Relevant bibliographies by topics / Financial index / Dissertations / Theses
To see the other types of publications on this topic, follow the link: Financial index.

Dissertations / Theses on the topic 'Financial index'

Author: Grafiati
Published: 4 June 2021
Last updated: 1 February 2022

Create a spot-on reference in APA, MLA, Chicago, Harvard, and other styles

Select a source type:

Consult the top 50 dissertations / theses for your research on the topic 'Financial index.'

Next to every source in the list of references, there is an 'Add to bibliography' button. Press on it, and we will generate automatically the bibliographic reference to the chosen work in the citation style you need: APA, MLA, Harvard, Chicago, Vancouver, etc.

You can also download the full text of the academic publication as pdf and read online its abstract whenever available in the metadata.

Browse dissertations / theses on a wide variety of disciplines and organise your bibliography correctly.

1

Yiu, Fu-keung, and 饒富強. "Time series analysis of financial index." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 1996. http://hub.hku.hk/bib/B31267804.

Full text
APA, Harvard, Vancouver, ISO, and other styles
2

Yiu, Fu-keung. "Time series analysis of financial index /." Hong Kong : University of Hong Kong, 1996. http://sunzi.lib.hku.hk/hkuto/record.jsp?B18003047.

Full text
APA, Harvard, Vancouver, ISO, and other styles
3

Alhnaity, Bashar. "Financial engineering modelling using computational intelligent techniques : financial time series prediction." Thesis, Brunel University, 2015. http://bura.brunel.ac.uk/handle/2438/13652.

Full text
Abstract:
Prediction of financial time series is described as one of the most challenging tasks of time series prediction, due to its characteristics and dynamic nature. In any investment activity, having an accurate prediction system will significantly benefit investors by guiding decision making, especially in trading, asset management and risk management. Thus, the attempts to build such systems have attracted the attention of practitioners in the market and also researchers for many decades. Furthermore, the purpose of this thesis is to investigate and develop a new approach to predicting financial
APA, Harvard, Vancouver, ISO, and other styles
4

Steyn, Dirk. "Portfolio construction using index regression models." Master's thesis, University of Cape Town, 2008. http://hdl.handle.net/11427/4933.

Full text
Abstract:
Includes bibliographical references (leaves 130-130).<br>In this dissertation we review the Sharpe Index Model and an innovation on this model introduced by Hossain, Troskie and Guo (2005b). These models are extended to the multi index framework. We then empirically investigate the impact of the models on portfolio creation over an extensive data set. Next we extend these models by modelling the regression residuals as ARMA and GARCH(l, 1) processes and investigate the effect on the resulting portfolios. We then introduce the topic of bounded influence regression and apply it to financial data
APA, Harvard, Vancouver, ISO, and other styles
5

Ferrero, Alvarez-Calderón Guillermo, and izquierdo Antonio Guarniz. "Regulation of Financial Assistance." IUS ET VERITAS, 2016. http://repositorio.pucp.edu.pe/index/handle/123456789/123769.

Full text
Abstract:
This article focuses on the study of a corporate rather, that is a controversial topic: the acquisitions of shares counting on leveraged buyouts. t his has led to increased specialized investment funds, as in Peru, they use these operations to develop their activities. However, the current situation has not been overlooked by the regulation, since this has imposed certain restrictions. After analyzing the phenomenon of leveraged buyouts, the article makes an analysis of the actual regulation to finally provide a possible alternative regulation.<br>El presente artículo se centra en el estudio d
APA, Harvard, Vancouver, ISO, and other styles
6

Zhou, Hongtao. "Three Essays in Financial Economics." Thesis, Boston College, 2012. http://hdl.handle.net/2345/2939.

Full text
Abstract:
Thesis advisor: Zhijie Xiao<br>This dissertation consists of three independent studies in Financial Economics. The first chapter focuses on the predictive power of the implied correlation index on the future S&amp;P 500 Index returns. The second chapter investigates a nonlinear contemporary relationship between stock returns and oil price changes. The last chapter discusses the relationship between impact trading costs and a number of market factors that affect the costs. In the first chapter, I investigate the predictive power of the implied correlation index on the future S&amp;P 500 Index r
APA, Harvard, Vancouver, ISO, and other styles
7

Imai, Shin, and Sally Kang. "Financial Risk and Indigenous Consent." Derecho & Sociedad, 2015. http://repositorio.pucp.edu.pe/index/handle/123456789/119054.

