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Thematische Bibliographien / Stocks / Dissertationen

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Dissertationen zum Thema „Stocks“

Autor: Grafiati

Veröffentlicht am 4. Juni 2021

Zuletzt aktualisiert am 25. Juli 2025

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1

Wong, Sau-shing Pierre. "A study of the correlation of share price movements of Taiwan listed companies with cross holdings /." Hong Kong : University of Hong Kong, 1997. http://sunzi.lib.hku.hk/hkuto/record.jsp?B18836288.

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2

Abadiga, Gidi A., and Marcel Neibig. "Value vs Growth Stocks : Do Value Stocks Outperform Growth Stocks? Stockholm Stock Markets, 1995-2009." Thesis, Södertörns högskola, Institutionen för ekonomi och företagande, 2012. http://urn.kb.se/resolve?urn=urn:nbn:se:sh:diva-16720.

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Denna studie undersöker om en investering i värdeaktier kan generera en bättre avkastning jämfört med en investering i tillväxtaktier. Historisk data för aktier som handlats på Stockholmsbörsen har sammanställts från diverse källor. Till exempel Börsguide och från databasen Thomson Reuters Ecowin Pro. Med hjälp av denna och övrig relevant historisk sekundärdata har aktier grupperats in i värde- och tillväxtportföljer beroende på deras P/E-tal i fem portföljer med olika köp- och innehavstider som sträcker sig från 12 upp till 60 månader mellan åren 1996 och 2009. Inom varje innehavstid för de o

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3

Wang, Hanfeng. "Essays on stock trading volume, volatility and information." Click to view the E-thesis via HKUTO, 2007. http://sunzi.lib.hku.hk/hkuto/record/B38826185.

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4

Cheung, Ping-wing Ricky. "Relative strength trading rules and efficiency of the Hong Kong market /." [Hong Kong : University of Hong Kong], 1985. http://sunzi.lib.hku.hk/hkuto/record.jsp?B12316866.

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5

Polte, Marcel. "Aktiengattungen : eine rechtsvergleichende Untersuchung zum deutschen, US-amerikanischen und englischen Recht /." Frankfurt am Main ; New York : Lang, 2005. http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&doc_number=014612988&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA.

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6

Pang, Siu-kei. "Red-chips' (China-affiliated companies' shares) profitability, attractiveness and its implication to Hong Kong stock market." Hong Kong : University of Hong Kong, 1998. http://sunzi.lib.hku.hk/hkuto/record.jsp?B19873815.

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7

Chu, Kut-leung. "The CEV model : estimation and option pricing /." Click to view the E-thesis via HKUTO, 1999. http://sunzi.lib.hku.hk/hkuto/record/B4257500X.

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8

Yiu, Fan-lai. "Applicability of various option pricing models in Hong Kong warrants market /." [Hong Kong : University of Hong Kong], 1993. http://sunzi.lib.hku.hk/hkuto/record.jsp?B13570493.

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9

Ko, Chi-keung Anthony. "A preliminary study of Hong Kong warrants using the Black-Scholesoption pricing model /." [Hong Kong] : University of Hong Kong, 1985. http://sunzi.lib.hku.hk/hkuto/record.jsp?B12316726.

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10

Yeh, Ho-leung Patrick. "The impact of new issues of derivative securities and the underlying blue chip securities /." Hong Kong : University of Hong Kong, 1998. http://sunzi.lib.hku.hk/hkuto/record.jsp?B19872446.

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11

Wong, Michael C. S. "Technical analysis and market inefficiency a study of the Hong Kong stock market /." online access from ProQuest databases, 1997. http://libweb.cityu.edu.hk/cgi-bin/er/db/pqdiss.pl?9907800.

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12

Farago, Stephen Glen. "An investigation of the impact of an international listing on a firm's share price." Thesis, University of British Columbia, 1988. http://hdl.handle.net/2429/27696.

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The internationalization of world equity markets is frequently discussed in the financial press. One of the most significant trends in this internationalization is the growth in the number of firms listing their shares on a foreign stock exchange. The purpose of this paper was to analyze the impact of multiple listing on a firm's share price. A review of the popular financial press suggested many reasons for listing internationally. These explanations included; a perquisite argument added attention from security analysts, market segmentation, increasing the market value of the firm, decreasin

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13

Xia, Le. "Two essays in financial economics." Click to view the E-thesis via HKUTO, 2007. http://sunzi.lib.hku.hk/HKUTO/record/B39557546.

