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1

Eadie, Edward Norman. "Small resource stock share price behaviour and prediction." Title page, contents and abstract only, 2002. http://web4.library.adelaide.edu.au/theses/09CM/09cme11.pdf.

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2

Limkriangkrai, Manapon. "An empirical investigation of asset-pricing models in Australia." University of Western Australia. Faculty of Business, 2007. http://theses.library.uwa.edu.au/adt-WU2007.0197.

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[Truncated abstract] This thesis examines competing asset-pricing models in Australia with the goal of establishing the model which best explains cross-sectional stock returns. The research employs Australian equity data over the period 1980-2001, with the major analyses covering the more recent period 1990-2001. The study first documents that existing asset-pricing models namely the capital asset pricing model (CAPM) and domestic Fama-French three-factor model fail to meet the widely applied Merton?s zero-intercept criterion for a well-specified pricing model. This study instead documents th
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3

Liu, Siyang, and 劉巳洋. "Essays on spillover effects from foreign direct investment in China and internal promotions in the government of Qing China." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2007. http://hub.hku.hk/bib/B39321368.

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4

Marshall, Peter John 1960. "Rational versus anchored traders : exchange rate behaviour in macro models." Monash University, Dept. of Economics, 2001. http://arrow.monash.edu.au/hdl/1959.1/9048.

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5

Enzinger, Sharn Emma 1973. "The economic impact of greenhouse policy upon the Australian electricity industry : an applied general equilibrium analysis." Monash University, Centre of Policy Studies, 2001. http://arrow.monash.edu.au/hdl/1959.1/8383.

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6

顔紅曉 and Hongxiao Yan. ""Indirect" investment across the Taiwan strait: determinants, characteristics and trends." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 1998. http://hub.hku.hk/bib/B31220174.

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7

Spurway, Kayleigh Fay Nanette. "A study of the Consumption Capital Asset Pricing Model's appilcability across four countries." Thesis, Rhodes University, 2014. http://hdl.handle.net/10962/d1013016.

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Historically, the Consumption Capital Asset Pricing Method (C-CAPM) has performed poorly in that estimated parameters are implausible, model restrictions are often rejected and inferences appear to be very sensitive to the choice of economic agents' preferences. In this study, we estimate and test the C-CAPM with Constant Relative Risk Aversion (CRRA) using time series data from Germany, South Africa, Britain and America during relatively short time periods with the latest available data sets. Hansen's GMM approach is applied to estimate the parameters arising from this model. In general, esti
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8

Trainor, William John. "Redefining risk: an investigation into the role of sequencing." Diss., Virginia Tech, 1994. http://hdl.handle.net/10919/37257.

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9

Glazyrina, Anna. "Contribution of Public Investments and Innovations to Total Factor Productivity." Thesis, North Dakota State University, 2011. https://hdl.handle.net/10365/29848.

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This study examines the importance of public research and development (R&D) expenditures and innovations (prices) to U S agricultural productivity employing panel vector error correction econometric technique Specifically, time-series and panel unit root tests, panel cointegration procedures, panel causality tests, and vector error correction model are used in the analysis. Empirical application to U S state-level data for 1960-2004 suggests positive and statistically significant influence of both supply-side drivers, in the form of public R&D expenditures, and demand-side drivers, in the for
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10

Forrester, David Edward Economics Australian School of Business UNSW. "Market probability density functions and investor risk aversion for the australia-us dollar exchange rate." Awarded by:University of New South Wales. School of Economics, 2006. http://handle.unsw.edu.au/1959.4/27199.

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This thesis models the Australian-US Dollar (AUD/USD) exchange rate with particular attention being paid to investor risk aversion. Accounting for investor risk aversion in AUD/USD exchange rate modelling is novel, so too is the method used to measure risk aversion in this thesis. Investor risk aversion is measured using a technique developed in Bliss and Panigirtzoglou (2004), which makes use of Probability Density Functions (PDFs) extracted from option markets. More conventional approaches use forward-market pricing or Uncovered Interest Parity. Several methods of estimating PDFs from option
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Ji, Inyeob Economics Australian School of Business UNSW. "Essays on testing some predictions of RBC models and the stationarity of real interest rates." Publisher:University of New South Wales. Economics, 2008. http://handle.unsw.edu.au/1959.4/41441.

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This dissertation contains a series of essays that provide empirical evidence for Australia on some fundamental predictions of real business cycle models and on the convergence and persistence of real interest rates. Chapter 1 provides a brief introduction to the issues examined in each chapter and provides an overview of the methodologies that are used. Tests of various basic predictions of standard real business cycle models for Australia are presented in Chapters 2, 3 and 4. Chapter 2 considers the question of great ratios for Australia. These are ratios of macroeconomic variables that are
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12

Kummerow, Max F. "A paradigm of inquiry for applied real estate research : integrating econometric and simulation methods in time and space specific forecasting models : Australian office market case study." Curtin University of Technology, School of Economics and Finance, 1997. http://espace.library.curtin.edu.au:80/R/?func=dbin-jump-full&object_id=11274.

