Relevant bibliographies by topics / Financial exchange / Dissertations / Theses
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Dissertations / Theses on the topic 'Financial exchange'

Author: Grafiati
Published: 11 March 2023

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1

Yuan, Chunming. "Essays on exchange rate behavior and financial anomalies." Diss., Restricted to subscribing institutions, 2008. http://proquest.umi.com/pqdweb?did=1621833961&sid=1&Fmt=2&clientId=1564&RQT=309&VName=PQD.

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2

Kashani, Mohammad Feghhi. "Exchange rate regimes and financial repression." Thesis, University of York, 1998. http://etheses.whiterose.ac.uk/2467/.

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3

Dong, Xue. "Foreign exchange rate and financial market imperfections." Thesis, Cardiff University, 2018. http://orca.cf.ac.uk/111019/.

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The thesis discusses exchange rate dynamics in a small open economy Real Business Cycle model with financial frictions, aiming to investigate whether financial frictions in the global capacity to bear exchange rate risk had influences on Sterling real exchange rate dynamics between 1975 and 2016. In the model, international financial intermediaries as arbitrageurs face credit constraints and bear the risks caused by imbalances in the supply and demand of international bonds. The model has been estimated by using a simulation-based Indirect Inference approach, which provides a natural framework
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4

Yang, Dan. "Financial fraud in Chinese stock exchange listed companies." Thesis, University of Aberdeen, 2010. http://digitool.abdn.ac.uk:80/webclient/DeliveryManager?pid=163152.

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This thesis develops an analysis of the prevalence and determinants of financial fraud as identified in the Chinese listed firms over the period 1996 to 2007. First, theoretical analysis on the determinants of financial fraud, from its subjective, objective and conditional aspects, provides an understanding of why financial fraud happened as it did.  The conditional aspect (corporate governance mechanisms) is highlighted since it is controllable in reducing the probability of fraudulent reporting.  Data from the Chinese stock market is accessed, organised, and analyzed to support the analysis.
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5

Yudaeva, Ksenia 1970. "Essays on financial sector, inflation and exchange rates." Thesis, Massachusetts Institute of Technology, 1998. http://hdl.handle.net/1721.1/10111.

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6

Slavtcheva, Dessislava. "Financial Development, Exchange Rate Regimes, and Productivity Growth." Thesis, Boston College, 2011. http://hdl.handle.net/2345/2172.

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Thesis advisor: Fabio Ghironi<br>My doctoral dissertation studies the interaction between financial development, exchange rate regimes and productivity growth. The first chapter provides a microfounded, quantitative model that rationalizes recent empirical evidence by Aghion et al (2009), who find that fixed exchange rate regimes lead to higher long-run productivity growth in countries with low financial development, while the effect in financially developed countries is insignificant. The channel that explains this evidence in my model is the following: A fixed exchange rate regime leads to l
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7

Rosowsky, Y. I. "Financial space : pattern recognition for foreign exchange forecasting." Thesis, University College London (University of London), 2013. http://discovery.ucl.ac.uk/1407699/.

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We investigate the use of rejection applied to supervised learning for predicting the price direction of five foreign exchange currencies. We present two novel models which specifically take into account the random walk hypothesis when learning and predicting financial datasets. Both models project and then search a feature space for patterns and neighbourhoods unlikely to have arisen from a random process. The models invoke the human reply to an unfamiliar question of ‘I don’t know’ by rejecting (ignoring) training and/or test samples which do not satisfy checks for spurious relationships. Th
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8

Watermeyer, Renen. "The JSE Stock Exchange News Service : the impact of SENS announcements on trading activity on the JSE securities exchange." Master's thesis, University of Cape Town, 2011. http://hdl.handle.net/11427/11418.

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Includes bibliographical references (leaves 90-92).<br>Almost all models of market behaviour in some way or another, suppose some causality between news or information, and market prices. This study seeks to explore the relationship between information and the behaviour of investors. Specifically, it will examine the impact of Stock Exchange News Service Announcements (SENS Announcements) on trading volumes.
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9

Lai, Shu-Ching. "Essays on financial economics." Diss., Georgia Institute of Technology, 2003. http://hdl.handle.net/1853/28934.

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10

Bagdatoglou, George. "Exchange rate determination and cross-border financial market interdependence." Thesis, Brunel University, 2007. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.436537.

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11

Koh, Kyung Hee S. M. Massachusetts Institute of Technology. "Currencies' exchange rate trend-before and after financial crisis." Thesis, Massachusetts Institute of Technology, 2010. http://hdl.handle.net/1721.1/59301.

