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Dissertations / Theses on the topic 'Capital market returns'

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Published: 3 June 2025

Last updated: 31 July 2025

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1

Ågren, Martin. "Essays on prospect theory and the statistical modeling of financial returns /." Uppsala : Department of Economics, Uppsala University, 2006. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-7331.

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2

Naffi, Mounir. "Explaining future security returns using capital market and accounting information." Thesis, Imperial College London, 2004. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.669680.

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3

Emeny, Matthew. "The book-to-market effect and the behaviour of stock returns in the Australian equity market." Title page, contents and abstract only, 1998. http://web4.library.adelaide.edu.au/theses/09ECM/09ecme533.pdf.

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"August 1998" Bibliography: leaves 74-78. The relationship between the returns to a stock, and ratio of book equity to market equity of the firm, are tested for the Australian stock market, and statistically significant evidence is found in support if the :book to market effect". Several tests are performed to determine whether this return premium is the result of additional risk or market inefficiency. No evidence is found to suggest that high book-to-market stocks are associated with additional risk, and only weak evidence is found to suggest that return premium is a result of investor over-

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4

Macias, Miguel S. "The returns to human capital migration within the Department of Defense civilian internal labor market." Thesis, Monterey, Calif. : Springfield, Va. : Naval Postgraduate School ; Available from National Technical Information Service, 2005. http://library.nps.navy.mil/uhtbin/hyperion/05Sep%5FMacias.pdf.

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5

Kunze, Karl-Kuno, and Hans Gerhard Strohe. "Antipersistence in German stock returns." Universität Potsdam, 2010. http://opus.kobv.de/ubp/volltexte/2010/4558/.

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Persistence of stock returns is an extensively studied and discussed theme in the analysis of financial markets. Antipersistence is usually attributed to volatilities. However, not only volatilities but also stock returns can exhibit antipersistence. Antipersistent noise has a somewhat rougher appearance than Gaussian noise. Heuristically spoken, price movements are more likely followed by movements in the opposite direction than in the same direction. The pertaining integrated process exhibits a smaller range – prices seem to stay in the vicinity of the initial value. We apply a widely used t

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6

Gosnell, Thomas Francis. "An empirical investigation of high end-of-day transaction returns between 1978-1985." Diss., Virginia Polytechnic Institute and State University, 1987. http://hdl.handle.net/10919/76099.

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Using a random sample of transactions data from the time period of September 1, 1978 through August 31, 1985, the high end-of-day transaction returns noted by Wood, Mclnish and Ord and by Harris were examined to determine their persistence over time and their relationship to a commonly used measure of daily security performance. Additionally, final transactions were classified by type of price change-reversal or continuation-in order to document whether the high end-of-day returns are the result of security price appreciation or the result of increases in transactions at the ask price. New inf

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7

Van, Broekhuizen Hendrik. "Labour market returns to educational attainment, school quality, and numeracy in South Africa." Thesis, Stellenbosch : Stellenbosch University, 2011. http://hdl.handle.net/10019.1/17820.

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Thesis (MComm)--Stellenbosch University, 2011.<br>ENGLISH ABSTRACT: This study investigates the extent to which educational attainment, school quality and numeric competency influence individuals’ employment and earnings prospects in the South African labour market using data from the 2008 National Income Dynamics Study (NIDS). While NIDS is one of the first datasets to contain concurrent information on individual labour market outcomes, educational attainment levels, numeric proficiency and the quality of schooling received in South Africa, it is also characterised by limited and selecti

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8

Nakhjavani, Arya. "Geo-Political Risk-Augmented Capital Asset Pricing Model and the Effect on Long-Term Stock Market Returns." Scholarship @ Claremont, 2018. http://scholarship.claremont.edu/cmc_theses/1764.

