of intra-industry transferring and the
contagion effect of the GDR offering on the offering company and its rival firm. Although Taiwanese enterprises offer GDR mainly in four main trade locations from London, Luxembourg, New York, and NASDAQ, the study exposes that the trade location has less influence on a companyâs and its rival firmâs SCAR variation. That implies that Taiwanese investors might recognize the fact of a companyâs GDR offering in the oversea market, whereas, they seldom be aware of the trivial differentiation of the disparate trade location.
In conclusion, the GDR offering of Taiwanese enterprises indeed encompasses information content that might motivate the alteration of the stock price in Taiwan stock market. Besides, the action of GDR offering supplies intra-industry information transferring
effect. Even though the strategy of offering GDR of a Taiwanese company does not rely on consulting the action of its rival firms, in reality and according to the application of game theory, the implementing efficiency of a companyâs strategies might probably be impinged by its opponentsâ behavior. In other…
Advisors/Committee Members: Jen-jsung Huang (chair), Chin-shun Wu (committee member), Anlin Chen (chair).
Subjects/Keywords: Information Content; GDR; Cross-listing; Intra-industry Information Transfers; Global Depositary Receipt; Contagion Effect; Competition Effect; Rivals; Event study method
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APA ·
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MLA ·
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CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Lin, M. (2007). The Empirical Research of Information Content and Intra-industry Information Transfers Related to Cross-listing ï¼The Initial GDR Offering of Taiwan Enterprises. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0313107-124916
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):
Lin, Meng-hsun. “The Empirical Research of Information Content and Intra-industry Information Transfers Related to Cross-listing ï¼The Initial GDR Offering of Taiwan Enterprises.” 2007. Thesis, NSYSU. Accessed March 06, 2021.
http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0313107-124916.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
MLA Handbook (7th Edition):
Lin, Meng-hsun. “The Empirical Research of Information Content and Intra-industry Information Transfers Related to Cross-listing ï¼The Initial GDR Offering of Taiwan Enterprises.” 2007. Web. 06 Mar 2021.
Vancouver:
Lin M. The Empirical Research of Information Content and Intra-industry Information Transfers Related to Cross-listing ï¼The Initial GDR Offering of Taiwan Enterprises. [Internet] [Thesis]. NSYSU; 2007. [cited 2021 Mar 06].
Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0313107-124916.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Council of Science Editors:
Lin M. The Empirical Research of Information Content and Intra-industry Information Transfers Related to Cross-listing ï¼The Initial GDR Offering of Taiwan Enterprises. [Thesis]. NSYSU; 2007. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0313107-124916
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
16.
Xu, Tan.
Valuation Effects of Earnings Restatements Due to Accounting Irregularities.
Degree: PhD, 2005, Old Dominion University
URL: 9780542360985
;
https://digitalcommons.odu.edu/businessadministration_etds/95
► This dissertation studies three financial topics using earnings restatement data. In the first topic, we discriminate between the market efficiency hypothesis and the underreaction…
(more)
▼ This dissertation studies three financial topics using earnings restatement data. In the first topic, we discriminate between the market efficiency hypothesis and the underreaction hypothesis by examining their predictions on the stock performance of restating firms in the post-announcement period. Three approaches are used, namely, the cumulative abnormal return (CAR), buy-and-hold abnormal return (BHAR), and calendar time portfolio approaches. Consistent with the market efficiency hypothesis, we do not find significant abnormal performance in the post-restatement period. In the second topic, we test the extrapolation model (LSV, 1994) by examining the relationship between stock price reaction to earnings restatement and the glamour/value stock characteristics. We illustrate that depending on whether investors change their naïve expectation strategy, there are two possible stock price reaction patterns. Our results do not support the naïve extrapolation model. In the third topic, we test whether earnings restatement has
contagion effect and competitive
effect. The results are mixed: we find intra-industry
effect and the
effect varies by industry characteristics using the regression method while we find no such
effect using the stratification method. Besides the three topics, this dissertation documents some characteristics of restating firms in the sample period, including the book-to-market (BM) ratio, market capitalization, and leverage.
Advisors/Committee Members: Mohammad Najand, Kenneth Yung, Douglas Ziegenfuss.
Subjects/Keywords: Accounting irregularities; Contagion effect; Earnings restatement; Long-term performance; Naive extrapolation; Valuation; Accounting; Finance and Financial Management
Record Details
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APA ·
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CSE |
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Manager
APA (6th Edition):
Xu, T. (2005). Valuation Effects of Earnings Restatements Due to Accounting Irregularities. (Doctoral Dissertation). Old Dominion University. Retrieved from 9780542360985 ; https://digitalcommons.odu.edu/businessadministration_etds/95
Chicago Manual of Style (16th Edition):
Xu, Tan. “Valuation Effects of Earnings Restatements Due to Accounting Irregularities.” 2005. Doctoral Dissertation, Old Dominion University. Accessed March 06, 2021.