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Thesis (S.M.)--Massachusetts Institute of Technology, Sloan School of Management, 2010.<br>Cataloged from PDF version of thesis.<br>Includes bibliographical references.<br>Do financial crises tend to arise together? Recent financial crisis that has originated from credit crisis in US in 2008 spread throughout countries ranging from Asia, to Europe, to Africa. Generally a shock to one country's asset market that causes changes in asset prices in another country's financial market is called financial contagion. While financial turbulence from Lehman bankruptcy spread crisis over a large number o
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12

Su, Xiaojing. "Essays on financial and international economics." Thesis, [College Station, Tex. : Texas A&M University, 2007. http://hdl.handle.net/1969.1/ETD-TAMU-1474.

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13

Al-Yaqout, Abdullah A. "The usefulness of quarterly financial reports to Kuwaiti financial users in the Kuwait Stock Exchange." Thesis, Loughborough University, 2006. https://dspace.lboro.ac.uk/2134/7799.

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This thesis contributes to the literature on financial reporting in less developed countries, with special reference to the Kuwait Stock Exchange (KSE) and the Gulf Co-Operated Countries GCC area in particular. The study aims to examine the usefulness of quarterly financial reports (QFRs) to investors in Kuwait. It draws attention to the importance of quarterly accounting information and emphasises the critical theoretical and practical roles that quarterly accountings tatementsc an play in helping financial usersm ake financial decisions. The main findings indicate that quarterly financial re
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14

Lippert, Joe Mark. "An examination of the price reaction to the announcement of bond issues by Johannesburg Stock Exchange listed companies on the Bond Exchange of South Africa." Master's thesis, University of Cape Town, 2010. http://hdl.handle.net/11427/11318.

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Includes abstract.<br>Includes bibliographical references (leaves 80-84).<br>This paper examines the effect of straight debt announcements on the daily stock returns of Johannesburg Stock Exchange (JSE) listed companies, on The Bond Exchange of South Africa (BESA), during the period 2000 to 2008. The study is an event study that uses the market model to generate expected returns. The average abnormal returns are standardised by their time series standard errors of regression and tested for significance by the t-test. The evidence indicates that the null hypothesis should not be rejected. Furth
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15

Alur, Rushikesh. "Short-term share price overreaction : evidence from the Johannesburg Stock Exchange." Master's thesis, University of Cape Town, 2016. http://hdl.handle.net/11427/21748.

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The Overreaction Hypothesis and share price overreaction has been a widely researched phenomenon since the 1980s, although most work has focused on longer-term share return reversals. As an emerging market and part of the BRICS collective, South Africa provides an interesting investment environment within which to investigate this phenomenon. Limited research has been done in South Africa on share price overreaction, again nearly all focusing on the longer term. This dissertation examined short term overreaction (over 1 and 5-day periods) on the Johannesburg Stock Exchange (JSE) over the perio
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16

Dean, Jacqueline. "Is there a Gross Profitability Premium on the Johannesburg Stock Exchange?" Master's thesis, Faculty of Commerce, 2021. http://hdl.handle.net/11427/32643.

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This study tests whether a gross-profit-to-assets premium exists on the Johannesburg Stock Exchange (JSE) by constructing portfolios over a 16-year time period from 2002 to 2018. The use of gross-profit-toassets as a stock selection tool has been found to be a viable investment strategy in some developed markets. However, this concept has not been tested on the JSE, which is a sophisticated stock exchange within a developing economy. This approach may also be a viable strategy for South African investors and, thus, is worth investigating. In addition, there exists the possibility of improving
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17

Andersen, Jan D. "Financial Problems as Predictors of Divorce: A Social Exchange Perspective." DigitalCommons@USU, 2000. http://digitalcommons.usu.edu/etd/2685.

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By using a conceptual framework derived from social exchange theory, this study examined the relationship between financial problems and divorce. Nationally representative data from the " Marital Instability Over the Life Course" panel study was used to determine if financial problems reported at one interview could predict those who would divorce by the subsequent interview. A self-replicating design allowed data analyses for three separate time periods: 1980-1983 , 1983- 1988, and 1988-1992. The sample used in this study consisted of l,620 married men and women under the age of 55. Additiona
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18

Kwetczer, Filip, and Carl Åkerlind. "Hedging Foreign Exchange Exposure in Private Equity Using Financial Derivatives." Thesis, KTH, Matematisk statistik, 2018. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-228213.

