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Dissertations / Theses on the topic 'Changes of growing stock'

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Published: 2 June 2025

Last updated: 31 July 2025

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1

Awadi, Mona, Heeyeon Suh, Joorok Park, and Heesoo Oh. "OROPHARYNGEAL AIRWAY CHANGES FOLLOWING ORTHODONTIC TREATMENT OF ANTERIOR OPEN BITE IN GROWING VS NON-GROWING PATIENTS." Scholarly Commons, 2020. https://scholarlycommons.pacific.edu/dugoni_etd/8.

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Introduction: Orthodontic treatment of anterior open bite can result in a counter-clockwise rotation of the mandible and a more ideal forward position of the tongue. Usually this movement is thought to increase the oropharyngeal airway. The primary aim of the present study was to evaluate changes in vertical dimension and airway in AOB patients following orthodontic treatment. Methods: 52 subjects were included in this retrospective study of anterior open bite malocclusion treated in the graduate orthodontics clinic at the University of the Pacific, Arthur A. Dugoni School of Dentistry between

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2

Mu, Lin. "Stock price reactions to dividend changes : evidence from the Johannesburg Stock Exchange." Master's thesis, University of Cape Town, 2006. http://hdl.handle.net/11427/11578.

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Includes bibliographical references.<br>This research paper examines stock price reactions to the changes in cash dividend payments for mature companies listed on the Johannesburg Stock Exchange (JSE). Prior South African research studies have employed the Market Model and Mean-Adjusted Return Model of event study to estimate "normal return" of the companies listed on the JSE. This study has employed the Market-Adjusted Return Model and short event window (-5, +5) to test the effect of dividend changes. The empirical results are based on 48 samples of mature companies with regular half yearly

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3

Sarkar, Agnirup. "Dynamic general equilibrium analysis of stock market behaviour in a growing economy." Thesis, Durham University, 2016. http://etheses.dur.ac.uk/11831/.

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The link between stock market activities and economic growth is a contentious topic in macro finance. A branch of the theoretical literature identifies stock markets as the main determinant of growth, while another branch links stock markets with the level or growth of per capita income of a nation. The second strand of literature, which mainly evolves from the Lucas (1978) asset pricing framework, models only the consumption side of the economy and establishes causality flowing from output or its growth to stock prices. Cochrane (1991) models only the production side but not the consumption s

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Ao, Han. "A Directional Changes based study on stock market." Thesis, University of Essex, 2018. http://repository.essex.ac.uk/22661/.

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5

Hermanto, Bambang. "Nominal stock return volatility on the Jakarta Stock Exchange and changes in government policy." Thesis, University of Birmingham, 1998. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.311572.

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6

Wei, Henry. "Australian Real Estate Stock Reactions to FIRB Regulation Changes." Scholarship @ Claremont, 2017. http://scholarship.claremont.edu/cmc_theses/1637.

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This study analyzes the share price reactions to real estate development and building/construction materials corporations in relation to FIRB rule changes. It appears companies as a whole were indifferent to the rule changes; however individual securities returns were wildly different. These findings suggest that the FIRB rule changes had a mixed effect on different corporations possibly based on their exposure to the Australian real estate market.

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7

Kinnear, Valerie Ann. "Stock market reaction to auditor changes by OTC firms." Thesis, University of British Columbia, 1986. http://hdl.handle.net/2429/25716.

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This thesis examines the stock market reaction to auditor change announcement by OTC firms. The general motivation stemmed from previous research on this topic that 1) failed to adequately motivate the empirical investigation and 2) found insignificant results. The theoretical justification for expecting a market reaction is based on the existence of product differentiation in the market for audit services in terms of the level of credibility an auditor can offer. It is conjectured that client firms will demand more credibility as the proportion of external ownership in the firm increases. Man

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8

MARKOSKI, ANGELA SILVA. "EFFECTS OF SOVEREIGN RATING CHANGES OVER BRAZILIAN STOCK MARKET." PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO, 2004. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=6098@1.