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This paper examines the capital - asset pricing model (CAPM) which has been extended with a factor for geo-political risk. I use monthly stock return data for all stocks listed on a major US exchange from January 1990 to December 2016 and utilize a Fama-Macbeth Regression with Newey-West standard errors to test the geo-political augmented Sharpe-Lintner CAPM. The paper first determines if increased sensitivity to geopolitical risk lead s to lower average returns and second assesses if geo-political risk as an explanatory variable is a significant enough to expose a failure of the CAPM to captu

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9

Milewicz, Chad. "Market-Based Asset Management and Shareholder Value: Investigating the Roles of Human Capital and Factor Markets in Maximizing Returns on Customer Relationships." Doctoral diss., Orlando, Fla. : University of Central Florida, 2009. http://purl.fcla.edu/fcla/etd/CFE0002769.

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10

Wong, Man-lun. "An empirical study of the determinants of capitalization rates in Hong Kong with reference to capital market returns /." Click to view the E-thesis via HKU Scholars Hub, 2004. http://lookup.lib.hku.hk/lookup/bib/B37933796.

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11

Morin, Alisia. "Social status and networks in times of educational inflation : The returns of non-meritocratic labour market distributions." Thesis, Uppsala universitet, Sociologiska institutionen, 2017. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-322917.

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The educational system in Sweden is expanding and while some see higher education as a remedy for unemployment, others argue that credentialing of the society with diplomas will harm the competition on the labour market and the value of higher education. However, the effects of educational expansion are noticeable not only at the macro, but also at the micro level. Studies have shown that Sweden is internationally on the bottom of the list when it comes to gross returns of higher education. During the 1990s the educational expansion led to the impairment of university and college degrees to up

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12

Li, Qiang, and n/a. "The Measurement of Short- and Long- Term Returns of Chinese Initial Public Offerings and the Identification of Corporate Governance Variables That May Explain These Returns." Griffith University. Griffith Business School, 2006. http://www4.gu.edu.au:8080/adt-root/public/adt-QGU20061017.155437.

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This thesis examines the relationship between the aftermarket performance of Chinese initial public offerings (IPOs) and corporate governance for firms that listed during the years 1999 to 2001. The primary objective of this study is to investigate the significance of corporate governance variables as explanations of IPOs aftermarket performance. By doing so, a set of hypotheses dealing with the relationships between IPO aftermarket performance and three categories of independent variables: corporate governance variables; issue variables; and control variables, were examined. The descriptive a

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Li, Qiang. "The Measurement of Short- and Long- Term Returns of Chinese Initial Public Offerings and the Identification of Corporate Governance Variables That May Explain These Returns." Thesis, Griffith University, 2006. http://hdl.handle.net/10072/367285.

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This thesis examines the relationship between the aftermarket performance of Chinese initial public offerings (IPOs) and corporate governance for firms that listed during the years 1999 to 2001. The primary objective of this study is to investigate the significance of corporate governance variables as explanations of IPOs aftermarket performance. By doing so, a set of hypotheses dealing with the relationships between IPO aftermarket performance and three categories of independent variables: corporate governance variables; issue variables; and control variables, were examined. The descriptive a

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14

Reilich, Julia. "Bildungsrenditen in Deutschland : eine nationale und regionale Analyse." Phd thesis, Universität Potsdam, 2013. http://opus.kobv.de/ubp/volltexte/2013/6265/.

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Der Einfluss von Bildung gewinnt gesellschaftlich und politisch an Bedeutung. Auch im wissenschaftlichen Bereich zeigt sich dies über eine vielseitige Diskussion zum Einfluss von Bildung auf das Einkommen. In dieser Arbeit werden nationale und regionale Disparitäten in der monetären Wertschätzung von allgemeinem Humankapital aufgedeckt und diskutiert. Dafür werden verschiedene Verfahren diskutiert und basierend darauf Intervalle für die mittleren Bildungsrenditen bestimmt. Im ersten Abschnitt wird die Thematik theoretisch über zwei verschiedene Modellansätze fundiert und kritisch diskutiert.

