subject:(stock market)

University of Manitoba

1. Fu, Chengbo. Three essays on stock market volatility.

Degree: Management, 2019, University of Manitoba

URL: http://hdl.handle.net/1993/33816

► This dissertation consists of three essays on stock market volatility. In the first essay, we show that investors will have the information in the idiosyncratic… (more)

▼ This dissertation consists of three essays on stock market volatility. In the first essay, we show that investors will have the information in the idiosyncratic volatility spread when using two different models to estimate idiosyncratic volatility. In a theoretical framework, we show that idiosyncratic volatility spread is related to the change in beta and the new betas from the extra factors between two different factor models. Empirically, we find that idiosyncratic volatility spread predicts the cross section of stock returns. The negative spread-return relation is independent from the relation between idiosyncratic volatility and stock returns. The result is driven by the change in beta component and the new beta component of the spread. The spread-relation is also robust when investors estimate the spread using a conditional model or EGARCH method. In the second essay, the variance of stock returns is decomposed based on a conditional Fama–French three-factor model instead of its unconditional counterpart. Using time-varying alpha and betas in this model, it is evident that four additional risk terms must be considered. They include the variance of alpha, the variance of the interaction between the time-varying component of beta and factors, and two covariance terms. These additional risk terms are components that are included in the idiosyncratic risk estimate using an unconditional model. By investigating the relation between the risk terms and stock returns, we find that only the variance of the time-varying alpha is negatively associated with stock returns. Further tests show that stock returns are not affected by the variance of time-varying beta. These results are consistent with the findings in the literature identifying return predictability from time-varying alpha rather than betas. In the third essay, we employ a two-step estimation method to separate the upside and downside idiosyncratic volatility and examine its relation with future stock returns. We find that idiosyncratic volatility is negatively related to stock returns when the market is up and when it is down. The upside idiosyncratic volatility is not related to stock returns. Our results also suggest that the relation between downside idiosyncratic volatility and future stock returns is negative and significant. It is the downside idiosyncratic volatility that drives the inverse relation between total idiosyncratic volatility and stock returns. The results are consistent with the literature that investor overreact to bad news and underreact to good news. Advisors/Committee Members: Jacoby, Gady (Accounting and Finance), Paseka, Alexander (Accounting and Finance).

Subjects/Keywords: Stock Market Volatility; Stock Returns

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APA (6^th Edition):

Fu, C. (2019). Three essays on stock market volatility. (Thesis). University of Manitoba. Retrieved from http://hdl.handle.net/1993/33816

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

Chicago Manual of Style (16^th Edition):

Fu, Chengbo. “Three essays on stock market volatility.” 2019. Thesis, University of Manitoba. Accessed January 20, 2021. http://hdl.handle.net/1993/33816.

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

MLA Handbook (7^th Edition):

Fu, Chengbo. “Three essays on stock market volatility.” 2019. Web. 20 Jan 2021.

Vancouver:

Fu C. Three essays on stock market volatility. [Internet] [Thesis]. University of Manitoba; 2019. [cited 2021 Jan 20]. Available from: http://hdl.handle.net/1993/33816.

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

Council of Science Editors:

Fu C. Three essays on stock market volatility. [Thesis]. University of Manitoba; 2019. Available from: http://hdl.handle.net/1993/33816

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

University of Nairobi

2. Ondiek, Samson O. Factors determining stock market returns: case of nairobi stock exchange .

Degree: 2012, University of Nairobi

URL: http://hdl.handle.net/11295/96540

► The study attempts to establish if the changing macroeconomic factors and the industry variables can predict the variation on the Nairobi Stocks Exchange (NSE) stocks… (more)

Subjects/Keywords: Stock market returns

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APA (6^th Edition):

Ondiek, S. O. (2012). Factors determining stock market returns: case of nairobi stock exchange . (Thesis). University of Nairobi. Retrieved from http://hdl.handle.net/11295/96540

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

Chicago Manual of Style (16^th Edition):

Ondiek, Samson O. “Factors determining stock market returns: case of nairobi stock exchange .” 2012. Thesis, University of Nairobi. Accessed January 20, 2021. http://hdl.handle.net/11295/96540.

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

MLA Handbook (7^th Edition):

Ondiek, Samson O. “Factors determining stock market returns: case of nairobi stock exchange .” 2012. Web. 20 Jan 2021.

Vancouver:

Ondiek SO. Factors determining stock market returns: case of nairobi stock exchange . [Internet] [Thesis]. University of Nairobi; 2012. [cited 2021 Jan 20]. Available from: http://hdl.handle.net/11295/96540.

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

Council of Science Editors:

Ondiek SO. Factors determining stock market returns: case of nairobi stock exchange . [Thesis]. University of Nairobi; 2012. Available from: http://hdl.handle.net/11295/96540

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

University of Nairobi

3. Mori, Moses W. The Effect of Share Price Volatility on Stock Market Performance at the Nairobi Securities Exchange .

Degree: 2016, University of Nairobi

URL: http://hdl.handle.net/11295/98391

► Share price volatility is the unavoidable market phenomenon that reflects on fundamentals of finance, information in the market and investor expectations. Share price volatility disturbs… (more)

Subjects/Keywords: Stock Market Performance

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APA (6^th Edition):

Mori, M. W. (2016). The Effect of Share Price Volatility on Stock Market Performance at the Nairobi Securities Exchange . (Thesis). University of Nairobi. Retrieved from http://hdl.handle.net/11295/98391

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

Chicago Manual of Style (16^th Edition):

Mori, Moses W. “The Effect of Share Price Volatility on Stock Market Performance at the Nairobi Securities Exchange .” 2016. Thesis, University of Nairobi. Accessed January 20, 2021. http://hdl.handle.net/11295/98391.

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

MLA Handbook (7^th Edition):

Mori, Moses W. “The Effect of Share Price Volatility on Stock Market Performance at the Nairobi Securities Exchange .” 2016. Web. 20 Jan 2021.

Vancouver:

Mori MW. The Effect of Share Price Volatility on Stock Market Performance at the Nairobi Securities Exchange . [Internet] [Thesis]. University of Nairobi; 2016. [cited 2021 Jan 20]. Available from: http://hdl.handle.net/11295/98391.

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

Council of Science Editors:

Mori MW. The Effect of Share Price Volatility on Stock Market Performance at the Nairobi Securities Exchange . [Thesis]. University of Nairobi; 2016. Available from: http://hdl.handle.net/11295/98391

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

California State Polytechnic University – Pomona

4. Momayez, Saba. Relationship Between the US Stock Market and the Euro Exchange Rate.

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

URL: http://hdl.handle.net/10211.3/123907

► This paper explores the relationship between the US stock market and the Euro exchange rate for the period before and after the most recent financial… (more)

Subjects/Keywords: U.S. stock market

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APA (6^th Edition):

Momayez, S. (2014). Relationship Between the US Stock Market and the Euro Exchange Rate. (Masters Thesis). California State Polytechnic University – Pomona. Retrieved from http://hdl.handle.net/10211.3/123907

Chicago Manual of Style (16^th Edition):

Momayez, Saba. “Relationship Between the US Stock Market and the Euro Exchange Rate.” 2014. Masters Thesis, California State Polytechnic University – Pomona. Accessed January 20, 2021. http://hdl.handle.net/10211.3/123907.

MLA Handbook (7^th Edition):

Momayez, Saba. “Relationship Between the US Stock Market and the Euro Exchange Rate.” 2014. Web. 20 Jan 2021.

Vancouver:

Momayez S. Relationship Between the US Stock Market and the Euro Exchange Rate. [Internet] [Masters thesis]. California State Polytechnic University – Pomona; 2014. [cited 2021 Jan 20]. Available from: http://hdl.handle.net/10211.3/123907.