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COORDENAÇÃO DE APERFEIÇOAMENTO DO PESSOAL DE ENSINO SUPERIOR<br>A crescente integração econômica e financeira mundial vem continuamente intensificando a demanda por informações visando subsidiar a tomada de decisões de um investidor global, geralmente baseada em dois fatores primordiais: risco e retorno. Nesse contexto, tornam-se extremamente interessantes as informações produzidas pelas agências de classificação de risco. Tais agências representam, através de notas, o risco de uma determinada nação não arcar com suas dívidas. Conseqüentemente, ao classificar o risco soberano de um país,

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9

Pechenkina, Ekaterina A. "Diet and health changes among the millet growing farmers of northern China in prehistory /." free to MU campus, to others for purchase, 2002. http://wwwlib.umi.com/cr/mo/fullcit?p3075414.

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10

Martin, Stephen D. "Aspects of expectations, investment and price changes." Thesis, University of York, 1990. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.238695.

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11

Abrahamson, Martin, and Robert Kalström. "Stock splits and changes in ownership structures : evidence from Sweden." Thesis, Gotland University, Department of Business Administration, 2009. http://urn.kb.se/resolve?urn=urn:nbn:se:hgo:diva-98.

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<p>Stock splits are supposed to be financial cosmetics. However, this study shows that such corporate events have impact on ownership structure. This study exploits unique data from Swedish Central Security Registration regarding ownership and analyzes the ownership structures in stock splitting firms. Our data consists of exclu-sive semi-annually reported ownership structures of companies listed on Stockholm Stock Exchange. We categorize stock owners as domestic institutional investors, foreign investors and domestic individual investors. The information on ultimate ownership composition in l

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Claassen, Bjoern Andreas. "Determinants of stock price performance of sell-side recommendation changes /." Full text available from ProQuest UM Digital Dissertations, 2005. http://0-proquest.umi.com.umiss.lib.olemiss.edu/pqdweb?index=0&did=1276391081&SrchMode=1&sid=1&Fmt=2&VInst=PROD&VType=PQD&RQT=309&VName=PQD&TS=1185300423&clientId=22256.

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13

Gerstenberger, Jack. "The Impact of Macroeconomic Changes on Restaurant Segment Stock Returns." Scholarship @ Claremont, 2017. http://scholarship.claremont.edu/cmc_theses/1496.

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This paper estimates how changes in macroeconomic variables impact the monthly stock returns of the full service, quick service, and fast casual restaurant segments. Market-capitalization-weighted stock indices are created to measure these effects. I also analyze how these changes influence each segment’s share of total valuation in the industry. These are changes in total segment market capitalization relative to changes in total industry market capitalization. My results suggest that the full service segment index is impacted by macroeconomic changes to the greatest extent of the three segme

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14

Gerleman, Wendela. "The stock market and government debt : the impact of government debt changes on the stock market." Thesis, Högskolan i Jönköping, Internationella Handelshögskolan, 2012. http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-19323.

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This thesis investigates whether or not changes in a country’s government debt could affect its domestic stock market performance. The relationship is investigated by examining three different European countries, Germany, Portugal and Sweden, on the basis of two variables; (1) quarterly government debt changes as a percentage of gross domestic product and (2) the quarterly stock market changes over the time period2000:Q2 – 2011:Q2. The evidence is presented with help of Ordinary Least Square Method and Granger Causality test for each respective country. According to the Efficient Market Hypoth

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Alrabadi, Dima Waleed Hanna. "Systematic liquidity risk and stock price reaction to large one-day price changes : evidence from London Stock Exchange." Thesis, University of Bradford, 2009. http://hdl.handle.net/10454/4323.