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Office space oversupply cost Australia billions of dollars during the 1990-92 recession. Australia, the United States, Japan, the U.K., South Africa, China, Thailand, and many other countries have suffered office oversupply cycles. Illiquid untenanted office buildings impair investors capital and cash flows, with adverse effects on macroeconomics, financial institutions, and individuals. This study aims to develop improved methods for medium term forecasting of office market adjustments to inform individual project development decisions and thereby to mitigate office oversupply cycles. Methods
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13

Calver, Robin Barnaby. "Macroeconomic and Political Determinants of Foreign Direct Investment in the Middle East." PDXScholar, 2013. https://pdxscholar.library.pdx.edu/open_access_etds/1074.

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This study argues that governments with sustained GDP growth, open markets, low country risk, high levels and low standard deviation of government performance, and few or no occurrences of war, will see larger levels of foreign direct investment (FDI) over time. Scholarship on the determinants of FDI variously argues the influence of GDP growth, the openness of a country's economy, a government's level of political capacity, the level of country risk, and the negative effects of inter-, intra- and extrastate conflict. These studies on the various effects on FDI, while providing insightful and
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14

Lu, Lei 1975. "Essays on asset pricing with heterogeneous beliefs and bounded rational investor." Thesis, McGill University, 2007. http://digitool.Library.McGill.CA:80/R/?func=dbin-jump-full&object_id=103267.

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The thesis includes two essays on asset pricing. In the first essay, "Asset Pricing in a Monetary Economy with Heterogeneous Beliefs", we shed new light on the role of monetary policy in asset pricing by focusing on the case where investors have heterogeneous expectations about future monetary policy. Under heterogeneity in beliefs, investors place bets against each other on the evolution of money supply, and as a result, the sharing of wealth in the economy evolves stochastically over time, making money non-neutral. Employing a continuous-time, general equilibrium model, we establish these fl
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15

Jindal, Bhavin. "The Chinese Dragon Lands in Africa: Chinese Contracts and Economic Growth in Africa." Scholarship @ Claremont, 2017. http://scholarship.claremont.edu/cmc_theses/1564.

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China has been increasingly sending more contracts to work on projects in Africa. This study tests the effects of Chinese contracts on economic growth in 50 African countries as well as the correlation between Chinese contracts and other economic indicators. The paper uses data from the World Bank and National Bureau of Statistics of China starting from 2000-2015. This study finds that from 2000 to 2015, Chinese contracts have not been significant in economic growth of all African countries. The analysis does find that Chinese contracts are significant to economic growth when considering only
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16

區寶樹 and Po-shu Au. "The evolution of multinational enterprises: afour-level hierarchy of needs model and econometric analysis ofdeterminants of the Hong Kong SAR as an international investmentlocation." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2001. http://hub.hku.hk/bib/B31242820.

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17

Van, Eeden Johannes Gerhardus. "An in-depth literary study of Tobin's Q ratio, free cash flow and the relationship that exists between Q and free cash flow." Thesis, Stellenbosch : University of Stellenbosch, 2009. http://hdl.handle.net/10019.1/5047.

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Thesis (MBA (Business Management))--University of Stellenbosch, 2009.<br>ENGLISH ABSTRACT: Tobin's q value is widely used by financial analysts as a performance indicator ratio. The market value of a firm over the replacement cost of fixed assets and inventory serves as an indication of whether value is created by investing internally in the firm, or whether value is destroyed by investing in negative net present value projects. Where Tobin's q is greater than one (q > 1), the market value of the firm is greater than what it would cost to replace fixed assets and inventory. Therefore value is
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18

Duong, Lien Thi Hong. "Australian takeover waves : a re-examination of patterns, causes and consequences." UWA Business School, 2009. http://theses.library.uwa.edu.au/adt-WU2009.0201.

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This thesis provides more precise characterisation of patterns, causes and consequences of takeover activity in Australia over three decades spanning from 1972 to 2004. The first contribution of the thesis is to characterise the time series behaviour of takeover activity. It is found that linear models do not adequately capture the structure of merger activity; a non-linear two-state Markov switching model works better. A key contribution of the thesis is, therefore, to propose an approach of combining a State-Space model with the Markov switching regime model in describing takeover activity.
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19

Ladrón, de Guevara Cortés Rogelio. "Techniques For Estimating the Generative Multifactor Model of Returns in a Statistical Approach to the Arbitrage Pricing Theory. Evidence from the Mexican Stock Exchange." Doctoral thesis, Universitat de Barcelona, 2016. http://hdl.handle.net/10803/386545.

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This dissertation focuses on the estimation of the generative multifactor model of returns on equities, under a statistical approach of the Arbitrage Pricing Theory (APT), in the context of the Mexican Stock Exchange. Therefore, this research takes as frameworks two main issues: (i) the multifactor asset pricing models, specially the statistical risk factors approach, and (ii) the dimension reduction or feature extraction techniques: Principal Component Analysis, Factor Analysis, Independent Component Analysis and Non-linear Principal Component Analysis, utilized to extract the underlying syst
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20

Savanhu, Tatenda. "Financial liberalization, financial development and economic growth: the case for South Africa." Thesis, Rhodes University, 2012. http://hdl.handle.net/10962/d1006197.