Full text
Abstract:
In this article, the authors describe how the International Financial Corporation of the World Bank, and the 77 global financial institutions that have signed on to the Equator Principles, have come to the conclusion that social conflict with indigenous communities needs to be resolved through the application of free, prior, informed and consent. While the requirement to obtain consent of an indigenous people would appear to make it more difficult for extractive industry projects to proceed, theories of dispute resolution developed by the Harvard Negotiation Project suggest that where consent
APA, Harvard, Vancouver, ISO, and other styles
8

Phillip, Jarryd. "Using international diversification to enhance predicted equity index performance: a South African perspective." Master's thesis, Faculty of Commerce, 2019. https://hdl.handle.net/11427/31830.

Full text
Abstract:
In the weak form, the Efficient Market Hypothesis (EMH) states that it is not possible to forecast the future price of an asset based on the information contained in the historical prices of that same asset. Under this assumption, the market behaves as a random walk and as a result, price forecasting is impossible. Furthermore, financial forecasting is a difficult task due to the intrinsic complexities of any financial system. The purpose of this study is to examine the potential of developing an international investment strategy using future index price predictions and offsetting predicted pr
APA, Harvard, Vancouver, ISO, and other styles
9

Tekin, Ilknur Mary Joy Nirmala. "Green Index: Integration of Environmental Performance, Green Innovativeness and Financial Performance." PDXScholar, 2014. http://pdxscholar.library.pdx.edu/open_access_etds/1815.

Full text
Abstract:
The integration of sustainability performance of companies is becoming increasingly important. The recent global requirements (i.e. the Kyoto Protocol) for significant reduction of the negative impact of companies on the environment over the next 6 years have been putting pressure on the companies, requiring them to lower the negative environmental impact of market performance. This requirement challenges the profitable growth of the companies' business functions, given the change needed for business operations to improve on their environmental impact. In this dissertation a new corporate sust
APA, Harvard, Vancouver, ISO, and other styles
10

Leonard, Larry Eugene Hickrod G. Alan. "An index of financial difficulty for Illinois public schools and its relationship to selected demographic and financial variables." Normal, Ill. Illinois State University, 1985. http://wwwlib.umi.com/cr/ilstu/fullcit?p8514777.

Full text
Abstract:
Thesis (Ed. D.)--Illinois State University, 1985.<br>Title from title page screen, viewed June 8, 2005. Dissertation Committee: G. Alan Hickrod (chair), Mary Ann Lynn, Ramesh B. Chaudhari, David Franklin, Fred Bradshaw. Includes bibliographical references (leaves 114-117) and abstract. Also available in print.
APA, Harvard, Vancouver, ISO, and other styles
11

Ding, Liang. "Information Diffusion across Financial Markets." Kent State University / OhioLINK, 2010. http://rave.ohiolink.edu/etdc/view?acc_num=kent1281058095.

Full text
APA, Harvard, Vancouver, ISO, and other styles
12

Rabík, Martin. "Vybrané postupy ekonomické analýzy pohledem externího a interního analytika (financial controllera)." Master's thesis, Vysoká škola ekonomická v Praze, 2009. http://www.nusl.cz/ntk/nusl-15803.

Full text
Abstract:
Aim of this thesis was to give practical example than the perspective of internal and external economic analyst for analysis. The work deals not only with different angles analyst arising from different levels of available information, but also highlights some weaknesses in the assessment of economic analysis as such. The practical part is then evaluated on real data selected indicators of economic analysis. The final part deals with factors that affect the quality of treatment and evaluation of economic analysis as such.
APA, Harvard, Vancouver, ISO, and other styles
13

Lam, King-chung. "Neural networks and its applications on financial trading." View the Table of Contents & Abstract, 1998. http://sunzi.lib.hku.hk/hkuto/record/B36628955.

Full text
APA, Harvard, Vancouver, ISO, and other styles
14

Dhai, Riaz. "A comparison of the performance of the FTSE South Africa Islamic Index to the market in South Africa." Master's thesis, University of Cape Town, 2009. http://hdl.handle.net/11427/11879.

Full text
Abstract:
Includes abstract.<br>Includes bibliographical references (leaves 76-79).<br>The aim of this study is to identify whether there is a difference in performance between shares meeting the Islamic investing criteria and the market in an emerging market context. The proxy for the Islamic market is the FTSE South Africa Islamic Index. The returns on this index are compared to three proxies for the market using single and multiple regression models: (1) the All Share Index on the JSE in a single factor regression (2) the Resources Index and Financial/Industrial Index in a two factor model (3) a four
APA, Harvard, Vancouver, ISO, and other styles
15

Matanovic, Eva [Verfasser]. "The Impact of Financial Derivatives on Financial Market Stability – Evidence from DAX Stock Index Futures Trading Using GARCH / Eva Matanovic." Hagen : Fernuniversität Hagen, 2010. http://d-nb.info/1006400842/34.

