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Dissertations / Theses on the topic 'Fixed Income Markets'

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Published: 7 June 2025

Last updated: 16 July 2025

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1

Graf, Mario. "Technical Analysis in Fixed Income Markets." St. Gallen, 2007. http://www.biblio.unisg.ch/org/biblio/edoc.nsf/wwwDisplayIdentifier/01665710002/$FILE/01665710002.pdf.

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2

Karoui, Lotfi. "Three essays on fixed income markets." Thesis, McGill University, 2007. http://digitool.Library.McGill.CA:80/R/?func=dbin-jump-full&object_id=103203.

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This thesis comprises three essays that explore several theoretical and empirical features of affine term structure models. In the first essay, we focus on the ability of continuous-time affine term structure models to capture time variability in the second conditional moment. Using data on US Treasury yields, we conclude that affine term structure models are much better at extracting time-series volatility from the cross-section of yields than argued in the literature. These models have nonetheless difficulty capturing volatility dynamics at the short end of the maturity spectrum, perhaps ind

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3

Lerner, Peter B. "Three essays on fixed income securities markets." Related electronic resource: Current Research at SU : database of SU dissertations, recent titles available full text, 2006. http://proquest.umi.com/login?COPT=REJTPTU0NWQmSU5UPTAmVkVSPTI=&clientId=3739.

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4

Schneider, Michael Thomas. "Market microstructure, price impact and liquidity in fixed income markets." Doctoral thesis, Scuola Normale Superiore, 2018. http://hdl.handle.net/11384/85739.

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Piccoli, Pietro Paolo <1990&gt. "Fixed Income Emerging Markets, una strategia per la Russia." Master's Degree Thesis, Università Ca' Foscari Venezia, 2014. http://hdl.handle.net/10579/5153.

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In un periodo storico in cui i tassi di riferimento si attestano su livelli pressoché minimali, generare un adeguato rendimento investendo nel mercato obbligazionario per fondi a reddito fisso è impresa assai complessa. Recentemente si è verificato uno spostamento rapido dei flussi verso economie in crescita, meglio conosciute come Mercati Emergenti. Investire in prodotti a reddito fisso High Yield genera situazioni ad alto rischio che incombono su di un mercato instabile. Il presente elaborato coàdiuva le nozioni del mio percorso accademico con l’esperienza pratica del tirocinio presso Swan

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6

Jackson, Wong Tzu Seong. "An empirical investigation of technical analysis in fixed income markets." Thesis, Durham University, 2006. http://etheses.dur.ac.uk/2683/.

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The aim of this thesis is to evaluate the effectiveness of technical analytic indicators in the fixed income markets. Technical analysis is a widely used methodology by investors in the equity and foreign exchange markets, but the empirical evidence on the profltability of technical trading systems in the bond markets is sparse. Therefore, this thesis serves as a coherent and systematic examination of technical trading systems in the government bond futures and bond yield markets. We investigate three aspects of technical analysis. First, we evaluate the profitability of 7,991 technical tradin

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7

Perlin, Marcelo. "The microstructure of fixed income markets : Theory and evidence for the european bond market." Thesis, Henley Business School, 2010. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.533738.

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8

Ulrich, Maxim. "General equilibrium and reduced-form pricing, hedging and econometric analysis of fixed-income markets /." Frankfurt a.M, 2008. http://opac.nebis.ch/cgi-bin/showAbstract.pl?sys=000253639.

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9

Laliotis, Dimitrios. "Financial time series prediction and stochastic control of trading decisions in the fixed income markets." Thesis, Imperial College London, 1996. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.243831.

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10

Pereira, Bruna Losada. "Estudo da precificação no lançamento de títulos de dívida de empresas brasileiras no exterior." Universidade de São Paulo, 2012. http://www.teses.usp.br/teses/disponiveis/12/12139/tde-08022013-205321/.