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14

Cooper, Mary Comerford. "Returning shares to the people? the politics of the stock market in China /." online access from Digital dissertation consortium, 2002. http://libweb.cityu.edu.hk/cgi-bin/er/db/ddcdiss.pl?3068264.

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15

Wong, Chun-mei May. "The statistical tests on mean reversion properties in financial markets /." [Hong Kong : University of Hong Kong], 1994. http://sunzi.lib.hku.hk/hkuto/record.jsp?B13705568.

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16

Ma, Chin-wan Raymond. "A study on the beta coefficients of securities in Hong Kong." Click to view the E-thesis via HKUTO, 1989. http://sunzi.lib.hku.hk/hkuto/record/B31976050.

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17

Kemerer, Kevin L. "Accounting variables, stock splits and when-issued trading." Diss., Virginia Tech, 1990. http://hdl.handle.net/10919/39702.

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When-issued trading, the contractual agreement for the sale and purchase of shares to be issued in the future (when-issued securities), typically occurs after stock split announcements. Curiously, when-issued trading does not always exist for a stock-splitting firm's shares even though the shares are eligible for when-issued trading. Although stock splits have been the subject of a large number of studies, intriguing questions concerning these events remain unanswered. In particular, academia has yet to explain adequately the positive average abnormal returns associated with stock split annou

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18

Shan, Yaowen School of Banking &amp finance UNSW. "Analysts' forecasts and future stock return volatility: a firm-level analysis for NYSE Firms." Awarded by:University of New South Wales. School of Banking & finance, 2006. http://handle.unsw.edu.au/1959.4/26963.

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This study demonstrates that financial analysts significantly affect short-term stock prices, by examining how non-accounting information particularly contained in analysts' forecasts contributes to the fluctuation of future stock returns. If current non-accounting information of future earnings is more unfavourable or more volatile, we could observe a larger shift in the current stock return. The empirical evidence strongly supports these theoretical predictions that stem from the combination of the accounting version of Campbell-Shiller model (Campbell and Shiller (1988) and Vuolteenaho (200

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19

Chen, Gang. "The Chinese stock market : an emperical analysis of market segmentation, inter-relationships and theoretical versus actual stock prices." Thesis, University of Aberdeen, 2011. http://digitool.abdn.ac.uk:80/webclient/DeliveryManager?pid=165872.

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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, inter‐relationships between Chinese stock markets and inter‐relationships with foreign stock markets. Basic questions which have been typically analysed for developed stock markets are considered in this thesis. These include an analysis of core concepts such as volatility; causal links with economic variables and the reasons why the theoretical stock price may be different from the actual stock price. Methodological methods inclu

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20

Rahou, Amar A. M. "A generalised framework for modelling & forecasting share prices : a field study on modelling and forecasting the share prices from the banking sector." Thesis, University of South Wales, 2009. https://pure.southwales.ac.uk/en/studentthesis/a-generalised-framework-for-modelling--forecasting-share-prices(10fcca19-ff9a-4497-a0be-55f3e980cbed).html.

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Modelling and forecasting the stock market remains a challenge because of the high volatilities in individual stock prices and the market itself. Hence, this topic has received much attention in the literature since forecast errors represent the systematic risk faced by investors. Therefore, the ability to reliably forecast the future values of the shares would provide essential help in reducing that risk to those investors. The main aim of this research is to develop and calibrate a framework that can be used to model the daily share prices of the companies from the banking sector and hence p

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21

Helm, Virgil Cole. "Market reaction to substantial deviations from dividend trends." Laramie, Wyo. : University of Wyoming, 2008. http://proquest.umi.com/pqdweb?did=1594481801&sid=1&Fmt=2&clientId=18949&RQT=309&VName=PQD.

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22

Zamora, Valentina L. "Determinants of firms' responses to underwater employee stock options : evidence from traditional repricings, 6&1 exchanges, and makeup grants /." Thesis, Connect to this title online; UW restricted, 2003. http://hdl.handle.net/1773/8776.