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This thesis investigates systematic liquidity risk and short-term stock price reaction to large one-day price changes. We study 642 constituents of the FTSALL share index over the period from 1st July 1992 to 29th June 2007. We show that the US evidence of a priced systematic liquidity risk of Pastor and Stambaugh (2003) and Liu (2006) is not country-specific. Particularly, systematic liquidity risk is priced in the London Stock Exchange when Amihud's (2002) illiquidity ratio is used as a liquidity proxy. Given the importance of systematic liquidity risk in the asset pricing literature, we are

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Alrabadi, Dima W. H. "Systematic Liquidity Risk and Stock Price Reaction to Large One-Day Price Changes: Evidence from London Stock Exchange." Thesis, University of Bradford, 2009. http://hdl.handle.net/10454/4323.

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This thesis investigates systematic liquidity risk and short-term stock price reaction to large one-day price changes. We study 642 constituents of the FTSALL share index over the period from 1st July 1992 to 29th June 2007. We show that the US evidence of a priced systematic liquidity risk of Pastor and Stambaugh (2003) and Liu (2006) is not country-specific. Particularly, systematic liquidity risk is priced in the London Stock Exchange when Amihud's (2002) illiquidity ratio is used as a liquidity proxy. Given the importance of systematic liquidity risk in the asset pricing literature, we are

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17

Sarkhosh, David, and Otman Farha Allan Nouri. "Twitter Analysis - Do Twitter Sentiments Correlate to Changes of Swedish Stock Prices?" Thesis, KTH, Skolan för datavetenskap och kommunikation (CSC), 2017. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-208969.

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Stock market prediction is a problem that has undergone extensive research with many approaches and methods, such as mathematical models, machine learning methods et cetera. Another interesting approach is sentiment analysis, an approach takes the public opinion into account when predicting stock market prices. This method, combined with some machine learning techniques have proven effective when it comes to predict stock prices. This study determines whether this method is usable on demographics where information on public opinion does not come in abundance, in this instance the demographic o

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18

TAVARES, RAFAEL MENDES SOUZA. "EFFECTS OF SOVEREIGN RATING CHANGES OF EMERGING COUNTRIES OVER BRAZILIAN STOCK MARKET." PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO, 2006. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=8264@1.

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O objetivo do presente estudo foi investigar a possibilidade de alterações de ratings soberanos de países emergentes produzirem efeitos no mercado acionário brasileiro. Para tanto, adotou-se o teste estatístico paramétrico de estudo de evento, amplamente utilizado para testes de eficiência semi-forte de mercado. Os resultados sugerem que alterações de ratings soberanos de países emergentes produzem efeitos no comportamento dos preços do mercado acionário brasileiro, ainda que sua intensidade esteja associada ao tipo de informação que foi incorporada. Notícias negativas, principalmente o

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BITTENCOURT, ANA CAROLINA MINSKY. "EFFECTS OF LATIN AMERICA SOVEREIGN RATINGS CHANGES OVER THE BRAZILIAN STOCK MARKET." PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO, 2008. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=12441@1.

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PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO<br>O papel deste estudo foi investigar se as alterações de ratings de países da América Latina produzem impactos significativos no mercado acionário brasileiro. Por ser tratar de teste de hipótese semiforte de eficiência de mercado, o estudo foi conduzido através de teste estatístico paramétrico. Os resultados encontrados corroboram com hipótese de efeito contágio no mercado acionário brasileiro, através do índice IBX. O estudo também conclui que a intensidade do impacto também depende do tipo de informação incorporada nos anúncios de

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20

Bengtsson, Filip, and Alfred Persson. "Bank stock return sensitivity to changes in interest rate level and volatility." Thesis, Linnéuniversitetet, Institutionen för ekonomistyrning och logistik (ELO), 2018. http://urn.kb.se/resolve?urn=urn:nbn:se:lnu:diva-75698.

