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Dissertations / Theses on the topic 'Stock Exchanges. Derivatives'

Author: Grafiati

Published: 3 June 2025

Last updated: 31 July 2025

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1

Esen, Inci. "How Does The Stock Market Volatility Change After Inception Of Futures Trading? The Case Of The Ise National 30 Stock Index Futures Market." Master's thesis, METU, 2007. http://etd.lib.metu.edu.tr/upload/3/12608948/index.pdf.

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As the trading volume in TURKDEX, the first and only options and futures exchange in Turkey, increases, it becomes more important to have an understanding of the effect of stock index futures trading on the underlying spot market volatility. In this respect, this thesis analyzes the effect of ISE-National 30 index futures contract trading on the underlying stocks&rsquo<br>volatility. In this thesis, spot portfolio volatility is decomposed into two components and this decomposition is applied to a single-factor return-generating model to focus on the relationships among the volatility component

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2

Lin, Cheng-I. Eric. "Changes in Trading Volume and Return Volatility Associated with S&P 500 Index Additions and Deletions." Thesis, University of North Texas, 2007. https://digital.library.unt.edu/ark:/67531/metadc5149/.

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When a stock is added into the S&P 500 Index, it is automatically "cross-listed" in the index derivative markets (i.e., S&P 500 Index futures and Index options). I examined the effects of such cross-listing on the trading volume and return volatility of the underlying component stocks. Traditional finance theory asserts that futures and "cash" markets are connected by arbitrage mechanism that brings both markets to equilibrium. When arbitrage opportunities arise, arbitrageurs buy (sell) the index portfolio and take short (long) positions in the corresponding index derivative contracts until pr

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3

Manoel, Paulo Martins Barbosa Fortes. "Impacto de saltos no comportamento de preços de commodities." Universidade de São Paulo, 2012. http://www.teses.usp.br/teses/disponiveis/12/12138/tde-30012013-181933/.

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Neste trabalho analisa-se a relevância de saltos no apreçamento de derivativos de commodities através da comparação de dois modelos. O primeiro leva em consideração um convenience yield com reversão à média, enquanto o segundo é uma generalização do primeiro com saltos no preço à vista. Ambos os modelos são estimados por meio de uma abordagem Bayesiana, sendo as distribuições a posteriori simuladas com o uso de técnincas da família MCMC. Dados de petróleo, trigo e cobre são utilizados para fins de estimação. A análise econométrica indica significância estatística para saltos, mas não encontrou

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4

Moura, Jacqueline de Oliveira. "Gestão de risco nos mercados de bolsa e de balcão : como o Brasil superou a crise de derivativos." Master's thesis, Instituto Superior de Economia e Gestão, 2012. http://hdl.handle.net/10400.5/10773.

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Mestrado em Economia Internacional e Estudos Europeus<br>Esta dissertação procura compreender a dinâmica da gestão de riscos, especificamente no mercado de bolsa e de balcão, como um modelo fundamental para a integridade do sistema, evitando um impacto em cadeia e colocando em risco todo o sistema bancário. Será apresentado o modelo de clearing e gestão de risco no Brasil e sua contribuição para uma gestão de riscos mais eficiente e mais racional entre os vários agentes econômicos. Neste contexto, este trabalho avalia, especificamente, a polêmica que envolve operações com derivativos financeir

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5

Mafud, Pedro Darahem. "Racionalidade econômica e aspectos jurídicos dos derivativos: uma análise jurisprudencial." Universidade de São Paulo, 2014. http://www.teses.usp.br/teses/disponiveis/2/2132/tde-09122014-140414/.

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Este trabalho descreve o comportamento do Judiciário brasileiro com relação aos derivativos. Para tanto, exploramos decisões dos Tribunais de Justiça entre os anos de 2006 e 2010, conforme metodologia específica. Como suporte da pesquisa jurimétrica, analisamos os aspectos financeiros (utilidade e risco, espécies e estratégias, locais de negociação) e as características jurídicas (jogo e aposta, natureza contratual, valores mobiliários) dos derivativos.<br>This paper describes the position of the Brazilian courts on derivatives. For this purpose, we examine decisions rendered by the Courts of

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6

Hart, Kevin. "Derivatives usage in Egypt : a study of the use of derivative financial instruments by Egyptian companies listed on the Egyptian Stock Exchange." Master's thesis, University of Cape Town, 2012. http://hdl.handle.net/11427/13105.

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Includes bibliographical references.<br>In the absence of market imperfections, risk management cannot create value. There would be no demand for hedging instruments (including derivatives) in the absence of taxes, agency costs, information asymmetry or transaction costs. Financial theory proposes two main sets of explanations for risk management: firstly, risk management is a means to maximize firm value by reducing the costs of financial distress (hedging can allow firms to increase debts capacity and raise funds at lower costs), reducing taxation (reducing earnings volatility and therefore

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7

Lin, Cheng-I. Eric Kensinger John W. "Changes in trading volume and return volatility associated with S&P 500 Index additions and deletions." [Denton, Tex.] : University of North Texas, 2007. http://digital.library.unt.edu/permalink/meta-dc-5149.

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8

Sitoe, Juliete Faustino Mahoro. "Utilização de instrumentos financeiros derivados em Moçambique." Master's thesis, Instituto Superior de Economia e Gestão, 2018. http://hdl.handle.net/10400.5/17714.