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This thesis sets out to examine if and how private equity funds should hedge foreign exchange exposure. To our knowledge the field of foreign exchange hedging within private equity, from the private equity firms’ point of view, is vastly unexplored scientifically. The subject is important since foreign ex-change risk has a larger impact on private equity returns now than historically due to increased competition, cross-boarder investments and foreign exchange volatility. In order to answer the research question a simulation model is constructed and implemented under different scenarios. Foreig
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19

Edlinger, Cécile. "Paris Stock Exchange 1870-1914 : financial information and portfolio choices." Thesis, Université de Lorraine, 2016. http://www.theses.fr/2016LORR0055.

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Cette thèse se compose de quatre chapitres dédiés à l'étude de la Bourse de Paris et des investissements français entre 1874 et 1914. Elle relève d'une démarche cliométrique : les faits historiques sont analysés en mobilisant les outils statistiques et théoriques de l'économie financière.Le premier chapitre participe à la réécriture de l'histoire de l'économie financière. Il démontre que les conseils financiers français avant 1914 relèvent d'une proto-science, prémices à la Théorie Moderne du Portefeuille (T.M.P.) développée à partir des années 1960s. Il justifie l'utilisation, dans le second
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20

Anderson, Jan D. "Financial Problems as Predictors of Divorce: A Social Exchange Perspective." DigitalCommons@USU, 2000. https://digitalcommons.usu.edu/etd/2445.

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By using a conceptual framework derived from social exchange theory, this study examined the relationship between financial problems and divorce. Nationally representative data from the " Maritallnstability Over the Life Course" panel study was used to determine if financial problems reported at one interview could predict those who would divorce by the subsequent interview. A self-replicating design allowed data analyses for three separate time periods: 1980-1983 , 1983- 1988, and 1988-1992. The sample used in this study consisted of l ,620 married men and women under the age of 55. Additiona
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21

Taguchi, Hiroyuki. "The East Asian currency crisis and exchange rate management /." Electronic version of summary Electronic version of examination, 2005. http://www.wul.waseda.ac.jp/gakui/gaiyo/3967.pdf.

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22

Appelbaum, Matthew. "Does Pairs trading work on the Johannesburg Stock Exchange?" Master's thesis, University of Cape Town, 2015. http://hdl.handle.net/11427/20026.

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In this study it was examined whether Pairs trading is a potentially profitable trading strategy on the Johannesburg Stock Exchange. Pairs trading is a quantitative based trading strategy, in which shares are paired up based on a historic price relationship and traded accordingly, in a contrarian manner, when they diverge from said historical relationship. The essence of Pairs trading is to take advantage of perceived market inefficiencies, which is a direct contradiction of the Efficient Markets Hypothesis (even in its weak form). This study tested Pairs trading on both an unrestricted (any t
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23

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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24

Chotee, Deepika. "Evaluating value at risk models: an application to the Johannesburg Stock Exchange." Master's thesis, University of Cape Town, 2014. http://hdl.handle.net/11427/18625.

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The management of market risk is an essential determinant of the stability of a financial institution, and by extension, of the overall financial system. There are various variables which impact on the accuracy of a market risk management system. For various reasons which are discussed in this study, Value at Risk (VaR) is used as a measure of market risk. VaR has certain key features which make it adaptable to several types of scenarios in order to provide a measure of market risk. In order to assess these features of VaR, this study evaluates VaR using a range of techniques. This study analy
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25

Menzies, Gordon Douglas. "Currency and financial crises : dividing the (negative) spoil." Thesis, University of Oxford, 2001. http://ora.ox.ac.uk/objects/uuid:11c59ab0-52ae-41b0-9bfd-7bf188d12bfb.

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Following the 1997 Asian Crisis, a number of economies have been burdened with so-called Twin Crises, facing both vulnerable exchange rates and a distressed financial sector. The three papers in this thesis examine the resolution of a twin crisis in one such country - Indonesia. In debt overhang and exchange rate collapse, I adopt the simplest representation of the economy and the Asian crisis. The model is a modified Hecksher-Ohlin framework with labour as the sole domestic factor. The crisis is triggered by a terms of trade shock. The analysis implies that workers have already suffered a wea
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26

Kornik, David. "The relationship between annual earnings and share returns on the JSE Securities Exchange." Master's thesis, University of Cape Town, 2005. http://hdl.handle.net/11427/5626.