Council of Science Editors:

Momayez S. Relationship Between the US Stock Market and the Euro Exchange Rate. [Masters Thesis]. California State Polytechnic University – Pomona; 2014. Available from: http://hdl.handle.net/10211.3/123907

University of Cincinnati

5. Yang, Changyu. Systematic Mispricing: Evidence from Real Estate Markets.

Degree: PhD, Business: Business Administration, 2019, University of Cincinnati

URL: http://rave.ohiolink.edu/etdc/view?acc_num=ucin1563272643127727

► This dissertation consists three essays on empirical asset pricing. In Essay I, I conduct a comprehensive analysis of REITs pricing and I find that there… (more)

▼ This dissertation consists three essays on empirical asset pricing. In Essay I, I conduct a comprehensive analysis of REITs pricing and I find that there is systematics mispricing in REIT markets. In Essay II, I study mispricing by using net asset value of REITs. I find that REIT prices deviate from their net asset value substantially. In Essay III, I study momentum crash and develop a new momentum trading strategy which has higher return and sharp ratio.Essay 1: In this paper we apply recent developments in financial economics, which posit an important role for the leverage of financial intermediaries and limited stock market participation, in understanding real estate returns. We find that luxury consumption, funding liquidity and the capital share of income have significant explanatory power for the cross-section and time series of equity REITs. However, this relationship is the opposite of what we expected, and the results point to a more complex set of findings that are difficult to reconcile with risk-based explanations. Our results suggest systematic mispricing of real estate assets that is heavily influenced by investor sentiment.Essay 2: Institutional investors are assumed to be sophisticated and rational, they are more likely to be the arbitragers who trade against mispricing. However, recent research suggests that institutional investors have a tendency to buy overvalued stock. Focusing on the REIT market, we find REIT stocks deviate substantially from their net asset value (NAV). The long-short strategy based on premium to NAV yields about 1% return monthly. We also find that, instead of correcting mispricing, institutional investors drive REIT prices away from their net asset value. Furthermore, our results may shed light on popular asset pricing anomalies. By checking the premium to NAViiiof each anomaly portfolio, we conclude that ranking of momentum and earning surprise could be used as a proxy for mispricing in REITs market.Essay 3: Despite its high profitability on average, the momentum strategy (Jegadeesh and Titman, 1993) can occasionally experience severe crashes occasionally. While previous studies often focus on market condition (Cooper, Gutierrez, and Hameed, 2004), we study the characteristics of momentum portfolios around these crashes. We show that the short leg of the momentum strategy (the portfolio of loser stocks) tend to have extreme book-to-market ratios right before crashes. This fact helps explain why momentum crashes are often driven by the sharp rebounding of the short leg component. Moreover, incorporating information on book-to-market can improve our ability to forecast momentum crashes. Our finding has two implications. First, momentum investors can improve their returns by utilizing information on stock valuation. Second, understanding what causes the extreme valuation of the short leg of momentum may shed light on the economic force behind momentum crashes. Advisors/Committee Members: Guo, Hui (Committee Chair).

Subjects/Keywords: Finance; stock market

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APA (6^th Edition):

Yang, C. (2019). Systematic Mispricing: Evidence from Real Estate Markets. (Doctoral Dissertation). University of Cincinnati. Retrieved from http://rave.ohiolink.edu/etdc/view?acc_num=ucin1563272643127727

Chicago Manual of Style (16^th Edition):

Yang, Changyu. “Systematic Mispricing: Evidence from Real Estate Markets.” 2019. Doctoral Dissertation, University of Cincinnati. Accessed January 20, 2021. http://rave.ohiolink.edu/etdc/view?acc_num=ucin1563272643127727.

MLA Handbook (7^th Edition):

Yang, Changyu. “Systematic Mispricing: Evidence from Real Estate Markets.” 2019. Web. 20 Jan 2021.

Vancouver:

Yang C. Systematic Mispricing: Evidence from Real Estate Markets. [Internet] [Doctoral dissertation]. University of Cincinnati; 2019. [cited 2021 Jan 20]. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=ucin1563272643127727.

Council of Science Editors:

Yang C. Systematic Mispricing: Evidence from Real Estate Markets. [Doctoral Dissertation]. University of Cincinnati; 2019. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=ucin1563272643127727

University of Namibia

6. Shinkeva, Lazarus Mangundu. The effect of exchange rate risk on stock market returns at the Namibia stock exchange .

Degree: 2020, University of Namibia

URL: http://hdl.handle.net/11070/2738

► Studies on the effect of exchange rate risk on stock market returns have received prominent attention in literature. This is due to the important role… (more)

Subjects/Keywords: Stock exchange; Stock market; Exchange rate; Macroeconomics

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APA (6^th Edition):

Shinkeva, L. M. (2020). The effect of exchange rate risk on stock market returns at the Namibia stock exchange . (Thesis). University of Namibia. Retrieved from http://hdl.handle.net/11070/2738

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

Chicago Manual of Style (16^th Edition):

Shinkeva, Lazarus Mangundu. “The effect of exchange rate risk on stock market returns at the Namibia stock exchange .” 2020. Thesis, University of Namibia. Accessed January 20, 2021. http://hdl.handle.net/11070/2738.

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

MLA Handbook (7^th Edition):

Shinkeva, Lazarus Mangundu. “The effect of exchange rate risk on stock market returns at the Namibia stock exchange .” 2020. Web. 20 Jan 2021.

Vancouver:

Shinkeva LM. The effect of exchange rate risk on stock market returns at the Namibia stock exchange . [Internet] [Thesis]. University of Namibia; 2020. [cited 2021 Jan 20]. Available from: http://hdl.handle.net/11070/2738.

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

Council of Science Editors:

Shinkeva LM. The effect of exchange rate risk on stock market returns at the Namibia stock exchange . [Thesis]. University of Namibia; 2020. Available from: http://hdl.handle.net/11070/2738

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

Massey University

7. Nguyen, The Hung. Return predictability and complicated countries : 125.899 research report : a research report presented in partial fulfillment of the requirements for the degree of Master of Finance, Massey University, Albany, Auckland, New Zealand .

Degree: 2014, Massey University

URL: http://hdl.handle.net/10179/6852

► Prices should instantly reflect information according to the efficient markets hypothesis (EMH). Hong and Stein (1999), however, suggest that the information processing environment will affect… (more)

Subjects/Keywords: Stock prices; Stock market; Rate of return

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APA (6^th Edition):

Nguyen, T. H. (2014). Return predictability and complicated countries : 125.899 research report : a research report presented in partial fulfillment of the requirements for the degree of Master of Finance, Massey University, Albany, Auckland, New Zealand . (Thesis). Massey University. Retrieved from http://hdl.handle.net/10179/6852

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

Chicago Manual of Style (16^th Edition):

Nguyen, The Hung. “Return predictability and complicated countries : 125.899 research report : a research report presented in partial fulfillment of the requirements for the degree of Master of Finance, Massey University, Albany, Auckland, New Zealand .” 2014. Thesis, Massey University. Accessed January 20, 2021. http://hdl.handle.net/10179/6852.

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

MLA Handbook (7^th Edition):

Nguyen, The Hung. “Return predictability and complicated countries : 125.899 research report : a research report presented in partial fulfillment of the requirements for the degree of Master of Finance, Massey University, Albany, Auckland, New Zealand .” 2014. Web. 20 Jan 2021.

Vancouver:

Nguyen TH. Return predictability and complicated countries : 125.899 research report : a research report presented in partial fulfillment of the requirements for the degree of Master of Finance, Massey University, Albany, Auckland, New Zealand . [Internet] [Thesis]. Massey University; 2014. [cited 2021 Jan 20]. Available from: http://hdl.handle.net/10179/6852.

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

Council of Science Editors:

Nguyen TH. Return predictability and complicated countries : 125.899 research report : a research report presented in partial fulfillment of the requirements for the degree of Master of Finance, Massey University, Albany, Auckland, New Zealand . [Thesis]. Massey University; 2014. Available from: http://hdl.handle.net/10179/6852

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

University of Alberta

8. Zhang, Lu. Three Essays on Financial Markets.

Degree: PhD, Faculty of Business, 2015, University of Alberta

URL: https://era.library.ualberta.ca/files/79408094x

► This thesis consists of three essays. The first essay studies the ability of stock return idiosyncrasy to predict future economic conditions over time. The second… (more)

▼ This thesis consists of three essays. The first essay studies the ability of stock return idiosyncrasy to predict future economic conditions over time. The second essay investigates the technological innovation and creative destruction during the 1920s and the 1930s, one of the most innovative periods in the 20th century. The third essay tests the performance of an investment strategy using information about past market-wide comovement. Stock return idiosyncrasy, defined as the ratio of firm-specific to systematic risk in individual stock returns, contains information about future growth rate in real GDP, industrial production, real fixed assets investment, and unemployment. Forecasts are generally significant one-quarter-ahead, particularly after World War II. These effects persist after controlling for other potential leading economic indicators, both in-sample and out-of-sample. These findings are consistent with information generating firms, presumably uniquely well-informed about economic conditions because their core business is information, adjusting their information production before downturns. The second essay studies the process of creative destruction during the technological revolution in the 1920s and 1930s. Intensified creative destruction magnifies the performance gap between winner and loser firms, and thus elevates firm-specific stock return variation. We find high firm-specific return variation in innovative industries and firms during the 1920s boom and the subsequent depression. We also find some evidence of elevated firm-specific return variation in manufacturing sectors with higher labor productivity, more research staff and more extensive electrification. In the third essay, we define the directional market-wide comovement measure as the proportion of stocks moving up together. Positing that high comovement reflects large fund inflows, we devise an investment strategy of entering the market whenever positive directional market-wide comovement passes a certain threshold. Specifically, this comovement-based investment strategy holds the market index when the market-wide upward comovement in the prior one to four weeks is above the fourth decile of the historical comovement distribution, and invests in the risk-free asset otherwise. During the sample period of 1954 to 2014, this strategy outperforms the NYSE value-weighted market index by 6.42% per year. Out of sample tests using NASDAQ stocks and TSE stocks validate the strategy. Our findings suggest that market-wide upward comovement identifies periods of market run-ups, when unsophisticated investor buying is apt to be driven by herding or information cascades.