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Financial liberalization in South Africa was a process that took the form of various legal reforms very a long period of time. This study uses quarterly financial data from 1969 quarter one to 2009 quarter four to analyse this process. The data used was pertinent to the financial liberalization theorem by McKinnon (1973) and Shaw (1973). The examination of the relationships between the various macro economic variables has important implications for effective policy formulation. The empirical analysis is carried out in four phases: the preliminary analysis, the principal component analysis (PCA
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21

Galgau, Olivia. "Essays in international economics and industrial organization." Doctoral thesis, Universite Libre de Bruxelles, 2006. http://hdl.handle.net/2013/ULB-DIPOT:oai:dipot.ulb.ac.be:2013/210773.

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The aim of the thesis is to further explore the relationship between economic integration and firm mobility and investment, both from an empirical and a theoretical perspective, with the objective of drawing conclusions on how government policy can be used to strengthen the positive impact of integration on investment, which is crucial in moving and maintaining countries at the forefront of the technology frontier and accelerating economic growth in a world of rapid technical change and high mobility of ideas, goods, services, capital and labor.<p>The first chapter aims to bring together the l
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22

"Legal determinants of the entry modes of foreign direct investment: a study of US outward FDI." 2005. http://library.cuhk.edu.hk/record=b5892594.

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Law Wing Fai.<br>Thesis (M.Phil.)--Chinese University of Hong Kong, 2005.<br>Includes bibliographical references (leaves [151]-156).<br>Abstracts in English and Chinese.<br>ABSTRACT --- p.I<br>摘要 --- p.II<br>ACKNOWLEDGEMENT --- p.III<br>TABLE OF CONTENTS --- p.IV<br>Chapter CHAPTER ONE --- INTRODUCTION --- p.1<br>Background --- p.1<br>Purpose --- p.3<br>Organization --- p.4<br>Chapter CHAPTER TWO --- REVIEW OF THEORIES AND LITERATURE --- p.5<br>The Literature on Foreign Direct Investment --- p.5<br>The Literature on Legal Issues --- p.10<br>Chapter CHAPTER THREE --- METHODOLOGY ---
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23

"Coordination failure and the high tech industry." Chinese University of Hong Kong, 1995. http://library.cuhk.edu.hk/record=b5888433.

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Yau Cheuk Man.<br>Thesis (M.Phil.)--Chinese University of Hong Kong, 1995.<br>Includes bibliographical references (leaves 46-47).<br>Lists of figure --- p.iii<br>Acknowledgment --- p.iv<br>Chapter<br>Chapter 1 --- Introduction --- p.1<br>Chapter 2 --- Model1 --- p.6<br>Chapter 2.1 --- The basic model --- p.7<br>Chapter 2.2 --- The modified model --- p.11<br>Chapter 2.3 --- Coordination policy --- p.19<br>Chapter 2.4 --- Capital mobility --- p.21<br>Chapter 3 --- Model2 --- p.23<br>Chapter 3.1 --- The basic model --- p.24<br>Chapter 3.2 --- The modified model --- p.28<br>Chapter 3.3
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24

Mpakama, Sinovuyo Lusanda. "An empirical assessment of the key drivers of sovereign bond yields in South Africa: it’s not just about fundamentals." Thesis, 2017. https://hdl.handle.net/10539/24702.

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Thesis (M.Com. (Business Finance))--University of the Witwatersrand, Faculty of Commerce, Law and Management, School of Economic and Business Sciences, 2017<br>The writer studies the short-run determinants of bond yield volatility in South Africa (SA) by analyzing the impact that global factors –representing global funding conditions – have on the changes to the rand denominated generic 10-year government bond yield (SAGB). This is followed by a one-period forward forecast of this volatility. The explanatory variables tested in this study are as follows: net bond purchases by foreign i
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25

Nyasha, Sheilla. "Financial development and economic growth : new evidence from six countries." Thesis, 2014. http://hdl.handle.net/10500/18576.

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Using 1980 - 2012 annual data, the study empirically investigates the dynamic relationship between financial development and economic growth in three developing countries (South Africa, Brazil and Kenya) and three developed countries (United States of America, United Kingdom and Australia). The study was motivated by the current debate regarding the role of financial development in the economic growth process, and their causal relationship. The debate centres on whether financial development impacts positively or negatively on economic growth and whether it Granger-causes economic growt
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26

Mahembe, Edmore. "Foreign direct investment inflows and economic growth in SADC countries : a panel data approach." Diss., 2014. http://hdl.handle.net/10500/14232.

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This dissertation examines the causal relationship between inward foreign direct investment (FDI) and economic growth (GDP) in SADC countries. The study investigates, within a panel data context, whether causation is short-term, long-term or both; and explores whether the causal relationship between the two variables differs according to income level. The study covered a panel of 15 SADC countries over the period 1980-2012. In order to assess whether the causal relationship between FDI inflows and economic growth is dependent on the level of income, the study divided the SADC countries i
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