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Includes bibliographical references (leaves 91-99).<br>This research study investigates whether the relationship between accounting earnings and share returns observed predominantly in New York Stock Exchange (“NYSE”) studies also holds on the modern-day JSE Securities Exchange (“JSE”). Since the JSE is a relatively small stock exchange in comparison to the NYSE, with substantially different characteristics, the nature of the relationship may differ between the two exchanges. The study finds empirical evidence that this relationship between earnings and share returns is the same. As on the NYS
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27

Ngo, Chan Nam. "Secure, Distributed Financial Exchanges: Design and Implementation." Doctoral thesis, Università degli studi di Trento, 2019. http://hdl.handle.net/11572/242642.

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Blockchains and Byzantine Fault Tolerance form the basis of decentralized currencies and ledgers, such as Bitcoin, Ripple, ZeroCash, and Ethereum. Several studies have focused on the currency aspects (e.g. authenticity, integrity, anonymity, and independence from central banks). In this thesis, we start by exploring to understand the security challenges and practical solutions for building simple payment networks. Then, we leverage such understanding in identifying the security challenges of more advanced and complex systems, in particular Futures Exchanges. The decentralization of a Futures E
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28

Dogbey, John. "Spillover effects in financial and international development." Morgantown, W. Va. : [West Virginia University Libraries], 2009. http://hdl.handle.net/10450/10593.

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Thesis (Ph. D.)--West Virginia University, 2009.<br>Title from document title page. Document formatted into pages; contains ix, 88 p. Vita. Includes abstract. Includes bibliographical references (p. 75-78).
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29

Bersch, Julia. "Financial globalization and the implications for monetary and exchange rate policy." Diss., lmu, 2009. http://nbn-resolving.de/urn:nbn:de:bvb:19-96579.

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30

McFie, James Boyd. "High quality financial reporting : the case of the Nairobi Stock Exchange." Thesis, University of Strathclyde, 2006. http://oleg.lib.strath.ac.uk:80/R/?func=dbin-jump-full&object_id=21664.

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This thesis investigates, firstly, the meaning of the phrase "high quality financial reporting". The use of the phrase in the academic literature, and by professional and regulatory bodies, is examined critically to contribute to a deeper understanding of the phrase. Disclosure in the annual reports of all 47 companies listed on the Nairobi Stock Exchange is examined to see if it can be described as "high quality". "High quality disclosure" is measured in three ways: (1) a disclosure index is developed to measure compliance with International Financial Reporting Standards (this index is also u
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31

Dawson, Paul Edward. "Five studies of the London International Financial Futures and Options Exchange." Thesis, City University London, 1995. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.281871.

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32

McCaney, Patrick Michael 1980. "Emotional response modeling in financial markets : Boston Stock Exchange data analysis." Thesis, Massachusetts Institute of Technology, 2004. http://hdl.handle.net/1721.1/28481.

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Thesis (M. Eng.)--Massachusetts Institute of Technology, Dept. of Electrical Engineering and Computer Science, 2004.<br>Includes bibliographical references (leaves 57-58).<br>In this thesis, physiological data is analyzed in the context of financial risk processing, specifically investigating the effects of financial trading decisions and situations on the physiological responses of professional market makers. The data for this analysis comes from an experiment performed on market makers at the Boston Stock Exchange. This analysis involved significant preprocessing of large financial and physi
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33

Kamamkhudza, Charity. "Malawi’s trilemma: monetary policy independence, exchange rate stability and financial integration." Thesis, Rhodes University, 2017. http://hdl.handle.net/10962/41634.

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Malawi has, in the last few decades, undergone several reforms relating to monetary, exchange rate and financial integration policies in a bid to achieve sustainable economic growth. Despite these reforms, however, the country has barely attained desirable macroeconomic performance. This study sets out to establish if the need for these policy reforms is due to the fact that the country is constrained from the simultaneous achievement of optimal levels of monetary policy independence, exchange rate stability and financial integration, as postulated by the ‘trilemma’. The trilemma is evaluated
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34

Björklund, Thelma, and Hedvig Jonsson. "Financial Volatility and the Leverage Effect on the Swedish Stock Exchange." Thesis, KTH, Industriell ekonomi och organisation (Inst.), 2018. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-246067.

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In today’s financial markets, volatility is a fundamental concept in regards of the risk assessment of assets and instruments. Financial volatility is commonly used to measure the quantitative aspects of risk and is given a significant amount of attention in past literature and research. The leverage effect refers to the well-established negative relationship between return and future volatility. The relation is usually explained by the increased leverage ratio that arises from a drop in the share price for a firm. A lower price means lower value of the equity and while the debt remains unchan
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35

Li, Po-sing. "The study of the combination of technical analysis and qualitative model in financial forecasting /." Hong Kong : University of Hong Kong, 1998. http://sunzi.lib.hku.hk/hkuto/record.jsp?B19878059.