Subjects/Keywords: Business Cycle; Finance; Stock Market

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

APA (6^th Edition):

Zhang, L. (2015). Three Essays on Financial Markets. (Doctoral Dissertation). University of Alberta. Retrieved from https://era.library.ualberta.ca/files/79408094x

Chicago Manual of Style (16^th Edition):

Zhang, Lu. “Three Essays on Financial Markets.” 2015. Doctoral Dissertation, University of Alberta. Accessed January 20, 2021. https://era.library.ualberta.ca/files/79408094x.

MLA Handbook (7^th Edition):

Zhang, Lu. “Three Essays on Financial Markets.” 2015. Web. 20 Jan 2021.

Vancouver:

Zhang L. Three Essays on Financial Markets. [Internet] [Doctoral dissertation]. University of Alberta; 2015. [cited 2021 Jan 20]. Available from: https://era.library.ualberta.ca/files/79408094x.

Council of Science Editors:

Zhang L. Three Essays on Financial Markets. [Doctoral Dissertation]. University of Alberta; 2015. Available from: https://era.library.ualberta.ca/files/79408094x

University of North Texas

9. Yu, Huaibing. How Volatility is Priced by the Stock Market.

Degree: 2020, University of North Texas

URL: https://digital.library.unt.edu/ark:/67531/metadc1707393/

► Traditional portfolio theory suggests that, in equilibrium, only the market risk is priced in the cross-section of expected stock returns. However, if the market is… (more)

Subjects/Keywords: Asset Pricing; Investments; Stock Market

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

APA (6^th Edition):

Yu, H. (2020). How Volatility is Priced by the Stock Market. (Thesis). University of North Texas. Retrieved from https://digital.library.unt.edu/ark:/67531/metadc1707393/

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

Chicago Manual of Style (16^th Edition):

Yu, Huaibing. “How Volatility is Priced by the Stock Market.” 2020. Thesis, University of North Texas. Accessed January 20, 2021. https://digital.library.unt.edu/ark:/67531/metadc1707393/.

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

MLA Handbook (7^th Edition):

Yu, Huaibing. “How Volatility is Priced by the Stock Market.” 2020. Web. 20 Jan 2021.

Vancouver:

Yu H. How Volatility is Priced by the Stock Market. [Internet] [Thesis]. University of North Texas; 2020. [cited 2021 Jan 20]. Available from: https://digital.library.unt.edu/ark:/67531/metadc1707393/.

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

Council of Science Editors:

Yu H. How Volatility is Priced by the Stock Market. [Thesis]. University of North Texas; 2020. Available from: https://digital.library.unt.edu/ark:/67531/metadc1707393/

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

Mahatma Gandhi University

10. Thomas, Asha E. Momentum and contrarian strategies in the Indian stock market an evaluative study; -.

Degree: Commerce, 2010, Mahatma Gandhi University

URL: http://shodhganga.inflibnet.ac.in/handle/10603/15842

►

Stock prices are generally governed by rational inputs and irrationality in newlinethe market can cause only daily, weekly and short run fluctuations. While newlineirrationality takes… (more)

▼

Stock prices are generally governed by rational inputs and irrationality in newlinethe market can cause only daily, weekly and short run fluctuations. While newlineirrationality takes prices away from its intrinsic value, rationality brings it back. newlineContrarian investment strategy is followed under the assumption that typical herd newlinebehaviour leads to overreaction to information and hence stocks which have gone newlineup recently is over valued or vice versa. By taking the opposite position, contrarian newlineexpects profit when the market turns rational. On the other hand, momentum newlineinvestment strategy is followed by moving along with the tide. Here it is found newlineuseful to follow the crowd and be a part of it. But if market is efficient in pricing, newlinethen both these strategies will fail. newlineThe present study is conducted to test the effectiveness of these two newlineinvestment strategies in the Indian stock market. As a first step to this, the newlineresearcher tested the market efficiency of Indian stock market. Indian Market is newlinefound to be Weak-form inefficient and Strong form efficient. However, the study newlinefound out that momentum and contrarian strategies could not deliver any superior newlinereturns to Indian investors during the study period. Separate analysis was carried newlineout by the researcher to test the efficiency o these tools, when Indian markets were newlineseverely hit by global financial crisis. Interdependency of Indian Stock Market newlinewith other leading emerging markets was also part of the study. The results newlineconfirmed the evidence of significant correlation with these markets. The study is newlineexpected to help Indian investors while taking various investment decisions. newlineKey Words: Market Efficiency, Momentum Strategy, Contrarian Strategy, Interdependency of newlineStock Market, Indian Stock Market, Global Financial Crisis.

Bibliography and Appendix included

Advisors/Committee Members: Dilip Kumar, M C.

Subjects/Keywords: Commerce; Momentum; Indian stock market

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APA (6^th Edition):

Thomas, A. E. (2010). Momentum and contrarian strategies in the Indian stock market an evaluative study; -. (Thesis). Mahatma Gandhi University. Retrieved from http://shodhganga.inflibnet.ac.in/handle/10603/15842

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

Chicago Manual of Style (16^th Edition):

Thomas, Asha E. “Momentum and contrarian strategies in the Indian stock market an evaluative study; -.” 2010. Thesis, Mahatma Gandhi University. Accessed January 20, 2021. http://shodhganga.inflibnet.ac.in/handle/10603/15842.

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

MLA Handbook (7^th Edition):

Thomas, Asha E. “Momentum and contrarian strategies in the Indian stock market an evaluative study; -.” 2010. Web. 20 Jan 2021.

Vancouver:

Thomas AE. Momentum and contrarian strategies in the Indian stock market an evaluative study; -. [Internet] [Thesis]. Mahatma Gandhi University; 2010. [cited 2021 Jan 20]. Available from: http://shodhganga.inflibnet.ac.in/handle/10603/15842.

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

Council of Science Editors:

Thomas AE. Momentum and contrarian strategies in the Indian stock market an evaluative study; -. [Thesis]. Mahatma Gandhi University; 2010. Available from: http://shodhganga.inflibnet.ac.in/handle/10603/15842

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

Addis Ababa University

11. Alemneh, Abebe. IS Ethiopia ready to Institute a Stock Exchange market: Assessment on Establishing Stock Exchange Market in Ethiopia .

Degree: 2015, Addis Ababa University

URL: http://etd.aau.edu.et/dspace/handle/123456789/6157

► Ethiopia has a growing economy which needs investment on a continuous basis for new ventures as well as for expansion and modernization of existing productive… (more)

Subjects/Keywords: Ethiopia; Stock Exchange Market

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APA (6^th Edition):

Alemneh, A. (2015). IS Ethiopia ready to Institute a Stock Exchange market: Assessment on Establishing Stock Exchange Market in Ethiopia . (Thesis). Addis Ababa University. Retrieved from http://etd.aau.edu.et/dspace/handle/123456789/6157

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

Chicago Manual of Style (16^th Edition):

Alemneh, Abebe. “IS Ethiopia ready to Institute a Stock Exchange market: Assessment on Establishing Stock Exchange Market in Ethiopia .” 2015. Thesis, Addis Ababa University. Accessed January 20, 2021. http://etd.aau.edu.et/dspace/handle/123456789/6157.

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

MLA Handbook (7^th Edition):

Alemneh, Abebe. “IS Ethiopia ready to Institute a Stock Exchange market: Assessment on Establishing Stock Exchange Market in Ethiopia .” 2015. Web. 20 Jan 2021.

Vancouver:

Alemneh A. IS Ethiopia ready to Institute a Stock Exchange market: Assessment on Establishing Stock Exchange Market in Ethiopia . [Internet] [Thesis]. Addis Ababa University; 2015. [cited 2021 Jan 20]. Available from: http://etd.aau.edu.et/dspace/handle/123456789/6157.

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

Council of Science Editors:

Alemneh A. IS Ethiopia ready to Institute a Stock Exchange market: Assessment on Establishing Stock Exchange Market in Ethiopia . [Thesis]. Addis Ababa University; 2015. Available from: http://etd.aau.edu.et/dspace/handle/123456789/6157

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

University of Nairobi

12. Kamau, Johnson. Stock market performance before and after the promulgation of the new constitution .

Degree: 2012, University of Nairobi

URL: http://erepository.uonbi.ac.ke:8080/xmlui/handle/123456789/13109

► This study was carried out to investigate the stock market performance before and after the promulgation of the new constitution (2010) at the Nairobi Securities… (more)

Subjects/Keywords: Stock market; Nairobi Securities

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APA (6^th Edition):

Kamau, J. (2012). Stock market performance before and after the promulgation of the new constitution . (Thesis). University of Nairobi. Retrieved from http://erepository.uonbi.ac.ke:8080/xmlui/handle/123456789/13109

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

Chicago Manual of Style (16^th Edition):

Kamau, Johnson. “Stock market performance before and after the promulgation of the new constitution .” 2012. Thesis, University of Nairobi. Accessed January 20, 2021. http://erepository.uonbi.ac.ke:8080/xmlui/handle/123456789/13109.