Full text
APA, Harvard, Vancouver, ISO, and other styles
16

Vicenová, Lenka. "Hodnocení finanční situace podniku a návrhy na její zlepšení." Master's thesis, Vysoké učení technické v Brně. Fakulta podnikatelská, 2010. http://www.nusl.cz/ntk/nusl-222523.

Full text
Abstract:
This diploma thesis deals with economic health of the company JAKOS, a.s. in years 2005–2008. There was used selected methods of the financial analysis. Based on recognized facts I propose measures which should result in the improvement of financial situation of the company.
APA, Harvard, Vancouver, ISO, and other styles
17

Mezali, Hakim. "Methods for solving problems in financial portfolio construction, index tracking and enhanced indexation." Thesis, Brunel University, 2013. http://bura.brunel.ac.uk/handle/2438/10183.

Full text
Abstract:
The focus of this thesis is on index tracking that aims to replicate the movements of an index of a specific financial market. It is a form of passive portfolio (fund) management that attempts to mirror the performance of a specific index and generate returns that are equal to those of the index, but without purchasing all of the stocks that make up the index. Additionally, we consider the problem of out-performing the index - Enhanced Indexation. It attempts to generate modest excess returns compared to the index. Enhanced indexation is related to index tracking in that it is a relative retur
APA, Harvard, Vancouver, ISO, and other styles
18

Santarcángelo, Juan E., and Roberto Lampa. "The international financial crisis: Theoretical debates, economic policies, and lessons." Economía, 2014. http://repositorio.pucp.edu.pe/index/handle/123456789/116872.

Full text
Abstract:
The global financial crisis has had a strong impact on most European countries. While at first the massive injection of resources helped the financial system not to collapse, the austerity policies implemented throughout the continent have not brought the expected economic growth. Interestingly, the type of intervention undertaken is rooted in the neoclassical tradition, which entails a specific understanding of the functioning of the financial system and the economy. In this context, the objectives of this paper are firstly, to analyze the main theoretical assumptions and the specific way in
APA, Harvard, Vancouver, ISO, and other styles
19

Islyaev, Suren. "Stochastic models with random parameters for financial markets." Thesis, Brunel University, 2014. http://bura.brunel.ac.uk/handle/2438/10344.

Full text
Abstract:
The aim of this thesis is a development of a new class of financial models with random parameters, which are computationally efficient and have the same level of performance as existing ones. In particular, this research is threefold. I have studied the evolution of storable commodity and commodity futures prices in time using a new random parameter model coupled with a Kalman filter. Such a combination allows one to forecast arbitrage-free futures prices and commodity spot prices one step ahead. Another direction of my research is a new volatility model, where the volatility is a random varia
APA, Harvard, Vancouver, ISO, and other styles
20

Horemuz, Michal. "Application of Machine Learning to Financial Trading." Thesis, KTH, Skolan för elektroteknik och datavetenskap (EECS), 2018. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-231789.

Full text
Abstract:
Machine learning methods have become powerful tools used in multiple industries. They have been successfully applied to problems such as image recognition, speech recognition and machine translation, among others. In this report, we investigated several machine learning methods for forecasting five different bond indexes. We have implemented and analyzed Feedforward Neural Nets, LSTMs, Q-Networks and Gradient Boosted Trees, and compared them to the Buy&amp;Hold strategy. We performed manual feature extraction based on some popular features used in the industry. The features were extracted from
APA, Harvard, Vancouver, ISO, and other styles
21

Swart, Andre. "The impact of share index futures trading on the volatility and liquidity of the underlying assets on the Johannesburg stock exchange." Master's thesis, University of Cape Town, 1998. http://hdl.handle.net/11427/9723.

Full text
Abstract:
Bibliography: leaves 68-71.<br>This study covers the period from 1990 to 1997 and investigates the relationship between the volume and value of index futures trading for the three main share indices and the volatility of the underlying assets on the JSE. The results of the regression tests indicate significant positive relationships between futures trading activity and the volatility of the underlying assets for the All Gold Index and the Industrial Index. This suggests that increased futures trading is associated with increased volatility in the underlying assets. The relationships were not s
APA, Harvard, Vancouver, ISO, and other styles
22

Fuentes, Rafael alejandro Velasco. "Stochastic clocks in real-time financial markets : Empirical anlysis on FTSE 100 index futures." Thesis, University of Essex, 2009. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.499808.