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Sabel, Jimmy, and Xinrong Wu. "The Role of Lockups in Venture Capital Backed IPOs : An empirical study on the London Stock Exchange from 2009 to 2012." Thesis, Umeå universitet, Företagsekonomi, 2014. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-91036.

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There are plenty of things said about the financial industry, an always ongoing debate, to say the least. We have identified a complex situation with three dimensions: Initial public offerings, Venture capital, and Lockup agreements. IPOs are generally difficult to put a price on because the market is not united yet, which creates uncertainties. Venture capital firms invest into startups, often with the incentive of bringing them to an IPO and then make a fast cash out exit. Lockup agreements are contracts that prevent insiders from dumping their shares during a set period in the beginning of

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16

Joos, Oscar, and Johanna Öhlin. "Capital structure's influence on volatility on in times of financial distress : An investigation on capital structure as a volatility influencer before, during and after the European debt crisis on the Stockholm Stock Exchange." Thesis, Umeå universitet, Företagsekonomi, 2017. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-137227.

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The financial crisisand the European debt crisis wreaked havoc on many European economies and stock markets. Previous studies have shown that crises are associated with high debt and linked with lower growth. Studies also suggest that politicians underestimate the risks associated with high debt during economic upturn and that economic crises are usually connected with high volatility. Volatility is used as a measurement of risk since high volatility indicates larger market uncertainty of the valuation of the underlying asset. Previous studies have shown that volatility can be a good indicatio

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17

Rehnby, Nicklas. "Does the Fama-French three-factor model and Carhart four-factor model explain portfolio returns better than CAPM? : - A study performed on the Swedish stock market." Thesis, Karlstads universitet, Handelshögskolan, 2016. http://urn.kb.se/resolve?urn=urn:nbn:se:kau:diva-43784.

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This essay will compare the capital asset pricing model (CAPM), Fama and French threefactor model and Carhart´s four-factor model, to see which of these models that can explain portfolio excess returns best on the Swedish stock market. This thesis will tempt to validate the three and four-factor models because of the limited amount of research done on the Swedish stock market. The results indicate that the three-factor model improves explanatory power for portfolio returns in comparison to the CAPM, and the four-factor model gives a small improvement in the explanatory power compared to the th

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Lagnado, Leonardo Mathiazzi. "Introducing additional factors for the Brazilian market in the fama-french five-factor asset pricing model." reponame:Repositório Institucional do FGV, 2016. http://hdl.handle.net/10438/17047.

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Submitted by Leonardo Mathiazzi Lagnado (lagnado@gvmail.br) on 2016-09-09T00:28:36Z No. of bitstreams: 1 MPFE - Lagnado - Versão Final.pdf: 7778858 bytes, checksum: 16803ed7c2489aa7863aa44717c8719a (MD5)<br>Rejected by Renata de Souza Nascimento (renata.souza@fgv.br), reason: Leonardo, boa tarde Para que possamos aceitar seu trabalho, deverá realizar algumas alterações conforme as normas da ABNT. Segue abaixo: - Na capa: o nome da Escola deve estar em Português. - Na contra capa e na folha de assinaturas, todas as informações também deverão estar em português; exceto o título. - I

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Henriques, Felipe Abad. "Estudo do comportamento do retorno das ações ao redor da data ex-distribuição de capital no mercado acionário brasileiro." reponame:Repositório Institucional do FGV, 2011. http://hdl.handle.net/10438/9771.