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36

Graham, Mark. "Is there any evidence of a value-growth factor on the Johannesburg Stock Exchange?" Master's thesis, University of Cape Town, 1998. http://hdl.handle.net/11427/18286.

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New evidence suggests that share returns are cross-sectionally predictable in that shares which appear to be inexpensive relative to the company's underlying values (value shares), out-perform those shares that are perceived to provide substantial growth in the long run (growth shares). The magnitude of the return premium suggests that these returns are induced by factors other than risk or perhaps suggests that our measures of risk are incorrect. There now seems to be little doubt that the new evidence indicates that the cross-section of average returns are predictable and that abnormal retur
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37

Patton, Andrew John. "Applications of copula theory in financial econometrics /." Diss., Connect to a 24 p. preview or request complete full text in PDF format. Access restricted to UC campuses, 2002. http://wwwlib.umi.com/cr/ucsd/fullcit?p3049666.

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38

Moodley, Tashinee. "Fundamental momentum on the Johannesburg Stock Exchange." Diss., University of Pretoria, 2012. http://hdl.handle.net/2263/22778.

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Financial market anomalies are constant subjects of debate because of their devotion form the foundational financial theories. Fama and French (2008) referred to the momentum effect as the premier anomaly. Thus, this study sought to apply the concept of momentum to examine three investment strategies. The first strategy was price momentum, an existing investment strategy but which was used as a comparison to the returns of the second and third strategies. The second strategy applied momentum to return on equity, operating cash flow and earnings before interest, tax, depreciation and amortisati
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39

Naka, Atsuyuki. "The volatility of financial markets: A time-series analysis of foreign exchange futures." Diss., The University of Arizona, 1989. http://hdl.handle.net/10150/184845.

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This research introduces hedging and basis risk models based on intertemporal asset pricing between futures and spot currency exchange markets. Recently developed time-series models are employed and empirically tested for five currencies: the British pound, Canadian dollar, Deutschemark, Japanese yen and Swiss franc. The models of international intertemporal asset pricing, which have heretofore been largely based on the rational expectations hypothesis, are modified to allow for risk aversion. Recent research has demonstrated that the presence of risk premia can separate the expected future sp
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40

Argyros, Robert. "The power of investor sentiment: an analysis of the impact of investor confidence on South African financial markets." Thesis, Rhodes University, 2013. http://hdl.handle.net/10962/d1004169.

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Whether investor sentiment has any authority over financial markets has long been a topic of discussion in the field of finance. This study investigates the relationship between investor sentiment and share returns in South Africa. Determining this relationship will add to the existing work which has documented important determinants of share returns on the stock exchange in South Africa, as well adding to the inconclusive link between sentiment and the South African financial markets. Does sentiment influence share returns or do share returns influence sentiment? Using quarterly data for the
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41

Tian, Yuan. "Financial repression and liberalisation in China." Thesis, Loughborough University, 2017. https://dspace.lboro.ac.uk/2134/25359.

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This thesis is concerned with the implications of the financial liberalisation of the Chinese economy for savings, investment, monetary policy and the exchange rate, in China. In the first part, the financial repression hypothesis is tested on savings and investment, with the result that there is some evidence to support the complementarity between money and physical capital in China since 1987, although this effect is shown to have become weaker over the sample period as liberalisation has taken place. The second issue is to investigate the consequences of interest rate liberalisation in Chin
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42

Ryou, Hyunjoo. "Exchane Rate Dynamics under Financial Market Frictions- Exchange rate regime, capital market openness and monetary policy -Electoral cycle of exchange rate in Korea : The Trilemma in Korea." Phd thesis, Université de Cergy Pontoise, 2012. http://tel.archives-ouvertes.fr/tel-00838836.

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-Exchange Rate Dynamics under Financial Market FrictionsThis paper extends Dornbusch's overshooting model by proposing "generalized interest parity condition", which assumes sluggish adjustment on the asset market. The exchange rate model under the generalized interest parity condition is able to reproduce the delayed overshooting of nominal exchange rates and the hump-shaped response to monetary shocks of both nominal and real exchange rates.-Electoral Cycle of Exchange Rate in KoreaThis paper empirically investigates the real exchange rate behavior around elections in Korea. We find that the
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Ruddy, Traceyann. "The manipulation of headline earnings by companies listed on the JSE Securities Exchange South Africa." Master's thesis, University of Cape Town, 2006. http://hdl.handle.net/11427/5624.