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23

Ho, Yueh-Fang. "Three essays on seasoned equity offerings /." Philadelphia, Pa. : Drexel University, 2003. http://dspace.library.drexel.edu/handle/1860/251.

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24

Sevelin, Jesper. "Swedish Stock market: Explaining trade volumes in single stocks." Thesis, KTH, Skolan för teknikvetenskap (SCI), 2017. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-210868.

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The Swedish stock market consists of roughly 750 companies listed on fivedifferent markets. Out of all those companies a significant portion are rarelytraded. Stocks where the trading activity is low not only present a liquidityproblem to shareholders and potential investors but also affects the reputation ofthe traded company. A company whose shares are not actively traded does nothave a market that actively puts a value on the company.This study aims to interpret how daily trade volumes can be explained by bothcategorical and numerical variables associated with the companies listed inSweden.

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25

Wong, Po-shing. "Some mixture models for the joint distribution of stock's return and trading volume /." [Hong Kong] : University of Hong Kong, 1991. http://sunzi.lib.hku.hk/hkuto/record.jsp?B13009485.

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26

Wang, Hanfeng, and 王漢鋒. "Essays on stock trading volume, volatility and information." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2007. http://hub.hku.hk/bib/B38826185.

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27

Wong, Sau-shing Pierre, and 黃守誠. "A study of the correlation of share price movements of Taiwan listed companies with cross holdings." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 1997. http://hub.hku.hk/bib/B31268390.

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28

Chiu, Pit-lap Philip. "New stock delisting mechanism in HK." Click to view the E-thesis via HKUTO, 2003. http://sunzi.lib.hku.hk/hkuto/record/B31954662.

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29

Zhang, Yuzhao. "Essays on return predictability and volatility estimation." Diss., Restricted to subscribing institutions, 2008. http://proquest.umi.com/pqdweb?did=1666139151&sid=3&Fmt=2&clientId=1564&RQT=309&VName=PQD.

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30

Shepherd, Shane. "Cash holdings, stock splits, and mergers examining risk and return in the equity markets /." Diss., Restricted to subscribing institutions, 2008. http://proquest.umi.com/pqdweb?did=1779690161&sid=2&Fmt=2&clientId=1564&RQT=309&VName=PQD.

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31

Kim, Jaemin. "The impact of open market share repurchases on volatility and liquidity : are open market share repurchase firms making the market for their own shares? /." Thesis, Connect to this title online; UW restricted, 2001. http://hdl.handle.net/1773/8795.

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32

Beyer, Scott B. "Recovering jump risk and diffusion parameters implied by market prices of short-dated options /." free to MU campus, to others for purchase, 2003. http://wwwlib.umi.com/cr/mo/fullcit?p3099610.

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33

Zhang, Shaorong. "Essays on security issuance /." free to MU campus, to others for purchase, 2004. http://wwwlib.umi.com/cr/mo/fullcit?p3144472.

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34

Voigt, Ivan. "Published share tips : do they out-perform the JSE?" Thesis, Stellenbosch : Stellenbosch University, 2001. http://hdl.handle.net/10019.1/49704.

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Study project (MBA) -- University of Stellenbosch, 2001.<br>University of Stellenbosch Business School<br>ENGLISH ABSTRACT: This study considers share tips published in a respected publication, and determines whether an investment strategy based on the recommendations of its journalists could allow investors to exceed the stock market average. Six journalists were selected, and the recommendations that they made over a 30-month period grouped into “buy” and “do not buy” recommendations. The change in price of the recommended shares was measured after periods of one week, one month, three mont

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35

Gomes, José Luís Fernandes. "Gestão de stocks na Norparts." Master's thesis, Instituto Superior de Economia e Gestão, 2020. http://hdl.handle.net/10400.5/20965.