9780542360985 ; https://digitalcommons.odu.edu/businessadministration_etds/95.
MLA Handbook (7th Edition):
Xu, Tan. “Valuation Effects of Earnings Restatements Due to Accounting Irregularities.” 2005. Web. 06 Mar 2021.
Vancouver:
Xu T. Valuation Effects of Earnings Restatements Due to Accounting Irregularities. [Internet] [Doctoral dissertation]. Old Dominion University; 2005. [cited 2021 Mar 06].
Available from: 9780542360985 ; https://digitalcommons.odu.edu/businessadministration_etds/95.
Council of Science Editors:
Xu T. Valuation Effects of Earnings Restatements Due to Accounting Irregularities. [Doctoral Dissertation]. Old Dominion University; 2005. Available from: 9780542360985 ; https://digitalcommons.odu.edu/businessadministration_etds/95
University of Cambridge
17.
KC, Raghabendra Pratap.
Essays on social influences in decision making.
Degree: PhD, 2018, University of Cambridge
URL: https://doi.org/10.17863/CAM.32092
;
https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.763679
► This dissertation reports a series of studies on social influences in decision making with wide ranging marketing implications in areas such as gamification initiatives, participative…
(more)
▼ This dissertation reports a series of studies on social influences in decision making with wide ranging marketing implications in areas such as gamification initiatives, participative pricing mechanisms, and charity fundraising strategies. The body of this work comprises of three indepth, stand-alone studies. The first study, "Contagion of the Competitive Spirit: The Influence of a Competition on Non-Competitors", investigates the influence of a competition on noncompetitors who do not participate in it but are aware of it. In a series of experimental studies, the study shows that the mere awareness of a competition can affect a non-competitor's performance in similar tasks. These experiments provide confirmatory and process evidence for this contagion effect, showing that it is driven by heightened social comparison motivation due to mere awareness of the competition. In addition, the study finds evidence that the reward level for the competitors could moderate the contagion effect on the non-competitors. The second study, "The Negative Effects of Precommitment on Reciprocal Behaviour: Evidence from a Series of Voluntary Payment Experiments", examines the effects of precommitment on reciprocal behaviour towards a forthcoming benefit. Through a series of experiments in several countries, the study shows that precommitment often weakens reciprocal behaviour. In two field experiments, a laboratory and an online experiment, the study finds consistent evidence that voluntary payment amounts decrease for individuals who are asked to precommit their payment. The results from a final online trust-game experiment support the posited mental-accounting mechanism for the effect. The third study, "Hold-Up Induced by Demand for Fairness: Theory and Experimental Evidence", explores the domain of hold-up and fairness concerns. While recent research suggests that fairness concerns could mitigate hold-up problems, this study proposes a starkly opposite possibility: that fairness concerns can also induce hold-up problems and thus significant inefficiencies. The study reports theoretical analysis and experimental evidence of hold-up in scenarios in which it will not occur if agents are purely self-interested, but could occur if they care about fairness at ex post negotiation.
Subjects/Keywords: 302; social influences; decision making; competition; non-competitors; contagion effect; real-effort tasks; field experiment; experimentation; hold-up; fairness; relationship-specific investments; experiments; precommitment; pay-what-you-want pricing; voluntary payment; participative pricing; reciprocal behavior; framing
Record Details
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Record Details
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❌
APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
KC, R. P. (2018). Essays on social influences in decision making. (Doctoral Dissertation). University of Cambridge. Retrieved from https://doi.org/10.17863/CAM.32092 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.763679
Chicago Manual of Style (16th Edition):
KC, Raghabendra Pratap. “Essays on social influences in decision making.” 2018. Doctoral Dissertation, University of Cambridge. Accessed March 06, 2021.
https://doi.org/10.17863/CAM.32092 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.763679.
MLA Handbook (7th Edition):
KC, Raghabendra Pratap. “Essays on social influences in decision making.” 2018. Web. 06 Mar 2021.
Vancouver:
KC RP. Essays on social influences in decision making. [Internet] [Doctoral dissertation]. University of Cambridge; 2018. [cited 2021 Mar 06].
Available from: https://doi.org/10.17863/CAM.32092 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.763679.
Council of Science Editors:
KC RP. Essays on social influences in decision making. [Doctoral Dissertation]. University of Cambridge; 2018. Available from: https://doi.org/10.17863/CAM.32092 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.763679
. 
Open Access Theses and Dissertations