Full text
APA, Harvard, Vancouver, ISO, and other styles
23

Ma, Pu Yun. "A fresh engineering approach for the forecast of financial index volatility and hedging strategies." Thèse, Montréal : École de technologie supérieure, 2006. http://proquest.umi.com/pqdweb?did=1257794741&sid=7&Fmt=2&clientId=46962&RQT=309&VName=PQD.

Full text
Abstract:
Thèse (Ph.D.)-- École de technologie supérieure, Montréal, 2006.<br>"A thesis presented to the École de technologie supérieure in partial fulfillment of the thesis requirement for the degree of philosophy doctor in engineering". CaQMUQET Bibliogr.: f. [147]-156. Également disponible en version électronique. CaQMUQET
APA, Harvard, Vancouver, ISO, and other styles
24

Lin, Tzu-Ling, and 林姿伶. "A study of the relationship Index among TSEC weighted Index , Financial stocks Index and Financial Stock." Thesis, 2014. http://ndltd.ncl.edu.tw/handle/50861776122791177086.

Full text
Abstract:
碩士<br>嶺東科技大學<br>財務金融研究所<br>102<br>The purpose of this research is to apply the VAR model to analyze the relationship between Taiwan stock indices, Financial industrial stocks indices and two stocks price indices. Data are collected from TEJ database. The research period from Jan. 1, 2009 to Jan. 1, 2014 , which includes 1245 daily data. In this research, the models (ARIMA, Granger causality test, VAR Model, Cointegration test, Variance decomposition and Impulse response) are used to analyze the relationship between Taiwan stock indices, Financial industrial stocks indices and two stocks price
APA, Harvard, Vancouver, ISO, and other styles
25

Chen, Yen-Chang, and 陳彥彰. "The Influence of Financial Crises on Structural Breaks in the Financials Index and the Electronics Sector Index." Thesis, 2015. http://ndltd.ncl.edu.tw/handle/hdh7z9.

Full text
Abstract:
博士<br>國立中央大學<br>企業管理學系<br>104<br>This research discusses structural breaks caused by financial crises in the return volatility of the financials and the electronics sector indices of Taiwan. This study uses the generalized autoregressive conditional heteroscedasticity model advanced by Glosten, Jagannathan, and Runkle to determine the conditional volatility and then uses the models of multiple structural change proposed by Bai and Perron to discover the break points. First, the factors causing the structural breaks in the return volatility of the financials and the electronics sector indices i
APA, Harvard, Vancouver, ISO, and other styles
26

Ren, Yi, and 任熠. "Connectedness between the US FinTech Index and the Traditional Financial Index." Thesis, 2019. http://ndltd.ncl.edu.tw/handle/xs2ktg.

Full text
Abstract:
碩士<br>國立交通大學<br>財務金融研究所<br>107<br>With the popularization of the Internet and the improvement of technology, FinTech has begun to appear frequently in the views of investors. As FinTech being matures, participants in financial market believe that FinTech has a bright future. However, with the network of FinTech gradually spreading and beginning to extend to the traditional financial industry, some people began to think about the complementary or competitive relationship between financial technology and traditional financial industry. Some scholars believe that FinTech brings the risks which wo
APA, Harvard, Vancouver, ISO, and other styles
27

Chun-Hsien, Chang, and 張君賢. "The Study of Arbitrage in the Financial market:Cases in TSE Index, Index Futures and Index Options." Thesis, 2007. http://ndltd.ncl.edu.tw/handle/30508984387886930970.

Full text
Abstract:
碩士<br>長庚大學<br>企業管理研究所<br>95<br>This paper proposes intraday data to conduct an empirical study on the analysis of arbitrage practicability among Index Futures, Index Options, and TSE Index in the financial market from August 1, 2005 to December 30, 2005. We adopt the Exchange Trade Fund (ETF) as TSE Index to construct the arbitrage portfolio. We find that there is nearly no arbitrage chance between Index Futures and Index Options with transaction cost and there are many arbitrage chances between Index Futures and Exchange Trade Fund. Besides, we also observe the arbitrage signal will emerge
APA, Harvard, Vancouver, ISO, and other styles
28

Simon, Camilla. "Financial Market Effects of Macroeconomic Policies." Doctoral thesis, 2021. https://opus.bibliothek.uni-wuerzburg.de/frontdoor/index/index/docId/21765.

