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Dissertations / Theses on the topic 'Financial markets analysis'

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Published: 28 May 2022

Last updated: 31 July 2025

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1

Griffioen, Gerwin Alfred Wilhelm. "Technical analysis in financial markets." [Amsterdam : Amsterdam : Thela Thesis] ; Universiteit van Amsterdam [Host], 2003. http://dare.uva.nl/document/87469.

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2

Melnychuk, Oleksandr. "Ukraine Financial Markets - The Analysis of Financial Frauds." Master's thesis, Vysoká škola ekonomická v Praze, 2012. http://www.nusl.cz/ntk/nusl-161874.

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Ukraine is quite new country, which faces early stages of its development. The financial market of the country has passed through different and challenging times for these 20 years and still has to choose several essential factors for the further development. The existence of financial frauds in Ukraine could be explained by lack of knowledge and information in the country as well as low level of trust to the government. The case of JSC "MMM" and Mr. Mavrodi is the best well-known example of Ponzi scheme in Ukraine and all post-Soviet countries, which gives the possibility to analyze the main

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3

Mohti, Wahbeeah. "Essays on frontier markets: financial integration, financial market efficiency, financial contagion." Doctoral thesis, Universidade de Évora, 2019. http://hdl.handle.net/10174/24579.

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This thesis investigates financial integration, market efficiency, and financial contagion in frontier markets in order to evaluate the potentiality of portfolio diversification. The first essay evaluates Asian frontier and emerging equity markets’ regional and global integration using Gregory and Hansen co-integration tests and detrended cross correlation analysis (DCCA). The results suggest that Asian emerging markets show some evidence of integration with both regional and global markets. From Asian frontier markets, Pakistan is the only one with evidence of integration with both benchmarks

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4

Cocilova, Alessandro. "Twitter data analysis for financial markets." Bachelor's thesis, Alma Mater Studiorum - Università di Bologna, 2015. http://amslaurea.unibo.it/8126/.

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Over the time, Twitter has become a fundamental source of information for news. As a one step forward, researchers have tried to analyse if the tweets contain predictive power. In the past, in financial field, a lot of research has been done to propose a function which takes as input all the tweets for a particular stock or index s, analyse them and predict the stock or index price of s. In this work, we take an alternative approach: using the stock price and tweet information, we investigate following questions. 1. Is there any relation between the amount of tweets being generated and the

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5

Ramyar, Richard. "Essays on technical analysis in financial markets." Thesis, City, University of London, 2006. http://openaccess.city.ac.uk/18945/.

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Technical analysis is the study of price movements in traded markets so as to forecast future movements or identify trading opportunities. Following a review of the history and research of technical analysis, three empirical chapters evaluate a number of propositions popular among technical analysts. One approach used widely over the last century assumes that support and resistance levels can be predicted by projecting the ratios between the length and duration of successive trends, in particular using Fibonacci ratios like 1.618. This proposition is rejected for the Dow Jones Industrial Avera

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6

Зайцев, Олександр Васильович, Александр Васильевич Зайцев, Oleksandr Vasylovych Zaitsev, and М. Л. Назаренко. "Analysis Mechanisms of Financial Markets. Fundamental Analysis and Technical Analysis." Thesis, Sumy State University, 2021. https://essuir.sumdu.edu.ua/handle/123456789/86030.

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Тези доповіді на конференції<br>Щоб дізнатися, що буде з валютою завтра, або, іншими словами, спрогнозувати її вартість на певний період часу в майбутньому, необхідно знати і розуміти основні методи аналізу валютних ринків. На даний момент основними і підтвердженими практичним використанням двома методами є фундаментальний аналіз і технічний аналіз.<br>Чтобы узнать, что будет с валютой завтра, или, другими словами, спрогнозировать ее стоимость на определенный период времени в будущем, необходимо знать и понимать основные методы анализа валютных рынков. На данный момент основными и подтвержденн

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7

Dunne, Peter Gerard. "Essays in financial time-series analysis." Thesis, Queen's University Belfast, 1996. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.337690.

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8

Xu, Cheng. "Are UK financial markets SAD? : a behavioural finance analysis." Thesis, University of Sheffield, 2015. http://etheses.whiterose.ac.uk/10010/.