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Submitted by Marcia Bacha (marcia.bacha@fgv.br) on 2012-05-09T20:07:57Z No. of bitstreams: 1 Dissertação Felipe Abad_vf_ajustada.pdf: 187905 bytes, checksum: 5977776224399c96e40832eb3146850a (MD5)<br>Approved for entry into archive by Marcia Bacha (marcia.bacha@fgv.br) on 2012-05-09T20:08:09Z (GMT) No. of bitstreams: 1 Dissertação Felipe Abad_vf_ajustada.pdf: 187905 bytes, checksum: 5977776224399c96e40832eb3146850a (MD5)<br>Made available in DSpace on 2012-05-09T20:10:51Z (GMT). No. of bitstreams: 1 Dissertação Felipe Abad_vf_ajustada.pdf: 187905 bytes, checksum: 5977776224399c96e40832eb31

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20

Fazenda, Ana Rita da Silva Ribeiro Nobre. "Análise do sistema de supervisão em matéria de suspensões e interrupções de nogociação no mercado de capitais português." Master's thesis, Instituto Superior de Economia e Gestão, 2002. http://hdl.handle.net/10400.5/4071.

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Mestrado em Economia Monetária e Financeira<br>Esta dissertação tem como objecto de estudo a análise das suspensões de negociação de acções do mercado de capitais português com o objectivo de averiguar da bondade das suspensões impostas pelas autoridades supervisoras do mercado, ou seja, avaliar o timing da sua intervenção quanto ao momento da interrupção e do seu "levantamento". E utilizada uma amostra de 54 acções cuja negociação foi suspensa, durante algumas horas ou mesmo dias, no período compreendido entre 1992 e 1999. Para comparar as diferenças existentes entre o pré e pós-suspensão da

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21

Arnold, Armin Rudolf [Verfasser], Florian von [Akademischer Betreuer] [Gutachter] Wangenheim, and Christoph [Gutachter] Kaserer. "The Capital Market Outcomes of Marketing Executives’ Insider Trades : Information Content and Stock Returns Risk Implications / Armin Rudolf Arnold ; Gutachter: Christoph Kaserer, Florian von Wangenheim ; Betreuer: Florian von Wangenheim." München : Universitätsbibliothek der TU München, 2014. http://d-nb.info/1118722108/34.

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SILVA, FABRICIO MELLO RODRIGUES DA. "A STOCHASTIC MODEL FOR THE NUMBER OF TRANSACTIONS IN THE BRAZILIAN CAPITAL MARKET: WITH APPLICATION IN SIMULATING DAILY RETURNS OF STOCK IN THE FRAMEWORK OF A TIME DEFORMATION MODEL." PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO, 2000. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=14595@1.

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Este trabalho propõe um novo modelo estocástico para o número diário de negócios com ações do mercado de capitais brasileiro. O modelo, que denominamos ZINB-HF (Zero-Inflated Negative Binomial Harvey-Fernandes), é uma extensão do modelo de uma escala local para dados de contagem. Nesse modelo, o número diário de negócios segue uma distribuição binomial negativa com relação serial. A distribuição binomial negativa é gerada através de três modelos microestruturais independentes do processo de negociação. O principal deles baseia-se no conceito de rupturas aleatórias no processo gerador dos retor

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23

Grootes, Pieter Brian. "The labour market drop-out rate : a new approach to estimating the returns to government investment in higher education : the case for marine science in South Africa." Thesis, Rhodes University, 2005. http://hdl.handle.net/10962/d1002684.

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The private and social returns to education literature share the same conclusion: that education is beneficial for both the individual and society. However, the theoretical underpinnings are flawed as the literature does not account for the main feature that leads to the acquisition of education: the private demand for education. An understanding of the factors that motivate the individual to invest in education would lead to a deeper insight as to why both private and social returns to education exist, and would provide a clearer framework on which to base the government funding of education.

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24

Hanjam, Fernando. "O impacto da qualidade da auditoria na rendibilidade das ações." Doctoral thesis, Universidade de Aveiro, 2016. http://hdl.handle.net/10773/17245.