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Mestrado em Contabilidade, Fiscalidade e Finanças Empresariais<br>A utilização de derivados é cada vez mais comum nas empresas modernas, sendo estes instrumentos utilizados na cobertura de diferentes riscos a que as empresas estão expostas. Embora as empresas moçambicanas estejam expostas a diferentes categorias de risco, constata-se que a utilização de instrumentos derivados é inexpressiva em Moçambique. Assim, o objectivo desta pesquisa é estudar a utilização dos derivados em Moçambique, analisando o nível de utilização, perfil dos usuários, tipos de instrumentos e os motivos de sua contrat

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9

Serafini, Danilo Guedine. "O uso de derivativos da taxa de câmbio e o valor de mercado das empresas: um estudo sobre o pass-through no mercado de ações brasileiro." reponame:Repositório Institucional do FGV, 2009. http://hdl.handle.net/10438/2626.

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Made available in DSpace on 2010-04-20T21:00:52Z (GMT). No. of bitstreams: 4 Danilo Guedini Serafini.pdf.jpg: 18107 bytes, checksum: 231e5e7ff6639cb9bf07e0da602960e8 (MD5) Danilo Guedini Serafini.pdf.txt: 74258 bytes, checksum: 3c27d068713a82b88abc4fad5ea7853e (MD5) Danilo Guedini Serafini.pdf: 244599 bytes, checksum: 7501654f37b05a5ae9f560a669e40252 (MD5) license.txt: 4886 bytes, checksum: 8887497480d44841931640a6c72a3fc0 (MD5) Previous issue date: 2009-02-16T00:00:00Z<br>Este trabalho examina o impacto da utilização de derivativos de moedas no valor de mercado da firma, a partir de um

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10

Koray, Zoé Zeynep Can. "Le préjudice de l'actionnaire." Thesis, Paris 2, 2018. http://www.theses.fr/2018PA020072.

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Le préjudice de l'actionnaire est un sujet encore peu étudié en France alors qu'il soulève de nombreuses interrogations. A l'inverse de nombre de solutions reçues dans les droits étrangers, le droit français n'admet que peu sa réparation tant il reste lié à la distinction jurisprudentielle fondamentale entre préjudice purement personnel (réparable) et préjudice simple corollaire du préjudice social (non réparable). Pourtant, cette distinction n'est pas des plus satisfaisantes ni sur le plan théorique, ni sur le plan pratique. Elle est en outre remise partiellement en cause dès lors que le préj

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11

DVOŘÁKOVÁ, Aneta. "Burzovní obchodování a finanční deriváty v České republice." Master's thesis, 2008. http://www.nusl.cz/ntk/nusl-45907.

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This diploma thesis deals with stock {--} exchange business on European continent, especially on organised markets. Main goal is to underline czech stock market, its financial derivatives. In the theoretical part chosen general topics concerning stock-exchange business on organized markets are characterized. Importace of stock {--} exchange, it structure, principles of business, history of stock {--} exchange business are described. Next chapter deals with czech market (organised Prague stock exchange and an organiser of off-exchange trading RM {--} system), its comparison, the new financial d

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12

Pather, Devon Thavendran. "Derivatives use among non-financial firms listed on the Australian stock exchange." Thesis, 2014.

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The consideration of the appropriate use of derivatives by non-financial services firms has become increasingly important as numerous "derivative related disasters" have befallen corporations in the last decade. The purpose of this study was to examine aspects of derivatives use, with a focus on the appropriateness of derivatives use, by listed nonfinancial firms in Australia. The results were compared to benchmarks established by related studies undertaken in the United States. Overall the results seem to indicate that listed non-financial services firms in Australia tend to be more conservat

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13

Hsu, Chiu-Ching, and 許秋卿. "Price and Volume effects associated with derivative warrant issuance on the Stock Exchange of Taiwan." Thesis, 2005. http://ndltd.ncl.edu.tw/handle/92069909677099231787.

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14

Prabhu, Dinakar. "Event Study Methodology Development and Its Application in Assessing the impact of Derivatives Introduction in the National Stock Exchange (NSE), India." Thesis, 2018. https://etd.iisc.ac.in/handle/2005/4098.

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Event Studies are one of the predominant themes of research in finance and accounting prevailing for the last eight decades. They provide a powerful setting to examine whether and to what extent a firm's valuation is affected in reaction to an event. In this study, we first develop short horizon event study methodologies under both the frequentist and Bayesian paradigms and then apply both existing and the newly developed methods to the particular event of derivatives introduction in the National Stock Exchange (NSE), India. First frequentist tests are developed based on the standard Method of

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15

Erasmus, Coert Frederik. "The applicability, purpose and impact of bond options : the South African perspective." Diss., 2014. http://hdl.handle.net/10500/18479.

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In South Africa, over-the-counter (OTC) bond options may be used in order to either hedge or speculate. However, since 2001, this market deteriorated significantly. The current research assessed the role of the local bond option market, reasons for the deterioration of the South African OTC bond option market, and how this bond option market could possibly be restored as a primary hedging instrument. The opinions of individuals operating in this market were obtained using a questionnaire. In the opinion of the respondents, wide bid–offer spreads, regulatory interferences and poor participation

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16

Erasmus, Coert. "The applicability, purpose and impact of bond options : the South African perspective." Diss., 2014. http://hdl.handle.net/10500/18479.

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In South Africa, over-the-counter (OTC) bond options may be used in order to either hedge or speculate. However, since 2001, this market deteriorated significantly. The current research assessed the role of the local bond option market, reasons for the deterioration of the South African OTC bond option market, and how this bond option market could possibly be restored as a primary hedging instrument. The opinions of individuals operating in this market were obtained using a questionnaire. In the opinion of the respondents, wide bid–offer spreads, regulatory interferences and poor participation

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