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Behavioural finance argues that some market anomalies can be explained by assuming investors are not always fully rational. This thesis contributes a greater understanding of the relationship between investor mood and financial markets, through exploring the effect of seasonal affective disorder (SAD) on UK financial markets . Chapter 2, the first empirical chapter, investigates the SAD effect on UK stock portfolio returns, by employing daily returns of all stocks traded on the London Stock Exchange (LSE) from 1988 to 2011. The chapter constructs SAD variables and six stock portfolios to exami

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9

BURZONI, MATTEO. "A MODEL-FREE ANALYSIS OF DISCRETE TIME FINANCIAL MARKETS." Doctoral thesis, Università degli Studi di Milano, 2015. http://hdl.handle.net/2434/337059.

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We discuss fundamental questions of Mathematical Finance such as arbitrage and hedging in the context of a discrete time market with no reference probability. We show how different notions of arbitrage can be studied under the same general framework by specifying a class S of significant sets, and we investigate the richness of the family of martingale measures in relation to the choice of S. We also provide a superhedging duality theorem. We show that the initial cost of the cheapest portfolio that dominates a contingent claim on every possible path, might be strictly greater than the upper b

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10

Kwan, Wai-ching Josephine. "Trend models for price movements in financial markets /." [Hong Kong] : University of Hong Kong, 1994. http://sunzi.lib.hku.hk/hkuto/record.jsp?B13841397.

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11

Bartoš, Jakub. "Analysis of cryptocurrencies as standard financial instruments." Master's thesis, Vysoká škola ekonomická v Praze, 2014. http://www.nusl.cz/ntk/nusl-192398.

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This paper analyzes cryptocurrencies as financial instruments. Firstly, we introduced the main features of cryptocurrencies and summarized the brief history. We found out that price of the most famous cryptocurrency Bitcoin follows the hypothesis of efficient markets and it immediately react on publicly announce information. Furthermore, Bitcoin can be seen as standard economic good that is priced by interaction of supply and demand on the market. These factors can be driven by macro financial development or by speculative investors, but there weren't found any significant impact of these fact

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12

關惠貞 and Wai-ching Josephine Kwan. "Trend models for price movements in financial markets." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 1994. http://hub.hku.hk/bib/B31211513.

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13

MacDonald, Garry A. "Applied analysis of labour and financial markets using time series methods." Thesis, Curtin University, 1997. http://hdl.handle.net/20.500.11937/557.

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The development of time series techniques associated with non stationary data, such as the testing for unit roots and cointegration has presented the applied worker with new challenges in the applied analysis of economic problems.This thesis uses some of these methods to consider a number of questions in the area of labour and financial markets.In particular the thesis considers the application of these methods to two general questions, the specification of the aggregate wage equation in Australia and the efficiency of the Australian stock market. More specifically the thesis focuses on the ti

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14

Tanskanen, Isabella. "Green Funds : An Analysis of the Product Specific Disclosures of the EU Sustainable Finance Disclosure Regulation 2019/2088." Thesis, Uppsala universitet, Juridiska institutionen, 2021. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-444049.

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Sustainability has started to play a greater role on the financial market and a larger number of investors are searching for financial products that contribute to the environment and the sustainable development. However, the numerous definitions of sustainable investments and green funds make the investment decision-making process difficult for investors and allow companies to “greenwash” their products. In order to facilitate the investment process for investors and at the same time contribute to sustainable development, the EU adopted the Sustainable Finance Disclosure Regulation (SFDR) on 1

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15

Zohrabyan, Tatevik. "Essays on time series and causality analysis in financial markets." [College Station, Tex. : Texas A&M University, 2008. http://hdl.handle.net/1969.1/ETD-TAMU-3093.

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16

Stolper, Anno. "The Incentives of Intermediaries in Financial Markets: A Critical Analysis." Diss., lmu, 2011. http://nbn-resolving.de/urn:nbn:de:bvb:19-131915.

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17

任漢全 and Hon-chuen Yam. "Statistical analysis of some technical trading rules in financial markets." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 1996. http://hub.hku.hk/bib/B31213819.

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18

Yam, Hon-chuen. "Statistical analysis of some technical trading rules in financial markets /." Hong Kong : University of Hong Kong, 1996. http://sunzi.lib.hku.hk/hkuto/record.jsp?B17390138.

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19

MacDonald, Garry A. "Applied analysis of labour and financial markets using time series methods." Curtin University of Technology, School of Economics and Finance, 1997. http://espace.library.curtin.edu.au:80/R/?func=dbin-jump-full&object_id=10866.