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Doutoramento em Contabilidade<br>A relação entre a qualidade da auditoria e as informações financeiras das empresas tem atraído muito o interesse dos stakeholders tendo, até ao presente, os resultados primado por alguma inconsistência. A presente tese investiga o impacto da qualidade da auditoria, medida em função das demonstrações financeiras serem ou não auditadas por uma big, na rendibilidade das ações, quer medida diretamente, quer através da influência que pode exercer no efeito de determinadas características das empresas na rendibilidade das ações. Para a elaboração do estudo, r

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Vašíčková, Soňa. "Analýza výnosnosti primárních emisí akcií na českém kapitálovém trhu." Master's thesis, Vysoké učení technické v Brně. Fakulta podnikatelská, 2010. http://www.nusl.cz/ntk/nusl-222545.

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My thesis deals with analyses of returns of IPO’s in the Czech capital market. The theoretical section of the thesis contains of circumscription of main terms and methodics for preparations and realizations of IPO. In the analytical section these theoretical findings are applied. This thesis should bring realistic view of returns of IPO’s for investors and evaluate present trends on IPO market.

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Tsang, Yat-ming, and 曾日明. "Risk and return in financial markets: a studyof the Hong Kong stock market." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 1991. http://hub.hku.hk/bib/B31976736.

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Lee, Jinsoo. "Convergence in Global Capital Markets." Diss., Georgia Institute of Technology, 2006. http://hdl.handle.net/1853/11490.

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In chapter 1, we show (i) that the risk-return characteristics of our sample of 17 developed stock markets of the world have converged significantly toward each other during our study period 1974 2004, and (ii) that this international convergence in risk-return characteristics is driven mainly by the declining country effect, rather than the rising industry effect, suggesting that the convergence is associated with international market integration. Specifically, we first compute the risk-return distance among international stock markets based on the Euclidean distance and find that the distan

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Kabir, Muashab, and Naeem Ahmed. "Extreme-day return as a measure of stock market volatility : comparative study developed vs. emerging capital markets of the world." Thesis, Gotland University, School of the Humanities and Social Science, 2010. http://urn.kb.se/resolve?urn=urn:nbn:se:hgo:diva-530.

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<p>This paper uses a new measure of volatility based on extreme day return occurrences and examines the relative prevailing volatility among worldwide stock markets during 1997-2009. Using several global stock market indexes of countries categorized as an emerging and developed capital markets are utilized. Additionally this study investigates well known anomalies namely Monday effect and January effect. Further using correlation analysis of co movement and extent of integration highlights the opportunities for international diversification among those markets. Evidences during this time perio

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Zhuang, Yuchen. "Risk, return and market condition: a new functional-beta capital asset pricing model." Thesis, Curtin University, 2009. http://hdl.handle.net/20.500.11937/78.

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In this research, we will focus on investigating the relationship between risk and return. We will propose a new model which leads to a more sensible approach to modelling the relationship between risk and return under different market conditions. It is an extension of the traditional single-index capital asset pricing model (CAPM) which reads as: The return R[subscript]i on individual Security i can be decomposed into the specific return α[subscript]I + ε[subscript]i (expected specific return α[subscript]i and random specific return ε[subscript]i) and the systematic return β[subscript]iR[subs

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Michel, Gaston. "Real estate risk in equity returns : empirical evidence from U.S. stock markets /." Wiesbaden : Gabler, 2009. http://d-nb.info/993786871/04.

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Antônio, Rafael Moreira. "Recomendações de ações e a formação de carteiras de investimento: um estudo no mercado acionário brasileiro." Universidade de São Paulo, 2012. http://www.teses.usp.br/teses/disponiveis/96/96133/tde-01022013-090850/.