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This paper examines how the level and volatility of interest rates affect the stock return of banks using a GARCH-M model. Data is collected for Swedish and Danish banks stock return and interest rates on monthly basis for the period January 2000 to April 2018. The effects of interest rates on banks stock return is tested by two hypotheses, if the volatility of interest rates affects the volatility of the stock returns and if the level of the interest rate affects the excess return. The excess returns are also tested for significance of its own conditional variance in form of the mean term in

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21

Renberg, Sandra, and Cecilia Nylander. "The Relationship between Changes in Cash Dividends and Volatility of Stock Returns : A study of the Swedish Stock Market." Thesis, Umeå universitet, Företagsekonomi, 2013. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-76434.

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The dividend policy and the distribution of cash dividend can be of interest to the investors from many angles. Consequently, many theories have been built on the relevance of dividend policy and there are several theories proposing that dividends increase shareholder value. However, the most famous theory on dividend policy might be Miller and Modigliani's dividend irrelevance theory which implies that the dividend policy does not affect shareholder value. Although investors are concerned with shareholder value they are also concerned with achieving the highest possible return with the lowest

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22

Tamang, Bijay. "Vegetation and soil quality changes associated with reclaiming phosphate-mine clay settling areas with fast-growing trees." [Gainesville, Fla.] : University of Florida, 2005. http://purl.fcla.edu/fcla/etd/UFE0011871.

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23

Lee, Eog-Weon. "Sovereign rating changes and financial markets during the Asian crisis /." free to MU campus, to others for purchase, 2003. http://wwwlib.umi.com/cr/mo/fullcit?p3091943.

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24

Bellamy, David Ewan. "An analysis of ex-dividend day abnormal trading volumes and share price changes in the Australian equity market /." [St. Lucia, Qld. : s.n.], 2002. http://www.library.uq.edu.au/pdfserve.php?image=thesisabs/absthe16648.pdf.

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25

Chi, Nam Yau. "Economically justified equity investment strategies capable of withstanding growing interest rate environment." Master's thesis, Instituto Superior de Economia e Gestão, 2019. http://hdl.handle.net/10400.5/18823.

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Mestrado em Economia Monetária e Financeira<br>This thesis proposes an approach for selection of stocks that could serve as a natural hedge for fixed income portfolios to minimize rising interest rate risk. The developed approach is applied to the case of US equity markets. Based on macroeconomic analysis, vector autoregressive model and Granger causality tests, and financial analysis, it is concluded that US financial sector is the optimal choice among all sectors that have strong correlations with interest rates. The thesis? results could be useful for interest rate risk management of the in

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Snyders, Tony. "Growing through acquisitions : the long-term effects of total shareholder return of companies listed on the Johannesburg Stock Exchange." Diss., University of Pretoria, 2017. http://hdl.handle.net/2263/64817.

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Mergers and acquisitions (M&A) are critical components for companies searching to expand or improve organisational performance. This study examined whether companies listed on the Johannesburg Stock Exchange growing through acquisitions delivered superior total shareholder returns (TSR) compared to organic or mixed growth strategies from 2007 to 2016. The extensive existing share-price based literature indicate that M&A events are mostly value-destroying in the long-term, while comparative growth strategy studies are mostly ambiguous. The bulk of existing M&A literature is based on developed

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Chiou, Tzuoh-Shiang, and 邱作相. "Changes of blood constituents in growing geese." Thesis, 1997. http://ndltd.ncl.edu.tw/handle/83151838164705848875.

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Lee, Jia-Ying, and 李佳穎. "Stock Returns and Earnings Changes." Thesis, 2007. http://ndltd.ncl.edu.tw/handle/82992369808473626266.