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

MLA Handbook (7^th Edition):

Kamau, Johnson. “Stock market performance before and after the promulgation of the new constitution .” 2012. Web. 20 Jan 2021.

Vancouver:

Kamau J. Stock market performance before and after the promulgation of the new constitution . [Internet] [Thesis]. University of Nairobi; 2012. [cited 2021 Jan 20]. Available from: http://erepository.uonbi.ac.ke:8080/xmlui/handle/123456789/13109.

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

Council of Science Editors:

Kamau J. Stock market performance before and after the promulgation of the new constitution . [Thesis]. University of Nairobi; 2012. Available from: http://erepository.uonbi.ac.ke:8080/xmlui/handle/123456789/13109

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

University of Nairobi

13. Ambunya, Peleg L. The Relationship between Exchange rate movement and stock market returns volatility at the Nairobi Securities Exchange .

Degree: 2012, University of Nairobi

URL: http://erepository.uonbi.ac.ke:8080/xmlui/handle/123456789/14819

► Domestic currency depreciation makes local firms more competitive, leading to an increase in their exports. This in turn raises their stock prices. A weak or… (more)

▼ Domestic currency depreciation makes local firms more competitive, leading to an increase in their exports. This in turn raises their stock prices. A weak or no association between stock prices and exchange rates can also be postulated. Transaction costs and sunk costs of market entry imply that only large exchange rate movements affect market structure and, thereby, firms’ market value. Therefore, like prices of other assets the exchange rates are determined by expected future exchange rates. Any news/factors that affect future values of exchange rate will affect today’s exchange rate. This study set to establish the relationship between exchange rate movement and stock market returns volatility at the Nairobi Securities Exchange. The study adopted a quantitative design. The target population for this study included 56 companies quoted at the NSE as of December 2011. Since the population was small and the study is using secondary data, the study conducted a census. The study used secondary data collected from the Nairobi Securities Exchange and the Central bank of Kenya for the period 2007-2011. The study regressed stock market returns volatility against exchange rate movement. From the regression output, the study established that exchange rate movements greatly affected the stock market return volatility owing to its information content to the investors. With high fluctuations in the exchange rates, the exchange rates movement became bigger accompanied by a huge stock market return volatility. Study concludes that there is a strong relationship between exchange rate movement and stock market returns volatility. This is especially carried through the information content of exchange rate movement on the security’s business. The study concludes that exchange rate movement also affects the stock market performance greatly through its spiral effects. Through over macroeconomic variables, exchange rate movement indicates the state of the economy hence the likely future state of the economy. These variables would include things like interest rate and the money supply in the economy which has great impact on the activity level of the security’s performance. The policy makers need to factor the effects of exchange rate movement on the performance of the stock exchange.

Subjects/Keywords: Stock market returns volatility

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APA (6^th Edition):

Ambunya, P. L. (2012). The Relationship between Exchange rate movement and stock market returns volatility at the Nairobi Securities Exchange . (Thesis). University of Nairobi. Retrieved from http://erepository.uonbi.ac.ke:8080/xmlui/handle/123456789/14819

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

Chicago Manual of Style (16^th Edition):

Ambunya, Peleg L. “The Relationship between Exchange rate movement and stock market returns volatility at the Nairobi Securities Exchange .” 2012. Thesis, University of Nairobi. Accessed January 20, 2021. http://erepository.uonbi.ac.ke:8080/xmlui/handle/123456789/14819.

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

MLA Handbook (7^th Edition):

Ambunya, Peleg L. “The Relationship between Exchange rate movement and stock market returns volatility at the Nairobi Securities Exchange .” 2012. Web. 20 Jan 2021.

Vancouver:

Ambunya PL. The Relationship between Exchange rate movement and stock market returns volatility at the Nairobi Securities Exchange . [Internet] [Thesis]. University of Nairobi; 2012. [cited 2021 Jan 20]. Available from: http://erepository.uonbi.ac.ke:8080/xmlui/handle/123456789/14819.

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

Council of Science Editors:

Ambunya PL. The Relationship between Exchange rate movement and stock market returns volatility at the Nairobi Securities Exchange . [Thesis]. University of Nairobi; 2012. Available from: http://erepository.uonbi.ac.ke:8080/xmlui/handle/123456789/14819

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

Universidade Nova

14. Pinheiro, Ana Raquel Da Costa. Does corruption drive the stock market?.

Degree: 2010, Universidade Nova

URL: http://www.rcaap.pt/detail.jsp?id=oai:run.unl.pt:10362/9856

►

A Work Project, presented as part of the requirements for the Award of a Masters Degree in Economics from the NOVA – School of Business… (more)

Subjects/Keywords: Corruption; Stock market; Country level

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APA (6^th Edition):

Pinheiro, A. R. D. C. (2010). Does corruption drive the stock market?. (Thesis). Universidade Nova. Retrieved from http://www.rcaap.pt/detail.jsp?id=oai:run.unl.pt:10362/9856

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

Chicago Manual of Style (16^th Edition):

Pinheiro, Ana Raquel Da Costa. “Does corruption drive the stock market?.” 2010. Thesis, Universidade Nova. Accessed January 20, 2021. http://www.rcaap.pt/detail.jsp?id=oai:run.unl.pt:10362/9856.

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

MLA Handbook (7^th Edition):

Pinheiro, Ana Raquel Da Costa. “Does corruption drive the stock market?.” 2010. Web. 20 Jan 2021.

Vancouver:

Pinheiro ARDC. Does corruption drive the stock market?. [Internet] [Thesis]. Universidade Nova; 2010. [cited 2021 Jan 20]. Available from: http://www.rcaap.pt/detail.jsp?id=oai:run.unl.pt:10362/9856.

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

Council of Science Editors:

Pinheiro ARDC. Does corruption drive the stock market?. [Thesis]. Universidade Nova; 2010. Available from: http://www.rcaap.pt/detail.jsp?id=oai:run.unl.pt:10362/9856

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

15. Simambwe, Fackson. Information efficiency of the Lusaka atock exchange and money supply in Zambia.

Degree: 2012, University of Zimbabwe

URL: http://dspace.unza.zm/handle/123456789/1026

► The purpose of this study is to determine the “informational efficiency of LuSE with respect to monetary policy and money supply. Capital market is said… (more)

▼ The purpose of this study is to determine the “informational efficiency of LuSE with respect to monetary policy and money supply. Capital market is said to be informationally efficient if the stock prices at any time “fully reflect” all available information regarding fundamental economic variables that include money supply. The main role of LuSE like any other capital market is to allocate scarce resources from savers to productive sectors of the economy. However, this role can best be performed if LuSE is informationally efficient. If LuSE is inefficient with respect to relevant information such as money supply, then this has important implications at both the micro and macro level. At micro level this implies an ability by certain individuals with the privileged information to earn consistently higher than normal rates of return, at the expense of those without “this privileged information”. At the macro level, it raises serious doubts about the ability of the capital market to perform its classical role of channelling funds to the most productive sectors of the economy. LuSE which opened for business on 21st February 1994 is a relatively new developing capital market which may not be informationally efficient. Therefore, there is need to determine the informational efficiency of LuSE empirically. The definitional statement that, “in an efficient capital market stock prices fully reflect available information” is so general that it has no empirically testable implications. To make the model testable, the informational efficiency of the LuSE is specified with respect to monetary policy. The money supply – stock market prices relationship has been widely tested. It is believed that money supply changes have important direct effects through portfolio changes and indirect effects through their effect on real economic variables such as GDP, consumption, investment, general price levels, earnings and so on, which are in turn postulated to be fundamental determinants of stock prices. This study tested information efficiency of the LuSE with respect to money supply by running a regression using the causality test model developed by Granger (1969) for the period January 1999 to December 2009. The analysis involved desk research using secondary data of M1, M2 and M3 of money supply from BOZ and composite stock prices index from LUSE on monthly and quarterly basis respectively using EVIEWS econometric package. The quantitative regression analysis using the OLS method was complemented by qualitative method through interviews. The dissertation addresses one research question: how efficiently do stock market participants at LuSE incorporate the information contained in money supply changes into stock prices? From the empirical findings, the null hypothesis that money supply does not cause stock prices at LuSE and the null hypothesis that stock prices do not cause money supply is accepted. This suggests that money supply and stock prices are determined independently. Since stock prices at LuSE do not “fully reflect”…

Subjects/Keywords: Stock Exchange; Money Market

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APA (6^th Edition):

Simambwe, F. (2012). Information efficiency of the Lusaka atock exchange and money supply in Zambia. (Thesis). University of Zimbabwe. Retrieved from http://dspace.unza.zm/handle/123456789/1026

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

Chicago Manual of Style (16^th Edition):

Simambwe, Fackson. “Information efficiency of the Lusaka atock exchange and money supply in Zambia.” 2012. Thesis, University of Zimbabwe. Accessed January 20, 2021. http://dspace.unza.zm/handle/123456789/1026.