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Os analistas de ações desempenham um papel relevante nos mercados de capitais, na medida em que, direta ou indiretamente, contribuem para a precificação dos papéis e para a composição das carteiras de investimentos. A proposta deste estudo foi a de verificar se é possível obter retornos extraordinários, acima daqueles oferecidos por uma carteira de mercado, com o acompanhamento das recomendações de ações emitidas por analistas do mercado de capitais brasileiro. Com base em uma ampla gama de recomendações consensuais referentes ao período que abrangeu os anos de 2000 a 2010, e com o acompanhame

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Wigren, Emma, and Linda Nilsson. "The impact of Human Capital on earnings - a study regarding urban Vietnam." Thesis, Linnéuniversitetet, Institutionen för nationalekonomi och statistik (NS), 2015. http://urn.kb.se/resolve?urn=urn:nbn:se:lnu:diva-45061.

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The stock of human capital plays an important role for a sustained economic development, both at the individual and the country level. In order to prosper as a middle income country Vietnam need to increase the nation ́s human capital stock and this thesis shows that human capital theory holds for investments in years of education, knowledge of a foreign language and experience. Human capital investments, such as educational attainment and knowledge of a foreign language, are estimated to have significant impact on earnings in year 2012. Subjective evidence through interviews and observations

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Hovorka, Jan. "Predikce na kapitálových trzích pomocí fundamentální analýzy." Master's thesis, Vysoké učení technické v Brně. Fakulta podnikatelská, 2010. http://www.nusl.cz/ntk/nusl-222665.

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The master’s thesis is focused on prediction on capital market by fundamental analysis. It's principle and methods that can be used for intrinsic stock value evaluation are described in the theoretical part. The experimental part goes in for the fundamental analysis of the company ČEZ. Evaluated intrinsic value of the stock is compared with the current price of a stock on the Czech stock exchange and the investment strategy is discussed.

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Spierts, Joshua Patrick. "An examination of the cross-sectional relationship of beta and return in international stock returns: evidence from emerging and developed markets." Master's thesis, reponame:Repositório Institucional do FGV, 2018. http://hdl.handle.net/10362/36551.

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Spierts, Joshua Patrick. "An examination of the cross-sectional relationship of beta and return in international stock returns: evidence from emerging and developed markets." reponame:Repositório Institucional do FGV, 2018. http://hdl.handle.net/10438/20156.

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Fratus, Brian J. "Rational asset pricing : book-to-market equity as a proxy for risk in utility stocks /." Thesis, This resource online, 1994. http://scholar.lib.vt.edu/theses/available/etd-11242009-020322/.

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Martins, Inês Andrade. "The efficient frontier and the capital market line : the case of the Swiss stock market index." Master's thesis, Instituto Superior de Economia e Gestão, 2017. http://hdl.handle.net/10400.5/14865.

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Mestrado em Finanças<br>A crise dos créditos hipotecários de alto risco, que terá levado os investidores a perderem a sua confiança tanto nos bancos e no mercado como na economia norte-americana, trouxe consequências internacionais em todos os outros índices e mercados. Este projeto tem o objetivo estudar o impacto da crise num dos países mais desenvolvidos da Europa, o caso da Suíça - um país geralmente visto como neutro e quase imune a crises - em particular o estudo visa avaliar as mudanças presentes na bolsa. Assim, primeiramente a análise deste projeto foi dividida em dois períodos tempor

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Gomez, Norma J. "Three essays on human capital and labor markets for collegegraduates in Colombia." The Ohio State University, 2015. http://rave.ohiolink.edu/etdc/view?acc_num=osu1436621463.

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Hagberg, Johanna, and Jonas Magnusson. "Risk i fastighetsbolag : - en kvantitativ studie av kommunala och privata fastighetsbolag." Thesis, Högskolan Kristianstad, Sektionen för hälsa och samhälle, 2013. http://urn.kb.se/resolve?urn=urn:nbn:se:hkr:diva-11017.