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O objetivo deste trabalho é estudar a formação do preço dos títulos de dívida corporativa brasileiros emitidos no exterior, essencialmente eurobonds, buscando identificar quais os fatores, além do seu rating, que determinam a formação do spread pelo risco pago por esses títulos no momento de emissão. Busca-se também tecer uma discussão comparativa entre os resultados auferidos pela pesquisa, e os resultados identificados em pesquisas anteriores para dados de debêntures brasileiras domésticas. O estudo foi desenvolvido por meio de regressões lineares múltiplas, que buscam identificar os fatores

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11

Navarro, Marcos de Jesus Gomes. "A volatilidade dos títulos de renda fixa pós-fixados indexados à inflação, comparada a volatilidade da renda variável no Brasil no período 2006-2017." reponame:Repositório Institucional do FGV, 2017. http://hdl.handle.net/10438/19936.

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Submitted by MARCOS DE JESUS GOMES NAVARRO (mjnavarro.marcos@gmail.com) on 2018-01-16T11:52:57Z No. of bitstreams: 1 Marcos Navarro_c335734_Dissertação__VERSAO FINAL ENVIADA 16 JAN 18.pdf: 2015779 bytes, checksum: 6e6c585c6c4faf73b64874c292e8a173 (MD5)<br>Rejected by Thais Oliveira (thais.oliveira@fgv.br), reason: Prezado Marcos, boa tarde! Para que possamos aprovar seu trabalho, é necessário que faça duas alterações: - Utilize o título "DEDICATÓRIA" ao invés de "EU DEDICO ESTE TRABALHO A"; - Centralize os títulos da "DEDICATÓRIA" e "AGRADECIMENTOS" Por gentileza, submeta-o novame

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12

Peng, Ke. "Essays on the market microstructure of London fixed income securities market." Thesis, University of Strathclyde, 2006. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.426357.

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13

KUCUK, UGUR NAMIK. "Three essays in asset pricing of sovereign fixed income instruments." Doctoral thesis, Università degli Studi di Roma "Tor Vergata", 2010. http://hdl.handle.net/2108/1322.

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Non-default Component of Sovereign Emerging Market Yield Spreads and its Determinants: Evidence from Credit Default Swap Market. In this paper, I show that a sizable component of emerging market sovereign yield spreads is due to factors other than default risk such as liquidity. I estimate the non-default component of the yield spreads as the basis between the actual credit default swap (CDS) premium and the hypothetical CDS premium implied by emerging market bond yields. On average, the basis is large and positive for speculative grade bonds and slightly nega

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14

Larsson, Frans. "The Greenium : A study of pricing on the fixed income market." Thesis, Uppsala universitet, Nationalekonomiska institutionen, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-377043.

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This thesis studies the yield differential between green bonds and conventional bonds, the so called green premium or "greenium". By deriving a theoretical model that includes investors' preferences for green assets, two hypothesis are formulated: There exists a negative green bond premium and The negative premium is larger in absolute terms in countries with high environmental performance. In order to estimate the premium, synthetic conventional bonds are constructed having the same characteristics as the green bonds. Two different matching methods are used to construct the synthetic bonds, o

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Theocharides, George. "Two Essays on the Corporate Bond Market." Diss., The University of Arizona, 2006. http://hdl.handle.net/10150/194948.

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This dissertation consists of two papers. The first paper examines the propagation of firm-specific shocks as well as market-wide shocks between 1995-2003 using Treasury and corporate bond market data. It then tests the implications of previously proposed models of contagion. I find little support for the industry and counterparty structure hypothesis, suggesting that fundamentals do not generate contagion. Consistent with the information transmission, rebalancing, and liquidity-shock hypotheses, I find evidence of flight to quality during the event periods. However, in contrast to the predict

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Vesterdal, Bjørn Erlend. "Volatility and Dependence in Fixed Income Forward Rates with Application to Market Risk of Derivative Portfolios." Thesis, Norwegian University of Science and Technology, Department of Mathematical Sciences, 2006. http://urn.kb.se/resolve?urn=urn:nbn:no:ntnu:diva-9447.

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<p>This thesis explores the modeling of volatility and dependence in forward rates in the fixed income market for the purpose of risk estimation in derivative portfolios. A brief background on popular quantile-based risk measures is given. A short introduction is given to GARCH-type volatility models, as well as copula and vine models for dependence between random variables. Some details on parameter estimation and sampling related to these models are also provided. A backtesting procedure is performed using various combinations of volatility and dependence models. The results of this procedur

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Kujenga, Tinodiwanashe. "Alternative fixed income indexation: A study on fundamental indexes in the South African corporate bond market." Master's thesis, University of Cape Town, 2015. http://hdl.handle.net/11427/15566.