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碩士<br>國立交通大學<br>管理科學系所<br>95<br>We study the stock reaction to aggregate earnings news. We use three methods which are aggregate, equal-weighted and value-weighted to measure seasonally differenced quarterly earnings, defined as earnings in the current quarter minus four quarters prior. From our results, we find that returns are unrelated to past earnings, suggesting that prices neither underreact nor overreact to aggregate earnings news. Besides, aggregate returns correlate negatively with concurrent earnings. We also use two-stage ordinary least regression to analysis the relationship betwee

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Chi-Yuan, Ho. "Heterogeneous beliefs and stock price changes." 2006. http://www.cetd.com.tw/ec/thesisdetail.aspx?etdun=U0009-1807200615340200.

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Ho, Chi-Yuan, and 何啟源. "Heterogeneous beliefs and stock price changes." Thesis, 2006. http://ndltd.ncl.edu.tw/handle/85040392845124283433.

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碩士<br>元智大學<br>財務金融學系<br>94<br>This study examines whether investors'' heterogeneous beliefs affect return behavior and price performance of a stock market. This research borrows the open interest of stock index futures contract as the proxy for the degree of investors’ heterogeneous beliefs. I study the Japanese, Taiwanese, and the U.S. markets using TOPIX, TAIEX and S&P500, respectively, to represent the aggregate stock performance for each market. I examine the degree of heterogeneous opinions in relation to stock performance during the bull market and the bear market. The result is in par

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Lin, Ya-Ting, and 林雅婷. "The Structural Changes in Stock Returns." Thesis, 2010. http://ndltd.ncl.edu.tw/handle/49623867370505252640.

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碩士<br>雲林科技大學<br>財務金融系碩士班<br>98<br>Literatures point out that GARCH models can capture volatility clustering, and the conditional variance of stock returns is time-varying. Without considering structural changes in the model, it yield a high measure of persistence (close to an I-GARCH process). In other words, the presence of structural breaks can result in spuriously high estimates of the degree of persistence of shocks to the conditional variance. This paper investigate whether the variance of structural changes in the U.S. stock returns have occurred, and add Fourier function to GARCH model

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Du, Shu-chen, and 杜淑貞. "Growing Opportunity, Equity Duration and Return of the Stock Portfolio." Thesis, 2005. http://ndltd.ncl.edu.tw/handle/41806146647978688100.

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碩士<br>國立高雄第一科技大學<br>財務管理所<br>93<br>This paper investigates the relationship between equity duration and the return of stock portfolio. The stocks listing on the Taiwan Sock Exchange (TSE) in the period between 1992~2003 are chosen for our study. At first, we adopt the B/M (book value to market value), MV/NTA (market value to net tangible assets), and P/E (price to earning per share) to determine the high、middle and low growth stock portfolio. After calculating the portfolio return and including nominal interest rate, real interest rate, inflation rate, the weighted stock market index, and the

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Huang, Chi-Ying, and 黃繼瑩. "Changes of TMJ Following Mandibular Distraction Osteogenesis in Growing Mini-pigs." Thesis, 2006. http://ndltd.ncl.edu.tw/handle/88324348163729442698.

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碩士<br>國立臺灣大學<br>臨床牙醫學研究所<br>94<br>Distraction osteogenesis has been widely used in congenital anomalies to correct craniofacial deficiency. Clinically it is frequently conducted on growing patients for early establishment of normal physiological functions. However, the effects on temporomandibular joints due to mandibular distraction are still controversial, and the influence of growth was not taken into consideration in most of the research. In this study, we investigated the effects on TMJs in growing mini-pigs in which unilateral mandibular distraction osteogenesis was performed. Fourteen (

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張明春, Ming-Chun Chang, and 張明春. "ADR Issuance and Changes of Stock Volatility." Thesis, 2007. http://ndltd.ncl.edu.tw/handle/20519651437356159602.

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碩士<br>元智大學<br>財務金融學系<br>95<br>This study examines the impact of ADR issuance on local stock return behavior in their home markets, with particular attention being addressed on disaggregated stock risk. Firm-level risk is calculated for local stocks across seventeen developed markets for the period between 1970 and 2006. After controlling for the size effect through size-matched portfolios, the idiosyncratic risk and the percentage of idiosyncratic risk relative to total risk are found to increase after ADR issuances for stocks homed by some countries while decrease for stocks homed by others.