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Jämfört med andra branscher har fastighetsmarknaden låg avkastning på totala tillgångar, de utnyttjar istället en hävstångsstrategi för att skapa mer effektiv utväxling på eget kapital. Det finns många riskvariabler kopplat till fastighetsbranschen och flera sätt att differentiera sig från den osystematiska risken. De kommunala fastighetsbolagen har en finansieringskälla Kommuninvest, som enbart vänder sig till allmännyttiga bolag och inte privata aktörer. Syftet med uppsatsen är att historiskt analysera hur risk och avkastning genererats av kommunala och privata fastighetsbolag. Metoden är kv

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Tang, Alex Yee Yuk. "Can stock visibility or neglected-firm effect help explain the outperformance of HK-listed mainland companies?" HKBU Institutional Repository, 2016. https://repository.hkbu.edu.hk/etd_oa/572.

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This study examines factors that affect share prices for Hong Kong-listed mainland companies by examining the outperformance of H-shares and red chips compared with local large-cap stocks on the Hong Kong Stock Exchange in 2013 and 2014. To the best of my knowledge, this is the first empirical study focusing on these three types of stocks. In efficient markets, share prices should reflect the fundamentals of the listed companies, as revealed by the firm's earnings. If the assumption of market efficiency is relaxed, or markets are less efficient due to institutional factors, the correlation wil

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Žvalionytė, Dovilė. "The integration of return migrants in their home country’s labour market: evidence from Lithuania." Doctoral thesis, Lithuanian Academic Libraries Network (LABT), 2014. http://vddb.library.lt/obj/LT-eLABa-0001:E.02~2014~D_20141006_103021-96254.

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Migration literature tends to focus on individual level factors, such as human capital acquired abroad, to explain the success of the integration of returnees while neglecting the importance of the environment in their home country. The dissertation offers a theoretical framework, which involves the factors of the home country’s labour market in explaining the integration of return migrants, while at the same time taking into account changes in the human capital of returnees while they were abroad. The empirical findings of the dissertation are based on three representative surveys carried out

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Cavallini, Alessandro Giorgio. "Lean Six Sigma as a Source of Competitive Advantage." Diss., CLICK HERE for online access, 2008. http://contentdm.lib.byu.edu/ETD/image/etd2656.pdf.

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Arvidsson, Carl, and Tim Gudrais. "Monkey Strategy : Swinging through the Capital Anomaly Jungle." Thesis, Uppsala universitet, Företagsekonomiska institutionen, 2013. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-194802.

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The aim of this paper is to test whether an investment strategy originally created by Piotroski (2000), can be refined by combining it with the price-to-earnings-anomaly. In detail, we accomplish this by implementing Piotroskis F_SCORE-model to identify and consequently separate financially weak- and strong firms. Furthermore, we create an investment portfolio based on a combination of the highest rated companies according to the F_SCORE-model, and the most undervalued companies from the price-to-earnings-anomaly, to create a joint investment strategy (M_STRAT). This is carried out during the

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Hellowell, Mark Stephen. "Fair return for risk? : an examination of structure, competition and profitability in the market for private finance in the National Health Service." Thesis, University of Edinburgh, 2012. http://hdl.handle.net/1842/7895.

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Since 1993, the Private Finance Initiative (PFI) has been the dominant form of large-scale infrastructure procurement used by National Health Service (NHS) organisations in the United Kingdom. As of April 2011, 123 PFI projects for new hospital facilities had been agreed between NHS organisations and private sector consortia, representing privately financed investment of £15.9 billion (in 2010 prices), and a projected long-term cost to the NHS of £70.5 billion. Eight additional hospital PFI schemes were being procured or prepared for tender as of April 2011, with an estimated capital investmen

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COSTA, Alexandre Dias. "A rela????o entre os indicadores cont??beis e o retorno das a????es no mercado brasileiro." FECAP, 2015. http://tede.fecap.br:8080/jspui/handle/jspui/707.