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Indexation serves as a cornerstone of the asset management field. As such, asset managers across the globe are constantly testing different methodologies to find one which provides consistent superior performance against the rest. While previously, market capitalization weighted indexes have been the popular and simpler method to implement, the search of outperformance has evolved from only focusing on picking securities from larger institutions and has expanded to trying out various weighting methods so as to maximize on the best performing instruments. As yet, there is no definite winner, wi

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Castilho, Rafael de Braga. "Estimation of random coefficients logit demand models: an application to the Brazilian fixed income fund market." reponame:Repositório Institucional do FGV, 2013. http://hdl.handle.net/10438/11425.

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Submitted by Rafael de Braga Castilho (rcastilho@fgvmail.br) on 2014-01-06T19:10:15Z No. of bitstreams: 1 MestRafaelCastilho.pdf: 636676 bytes, checksum: f815c7fac86fe9684f4f79cd86ec9f26 (MD5)<br>Approved for entry into archive by Janete de Oliveira Feitosa (janete.feitosa@fgv.br) on 2014-01-15T17:51:37Z (GMT) No. of bitstreams: 1 MestRafaelCastilho.pdf: 636676 bytes, checksum: f815c7fac86fe9684f4f79cd86ec9f26 (MD5)<br>Approved for entry into archive by Marcia Bacha (marcia.bacha@fgv.br) on 2014-01-24T12:33:06Z (GMT) No. of bitstreams: 1 MestRafaelCastilho.pdf: 636676 bytes, checksum: f815

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Zhang, Bing. "A new levy based short-rate model for the fixed income market and its estimation with particle filter." College Park, Md. : University of Maryland, 2006. http://hdl.handle.net/1903/3664.

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Thesis (Ph. D.) -- University of Maryland, College Park, 2006.<br>Thesis research directed by: Mathematics. Title from t.p. of PDF. Includes bibliographical references. Published by UMI Dissertation Services, Ann Arbor, Mich. Also available in paper.

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Eickholt, Mathias [Verfasser], and Oliver [Akademischer Betreuer] Entrop. "Three Essays on Individual Investors’ Early Exercise Behavior in the Fixed-Income Market / Mathias Eickholt. Betreuer: Oliver Entrop." Passau : Universitätsbibliothek der Universität Passau, 2014. http://d-nb.info/1063153735/34.

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Eickholt, Mathias Verfasser], and Oliver [Akademischer Betreuer] [Entrop. "Three Essays on Individual Investors’ Early Exercise Behavior in the Fixed-Income Market / Mathias Eickholt. Betreuer: Oliver Entrop." Passau : Universitätsbibliothek der Universität Passau, 2014. http://nbn-resolving.de/urn:nbn:de:bvb:739-opus-27427.

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22

Sain, Paulo Kwok Shaw. "Estudo comparativo dos modelos de value-at-risk para instrumentos pré-fixados." Universidade de São Paulo, 2001. http://www.teses.usp.br/teses/disponiveis/12/12139/tde-05112002-193028/.

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Nos últimos anos, o value-at-risk tem se tornado uma ferramenta amplamente utilizada nas principais instituições financeiras, inclusive no Brasil. Dentre suas vantagens, destaca-se a possibilidade de se resumir em um único número os riscos de mercado incorridos e incorporar neste valor tanto a exposição da instituição quanto a volatilidade do mercado. O objetivo principal deste estudo é verificar a eficácia dos modelos mais conhecidos de value-at-risk - RiskMetrics(TM) e Simulação Histórica - na mensuração dos riscos de mercado de carteiras de renda fixa compostas por instrumentos pré-fixados

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23

Kallur, Oskar. "On the use of Value-at-Risk based models for the Fixed Income market as a risk measure for Central Counterparty clearing." Thesis, KTH, Matematisk statistik, 2016. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-187464.