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The development of time series techniques associated with non stationary data, such as the testing for unit roots and cointegration has presented the applied worker with new challenges in the applied analysis of economic problems.This thesis uses some of these methods to consider a number of questions in the area of labour and financial markets.In particular the thesis considers the application of these methods to two general questions, the specification of the aggregate wage equation in Australia and the efficiency of the Australian stock market. More specifically the thesis focuses on the ti

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20

Netzén, Örn André. "The Efficiency of Financial Markets Part II : A Stochastic Oscillator Approach." Thesis, Umeå universitet, Företagsekonomi, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-170753.

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Over a long period of time, researchers have investigated the efficiency of financial markets. The widely accepted theory of the subject is the Efficient Market Hypothesis, which states that prices of financial assets are set efficiently. A common way to test this hypothesis is to analyze the returns generated by technical trading rules which uses historical prices in an attempt to predict future price development. This is also what this study aims to do. Using adjusted daily closing prices ranging over 2007 to 2019 for 5120 stocks listed on the U.S stock market, this study tests a momentum tr

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21

Wyart, Matthieu. "Conventions, Price Fluctuations and microstructure of Financial Markets." Phd thesis, Ecole Polytechnique X, 2005. http://tel.archives-ouvertes.fr/tel-00011183.

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Les fluctuations des cours de la bourse ont des propriétés étonnantes. La volatilité (l'amplitude de ces fluctuations) est environ un ordre de grandeur plus grand que les prédictions de la théorie des marches efficients, et est corrèlee sur des échelles de temps très longs. Les agents sur réagissent aux informations. On montre que ces propriétés apparaissent lorsque les agents agissent en fonction de leur expérience et du passe du marché. On étudie aussi la microstructure des marchés, qui régulent les échanges aux temps courts. On explique pourquoi le prix est diffusif bien que les ordres marc

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22

Emanuelsson, Robert, Goran Katinic, and Dennis Petersson. "Financial Integration in Europe : a Cointegration Analysis of European Stock Markets." Thesis, Linköpings universitet, Institutionen för ekonomisk och industriell utveckling, 2012. http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-78928.

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This thesis has studied short and long-term dependence structures between European stock markets. Johansen's test for cointegration and Granger's test for non-causality have been applied in order to measure the degree of financial integration in Europe. The cointegration analysis has employed a comparative perspective in which different countries with different institutional adaptation to the economic cooperation within Europe have been considered. The study finds strong support for the existence of cointegration between the Belgian, Norwegian, Swiss and British stock markets in the period aft

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23

Almas, Yousif Yaqoob. "Automatic sentiment polarity analysis of financial news across languages and markets." Thesis, University of Surrey, 2008. http://epubs.surrey.ac.uk/844006/.

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The increasing amount of sentiments disseminated by traditional and social media and their impact on human societies including financial markets made the automatic detection and analysis of sentiments an important research area in academia and industry. In this thesis, techniques rooted in corpus linguistics and language for special purposes (LSP) have been used to develop a method for the automatic sentiment polarity analysis of financial news. Contrary to the existing practice in sentiment analysis where manual analysis is usually required to construct sentiment lexicons, the novelty introdu

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24

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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25

Pérez, Lehmann Fernando Enrique. "Contagion evidency on Latin American financial markets : a cross-bicorrelation analysis." Tesis, Universidad de Chile, 2016. http://repositorio.uchile.cl/handle/2250/137614.

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Seminario para optar al título de Ingeniero Comercial, Mención Economía<br>In this paper, we use a cross bicorrelations test to study the relationship between the main seven Latin American financial market’s indexes. We find evidence of nonlinearity, for different window frames at a 97.5% level of confidence, over the period January 9, 1990 and November 23, 2012. Interestingly these evidence of nonlinearity was found in periods that coincide with periods of economic or political instability, such as the asian crisis on 1998, the financial crisis on 2008 and the Greek crisis on 2011. Furthermor

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26

Sörensen, Kristina. "Clustering in Financial Markets : A Network Theory Approach." Thesis, KTH, Optimeringslära och systemteori, 2014. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-150577.