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44

Karani, Pascal. "The characteristics of successful and unsuccessful resolution of corporate failure on the Johannesburg Stock Exchange." Master's thesis, University of Cape Town, 1998. http://hdl.handle.net/11427/9587.

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Includes bibliography.<br>The study analyses the incentives and mechanisms of failing firms on the Johannesburg Stock Exchange that restructure their claims following a decline in performance and value. The study also analyses patterns for restructuring of failing firms. The sample contains firms that were delisted between 1986 and 1996. Firms that were delisted and re-instated number 28 and constitute the sample for firms that restructured successfully their claims. Firms that were delisted on the JSE following an unsuccessful debt restructuring number 32 and constitute the sample for unsucce
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45

Pirveli, Erekle [Verfasser]. "Financial Statement Quality: First Evidence from the Georgian Stock Exchange / Erekle Pirveli." Aachen : Shaker, 2015. http://d-nb.info/1074087526/34.

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46

Hsieh, Tsung-Han. "Essays on financial bubbles and stock liquidity on the London Stock Exchange." Thesis, Queen's University Belfast, 2017. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.727402.

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This thesis is a theoretical and empirical analysis of asset price movement including during periods characterised by financial bubbles. It can be argued that financial bubbles occur due to excessive optimism on the part of speculative investors. The positive expectations of investors encourage increases in both price and trading volume. When prices subsequently falter exodus from the market ensues resulting in both a price and trading volume crash. A key question is why do bubbles emerge and grow and subsequently burst? One answer to this question may be found through an analysis of how belie
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47

Padungsaksawasdi, Chaiyuth. "The US Financial Crisis and the Behavior of the Foreign Exchange Market." FIU Digital Commons, 2012. http://digitalcommons.fiu.edu/etd/642.

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Foreign exchange market is the most active market in today’s global financial domains. While the consensus on several aspects of this market is fairly established, the informational efficiency in this market is still unsettled, particularly during unexpected interruptions and unusual or unstable periods. The financial crisis of 2008 is the most recent example of such a period. This dissertation focuses on the efficiency of the foreign exchange market during a unique, turbulent period using the six most actively traded currencies: the Australian dollar, Canadian dollar, Swiss franc, Euro, Briti
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48

Enoksson, Viktor, and Fredrik Svedberg. "Optimization of hydro power on the Nordic electricity exchange using financial derivatives." Thesis, KTH, Matematisk statistik, 2015. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-168655.

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Since the deregulation of the Nordic electricity market in 1996, electricity has become one of the most traded commodities in the Nordic region. The electricity price is characterized by large fluctuations as the supply and demand of electricity are seasonally dependent. The main interest of the hydro power producers is to assure that they can sell their hydro power at an attractive rate over time. This means that there is a demand for hedging against these fluctuations which in turn creates trading opportunities for third party actors that offer solutions between consumers and producers. Telg
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49

Mans-Kemp, Nadia. "Corporate governance and the financial performance of selected Johannesburg Stock Exchange industries." Thesis, Stellenbosch : Stellenbosch University, 2014. http://hdl.handle.net/10019.1/95957.

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Thesis (PhD)-- Stellenbosch University, 2014.<br>ENGLISH ABSTRACT: Mainstream investors are mostly interested in how they can benefit financially from a specific investment. Although this is the case, an increasing number of so-called responsible investors are also beginning to integrate environmental, social and corporate governance (ESG) aspects into their investment analysis and ownership practices. Corporate governance compliance is often the first level of ESG interest for these investors. Previous researchers considered the relationship between corporate governance and various financial
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Fourel, Valère (Valère Renaud Ernst). "Financial distress, dealers' behavior and asset pricing in the foreign exchange market." Thesis, Massachusetts Institute of Technology, 2018. http://hdl.handle.net/1721.1/115654.

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Abstract:
Thesis: S.M. in Management Research, Massachusetts Institute of Technology, Sloan School of Management, 2018.<br>Cataloged from PDF version of thesis.<br>Includes bibliographical references (pages 39-43).<br>Exploiting a high frequency dealer-specific quote database in the FX market, I show that shocks to the CDS of a financial intermediary, proxy for its financial wealth, makes her quote larger bid-ask spreads when uncertainty about the underlying traded asset is high or when market competition is low. I first establish that markets are dominated by a handful of dealers who are responsible fo
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