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In this thesis the use of VaR based models are investigated for the purpose of setting margin requirements for Fixed Income portfolios. VaR based models has become one of the standard ways for Central Counterparties to determine the margin requirements for different types of portfolios. However there are a lot of different ways to implement a VaR based model in practice, especially for Fixed Income portfolios. The models presented in this thesis are based on Filtered Historical Simulation (FHS). Furthermore a model that combines FHS with a Student’s t copula to model the correlation between in

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Rossetti, Nara. "Análise das volatilidades dos mercados brasileiros de renda fixa e renda variável no período 1986 - 2006." Universidade de São Paulo, 2007. http://www.teses.usp.br/teses/disponiveis/96/96133/tde-29042008-115430/.

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O presente trabalho tem como objetivo analisar a volatilidade dos mercados de renda fixa e renda variável no Brasil, no período de março de 1986 até fevereiro de 2006, por meio do CDI (Certificado de Depósito Interfinanceiro) e IRF-M (Índice de Renda Fixa de Mercado), como indicadores do mercado de renda fixa, e o IBOVESPA (Índice da BOVESPA), como indicador de renda variável. Por meio da comparação da volatilidade destes ativos é possível observar se há coincidência temporal entre os dois mercados, em relação aos picos de volatilidade devido, principalmente, a influência de variáveis macroeco

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Sun, Chen, and Febi Caesara Wulandari. "Liquidity Risk and Yield Spreads of Green Bonds : Evidence from International Green Bonds Market." Thesis, Högskolan i Jönköping, Internationella Handelshögskolan, 2017. http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-35819.

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Our thesis aims to help the market participants to understand the source of the risk in green bonds market. We estimate the liquidity risk effects in green bonds' yield spreads as well as controlling for credit risk, bond-specific chracteristics and macroeconomic variables. Both of our liquidity measures suggest that green bonds are more liquid than investment grade US corporate bonds. We find that liquidity effect in green bonds' yield spreads is pronounced, and the result is robust after controlling for potential endogeneity bias. The power of green bonds' liquidity premium is about 10 to 10

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Schanzer-Larsen, Arnold. "The effects of immigration on the income of native born workers: Evidence from Sweden." Thesis, Mälardalens högskola, Akademin för ekonomi, samhälle och teknik, 2021. http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-54685.

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Abstract Course: NAA305 Bachelor Thesis in Economics 15 ECTS University: Mälardalen University, School of Business, Society and Engineering, Västerås Title: The effects of immigration on the income of native-born workers: Evidence from Sweden Author: Arnold Schanzer-Larsen Supervisor: Johan Lindén Problem: Sweden has experienced a lot of immigration, and the phenomenon has received a great deal of attention in the public and political debate. There is, among other things, fear that immigration could be harmful for the labor market outcome of the receiving country. Researchers from a vari

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Engman, Kristofer. "Bidding models for bond market auctions." Thesis, KTH, Matematisk statistik, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-252346.

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In this study, we explore models for optimal bidding in auctions on the bond market using data gathered from the Bloomberg Fixed Income Trading platform and MIFID II reporting. We define models that aim to fulfill two purposes. The first is to hit the best competitor price, such that a dealer can win the trade with the lowest possible margin. This model should also take into account the phenomenon of the Winner's Curse, which states that the winner of a common value auction tends to be the bidder who overestimated the value. We want to avoid this since setting a too aggressive bid could be unp

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Paiva, Eduardo Vieira dos Santos. "Formação de preço de debêntures no Brasil." Universidade de São Paulo, 2011. http://www.teses.usp.br/teses/disponiveis/12/12139/tde-04072011-162450/.

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O objetivo da tese foi analisar a influência do rating, provido por agências independentes na formação dos preços de emissão de debêntures. A base de dados contou com 354 séries de debêntures não conversíveis, emitidas por empresas não financeiras, entre janeiro de 2000 e junho de 2010, em mercado primário público. A metodologia baseia-se no modelo fatorial de precificação aplicado a uma estrutura de dados pooled cross-section. Os modelos desenvolvidos ao longo do trabalho apontaram a relevância do rating na explicação do spread de emissão primária de debêntures no Brasil. Isoladamente, no ent

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Rossetti, Nara. "Análise da volatilidade dos mercados de renda fixa e renda variável de países emergentes e desenvolvidos no período de 2000 a 2011." Universidade de São Paulo, 2013. http://www.teses.usp.br/teses/disponiveis/18/18157/tde-10092015-094310/.