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

MLA Handbook (7^th Edition):

Simambwe, Fackson. “Information efficiency of the Lusaka atock exchange and money supply in Zambia.” 2012. Web. 20 Jan 2021.

Vancouver:

Simambwe F. Information efficiency of the Lusaka atock exchange and money supply in Zambia. [Internet] [Thesis]. University of Zimbabwe; 2012. [cited 2021 Jan 20]. Available from: http://dspace.unza.zm/handle/123456789/1026.

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

Council of Science Editors:

Simambwe F. Information efficiency of the Lusaka atock exchange and money supply in Zambia. [Thesis]. University of Zimbabwe; 2012. Available from: http://dspace.unza.zm/handle/123456789/1026

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

University of Ghana

16. Shiako, P.K.A. The Macro Economy and Performance of Ghana Stock Market .

Degree: 2019, University of Ghana

URL: http://ugspace.ug.edu.gh/handle/123456789/32780

► The study examines the impact of macroeconomic variables (inflation, exchange rate, and interest rate) on stock market performance in Ghana using quarterly data ranging from… (more)

Subjects/Keywords: Macro Economy; Ghana Stock Market

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APA (6^th Edition):

Shiako, P. K. A. (2019). The Macro Economy and Performance of Ghana Stock Market . (Masters Thesis). University of Ghana. Retrieved from http://ugspace.ug.edu.gh/handle/123456789/32780

Chicago Manual of Style (16^th Edition):

Shiako, P K A. “The Macro Economy and Performance of Ghana Stock Market .” 2019. Masters Thesis, University of Ghana. Accessed January 20, 2021. http://ugspace.ug.edu.gh/handle/123456789/32780.

MLA Handbook (7^th Edition):

Shiako, P K A. “The Macro Economy and Performance of Ghana Stock Market .” 2019. Web. 20 Jan 2021.

Vancouver:

Shiako PKA. The Macro Economy and Performance of Ghana Stock Market . [Internet] [Masters thesis]. University of Ghana; 2019. [cited 2021 Jan 20]. Available from: http://ugspace.ug.edu.gh/handle/123456789/32780.

Council of Science Editors:

Shiako PKA. The Macro Economy and Performance of Ghana Stock Market . [Masters Thesis]. University of Ghana; 2019. Available from: http://ugspace.ug.edu.gh/handle/123456789/32780

University of Ottawa

17. Gandotra, Vikrant. The Nexus Between the Economy, M&A Transactions and Investors' Behaviour: International Evidence .

Degree: 2019, University of Ottawa

URL: http://hdl.handle.net/10393/39668

► This research contributes to the much-debated literature existing on the relationship between the economy, merger and acquisitions (M&A), and investors’ behaviour by empirically examining the… (more)

Subjects/Keywords: Mergers and Acquisitions; Stock Market

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APA (6^th Edition):

Gandotra, V. (2019). The Nexus Between the Economy, M&A Transactions and Investors' Behaviour: International Evidence . (Thesis). University of Ottawa. Retrieved from http://hdl.handle.net/10393/39668

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

Chicago Manual of Style (16^th Edition):

Gandotra, Vikrant. “The Nexus Between the Economy, M&A Transactions and Investors' Behaviour: International Evidence .” 2019. Thesis, University of Ottawa. Accessed January 20, 2021. http://hdl.handle.net/10393/39668.

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

MLA Handbook (7^th Edition):

Gandotra, Vikrant. “The Nexus Between the Economy, M&A Transactions and Investors' Behaviour: International Evidence .” 2019. Web. 20 Jan 2021.

Vancouver:

Gandotra V. The Nexus Between the Economy, M&A Transactions and Investors' Behaviour: International Evidence . [Internet] [Thesis]. University of Ottawa; 2019. [cited 2021 Jan 20]. Available from: http://hdl.handle.net/10393/39668.

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

Council of Science Editors:

Gandotra V. The Nexus Between the Economy, M&A Transactions and Investors' Behaviour: International Evidence . [Thesis]. University of Ottawa; 2019. Available from: http://hdl.handle.net/10393/39668

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

University of Cambridge

18. Heinemann, Kieran. Popular Investment and Speculation in Britain, 1918–1987.

Degree: PhD, 2018, University of Cambridge

URL: https://www.repository.cam.ac.uk/handle/1810/274603

► This doctoral thesis traces the various forms in which ordinary people engaged in the stock market across twentieth-century Britain. It asks how and why previously… (more)

▼ This doctoral thesis traces the various forms in which ordinary people engaged in the stock market across twentieth-century Britain. It asks how and why previously stigmatised forms of investment and speculation came to be regarded as socially, politically and economically desirable. I argue that financial and economic historians, preoccupied with the growing dominance of financial institutions over British security markets during this period, have neglected the social and cultural relevance of popular share ownership. Consequently investment is seen as more than an economic activity. Understanding the ways in which social and cultural attitudes towards finance relaxed over time, allows us to better understand the arrival of neoliberalism in Britain. After World War I, Britain witnessed a significant expansion of private stock market investment. However, in comparison to the United States, Britain’s financial establishment took a more conservative stance on universal share ownership and restrained much of the potential for a “democratisation of investment”. After 1945, private share ownership continued to grow gradually across classes due to higher living standards and in spite of nationalisation, high taxation and the institutionalisation of securities markets. Politics was not the main driver of this trend as efforts to widen share ownership were difficult to square with the interventionist postwar economic settlement. More importantly, the rapidly expanding trade of financial journalism increasingly educated multiple audiences about stock market affairs. By widening the analytical scope beyond socioeconomic conditions, it becomes apparent that the sweeping social and cultural changes during the 1950s and 1960s helped to loosen older reservations against financial speculation, thereby drawing evermore investors into the market. The key shift of this period was that ‘playing the stock market’ became a popular and socially acceptable hobby, predominantly among middle-class households. Tracing these developments to the 1970s and 1980s, this thesis concludes that market populism had a powerful appeal to savers and investors hit by inflation, thereby accelerating the growth of economic individualism long before the Thatcherite Revolution unfolded in Britain.

Subjects/Keywords: Stock market; Thatcherism; Financial capitalism

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APA (6^th Edition):

Heinemann, K. (2018). Popular Investment and Speculation in Britain, 1918–1987. (Doctoral Dissertation). University of Cambridge. Retrieved from https://www.repository.cam.ac.uk/handle/1810/274603

Chicago Manual of Style (16^th Edition):

Heinemann, Kieran. “Popular Investment and Speculation in Britain, 1918–1987.” 2018. Doctoral Dissertation, University of Cambridge. Accessed January 20, 2021. https://www.repository.cam.ac.uk/handle/1810/274603.

MLA Handbook (7^th Edition):

Heinemann, Kieran. “Popular Investment and Speculation in Britain, 1918–1987.” 2018. Web. 20 Jan 2021.

Vancouver:

Heinemann K. Popular Investment and Speculation in Britain, 1918–1987. [Internet] [Doctoral dissertation]. University of Cambridge; 2018. [cited 2021 Jan 20]. Available from: https://www.repository.cam.ac.uk/handle/1810/274603.

Council of Science Editors:

Heinemann K. Popular Investment and Speculation in Britain, 1918–1987. [Doctoral Dissertation]. University of Cambridge; 2018. Available from: https://www.repository.cam.ac.uk/handle/1810/274603

University of Aberdeen

19. Chen, Gang. The Chinese stock market : an emperical analysis of market segmentation, inter-relationships and theoretical versus actual stock prices.

Degree: PhD, 2011, University of Aberdeen

URL: https://eu03.alma.exlibrisgroup.com/view/delivery/44ABE_INST/12153369000005941 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.540480

► This thesis contributes to our knowledge of the behaviour of the Chinese stock market by offering an empirical investigation into issues such as market segmentation,… (more)

Subjects/Keywords: 332; Stock market; Stocks

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APA (6^th Edition):

Chen, G. (2011). The Chinese stock market : an emperical analysis of market segmentation, inter-relationships and theoretical versus actual stock prices. (Doctoral Dissertation). University of Aberdeen. Retrieved from https://eu03.alma.exlibrisgroup.com/view/delivery/44ABE_INST/12153369000005941 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.540480

Chicago Manual of Style (16^th Edition):

Chen, Gang. “The Chinese stock market : an emperical analysis of market segmentation, inter-relationships and theoretical versus actual stock prices.” 2011. Doctoral Dissertation, University of Aberdeen. Accessed January 20, 2021. https://eu03.alma.exlibrisgroup.com/view/delivery/44ABE_INST/12153369000005941 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.540480.

MLA Handbook (7^th Edition):

Chen, Gang. “The Chinese stock market : an emperical analysis of market segmentation, inter-relationships and theoretical versus actual stock prices.” 2011. Web. 20 Jan 2021.