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Tsai, Ying Yu, and 蔡櫻瑜. "The reaction of stock price to accounting changes in Taiwan stock market." Thesis, 1994. http://ndltd.ncl.edu.tw/handle/07347949644641488026.

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碩士<br>國立臺灣大學<br>會計學研究所<br>82<br>"會計變動之資訊內涵"之主題，在美國已有許多學者從事理論探討與實證研究，但在我國則較少受到重視，故本研究擬就台灣股票上市公司會變動是否具有資訊內涵作一驗證，分析在會計變動時股價之變動情況，藉此了解投資人的行為。本研究嘗試採用累記異常報酬折線圖來解釋所觀測到的現象，在統計上則利用F檢定及Kruskal-Wallis檢定來檢驗財務報表宣告前後十日之累計異常報酬，依據統計上的結果，本研究接受虛無假設。換言之，其結果顯示支持效率市場假說，即投資人不會因為會計方法之改變所造成的損益效果，而改變對投資人的評價，故若公司想以操縱損益之手法來操縱股價，將是徒勞無功。 This study examines the information content of accounting changes in Taiwan, which is topic lack of relevant studies. The

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HSU, HONG-CHIH, and 許宏志. "Research Penghu Fishing Stock Underwriting System Changes The." Thesis, 2016. http://ndltd.ncl.edu.tw/handle/gszcc4.

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碩士<br>國立澎湖科技大學<br>行銷與物流管理系服務業經營管理碩士在職專班<br>104<br>Fisheries have been the foundation of Penghueconomy as well as the fortune of people there. However, besidesserious pollution on and ineffective protection of marine resources, overfishing and illegal fishing are getting the fisheriesmuch worse than ever. What are the cosequences these tendencies had on the fish market and fish stock underwritting system of Penghu Magong?This study uses semi-structured in-depth interview method as well as literature review to explore, firstly,the history of Penghu fish market and fishery underwriting system as

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Chun, Da Chin, and 張大慶. "Earnings and Risk Changes Surrounding Common Stock Offers." Thesis, 1994. http://ndltd.ncl.edu.tw/handle/95193479191233703554.

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Liou, You-Ming, and 劉佑銘. "FACTORS AFFECTING THE CHANGES OF THE STOCK PRICE." Thesis, 2015. http://ndltd.ncl.edu.tw/handle/29481036936924599737.

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碩士<br>大同大學<br>事業經營學系(所)<br>103<br>The stock price change like commodity price changes depends on market supply and demand. And factors that affect stock price changes, in addition to the general macroeconomic factors, also include the industry development factors and company operating factors (Lin 1978). From the ups and downs of the stock market situation in Taiwan, it is unable to explain with purely economic factors. With the stock market internationalization and liberalization of Taiwan's footsteps, investors have gradually strengthening the influential trend in the stock market. Within th

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Yun, Meng-Dong, and 雲盟東. "The relationship between interest rate changes and stock price of financail insurance stock and nonfinancial insurance stock." Thesis, 1996. http://ndltd.ncl.edu.tw/handle/63787384061280621085.

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碩士<br>國立交通大學<br>管理科學研究所<br>84<br>The main purpose of the thesis is to study information effect ofinterest rate changes. First, stock market will be divided into two groups ,one is financial insurance stock, the another is nonfinancial insurance stock, then observe investor''s response when Central Bank declares the change of interest rate. Second, compare financial insurance stock with nonfinancialinsurance stock to show which kind stock is more fluctuant.

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Chen, Hsu-Pang, and 陳旭邦. "The Study of Announcement Effects of Stock Price Limits Changes on Stock Price Returns." Thesis, 2016. http://ndltd.ncl.edu.tw/handle/21873596790448022962.