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In this thesis we consider graph partition of a particular kind of complex networks referred to as power law graphs. In particular, we focus our analysis on the market graph, constructed from time series of price return on the American stock market. Two different methods originating from clustering analysis in social networks and image segmentation are applied to obtain graph partitions and the results are evaluated in terms of the structure and quality of the partition. Along with the market graph, power law graphs from three different theoretical graph models are considered. This study highl

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27

Johnson, Susan. "Moving mountains : an institutional analysis of financial markets using evidence from Kenya." Thesis, University of Bath, 2003. https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.269680.

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28

Sun, Yueming (Roy), and University of Lethbridge Faculty of Management. "Financial integration of NAFTA : measurement and analysis of the North American financial markets convergence / Yueming (Roy) Sun." Thesis, Lethbridge, Alta. : University of Lethbridge, Faculty of Management, 2010, 2010. http://hdl.handle.net/10133/2605.

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Applying market arbitrage theory on daily data, we measure the empirical financial market convergence of NAFTA’s financial markets since 1994. Radar diagram and wavelet multi-resolution analysis (MRA) scalogram movies of the statistical moments of the term interest rate differentials visualize the multidimensional convergence. From the radar movies, we find: 1) a uniform disappearance of the average forward premia; 2) a non-uniform decline of bilateral financial market risk; 3) variation of bilateral financial market pressure measured by skewness; and 4) emergence of uniform market microstruct

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29

McVea, Harold. "Insider dealing and the Chinese wall : a legal, economic, and policy analysis." Thesis, Heriot-Watt University, 1990. http://hdl.handle.net/10399/902.

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Insider dealing has been in the public eye for many years now. The impact of Big Bang and the growth of financial conglomerates has, however, propelled the practice to the very forefront of regulatory concern. Regulators are faced with a dilemma: financial conglomerates bring with them many economic benefits, but they also accentuate the problem of insider dealing, in that the greater availability of inside information within these open ended financial houses, increases the scope for its misuse. Regulators must ensure that the regulation imposed does not overly impede the benefits to be gained

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30

Weaver, Samantha. "International financial statement analysis : the reaction of the UK investment community to international accounting differences." Thesis, University of Reading, 1996. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.308086.

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31

Shields, Kalvinder K. "An econometric analysis of financial markets in Eastern Europe : the case of Poland." Thesis, University of Leicester, 1998. http://hdl.handle.net/2381/30163.

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In recent years, the economies of Eastern Europe have experienced a complete breakdown of their political and economic structures in the transition process. These changes have led to the emergence of a financial sector, the infrastructure of which has had to be established practically from scratch. In Poland, the most important non-bank financial sector, the Warsaw Stock Exchange (WSE), has played an essential role in the privatisation process and in providing an alternative source of finance and investment amongst firms and households. In this thesis, we provide an econometric analysis of ass

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32

Bertrand, Vincent. "The european union emission trading scheme and energy markets : economic and financial analysis." Phd thesis, Université de Franche-Comté, 2012. http://tel.archives-ouvertes.fr/tel-00930886.

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This thesis investigates relationships between the European Union Emission Trading Scheme (EU ETS) and energy markets. A special focus is given to fuel switching, the main shortterm abatement measure within the EU ETS. This consists in substituting Combined Cycle Gas Turbines (CCGTs) for hard-coal plants in off-peak power generation. Thereby coal plants run for shorter periods, which allows power producers to reduce their CO2 emissions. In Chapter 1, we outline different approaches explaining relationships between carbon and energy markets. We also review the literature relating to these issue

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33

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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34

Salek, Mohammed. "Statistical analysis and modeling of the opening and closing auctions of financial markets." Electronic Thesis or Diss., université Paris-Saclay, 2024. http://www.theses.fr/2024UPAST045.

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Cette thèse est dédiée à l'étude des enchères d'ouverture et de clôture sur les marchés européens d'actions, plus particulièrement celles de la bourse de Paris. Les enchères sont un mécanisme essentiel permettant d'ouvrir et clôturer les journées de négociation de manière ordonnée. En particulier, les prix de clôture sont d'une importance cruciale pour les investisseurs et les régulateurs. Contrairement à la littérature abondante sur la phase de négociation continue, les travaux sur les enchères sont rares, en partie à cause de la difficulté d'acquérir des données de haute qualité. Cette thèse

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35

Wright, Richard, and Erik Munther. "Did 2001 Mark the Beginning of a More Manipulated Market? An Analysis of Financial Markets via Benford's Law." Thesis, Mälardalens högskola, Akademin för utbildning, kultur och kommunikation, 2021. http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-54686.