Vancouver:

Chen G. The Chinese stock market : an emperical analysis of market segmentation, inter-relationships and theoretical versus actual stock prices. [Internet] [Doctoral dissertation]. University of Aberdeen; 2011. [cited 2021 Jan 20]. Available from: https://eu03.alma.exlibrisgroup.com/view/delivery/44ABE_INST/12153369000005941 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.540480.

Council of Science Editors:

Chen G. The Chinese stock market : an emperical analysis of market segmentation, inter-relationships and theoretical versus actual stock prices. [Doctoral Dissertation]. University of Aberdeen; 2011. Available from: https://eu03.alma.exlibrisgroup.com/view/delivery/44ABE_INST/12153369000005941 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.540480

Kansas State University

20. Gatson Smart, Candace Elaine. Evaluating Twitter as an agricultural economics research tool.

Degree: MS, Department of Agricultural Economics, 2018, Kansas State University

URL: http://hdl.handle.net/2097/39042

► Over the past decade, social media has risen from an emerging novelty to the normative form of expression for many Americans. As these platforms have… (more)

▼ Over the past decade, social media has risen from an emerging novelty to the normative form of expression for many Americans. As these platforms have risen in popularity, researchers have recognized the potential for capturing information users are self-reporting about their beliefs and preferences. Simultaneously, social media corporations have become privy to the value of this information being freely shared by consumers and have safeguarded much of their historical data to monetize the data. Faced with both an enticing new source of data, but a steep price to obtain it, researchers must evaluate the potential gains that can be extracted from the often difficult to analyze data. This study explored the acquisition of social media, namely Twitter, data and the potential uses in the field of agriculture economics. A contract was secured with Sysomos, a social media analytics firm, in July of 2017 to collect raw Twitter data over the proceeding thirteen months. Changes in frequency of tweets and sentiment scoring of tweets were used to attempt to explain election results from November 2017 proposed legislations pertaining to marijuana and minimum wage as well as to explain and predict changes in the stock prices of selected publicly traded firms in the food producing sector. Twitter frequency changes were then compared to changes in traditional print media articles in an effort to determine the exchangeability of the two media sources when used to track events pertaining to animal health. Results of this study suggested that Twitter data possess little power to explain the studied election results, but creation of a strong model was difficult due to the limited number of months of data available. Changes in the frequency of tweets were not found to be a strong indicator of changes in the stock market on the average day, but were shown to explain potentially highly valued information to investors on days with large changes in price. Twitter and traditional print media were shown to be unique sources of data when exploring the topic of animal health events. Advisors/Committee Members: Glynn T. Tonsor.

Subjects/Keywords: Twitter; Stock market; Animal health

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APA (6^th Edition):

Gatson Smart, C. E. (2018). Evaluating Twitter as an agricultural economics research tool. (Masters Thesis). Kansas State University. Retrieved from http://hdl.handle.net/2097/39042

Chicago Manual of Style (16^th Edition):

Gatson Smart, Candace Elaine. “Evaluating Twitter as an agricultural economics research tool.” 2018. Masters Thesis, Kansas State University. Accessed January 20, 2021. http://hdl.handle.net/2097/39042.

MLA Handbook (7^th Edition):

Gatson Smart, Candace Elaine. “Evaluating Twitter as an agricultural economics research tool.” 2018. Web. 20 Jan 2021.

Vancouver:

Gatson Smart CE. Evaluating Twitter as an agricultural economics research tool. [Internet] [Masters thesis]. Kansas State University; 2018. [cited 2021 Jan 20]. Available from: http://hdl.handle.net/2097/39042.

Council of Science Editors:

Gatson Smart CE. Evaluating Twitter as an agricultural economics research tool. [Masters Thesis]. Kansas State University; 2018. Available from: http://hdl.handle.net/2097/39042

University of North Texas

21. Jang, Seon Deog. The Effect of Stock Splits on Small, Medium, and Large-sized Firms Before and After Decimalization.

Degree: 2013, University of North Texas

URL: https://digital.library.unt.edu/ark:/67531/metadc407794/

► This study examines the impact of reducing tick size and, in particular decimalization on stock splits. Based on previous studies, this study examines hypotheses in… (more)

Subjects/Keywords: Stock split; decimalization; market reaction

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APA (6^th Edition):

Jang, S. D. (2013). The Effect of Stock Splits on Small, Medium, and Large-sized Firms Before and After Decimalization. (Thesis). University of North Texas. Retrieved from https://digital.library.unt.edu/ark:/67531/metadc407794/

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

Chicago Manual of Style (16^th Edition):

Jang, Seon Deog. “The Effect of Stock Splits on Small, Medium, and Large-sized Firms Before and After Decimalization.” 2013. Thesis, University of North Texas. Accessed January 20, 2021. https://digital.library.unt.edu/ark:/67531/metadc407794/.

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

MLA Handbook (7^th Edition):

Jang, Seon Deog. “The Effect of Stock Splits on Small, Medium, and Large-sized Firms Before and After Decimalization.” 2013. Web. 20 Jan 2021.

Vancouver:

Jang SD. The Effect of Stock Splits on Small, Medium, and Large-sized Firms Before and After Decimalization. [Internet] [Thesis]. University of North Texas; 2013. [cited 2021 Jan 20]. Available from: https://digital.library.unt.edu/ark:/67531/metadc407794/.

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

Council of Science Editors:

Jang SD. The Effect of Stock Splits on Small, Medium, and Large-sized Firms Before and After Decimalization. [Thesis]. University of North Texas; 2013. Available from: https://digital.library.unt.edu/ark:/67531/metadc407794/

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

University of New South Wales

22. Ding, Ning. The evolving relation between market competition and corporate payout policy.

Degree: Banking & Finance, 2011, University of New South Wales

URL: http://handle.unsw.edu.au/1959.4/50413 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:9304/SOURCE02?view=true

► This thesis is the first to investigate the association between market competition, the choice between dividends and stock repurchases as payout methods, and dividend smoothing.… (more)

Subjects/Keywords: Dividends; Stock repurchases; Market competition

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APA (6^th Edition):

Ding, N. (2011). The evolving relation between market competition and corporate payout policy. (Masters Thesis). University of New South Wales. Retrieved from http://handle.unsw.edu.au/1959.4/50413 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:9304/SOURCE02?view=true

Chicago Manual of Style (16^th Edition):

Ding, Ning. “The evolving relation between market competition and corporate payout policy.” 2011. Masters Thesis, University of New South Wales. Accessed January 20, 2021. http://handle.unsw.edu.au/1959.4/50413 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:9304/SOURCE02?view=true.

MLA Handbook (7^th Edition):

Ding, Ning. “The evolving relation between market competition and corporate payout policy.” 2011. Web. 20 Jan 2021.

Vancouver:

Ding N. The evolving relation between market competition and corporate payout policy. [Internet] [Masters thesis]. University of New South Wales; 2011. [cited 2021 Jan 20]. Available from: http://handle.unsw.edu.au/1959.4/50413 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:9304/SOURCE02?view=true.

Council of Science Editors:

Ding N. The evolving relation between market competition and corporate payout policy. [Masters Thesis]. University of New South Wales; 2011. Available from: http://handle.unsw.edu.au/1959.4/50413 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:9304/SOURCE02?view=true

University of Ghana

23. Akor, A.A.A. The Impact of Inflation on Stock Market Performance in Ghana .

Degree: 2019, University of Ghana

URL: http://ugspace.ug.edu.gh/handle/123456789/33291

► Stocks represent ownership in a corporation or a company in finance. They are sometimes referred to as equities or shares. The converging place of the… (more)

▼ Stocks represent ownership in a corporation or a company in finance. They are sometimes referred to as equities or shares. The converging place of the buying and selling of stocks is what is referred to as a Stock Market/Exchange. The main objective for the study was to determine how inflation impacts the stock market performance in Ghana to help companies and individuals make informed decisions when there are changes in inflation rate. A quantitative approach of data analysis was employed to analyse secondary data obtained covering a 25-year period for the study. Three models were fitted between inflation and three different measures of stock markets performance: percentage change in the composite index, market capitalization-to-GDP ratio, and market turnover ratio. Descriptive statistics from 1994 to 2006 revealed the highest and lowest inflation figures to be 59.32% and 11.68% respectively with a mean inflation of 24.94%. This compared unfavourably to inflationary figures from the period 2007 to 2018 with 17.46%, 6.70% and 12.15% as the highest, minimum and average inflationary figures respectively. The study also brought to bare that in a high inflationary period, 1994 to 2006, there was a negative correlation between the stock market indicators and inflation. This indicates that stock market was not a good hedge against inflation during the period under consideration. In the subsequent period, 2007 to 2018 which was a low inflationary period, there was a positive relationship between inflation and the stock market indicators. The study recommends that the central bank maintains inflation at low levels. Thus, inflation rates must be kept significantly low so that they do not erode the value of returns investors earn in the market. Also, the GSE and the Securities and Exchange Commission should intensify public insight and education of equity investments and transactions to attract more listings on the Exchange and more opportunities for trading. This will directly lead to an increase in market capitalisation.