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碩士<br>銘傳大學<br>企業管理學系<br>104<br>The goal of adopting stock price limits is to reduce daily stock-price volatility. Meanwhile, it provides investors as a cooling-off period for re-valuating the reasonable intrinsic values of stocks. The Financial Supervisory Commission (FSC) announced the news of increasing price variation limits to 10% in January 23, 2015, and became effective in June 1 at the same year. Therefore, the main objective of this study is to examine and compare such announcement effects on the constituents of three stock indices, namely, Taiwan 50 Index (TW50), Taiwan Mid-Cap 100

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Fu, Ying-Chi, and 傅瑛琪. "Operating Income, Exchange Rate Changes, and Abnormal Stock Returns：An Empirical Analysis in Taiwan Stock Market." Thesis, 1999. http://ndltd.ncl.edu.tw/handle/31566242002196512827.

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碩士<br>國立政治大學<br>會計學系<br>87<br>The purpose of this paper is to identify the categories of exposure that are most likely to effect company''s operating income and the observed association between exchange rate changes and abnormal stock returns. The period examined in this paper is July 1994 to December 1997. This period examined is divided .One is July 1994 to June 1997(Exchange rate changes wave is flat) and the other is July 1997 to December 1997(Exchange rate changes wave is inflectional). This paper attempts to understand the different associations among operating income exchange rate chang

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CHANG, CHIH-CHENG, and 張祉証. "Study on the Relationship Between Changes in Shareholdings of Major Shareholders and Stock Price Changes." Thesis, 2019. http://ndltd.ncl.edu.tw/handle/34ry7h.

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碩士<br>東吳大學<br>會計學系<br>107<br>This study is based on the issue of the event study from May 4, 2015 to May 4, 2018, during the three-year period, use the weekly updated depository shareholder equity dispersal table of the Taiwan Depository Clearing Corporation. The research method analyzes the actual return rate of the stock price per week and the change of the shareholdings of the major shareholders holding more than one thousand shares. If there is a reverse relationship for more than three weeks, whether there will be abnormal returns for the next 8 weeks, and understand the abnormalities thr

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Yang, Ya-Hui, and 楊雅慧. "Histological changes of bone in TMJs Following Mandibular Distraction Osteogenesis in Growing Mini-Pigs." Thesis, 2008. http://ndltd.ncl.edu.tw/handle/05449143425474518364.

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碩士<br>國立臺灣大學<br>臨床牙醫學研究所<br>96<br>Distraction osteogenesis has been widely used in congenital anomalies to correct craniofacial deficiency. Clinically it is frequently conducted on growing patients for early establishment of normal physiological functions. However, the effects on temporomandibular joints undergoing mandibular distraction are still controversial, and the influence of growth was not taken into consideration in most of the research. In this study, we investigated the effects on bone remodeling of TMJs in growing mini-pigs in which unilateral mandibular distraction osteogenesis wa

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Hsiao, Hsien Hung, and 蕭憲鴻. "Study of the Impact of Taiwan Stock Market Margin Changes." Thesis, 1997. http://ndltd.ncl.edu.tw/handle/08860448360549798387.

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碩士<br>國立中興大學<br>企業管理學系<br>85<br>Stock margin change has what effect on stock retturn and exchange volume is the point of the paper. The study uses different margins as range dividing. And takeIntervention Model with adjusting outlier as the study model.The study rangeis from 11/10/1988 to 12/31/1990 and from 1/1/1996 to 4/16/1997. We find that margin change can''t bring any positive effect to stock return. But to stock exchange volume, margin change is a successful tool to reduce exchang

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Tsai, Mu-Ting, and 蔡牧婷. "The impact of investor sentiment changes on tourism stock returns." Thesis, 2014. http://ndltd.ncl.edu.tw/handle/s4my3h.