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Submitted by Elba Lopes (elba.lopes@fecap.br) on 2016-06-20T14:33:51Z No. of bitstreams: 2 Alexandre_Dias_da_Costa.pdf: 519418 bytes, checksum: 55224aa7e462e32808a9014ab2e7961e (MD5) license_rdf: 23148 bytes, checksum: 9da0b6dfac957114c6a7714714b86306 (MD5)<br>Made available in DSpace on 2016-06-20T14:33:51Z (GMT). No. of bitstreams: 2 Alexandre_Dias_da_Costa.pdf: 519418 bytes, checksum: 55224aa7e462e32808a9014ab2e7961e (MD5) license_rdf: 23148 bytes, checksum: 9da0b6dfac957114c6a7714714b86306 (MD5) Previous issue date: 2015-12-18<br>This study tested if there is a relationship between finan

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Rey, David. "Stock market predictability and tactical asset allocation /." [S.l. : s.n.], 2004. http://www.gbv.de/dms/zbw/470721448.pdf.

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Fernandes, Pedro Coragem Palma. "Lucros inesperados e rendibilidade no mercado de capitais português." Master's thesis, Instituto Superior de Economia e Gestão, 1996. http://hdl.handle.net/10400.5/18919.

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Mestrado em Gestão<br>O presente estudo de eventos aborda a relação existente entre os desvios nos lucros face às expectativas, e as rendibilidades residuais médias de curto prazo, verificadas para empresas com acções cotadas no mercado oficial da Bolsa de Valores de Lisboa no período 1991-1995. Num primeiro momento introduz-se o tema, bem como a selecção das empresas do estudo de entre as blue chips do mercado accionista português. Segue-se uma análise crítica de trabalhos de outros autores relacionados com o tema da dissertação. A metodologia usada é depois rigorosamente descrita, sendo apre

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Eriksson, Johan. "Earnings management within IPO firms and private equity backing : Earnings management's affect on stock market reaction and IPO's adjustable offering." Thesis, Uppsala universitet, Företagsekonomiska institutionen, 2015. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-256335.

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In order to boost the exit value, it is not uncommon that issuers report earnings in excess of cash flow generated by its operations at the initial public offering (IPO). The discretionary activity of performing earnings management can mislead investors about the intrinsic value of the newly public firm. Within this study, I examine how earnings management will affect the stock market reaction upon the lockup expiration date, the IPO adjustable offering size, and how the backing of private equity or venture capital (PEVC) affects earnings management tendencies within IPO firms. Using a unique,

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Farský, Samuel. "Portfolio construction and international diversification during crisis." Master's thesis, Vysoká škola ekonomická v Praze, 2014. http://www.nusl.cz/ntk/nusl-201074.

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Portfolio diversification is a procedure by which investor allocates and divides his or her funds into different type of securities. Unlike the investing all the funds solely into one security, diversification enables to reduce the risk of an investment by splitting one big risk into several small, unrelated risks. This master thesis examines the problem of diversification during a financial crisis, when usually the risk of an investment and uncertainty of future incomes from investment is relatively higher. The main goal of this thesis is to define whether is it more efficient and beneficial

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Fraga, João Batista. "Empréstimo de ações no Brasil." reponame:Repositório Institucional do FGV, 2013. http://hdl.handle.net/10438/10738.

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Submitted by João Batista Fraga (fragab@gmail.com) on 2013-04-15T00:50:09Z No. of bitstreams: 1 versao final joao batista fraga.pdf: 2079339 bytes, checksum: 7700dcba3cd9fd143c2d2d505ce0f367 (MD5)<br>Approved for entry into archive by Suzinei Teles Garcia Garcia (suzinei.garcia@fgv.br) on 2013-04-15T13:07:04Z (GMT) No. of bitstreams: 1 versao final joao batista fraga.pdf: 2079339 bytes, checksum: 7700dcba3cd9fd143c2d2d505ce0f367 (MD5)<br>Made available in DSpace on 2013-04-15T13:10:28Z (GMT). No. of bitstreams: 1 versao final joao batista fraga.pdf: 2079339 bytes, checksum: 7700dcba3cd9fd1

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