Full text
Abstract:
Within three self-contained studies, this dissertation studies the impact and interactions between different macroeconomic policy measures in the context of financial markets empirically and quantitatively. The first study of this dissertation sheds light on the financial market effects of unconventional central bank asset purchase programs in the Eurozone, in particular sovereign bond asset purchase programs. The second study quantifies the direct implications of unconventional monetary policy on decisions by German public debt management regarding the maturity structure of gross issuance. Th
APA, Harvard, Vancouver, ISO, and other styles
29

Chang, Chih-Huei, and 張智揮. "Improving financial distress prediction with credit cycle index." Thesis, 2008. http://ndltd.ncl.edu.tw/handle/16818991067443494342.

Full text
Abstract:
碩士<br>國立交通大學<br>管理科學系所<br>96<br>Previous studies used constant cut-off indicator to distinguish distressed firms from non-distressed firms in the one-stage prediction models. However, distressed cut-off indicator must shift according to economic prosperity, rather than remains fixed all the time. This study focuses on Taiwanese listed firms and develops financial distress prediction models based upon the two-stage method. First, this study employs the firm-specific financial ratio and market factors to measure the probability of financial distress based on the Shumway (2001) discrete-time haza
APA, Harvard, Vancouver, ISO, and other styles
30

Támola, Alejandro. "A financial stress index to identify banking crises." Tesis, 2004. http://hdl.handle.net/10915/3348.

Full text
Abstract:
Motivado por las discrepancias presentes en las actuales cronologías de crisis bancarias, este trabajo desarrolla un índice de stress financiero y propone su utilización como herramienta alternativa para identificar la presencia de problemas bancarios. Este índice se diferencia de otras propuestas similares por la utilización de series disponibles para un amplio número de países y durante extensos períodos de tiempo. Se encuentra que mediante su utilización es posible derivar una cronología de crisis bancarias que compara favorablemente con estudios previos y que, además, permite la identifica
APA, Harvard, Vancouver, ISO, and other styles
31

Galuszka, Lukáš. "The Financial Secrecy Index: An Information Theory Approach." Master's thesis, 2016. http://www.nusl.cz/ntk/nusl-347599.

Full text
Abstract:
The objective of this thesis is to evaluate alternative weighting systems to determine if they have the potential to improve the current weighting system of the Financial Secrecy Index (FSI). The FSI, a measure of countries' contributions to global financial secrecy, currently weights its 15 qualitative components equally. A web-based opinion survey conducted in January and February 2016 among academics, journalists, experts and other persons familiar with FSI serves as the baseline for assessing new weights. The new weights derived from the survey results are not significantly different from
APA, Harvard, Vancouver, ISO, and other styles
32

Chen, Hisn Yao, and 陳信堯. "Relationship between Sustainability Index and Corporate Financial Performance." Thesis, 2016. http://ndltd.ncl.edu.tw/handle/37283467649025389714.

Full text
Abstract:
碩士<br>國立政治大學<br>企業管理研究所(MBA學位學程)<br>104<br>The inclusion of sustainability index is a symbol of a firm operating well in corporate social responsibility (CSR). However, the relationship between sustainability index and corporate financial performance (CFP) is still ambiguous; in the meantime, there is no related research between sustainability index and CFP. Hence, this paper researches on Taiwan enterprises included in Dow Jones Sustainability Index (DJSI) and figures out how the sustainability index influences CFP. All available Taiwan company data are obtained from Taiwan Economic Journal
APA, Harvard, Vancouver, ISO, and other styles
33

Huang, Chih-Hsiang, and 黃志祥. "Taiwan's Financial Stress Index and Stock Market Investments." Thesis, 2015. http://ndltd.ncl.edu.tw/handle/81044356795845279868.

Full text
Abstract:
碩士<br>國立雲林科技大學<br>財務金融系<br>103<br>With financial liberalization and globalization, financial transactions are getting more complexity and make the financial system instability factor increases. Once it becomes a financial crisis, the damage they will cause is deep and wide. If the financial crisis can be predicted in advance under the financial instability, the decision makers may have the opportunity to avoid or mitigate damage. In this study, the Taiwan Financial Stress Index (TFSI) is reference to the new country's financial stress index (Emerging Markets Financial Stress Index, EMFSI)
APA, Harvard, Vancouver, ISO, and other styles
34

Chen, Ying-Hsiang, and 陳英祥. "Applying Stochastic Dominance to Analyze Investing Performance of Global Financial Index after Financial Tsunami." Thesis, 2013. http://ndltd.ncl.edu.tw/handle/21437215847789551570.