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碩士<br>國立中正大學<br>財務金融研究所<br>102<br>This study examines whether there is investor sentiment in the Taiwanese tourism industry during the period 2003 to 2013. Following Baker, Wurgler and Yuan (2012), the study constructs an investor sentiment index based on market turnover, the number of IPO, return of IPO, and volatility of premium. Regression test results using both daily and monthly data indicate that investor sentiment in the tourism industry can affect tourism stock returns. Further, adding four macroeconomic variables, included changes in unemployment rate, money supply growth rate, inflat

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Li, Jia Huei, and 李嘉惠. "Corporate name changes and earnings management:Evidence from Taiwan’s stock markets." Thesis, 2009. http://ndltd.ncl.edu.tw/handle/92202111844882182665.

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碩士<br>國立政治大學<br>財務管理研究所<br>97<br>In this paper, we use event-study method to examine the effect of earnings management on the stock performance of firms that changed their names. Our sample consists of firms listed on Taiwan Stock Exchange and Gretai Securities Markets from 1998 to 2008. The empirical results show managers tend to dress up financial statements before corporate name change events. Our results show that performance of firms in the most “aggressive” quartile of earnings management is the poorest. In addition, we find that trading activities of insiders provide more information t

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Chen, ChunDa, and 陳君達. "Correlation in price changes and volatility of international stock markets." Thesis, 2000. http://ndltd.ncl.edu.tw/handle/04339774358274509912.

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碩士<br>淡江大學<br>財務金融學系<br>88<br>This paper seeks to investigate the short-run dynamics within four international stock markets (Taiwan, American, Japan, and Hong Kong). Unlike previous research on these markets, the joint distribution of stock returns is estimated as an exponential GARCH process. Our study is carried out using closing stock market prices covering the period from 1 Jan. 1996 to 31 Dec. 2000. The results revealed that these countries have significant time dependencies on first and second moment. In general, the markets of these countries exhibit stronger volatility than mean spill

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Tange, Jeroen. "CSR and stock market reaction- do the daily changes matter?" Master's thesis, 2019. http://hdl.handle.net/10362/70653.

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The aim of this paper is to examine whether investors react towards daily corporate decisions with regards to environmental, social and governance practices. Unlike other literature published in the field of corporate social responsibility, this paper tracks, based on a unique database, daily corporate ESG decisions. By making use of event study methodology this paper gives a glance at the stock market reaction based on abnormal returns. Results show that investors react asymmetrical towards ESG related news. There is no distinct reaction towards positive news, while there is a significant neg

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Wu, Po-Cheng, and 吳粕誠. "Threshold Effects of Overnight Interest Rate Changes on Stock Index." Thesis, 2011. http://ndltd.ncl.edu.tw/handle/28149874424131336880.

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碩士<br>義守大學<br>財務金融學系碩士在職專班<br>99<br>The relationship between interest rates and stock prices has always been a controversial topic in the economic field. In the macroeconomy, the flexibility of interest rate and monetary policy has a great impact on the investment level. In general, a lower interest rate can stimulate the investment and economic growth, therefore the relationship between interest rate and stock price is negative, meaning that rising interest rates could reduce stock prices, and falling interest rates could raise stock prices. However, through this study that employs a threshol

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Chen, Chih-Yang, and 陳治仰. "Changes of Foreign Exchange Reserves, Business Cycles, and Stock Return." Thesis, 2011. http://ndltd.ncl.edu.tw/handle/97950619774421747228.

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碩士<br>朝陽科技大學<br>財務金融系碩士班<br>99<br>In recent years as a result of the emerging market vigorous development, caused the emerging market plays an important rules in the global world. Following rapidly development situation, these economic systems also must converge more frequently to inflows of foreign funds or outflows that caused the breaking movements of foreign exchange rate. In this process, Changes of Foreign Exchange Reserves and Stock Return an interesting rules. To solve the problems, the objective of this article is to investigate the fifteen countries of impact the global emerging mark

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