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Can the law of the natural distribution of random numbers expose malice in financial markets? This thesis aims to analyze the indices S&P 500 and STOXX 600, in an effort to identify days in which behavior in the market was the result of financial manipulation or non normal market movements. What was discovered by extending a previous study [10], was that we could accurately identify many days in which the market crashed or was affected by malpractice similar to the events in the 2007-2008 financial crisis.

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36

Gerber-Helbling, Silvia A. "An analysis of 'Bid-Ask' spreads considering aspects of risk insurance, degree of competition and market liquidity." Thesis, University of York, 1994. http://etheses.whiterose.ac.uk/10945/.

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37

Khurshed, Arif. "Initial public offerings : an analysis of the post-IPO performance of the UK firms." Thesis, University of Reading, 1999. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.297620.

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38

Somdaka, Mziwonke Modridge. "Motivating factors behind mergers and acquisitions in emerging markets: analysis of activities in Brazil, South Africa and Russia." Master's thesis, University of Cape Town, 2014. http://hdl.handle.net/11427/8566.

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Includes bibliographical references.<br>My research looks into Mergers and Acquisitions (M&A) and examines crossborder mergers and acquisitions (CBMAs) as an important channel for investments in the emerging markets via Foreign Direct Investments (FDIs) over the last two decades. Compared to previous M&A transactions, mostly from developed countries, multinational companies from emerging markets have played an increasingly important role in concluding these multi-million dollar deals. Previously small and domestic companies were developed into multinational enterprises (MNEs) in order to acces

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39

Kelly, Benjamin. "Sunk cost accounting and entrapment in corporate acquisitions and financial markets : an experimental analysis." Thesis, St Andrews, 2008. http://hdl.handle.net/10023/427.

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40

Dias, Filipa de Carvalho. "Cluster analysis of financial time series data : evidence for portuguese and spanish stock markets." Master's thesis, Instituto Superior de Economia e Gestão, 2017. http://hdl.handle.net/10400.5/14923.

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Mestrado em Mathematical Finance<br>Esta dissertação utilizando a distância de Caiado & Crato (2010) baseada nas autocorrelações, pretende efectuar o agrupamento de séries financeiras temporais. A métrica tenta avaliar o nível de interdependência, tendo por base a previsibilidade dos retornos. A análise de $clusters$ é feita tendo em conta a estrutura hierárquica (dendrograma) e as coordenadas principais calculadas (mapa multidimensional) das séries financeiras. Estas técnicas foram utilizadas para investigar as semelhanças e diferenças entre as empresas dos dois índices ibéricos de mercado de

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41

Zolotukhin, S. "Fractal analysis of world capital markets in the context of the global financial crisis." Thesis, Ukrainian Academy of Banking of the National Bank of Ukraine, 2009. http://essuir.sumdu.edu.ua/handle/123456789/61281.

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The modern financial theory and methodology of researches develops extremely fast rates, but paradigms, models and principles which it offers in scope of modern scientific analysis, not always precisely and authentically describe the sophisticated complex processes. Therefore it is especially actual for the modern scientist – theorist or practicing one – resolving an imperative problem of optimization and transformation of existing directions of researches for more exact and deep researches concerning the dynamic processes in the world financial markets.

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42

Mbha, Nombulelo. "The antecedents of sustained competitive advantage in low income markets : a financial services analysis." Diss., University of Pretoria, 2017. http://hdl.handle.net/2263/64880.

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Businesses are currently operating in an environment characterised by constant change due to, an increase in competitive rivalry, erratic global events, continuous change in customer needs, technological developments and a changing regulatory landscape (Osisioma, Nzewi & Mgbemena, 2016). Based on these environmental changes, in their current state, the resources and capabilities of the organisation risk becoming obsolete because Òfirms are not only competing in their ability to configure and exploit existing resources, but also in their ability to renew and develop these resourcesÓ (Osisioma,

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43

Kalmus, Philip Alexander. "Competitive markets with informational asymmetries and trading restrictions : welfare analysis and applications to finance." Thesis, London School of Economics and Political Science (University of London), 1999. http://etheses.lse.ac.uk/1550/.