Full text
Abstract:
碩士<br>國立高雄第一科技大學<br>風險管理與保險研究所<br>101<br>This research aims on deficit problems occurred during the period after the financial crisis in Occident, Jasmine Revolution, civil war in Libya and Iran issue, etc. For data of US dollar index, gold prices and major international stock market index, it adopted stochastic dominance rule that brought up by Barrett and Donald (2003) to determine US dollar index, gold and major international stock market (Dow Jones of the US, Financial Times of the UK, DAX of Germany, CAC of France, Shanghai Composite Index of China, TAIEX and Hang Seng Index of Hong Kong)
APA, Harvard, Vancouver, ISO, and other styles
35

Yang, Yough-Hsiang, and 楊喻翔. "Financial Conditions Index and Interest Rate Rule in Taiwan." Thesis, 2012. http://ndltd.ncl.edu.tw/handle/26326049656997461848.

Full text
Abstract:
碩士<br>國立臺北大學<br>經濟學系<br>100<br>In this paper, we consider that the monetary authorities collect economic and financial information to assist the implementation of monetary policy, and use this information for the money market, foreign exchange market, stock market, real estate market, raw material markets, and financial quantitative indicators. With the monthly data from January 2001 to December 2010, we derive the Financial Condition Index weights based on generalized impulse response functions from a VAR, and the Weighted-sum Approach. Then, we add the Financial Condition Index into the Tayl
APA, Harvard, Vancouver, ISO, and other styles
36

Sheih, Hui-Tzu, and 謝惠子. "Explore Taiwan Financial Market Future Development from Competitiveness Index." Thesis, 2012. http://ndltd.ncl.edu.tw/handle/28064543015746770835.

Full text
Abstract:
碩士<br>銘傳大學<br>財務金融學系碩士在職專班<br>100<br>This research meant to explore the world competitiveness annual report of International Academic Organization IMD2003 till year 2011 and world competitiveness index GCI of WEF2007 till year 2011; by collecting financial development index of relevant financial market to evaluate the results, in order to produce systematic and logical analysis to understand what position Taiwan stands in respectively to international evaluations and financial aspects. First it is to elaborate on the development process, current status and prospect of the Four Cross-Strait Re
APA, Harvard, Vancouver, ISO, and other styles
37

Huang, Fang-Ling, and 黃方翎. "An Empirical Study of Macroeconomy and Financial Condition Index." Thesis, 2018. http://ndltd.ncl.edu.tw/handle/q6v3qe.

Full text
Abstract:
碩士<br>國立清華大學<br>經濟學系所<br>106<br>The implementation of monetary policy and the final goal will result in the problem of time lag. The purpose of this article is to provide monetary authorities a short-term indicator as an aid to the intermediate goal. First, we choose monthly data from the foreign exchange market, money market, bond market and stock market in financial sector, then construct financial condition index(FCI) using principal component analysis and Deutsche Bank analysis, the most difference between the two approaches is that the former uses a large number of financial variables to
APA, Harvard, Vancouver, ISO, and other styles
38

Liou, Yi-An, and 劉怡安. "The Influence of Capital Reduction on Financial Performance Index." Thesis, 2016. http://ndltd.ncl.edu.tw/handle/vn9dc3.

Full text
Abstract:
碩士<br>南臺科技大學<br>企業管理系<br>104<br>There are three kind of Capital reduction. It can be divided into "Capital reduction by cash", "Capital reduction for cover accumulated deficits" and "Capital reduction for treasury stock." In the past, most of the implement influenced to capital reduction is because of poor management led to the enterprise long-term deficits, until Formosa Hotel launched the capital reduction by cash in 2002. It not only changed the investors' negative impression of capital reduction, but also increased capital reduction behavior of Taiwan enterprises year by year. Most of the
APA, Harvard, Vancouver, ISO, and other styles
39

Thompson, Kirsten L. "Essays on the financial conditions index for South Africa." Thesis, 2014. http://hdl.handle.net/2263/43260.