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O presente trabalho analisou as volatilidades dos mercados de renda fixa e variável de onze países, sendo eles: Brasil, Rússia, Índia, China, África do Sul (neste país apenas renda fixa), Argentina, Chile, México, Estados Unidos, Alemanha e Japão no período de janeiro de 2000 a dezembro de 2011. Os indicadores utilizados para representar cada mercado foram os índices dos mercados de ações e as taxas de juros interbancárias. Para tanto, o estudo se utilizou de modelos de heterocedasticidade condicional auto-regressiva: ARCH, GARCH, EGARCH, TGARCH e PGARCH, verificando quais destes processos era

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Simmons, Nicholas A. "An investigation into the robustness of willingness to pay for non-market goods in relation to subjective well-being." Thesis, Loughborough University, 2016. https://dspace.lboro.ac.uk/2134/23010.

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This thesis investigates the sensitivity of derived monetary valuations of the well-being effects of non-market goods, by considering, in turn, the four components that contribute to these calculations. Comparisons are made to the current subjective well-being (SWB) literature by altering one component at a time in a willingness to pay (WTP) function, in addition to varying the estimator used when calculating WTP. The first component varied is the measure of income used; a more robust, up-to-date measure is proposed that takes into account household size, economies of scale and composition, pl

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Barrailler, Matthieu. "Trois essais en gestion quantitative obligataire." Thesis, Paris Sciences et Lettres (ComUE), 2019. http://www.theses.fr/2019PSLED021.

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Cette thèse s'intéresse aux nouvelles opportunités offertes par la croissance des Exchange-Traded Fund (ETF). Ces travaux de recherche explorent trois de leurs impacts pour la gestion obligataire collective.La première étape de cette étude observe les effets sur les sous-jacents de l'inclusion ou l'exclusion dans un ETF. A cause de leur structure hybride, les ETF peuvent affecter les caractéristiques des sous-jacents et augmenter la proportion d'investisseurs non informés. J'exploite l'abaissement de la notation des obligations afin d'établir une relation entre la détention par un ET

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Braga, Alexandre Xavier Vieira. "Análise de desempenho das maiores administradoras de fundos de investimentos de renda fixa no Brasil." Universidade do Vale do Rio do Sinos, 2005. http://www.repositorio.jesuita.org.br/handle/UNISINOS/2795.

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Made available in DSpace on 2015-03-05T19:11:30Z (GMT). No. of bitstreams: 0 Previous issue date: 21<br>Nenhuma<br>A indústria de fundos de investimento no Brasil está concentrada no segmento de renda fixa. Dos cerca de R$ 220 bilhões depositados em fundos, hoje, R$ 200 bilhões aproximadamente estão nesse segmento e R$ 20 bilhões em carteiras de renda variável. Observou-se que no primeiro semestre de 2002, os fundos de investimento em geral tiveram alguns problemas que diminuíram bastante os seus retornos. A mudança da métrica de avaliação dos fundos, da chamada Curva de Juros para a Marca

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Amaral, Jose Romeu Garcia do. "Ensaio sobre o regime jurídico das debêntures." Universidade de São Paulo, 2014. http://www.teses.usp.br/teses/disponiveis/2/2132/tde-21012015-093339/.

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Este trabalho propõe-se a estudar, mediante abordagem teórica e prática, o regime jurídico das debêntures, tendo em vista as recentes alterações introduzidas pela Lei nº 12.431, de 24 de junho de 2011, que promoveu mudanças significativas em sua disciplina, bem como examinar os problemas e questões atuais das debêntures em um contexto evolutivo da doutrina e dos casos práticos que lhe são submetidos à análise, tendo em vista o uso cada vez mais frequente desse mecanismo de financiamento das sociedades. Busca-se, também, examinar o funcionamento do mercado de debêntures e as novas propostas par

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Vonhoff, Volker [Verfasser]. "Liquidity and credit risk in fixed income markets / Volker Vonhoff." 2010. http://d-nb.info/1011029367/34.

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Cheong, Chee Seng. "The sensitivity of returns of non-bank financial institutions to the fixed income and equity markets." Thesis, 2009. http://hdl.handle.net/2440/59416.