Subjects/Keywords: Inflation; Stock Market; Capital Market; Ghana

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

APA (6^th Edition):

Akor, A. A. A. (2019). The Impact of Inflation on Stock Market Performance in Ghana . (Masters Thesis). University of Ghana. Retrieved from http://ugspace.ug.edu.gh/handle/123456789/33291

Chicago Manual of Style (16^th Edition):

Akor, A A A. “The Impact of Inflation on Stock Market Performance in Ghana .” 2019. Masters Thesis, University of Ghana. Accessed January 20, 2021. http://ugspace.ug.edu.gh/handle/123456789/33291.

MLA Handbook (7^th Edition):

Akor, A A A. “The Impact of Inflation on Stock Market Performance in Ghana .” 2019. Web. 20 Jan 2021.

Vancouver:

Akor AAA. The Impact of Inflation on Stock Market Performance in Ghana . [Internet] [Masters thesis]. University of Ghana; 2019. [cited 2021 Jan 20]. Available from: http://ugspace.ug.edu.gh/handle/123456789/33291.

Council of Science Editors:

Akor AAA. The Impact of Inflation on Stock Market Performance in Ghana . [Masters Thesis]. University of Ghana; 2019. Available from: http://ugspace.ug.edu.gh/handle/123456789/33291

University of Bath

24. Cheewatragoongit, Boondhiva. Stock market consolidation : implications for market integration, diversification benefit and home bias.

Degree: PhD, 2020, University of Bath

URL: https://researchportal.bath.ac.uk/en/studentthesis/stock-market-consolidation-implications-for-market-integration-diversification-benefit-and-home-bias(eab53c20-370d-4894-b547-2e2884195249).html ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.805682

► In the last three decades, many stock markets around the world have consolidated their trade platforms or signed agreements to facilitate cross-country investments. The objectives… (more)

Subjects/Keywords: Stock Market Consolidation; Stock Market Integration; Diversification Benefit; Equity Home Bias

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APA (6^th Edition):

Cheewatragoongit, B. (2020). Stock market consolidation : implications for market integration, diversification benefit and home bias. (Doctoral Dissertation). University of Bath. Retrieved from https://researchportal.bath.ac.uk/en/studentthesis/stock-market-consolidation-implications-for-market-integration-diversification-benefit-and-home-bias(eab53c20-370d-4894-b547-2e2884195249).html ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.805682

Chicago Manual of Style (16^th Edition):

Cheewatragoongit, Boondhiva. “Stock market consolidation : implications for market integration, diversification benefit and home bias.” 2020. Doctoral Dissertation, University of Bath. Accessed January 20, 2021. https://researchportal.bath.ac.uk/en/studentthesis/stock-market-consolidation-implications-for-market-integration-diversification-benefit-and-home-bias(eab53c20-370d-4894-b547-2e2884195249).html ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.805682.

MLA Handbook (7^th Edition):

Cheewatragoongit, Boondhiva. “Stock market consolidation : implications for market integration, diversification benefit and home bias.” 2020. Web. 20 Jan 2021.

Vancouver:

Cheewatragoongit B. Stock market consolidation : implications for market integration, diversification benefit and home bias. [Internet] [Doctoral dissertation]. University of Bath; 2020. [cited 2021 Jan 20]. Available from: https://researchportal.bath.ac.uk/en/studentthesis/stock-market-consolidation-implications-for-market-integration-diversification-benefit-and-home-bias(eab53c20-370d-4894-b547-2e2884195249).html ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.805682.

Council of Science Editors:

Cheewatragoongit B. Stock market consolidation : implications for market integration, diversification benefit and home bias. [Doctoral Dissertation]. University of Bath; 2020. Available from: https://researchportal.bath.ac.uk/en/studentthesis/stock-market-consolidation-implications-for-market-integration-diversification-benefit-and-home-bias(eab53c20-370d-4894-b547-2e2884195249).html ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.805682

AUT University

25. Ji, Xingxiu. Geometric correlation extraction method for intelligent finance data analysis .

Degree: 2012, AUT University

URL: http://hdl.handle.net/10292/4749

► Trend forecasting could be one of the most challenging things in stock market analysis, as the data associated with stock is the time series data… (more)

▼ Trend forecasting could be one of the most challenging things in stock market analysis, as the data associated with stock is the time series data characterized in high intensity, noise, uncertainty, etc. In addition, beyond the time series data, from a macroscopic point of view, the influences of the external environment, such as national economy, technical progress, legal and political events, social and demographic factors, even the natural environment, are significant as well regarding the future trend forecasting. The literatures show the successes of the machine learning methods in stock analysis, but at the same time, the literatures also show that, from the historical data of a stock observed simply extracting some rules that the stock follows, and thereby forecasting the stock movements within a certain future time period, is rather difficult and exhibits lower accuracy. However, while studying a stock with its graphical representation (zigzag curve), the researchers often found the similarities of the stock movements. Thus, a geometric method for extracting the movement similarity from the past data is developed this this research, the key improvement of the correlation extraction method proposed is the graphical trend similarity approximation, using an arc to represent the trend of a portion of the whole time series, the evaluation of the trend similarities is turned to calculate the distances of the two arcs of the two time series to the arc of the time series observed. This means, the new method extracts correlations from general variation trends, avoids extracting correlation form the time series directly, the mismatch problem is thus solved. To verify the proposed method, based on SVR an experiment is conducted with the real world stock data. Based on the analysis results, the paper concludes that our method improves the performance of stock price prediction. Some future work, which is capable of promoting our method, has been discussed in the thesis. Advisors/Committee Members: Pears, Russel (advisor), Kasabov, Nikola (advisor).

Subjects/Keywords: Stock market prediction; SVM regression; Stock market analysis; Nonlinear prediction; Stock data correlation; Correlation SVM

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

APA (6^th Edition):

Ji, X. (2012). Geometric correlation extraction method for intelligent finance data analysis . (Thesis). AUT University. Retrieved from http://hdl.handle.net/10292/4749

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

Chicago Manual of Style (16^th Edition):

Ji, Xingxiu. “Geometric correlation extraction method for intelligent finance data analysis .” 2012. Thesis, AUT University. Accessed January 20, 2021. http://hdl.handle.net/10292/4749.

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

MLA Handbook (7^th Edition):

Ji, Xingxiu. “Geometric correlation extraction method for intelligent finance data analysis .” 2012. Web. 20 Jan 2021.

Vancouver:

Ji X. Geometric correlation extraction method for intelligent finance data analysis . [Internet] [Thesis]. AUT University; 2012. [cited 2021 Jan 20]. Available from: http://hdl.handle.net/10292/4749.

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

Council of Science Editors:

Ji X. Geometric correlation extraction method for intelligent finance data analysis . [Thesis]. AUT University; 2012. Available from: http://hdl.handle.net/10292/4749

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

26. Narendra Kumar, P. Evolving an explanatory model for Indian Stock Market (Bombay Stock Exchange) using Agent based Artificial Stock Markets; -.

Degree: Engineering, 2007, Amrita Vishwa Vidyapeetham (University)

URL: http://shodhganga.inflibnet.ac.in/handle/10603/13061

►

Volatility is an established phenomenon in emerging markets, and India is no exception. The volatility prevailing in the Indian stock market of Bombay Stock Exchange… (more)

Subjects/Keywords: Indian Stock Market; Bombay Stock Exchange; Artificial Stock Markets; Stock Markets; Financial Traders

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

APA (6^th Edition):

Narendra Kumar, P. (2007). Evolving an explanatory model for Indian Stock Market (Bombay Stock Exchange) using Agent based Artificial Stock Markets; -. (Thesis). Amrita Vishwa Vidyapeetham (University). Retrieved from http://shodhganga.inflibnet.ac.in/handle/10603/13061

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

Chicago Manual of Style (16^th Edition):

Narendra Kumar, P. “Evolving an explanatory model for Indian Stock Market (Bombay Stock Exchange) using Agent based Artificial Stock Markets; -.” 2007. Thesis, Amrita Vishwa Vidyapeetham (University). Accessed January 20, 2021. http://shodhganga.inflibnet.ac.in/handle/10603/13061.

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

MLA Handbook (7^th Edition):

Narendra Kumar, P. “Evolving an explanatory model for Indian Stock Market (Bombay Stock Exchange) using Agent based Artificial Stock Markets; -.” 2007. Web. 20 Jan 2021.

Vancouver:

Narendra Kumar P. Evolving an explanatory model for Indian Stock Market (Bombay Stock Exchange) using Agent based Artificial Stock Markets; -. [Internet] [Thesis]. Amrita Vishwa Vidyapeetham (University); 2007. [cited 2021 Jan 20]. Available from: http://shodhganga.inflibnet.ac.in/handle/10603/13061.