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Mestrado em Métodos Quantitativos para a Decisão Económica e Empresarial<br>Num momento em que a concorrência e a evolução dos mercados são cada vez maiores, servir bem o cliente é cada vez mais importante. Assim, este trabalho baseia-se na aplicação de um modelo de gestão de stocks à Norparts, uma empresa do grupo Create Business. A Norparts, bem como todo o grupo, está ligada ao ramo automóvel, mais especificamente à comercialização de peças automóveis. A empresa tem cerca de 65 colaboradores, distribuídos por três armazéns, nas mais variadas funções. Estes armazéns localizam-se em Lisboa,

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36

Srivastava, Shubhi. "The potage of Chinese stocks: Strengths and weaknesses for United States investors." CSUSB ScholarWorks, 2007. https://scholarworks.lib.csusb.edu/etd-project/3089.

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The thesis examined the differences between the Chinese market, a fast-growing emerging market, and that of the United States, a well-known developed market. In order to understand the overall performance of the Chinese stock market, the research compared the risk and returns characteristics of Chinese stock markets using the S & P 500 Index for the 2000-2005 period. Findings show that significant differences exist between the Chinese and the U.S. markets. The thesis also attempted to identify the characteristics of the Chinese markets that hinder their efficiency.

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Wongbangpo, Praphan. "Dynamic analysis on ASEAN stock markets." access full-text online access from Digital dissertation consortium, 2000. http://libweb.cityu.edu.hk/cgi-bin/er/db/ddcdiss.pl?9982126.

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38

Chen, Gary. "Behavioural heterogeneity in ASX 200 a dissertation submitted to Auckland University of Technology in fulfilment of the requirements for the degree of Master of Business (MBus), 2009 /." Click here to access this resource online, 2009. http://hdl.handle.net/10292/758.

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39

Rudakova, Ksenia. "Análise de stocks numa empresa comercial russa." Master's thesis, Instituto Superior de Economia e Gestão, 2019. http://hdl.handle.net/10400.5/17564.

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Mestrado em Ciências Empresariais<br>Este trabalho tem como objetivo elaborar um projeto de melhoria de gestão de stock numa empresa de importação, fornecimento e distribuição dos produtos energéticos, tais como baterias domésticas e baterias industriais na Rússia. Durante o presente estudo foi feita uma análise de classificações e modelos de gestão de stock, baseado na revisão de literatura existente. Após essa análise foi escolhido o método de classificação ABC dos produtos da linha da empresa para conseguir aplicar métodos de melhoria de gestão de stock de modo a torná-lo mais eficaz. No

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40

Pu, Hansong. "An Analysis of Preferred Equity Redemption Cumulative Stock." Thesis, University of North Texas, 1994. https://digital.library.unt.edu/ark:/67531/metadc277588/.

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This dissertation examines whether Percs, Preferred Equity Redemption Cumulative Stocks, are properly priced regarding to the relevant securities, such as the underlying common stock, the long-term call option of the stock, and so on. Test results indicate that Percs were overpriced with respect to the equivalent packages composed of the relevant securities. Further tests on arbitrage restrictions show that transaction costs would prevent arbitrage profits. This dissertation also examines the market reactions to Percs offerings. Test results reveal that the market reactions to the announcement

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41

Lam, Yue-kwong. "A revisit to the applicability of option pricing models on the Hong Kong warrants market after the stock option is introduced /." Hong Kong : University of Hong Kong, 1996. http://sunzi.lib.hku.hk/hkuto/record.jsp?B18003515.

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42

Морозова, Ірина Анатоліївна, Ирина Анатольевна Морозова, Iryna Anatoliivna Morozova, and T. Myakota. "The main features of stocks and the importance of stock market." Thesis, Видавництво СумДУ, 2010. http://essuir.sumdu.edu.ua/handle/123456789/17068.

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43

Ignatius, Roger. "The Bombay Stock Exchange: tests of market efficiency." Thesis, University of North Texas, 1991. https://digital.library.unt.edu/ark:/67531/metadc332561/.

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This dissertation analyzes the efficiency of the Bombay Stock Exchange (BSE) and the relationship of stock return patterns on the BSE with those of the New York Stock Exchange (NYSE). The data includes daily closing values of the BSE and S&P 500 Indexes for the period 1979-1990 and bi-weekly closing prices on 27 of the most active stocks on the BSE for the period 1980-1990.

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44

Mathew, Prem George. "Long-horizon event study methodology and seasoned equity offering performance in the Pacific Rim financial markets /." free to MU campus, to others for purchase, 1999. http://wwwlib.umi.com/cr/mo/fullcit?p9953880.