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Researchers have over-concentrated on the relationship between bank stock returns and interest rate changes without paying much attention to the impact of interest rates on non-bank financial institutions, in particular the insurance and real estate industries. This research attempts to examine the sensitivity and importance of interest rates and stock market price behaviour on non-bank financial institutions across three countries: the United States, the United Kingdom and Australia. The results provide a different perspective on the relationship non-bank financial institutions have with the

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Cheong, Chee Seng. "The sensitivity of returns of non-bank financial institutions to the fixed income and equity markets." 2009. http://hdl.handle.net/2440/59416.

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Researchers have over-concentrated on the relationship between bank stock returns and interest rate changes without paying much attention to the impact of interest rates on non-bank financial institutions, in particular the insurance and real estate industries. This research attempts to examine the sensitivity and importance of interest rates and stock market price behaviour on non-bank financial institutions across three countries: the United States, the United Kingdom and Australia. The results provide a different perspective on the relationship non-bank financial institutions have with the

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Mohammadzadeh, Susan. "Comparison of Long-term Investments in Single-family Housing with Stocks, and Fixed-income Securities Markets." Thesis, 2010. http://hdl.handle.net/1807/25864.

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The historical long-term volatility and return on investment in single-family dwellings was investigated and compared with investments in equity, bonds and T-bill markets. Total return index for equity and fixed-income security indices were obtained from available sources, of course, a proper index for measurement of long-term changes in house prices was unavailable. In an effort to measure the house price changes, a relatively homogeneous pool of houses in the downtown Toronto area was selected and its price tracked over the study period of 44 years. Inflation rate affects the return of inves

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Novo, Inês Carreira. "Credit rating inflation in the post-financial crisis era: conflict of interests or changed conditions." Master's thesis, 2021. http://hdl.handle.net/10362/122921.

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Credit Rating Agencies (CRAs) have been criticized for persistently assigning inflatedratings. Aiming to limit such behaviour, following the 2008/09 crisis, regulators imposed new rules on CRAs. In this paper, I show that, in the post-financial crisis era, rating inflation and investors perception are, on average, non-existent. Evidence shows poor credit quality and time drives rating inflation, but investors fail to perceive it. I also uncover CRAs greater competition’s dual effect: leads to inflation, while investor slink monitoring to reduced inflation. Lastly, I expose that issuers ben

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Mak, Nixon. "The impact of macroeconomic announcements on the Australian fixed income market." Thesis, 2007. http://hdl.handle.net/2440/40126.

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New information has an important role in asset price movement. This paper investigates the role of scheduled domestic news releases on the Australian government bond market. Specifically, it examines the impact of pre-announced macroeconomic news release on bond futures markets and associated market volatility. Furthermore, an EGARCH-in-mean model is used to determine the asymmetric response of the conditional volatility to either news release or unexpected changes of some news content. The results indicate that excess return of bond futures in the research period was leptokurtic (fat-tailed)

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Mak, Nixon. "The impact of macroeconomic announcements on the Australian fixed income market." 2007. http://hdl.handle.net/2440/40126.

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New information has an important role in asset price movement. This paper investigates the role of scheduled domestic news releases on the Australian government bond market. Specifically, it examines the impact of pre-announced macroeconomic news release on bond futures markets and associated market volatility. Furthermore, an EGARCH-in-mean model is used to determine the asymmetric response of the conditional volatility to either news release or unexpected changes of some news content. The results indicate that excess return of bond futures in the research period was leptokurtic (fat-tailed)

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Ishii, Hisako. "The effect of firm size on employment practices in Japan wage differentials and quasi-fixed employment costs across firm sizes /." 1993. http://catalog.hathitrust.org/api/volumes/oclc/33670823.html.

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Magalhães, Beatriz Soares. "Corporate performance and sustainability: evidence from the Iberian market." Master's thesis, 2021. http://hdl.handle.net/10362/133489.

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Abstract:

This work project examines the relationship of corporate performance with sustainability in the Iberia from the period 2010 to 2019. To study this relationship, two different ESG scores were used: ESG disclosure score from Bloomberg which reflects the transparency of a firm’s ESG reporting, and ESG performance score from Thomson Reuters which reflects the performance, commitment and effectiveness of a company in terms of ESG. Regarding corporate performance, this paper has focused on the accounting performance by using Ro A and Ro E, and market performance by using Tobin’s Q. A f

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