Full text
Abstract:
The negative consequences of financial instability for the world economy during the recent financial crisis have highlighted the need for a better understanding of financial conditions by policy-makers and decision-makers all over the world, and more importantly, their impact on the real economy. It is for this reason that I conduct a study of South Africa‟s financial conditions and their impact on and implications for the real macroeconomy. In order to meet this objective, I construct a financial conditions index (FCI) for the South African economy so as to ascertain whether: (1) financial c
APA, Harvard, Vancouver, ISO, and other styles
40

郭涵如. "The feasibility study on building Taiwan financial conditions index." Thesis, 2011. http://ndltd.ncl.edu.tw/handle/47206155445161213836.

Full text
APA, Harvard, Vancouver, ISO, and other styles
41

Ho, Wen-lin, and 何雯琳. "Relationship between Index Futures Margin Changes and Financial Market." Thesis, 2009. http://ndltd.ncl.edu.tw/handle/85391194505065347412.

Full text
Abstract:
碩士<br>南華大學<br>財務金融學系財務管理碩士班<br>97<br>This research explores the relationship between the margins, the futures, and the stock markets. Investors can use the most convenient way to predict the change of guarantees. And investors can know the margins how to affect the market after changing. The research shows that the bull market and bear market conditions will affect the margin change. For the markets, “the leverage, the volatility, the futures and stocks prices, and times effects” are about the margins which to rise. Besides those situations, “the daily and historical volatility of the futures
APA, Harvard, Vancouver, ISO, and other styles
42

Chen, Shih-Wun, and 陳詩文. "S&P500 Index and the Taiwan's financial stock Index Forecasting by Artifical Neural Network." Thesis, 2014. http://ndltd.ncl.edu.tw/handle/13395747958092727381.

Full text
Abstract:
碩士<br>國立高雄海洋科技大學<br>電訊工程研究所<br>102<br>Stock investment is an indispensable modern financial tool. The main subject of this thesis is to predict the S&P 500 Index and Taiwan's financial stock index for the main purpose, but the share price volatility has always been a critical issue for investors, There are many factors that can affect the stock price, for example: political issues, financial crisis and so on. In order to provide the investors a tool to build a neural network to predict stock prices, and to reduce investment risk, many researchers work this important issue. In order to effectiv
APA, Harvard, Vancouver, ISO, and other styles
43

Su, Shiu-ling, and 蘇秀綾. "Return Spillover Effect between Financial Stock Index Futures and its Underlying Stock Index in Taiwan." Thesis, 2011. http://ndltd.ncl.edu.tw/handle/35731181852777988170.

Full text
Abstract:
碩士<br>國立彰化師範大學<br>企業管理學系國際企業經營管理<br>99<br>Numerous past empirical results show that the increase of trading volume of futures contract will result in the increase of its leading position. The objective of this study is to investigate whether return spillover effect exists between financial stock index futures and its underlying stock index in Taiwan. GARCH(1,1) and EGARCH(1,1) model has used to examine the bilateral relationship between returns of the sample stock index futures and its stock index over the period from Jan. 12, 2007 to Dec. 31, 2010. The result of this study indicates that the
APA, Harvard, Vancouver, ISO, and other styles
44

Hsin-Yu, Chen, and 陳欣妤. "A Measurement of Bank Performance─Application of Non-financial Index." Thesis, 2002. http://ndltd.ncl.edu.tw/handle/82034341294420304902.

Full text
Abstract:
碩士<br>國立臺灣科技大學<br>企業管理系<br>90<br>After the government open the establishment of bank , the competition in the bank industry increases , whih generates the profit decreases and the rate of arrear increases . Unless the quality of loans is controlled , the bank may be efficient in producing and risky in output .Therefore, we must take care the importance of risk in management . Because the rate of arrear can’t be solved , the stock price of bank decreases . And when people in Taiwan make investment decisions , they often concern the ESP or operating income and ignore other important i
APA, Harvard, Vancouver, ISO, and other styles
45

Cheng, Hsiu-Hsin, and 鄭琇馨. "Measuring the Performance of retailing in Taiwan:DEA for Financial index." Thesis, 2003. http://ndltd.ncl.edu.tw/handle/16412308630712770722.

Full text
Abstract:
碩士<br>崑山科技大學<br>企業管理研究所<br>91<br>The modern retailing has shown a great impact to the enhancement of economic in Taiwan. In consequence, its financial structure becomes an important issue as long as the performance measurement is concerned with. However, information with respect to efficiency is hardly ever revealed. This research contains two parts. The first part presents an empirical investigation where financial index is considered to measure the retailing performance. The technique of Data Envelopment Analysis (DEA) is utilized to derive the efficiency. The inputs as the independent facto
APA, Harvard, Vancouver, ISO, and other styles
46

"A downside risk analysis based on financial index tracking models." 2003. http://library.cuhk.edu.hk/record=b5891530.