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

Council of Science Editors:

Narendra Kumar P. Evolving an explanatory model for Indian Stock Market (Bombay Stock Exchange) using Agent based Artificial Stock Markets; -. [Thesis]. Amrita Vishwa Vidyapeetham (University); 2007. Available from: http://shodhganga.inflibnet.ac.in/handle/10603/13061

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

Lincoln University

27. Jia, Dekui. Policy risk and Stock Market volatility in China.

Degree: 2019, Lincoln University

URL: http://hdl.handle.net/10182/10881

► The policy-driven feature of China’s stock market induces a debatable argument that political interference should be responsible for the sharp fluctuations of the stock markets… (more)

Subjects/Keywords: policy risk; stock market volatility; stock markets; stock exchange; China stock market; Chinese stock market; policy-driven market; Policy Risk Index (PRI); 150201 Finance; 150205 Investment and Risk Management

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

APA (6^th Edition):

Jia, D. (2019). Policy risk and Stock Market volatility in China. (Thesis). Lincoln University. Retrieved from http://hdl.handle.net/10182/10881

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

Chicago Manual of Style (16^th Edition):

Jia, Dekui. “Policy risk and Stock Market volatility in China.” 2019. Thesis, Lincoln University. Accessed January 20, 2021. http://hdl.handle.net/10182/10881.

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

MLA Handbook (7^th Edition):

Jia, Dekui. “Policy risk and Stock Market volatility in China.” 2019. Web. 20 Jan 2021.

Vancouver:

Jia D. Policy risk and Stock Market volatility in China. [Internet] [Thesis]. Lincoln University; 2019. [cited 2021 Jan 20]. Available from: http://hdl.handle.net/10182/10881.

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

Council of Science Editors:

Jia D. Policy risk and Stock Market volatility in China. [Thesis]. Lincoln University; 2019. Available from: http://hdl.handle.net/10182/10881

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

Colorado State University

28. Cho, Chulgu. Stock market reaction to animal disease outbreaks: an event study in Korean foot-and-mouth disease.

Degree: MS(M.S.), Agricultural and Resource Economics, 2012, Colorado State University

URL: http://hdl.handle.net/10217/67993

► In Korea, there were five foot-and-mouth disease (FMD) outbreaks between 2000 and 2010. This study examines the impact of the FMD outbreaks on the stock… (more)

▼ In Korea, there were five foot-and-mouth disease (FMD) outbreaks between 2000 and 2010. This study examines the impact of the FMD outbreaks on the stock market value of agribusiness firms in Korea using an event study methodology. Eighteen companies in six different groups (i.e., pork, poultry, seafood, imported meat, feed and vaccine) are analyzed. For each outbreak, single-day abnormal returns and multiple-day cumulative abnormal returns are calculated to test for the existence and magnitude of stock price reactions. In addition, changes in volatility after the outbreaks are computed to examine whether the riskiness of returns change due to the events. The results suggest that the FMD outbreaks caused the stock market to react in both a negative and positive manner to related firms. The 2000 outbreaks had the most distinguishing and consenting results to prior expectations. The 2002 results showed relatively stable changes of returns due to appropriate governmental programs. In the 2010 events, some companies' stock market reactions were unexpected and did not meet our prior expectations as a result of other factors such as market supply and demand conditions and another animal disease. The results also suggest that the stock market reactions were more gradual than instantaneous to the FMD outbreaks. This study observed more meaningful values of multi-day cumulative abnormal returns than single-day abnormal returns and understands that these long-lasting impacts are due to the continuous negative news reaching the stock market as there were multiple confirmed cases in all outbreaks. When an outbreak severely impacted a particular business sector, the accumulations of abnormal returns became substantial. Many companies had significant results that met prior expectations, but some groups did not maintain consistency in their reactions to the events. The pork companies realized a negative reaction in the 2000 and the third 2010 events when the outbreak presented a negative outlook for the swine and pork businesses. The poultry and seafood firms reacted positively when there were no other substantial market threats. The imported meat group showed mixed reactions while the vaccine companies had consistent positive reactions that met prior expectations. The feed companies reacted negatively when the outbreaks substantially damaged the livestock production sites. Volatility of the stock prices after the FMD events increased, with more companies showing significant results in a longer-lasting outbreak. The results imply that managers and shareholders of the affected firms should pay more attention on management of their assets when there is an FMD and other animal disease outbreaks. It also implies that appropriate governmental interventions help mitigate damages on the stock market. Advisors/Committee Members: Pendell, Dustin L. (advisor), Koontz, Stephen R. (committee member), Pritchett, James G. (committee member), Hine, Susan E. (committee member).

Subjects/Keywords: event study; stock market reaction; FMD; Korea

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

APA (6^th Edition):

Cho, C. (2012). Stock market reaction to animal disease outbreaks: an event study in Korean foot-and-mouth disease. (Masters Thesis). Colorado State University. Retrieved from http://hdl.handle.net/10217/67993

Chicago Manual of Style (16^th Edition):

Cho, Chulgu. “Stock market reaction to animal disease outbreaks: an event study in Korean foot-and-mouth disease.” 2012. Masters Thesis, Colorado State University. Accessed January 20, 2021. http://hdl.handle.net/10217/67993.

MLA Handbook (7^th Edition):

Cho, Chulgu. “Stock market reaction to animal disease outbreaks: an event study in Korean foot-and-mouth disease.” 2012. Web. 20 Jan 2021.

Vancouver:

Cho C. Stock market reaction to animal disease outbreaks: an event study in Korean foot-and-mouth disease. [Internet] [Masters thesis]. Colorado State University; 2012. [cited 2021 Jan 20]. Available from: http://hdl.handle.net/10217/67993.

Council of Science Editors:

Cho C. Stock market reaction to animal disease outbreaks: an event study in Korean foot-and-mouth disease. [Masters Thesis]. Colorado State University; 2012. Available from: http://hdl.handle.net/10217/67993

29. Sujata Chakravarty. Mining financial time series databases using machine intelligence and evolutionary computing techniques; -.

Degree: Computer Science, 2010, Shiksha o Anusandhan University

URL: http://shodhganga.inflibnet.ac.in/handle/10603/6079

►

This thesis has taken up financial time series forecasting as one of the key areas of data mining tasks. Financial time series is understood to… (more)

Subjects/Keywords: Data Mining; Stock Market; computing techniques

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APA (6^th Edition):

Chakravarty, S. (2010). Mining financial time series databases using machine intelligence and evolutionary computing techniques; -. (Thesis). Shiksha o Anusandhan University. Retrieved from http://shodhganga.inflibnet.ac.in/handle/10603/6079

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

Chicago Manual of Style (16^th Edition):

Chakravarty, Sujata. “Mining financial time series databases using machine intelligence and evolutionary computing techniques; -.” 2010. Thesis, Shiksha o Anusandhan University. Accessed January 20, 2021. http://shodhganga.inflibnet.ac.in/handle/10603/6079.

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

MLA Handbook (7^th Edition):

Chakravarty, Sujata. “Mining financial time series databases using machine intelligence and evolutionary computing techniques; -.” 2010. Web. 20 Jan 2021.

Vancouver:

Chakravarty S. Mining financial time series databases using machine intelligence and evolutionary computing techniques; -. [Internet] [Thesis]. Shiksha o Anusandhan University; 2010. [cited 2021 Jan 20]. Available from: http://shodhganga.inflibnet.ac.in/handle/10603/6079.

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

Council of Science Editors:

Chakravarty S. Mining financial time series databases using machine intelligence and evolutionary computing techniques; -. [Thesis]. Shiksha o Anusandhan University; 2010. Available from: http://shodhganga.inflibnet.ac.in/handle/10603/6079

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

30. Suman. Stock market volatility in developing countries; -.

Degree: Commerce, 2013, Maharshi Dayanand University

URL: http://shodhganga.inflibnet.ac.in/handle/10603/7858

None

Bibliography p.180-182

Advisors/Committee Members: Chahal, S S.

Subjects/Keywords: commerce; Stock market

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

APA (6^th Edition):

Suman. (2013). Stock market volatility in developing countries; -. (Thesis). Maharshi Dayanand University. Retrieved from http://shodhganga.inflibnet.ac.in/handle/10603/7858

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

Chicago Manual of Style (16^th Edition):

Suman. “Stock market volatility in developing countries; -.” 2013. Thesis, Maharshi Dayanand University. Accessed January 20, 2021. http://shodhganga.inflibnet.ac.in/handle/10603/7858.

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

MLA Handbook (7^th Edition):

Suman. “Stock market volatility in developing countries; -.” 2013. Web. 20 Jan 2021.

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

Vancouver:

Suman. Stock market volatility in developing countries; -. [Internet] [Thesis]. Maharshi Dayanand University; 2013. [cited 2021 Jan 20]. Available from: http://shodhganga.inflibnet.ac.in/handle/10603/7858.

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

Council of Science Editors:

Suman. Stock market volatility in developing countries; -. [Thesis]. Maharshi Dayanand University; 2013. Available from: http://shodhganga.inflibnet.ac.in/handle/10603/7858

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

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Open Access Theses and Dissertations