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45

Wong, Tak Po. "Two essays on the study of the microstructure of the Stock Exchange of Hong Kong /." View Abstract or Full-Text, 2002. http://library.ust.hk/cgi/db/thesis.pl?FINA%202002%20WONG.

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46

Chang, Ka-wing Tania. "The penny stock crisis in Hong Kong /." View the Table of Contents & Abstract, 2005. http://sunzi.lib.hku.hk/hkuto/record/B31362333.

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47

"Risk or opportunity: trading of B shares in the PRC." Chinese University of Hong Kong, 1993. http://library.cuhk.edu.hk/record=b5887550.

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by Chung Wai-yee, Stella, Yeung Tak-keung.<br>Thesis (M.B.A.)--Chinese University of Hong Kong, 1993.<br>Includes bibliographical references (leaves 118-120).<br>ABSTRACT --- p.iii<br>TABLE OF CONTENTS --- p.v<br>LIST OF TABLES --- p.vii<br>ACKNOWLEDGEMENTS --- p.viii<br>Chapter<br>Chapter I. --- INTRODUCTION --- p.1<br>Scope of Study --- p.1<br>Definition of Risk and Opportunity --- p.3<br>Outline of Report --- p.5<br>Chapter II. --- RESEARCH METHODOLOGY --- p.7<br>Data Collection --- p.7<br>Personal Interview and Data Analysis --- p.7<br>Limitation of Study --- p.9<br>Chapter III

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48

"The effects of price limits and stock characteristics on Chinese A-share market during financial crises." 2013. http://library.cuhk.edu.hk/record=b5549325.

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漲跌停制度是一種意圖控制股市價格大幅波動的強制性政策。雖然漲跌停制度被很多國家都採用，但是關於該制度的效果的結論一直都是具有很大爭議性。除此之外，之前的一些研究還表明在不同國家的股票市場中，漲跌停制度的效果也是不一樣的。然而，作為一個獨特且年輕的股票市場，中國A股市場也擁有漲跌停制度，但是關於它的效果的研究卻很稀缺。其中，關於在特殊經濟狀況下，例如金融危機，漲跌停的效用基本上沒被研究過。這是一個很重要的研究課題，因為金融危機這種特殊經濟時期會引起股市的大幅波動，這正是漲跌停制度發揮作用也是我們研究其效果的最佳時機。因為以上原因，這篇論文的主題就是挖掘中國A股的漲跌停制度在金融危機時期的效果，我們希望檢驗是否金融危機引起的特殊市場氛圍會使漲跌停的效果與平常不同。我們將一種改進的關於漲跌停效果的經典方法應用於金融危機期間的股票交易數據上，來對三個假設（波動性溢出, 延遲價格發現和妨礙交易）進行檢驗。相比與之前的方法，我們進行了改進，主要是採用了以漲跌停價格收市和包含了連續漲跌停的數據。<br>此外，爲了更好滴瞭解漲跌停制度的效果，我們還對那些在金融危機期間容易漲跌停的股票研究其主要特點。在本論文中，我們除了引進每個股票的基本面指標，還引進了具有中國特色的因子，包括國有股份和行業等因子，通過廣義（GMM）的方法來進行分析。這些股票特徵希望能夠為於證監會將來制定漲跌停制度和投資者在金融危機

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Kang, Li. "Study on some problems in the development of Asian emerging stock markets." 2005. http://catalog.hathitrust.org/api/volumes/oclc/144685099.html.

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50

Chen, Yi-Chung, and 陳益莊. "Stock Return on Private Placement of Stocks." Thesis, 2011. http://ndltd.ncl.edu.tw/handle/84917382705702356976.

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碩士<br>國立雲林科技大學<br>財務金融系碩士班<br>99<br>In Taiwan, public firms are allowed to raise fund through private placement since 2002. Private placement does not pre-authorization by the competent authority. The convenient procedure in raising funds has increased numbers of private placements in recent years. This thesis uses a sample of 392 listed companies to analyze market reaction to private placement. The results show positive abnormal returns at the announcement date of private placement. However, cumulative abnormal returns after the announcement turn negative. The results show different reaction

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