Full text
Abstract:
Yu Lian.<br>Thesis (M.Phil.)--Chinese University of Hong Kong, 2003.<br>Includes bibliographical references (leaves 81-84).<br>Abstracts in English and Chinese.<br>Chapter 1 --- Introduction --- p.1<br>Chapter 2 --- Literature Review --- p.4<br>Chapter 3 --- An Index Tracking Model with Downside Chance Risk Mea- sure --- p.12<br>Chapter 3.1 --- Statement of the Model --- p.13<br>Chapter 3.2 --- Efficient Frontier --- p.16<br>Chapter 3.3 --- Application of the Downside Chance Index Tracking Model --- p.29<br>Chapter 3.4 --- Chapter Summary --- p.34<br>Chapter 4 --- Index Tracking Models
APA, Harvard, Vancouver, ISO, and other styles
47

Chen, Yi-Ju, and 陳怡儒. "Could Google Index predict the financial crisis of the company?" Thesis, 2018. http://ndltd.ncl.edu.tw/handle/z97czj.

Full text
Abstract:
碩士<br>國立東華大學<br>財務金融學系<br>106<br>The purpose of the research is ,when we add Google Index into the bankruptcy model, whether the accuracy raising or not. Our research samples are Taiwan-listed company. The sample period is from 2004 to 2017. Over all, the result is listing as follows. First, we find that Google Index is statistically significant in the bankruptcy model. Second, no matter the investor-word or the bad-word are positively significant in the model. Third, when we analyzed with only one key word, we discovered that Invesment Bank, dealer, analyst, foreign investor, individual inv
APA, Harvard, Vancouver, ISO, and other styles
48

Huang, Chiu-Yen, and 黃秋燕. "A study of the volatility characteristics of Islamic financial index." Thesis, 2014. http://ndltd.ncl.edu.tw/handle/46647382135872609861.

Full text
Abstract:
碩士<br>淡江大學<br>財務金融學系碩士在職專班<br>102<br>Title of Thesis：A study of the volatility characteristics of Islamic financial index Total Pages：72 Keywords：ARJI model; Islamic index; Crude oil prices;Gold price Name of Institute：Graduate Institute of Banking and Finance, Tamkang University Graduate date：June, 2014 Degree conferred: Master Name of student：Chiu-Yen Huang Advisor: Dr. Chien-Liang Chiu 黃秋燕 邱建良博士 Dr. Pei-Shan Wu 吳佩珊博士 Abstract： 　　This study adopts ARJI model to analyze the influence of Globa
APA, Harvard, Vancouver, ISO, and other styles
49

CHANG, YEN-TING, and 張雁婷. "The Effect of Industrial Financial Index on the Investment Performance." Thesis, 2014. http://ndltd.ncl.edu.tw/handle/07362343137908701685.

Full text
Abstract:
碩士<br>中華科技大學<br>經營管理研究所<br>102<br>Subprime crisis which increased investment risk has let the investor make the decisions of investment harder than before. From literature review, the results of the fundamental analysis are more suitable to the huge fluctuations of financial markets which induced by subprime crisis than the results of the technical analysis. This study discussed the relationships between the returns on investments (ROIs) and financial indicators(value-based, operating performance, and financial performance) of the Taiwan Stock Exchange listed companies (which are divided by In
APA, Harvard, Vancouver, ISO, and other styles
50

Li, Yi-Cheng, and 李宜澄. "A Study on Index Arbitrage during the Asian Financial Crisis." Thesis, 2008. http://ndltd.ncl.edu.tw/handle/5587qn.

Full text
Abstract:
碩士<br>國立高雄第一科技大學<br>金融營運所<br>96<br>This thesis employs ex-post test of arbitrage and regression analysis to examine the extents of mispricings and arbitrage profits during the Asian financial crisis period. The empirical evidence is based on three stock index futures contracts: the Nikkei 225 index futures contract, the Hang Seng index futures contract, and the KOSPI 200 (South Korean composite stock index 200) index futures contract. The study period covers July 1, 1997 to December 31, 1999. The empirical results can be summarized as follows: The degrees of mispricings and arbitrage profi
APA, Harvard, Vancouver, ISO, and other styles
You might also be interested in the bibliographies on the topic 'Financial index' for other source types:
Journal articles Books
We offer discounts on all premium plans for authors whose works are included in thematic literature selections. Contact us to get a unique promo code!

To the bibliography