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This thesis consists of three original articles in the field of general equilibrium with incomplete markets and general equilibrium with asymmetric information, and an introduction to the theory, which traces its development and embeds the following chapters in a common framework. In Pareto Improving Trade Restrictions in an Incomplete Markets Economy, we consider a stylised three period one good general equilibrium model with incomplete security markets. We show that the introduction of an indiscriminate marginal constraint on security trades can lead to a Pareto improvement, even though all

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44

Yenerdag, Erdem <1988&gt. "Contagion Analysis in European Financial Markets Through the Lens of Weighted Stochastic Block Model: Systematically Important Communities of Financial Institutions." Master's Degree Thesis, Università Ca' Foscari Venezia, 2016. http://hdl.handle.net/10579/8816.

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This study provides a new perspective to analyze systemic risk and contagion channels of financial markets by proposing Weighted Stochastic Block Model (WSBM) as a generative model for the financial networks. WSBM allows regulators to analyze systemic risk and contagion channels of financial markets by the topological features of WSBM communities. In the empirical application of the WSBM, it is found that the number of communities tends to increase during the financial crisis which can be analyzed as a new early warning indicator of systemic risk. In addition, a new ranking method, based on

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45

Sawaya, Antonio. "Financial time series analysis : Chaos and neurodynamics approach." Thesis, Högskolan Dalarna, Datateknik, 2010. http://urn.kb.se/resolve?urn=urn:nbn:se:du-4810.

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This work aims at combining the Chaos theory postulates and Artificial Neural Networks classification and predictive capability, in the field of financial time series prediction. Chaos theory, provides valuable qualitative and quantitative tools to decide on the predictability of a chaotic system. Quantitative measurements based on Chaos theory, are used, to decide a-priori whether a time series, or a portion of a time series is predictable, while Chaos theory based qualitative tools are used to provide further observations and analysis on the predictability, in cases where measurements provid

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46

Stolper, Anno [Verfasser], and Klaus [Akademischer Betreuer] Schmidt. "The Incentives of Intermediaries in Financial Markets : A Critical Analysis / Anno Stolper. Betreuer: Klaus Schmidt." München : Universitätsbibliothek der Ludwig-Maximilians-Universität, 2011. http://d-nb.info/1015064973/34.

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Sarker, Rinita Liza. "Regulatory responses to fraud in the financial markets : an analysis of U.K. and U.S.A. law." Thesis, University of London, 2006. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.427783.

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Liu, F. "Advanced quantitative modelling and analysis of anomalies on financial markets : feedback trading and realized volatility." Thesis, University of Liverpool, 2017. http://livrepository.liverpool.ac.uk/3011878/.

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This thesis is mainly concerned with two broad topics: i) the impact of country ETF’s premiums and discounts over feedback trading; ii) modelling high-frequency realized volatility on liquid assets. Out of the first topic, it investigates whether feedback trading exists in US-listed country ETFs and whether it varies with their observed/forecast premiums and discounts by using a sample of twenty country ETFs for the 2000-2016 window, it shows that feedback trading is present in several of them, particularly those targeting Asia Pacific markets. For the second topic, it analyses the forecastabi

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Mpala, Nqobile Natasha. "A comparative analysis of derivative regulation following the global financial crisis : an emerging markets perspective." Thesis, Rhodes University, 2015. http://hdl.handle.net/10962/d1018660.

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The international financial environment has become riskier due to the recent developments in product offerings and failure of regulation to keep abreast with these changes. The Global Financial Crisis exposed inadequacies of regulation, thus consensus on the need for comprehensive and uniform regulation was made by G-20 member states. Imposing exchange trading, clearing, reporting and capital requirements on the derivatives market are some of the ways of dealing with the problems caused by lax regulatory oversight. In this study, through the comparative analysis of derivatives regulation in So

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Goodwin-Groen, Ruth. ""Financial inclusion does not come easily" : an institutional analysis of the development of the microfinance markets." Thesis, University of Bath, 2012. https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.564005.

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Microfinance has grown from a niche development intervention in the 1990s to one that commands global influence and donor support. By 2006 microfinance had become part of financial sector development policy through the concept of financial inclusion. At the same time theoretical analysis of economic development increasingly focused on the role of institutions and getting institutions right - including for the financial sector – which has given rise to attempts to theorize gradual institutional change. This convergence of policy, and theoretical emphasis on institutions, raises the central ques

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