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Dissertations / Theses on the topic 'Stock investment analysis'

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Published: 3 June 2025

Last updated: 31 July 2025

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1

Chavarnakul, Thira. "The development of hybrid intelligent systems for technical analysis based equivolume charting." Diss., Rolla, Mo. : University of Missouri-Rolla, 2007. http://scholarsmine.umr.edu/thesis/pdf/Thira_Chavarnakul_Dissertation_2007_09007dcc803425db.pdf.

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Thesis (Ph. D.)--University of Missouri--Rolla, 2007.<br>Vita. The entire thesis text is included in file. Title from title screen of thesis/dissertation PDF file (viewed October 25, 2007) Includes bibliographical references.

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2

Loh, Elaine. "A comparative study of technical trading rules, time-series trading rules and combined technical and time-series trading strategies in the Australian Stock Exchange /." Connect to this title, 2005. http://theses.library.uwa.edu.au/adt-WU2006.0001.

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3

Chan, Chun Keung. "A study of the relationship between volatility premium and option returns over different time horizons: an ex-post and ex-ante empirical analysis using bid-ask data." HKBU Institutional Repository, 2016. https://repository.hkbu.edu.hk/etd_oa/307.

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There are three distinct avenues of empirical research relating to option returns. (1) attempts to explain option returns; (2) analysis of models forecasting option implied volatility (IV) versus alternative forecasts of futures realized volatility (RV); and (3) estimation of the economic benefit of volatility forecasting. This study shows that the three apparently disparate fields of research are closely related since option returns are positively related to volatility spread, and asset returns are negatively related to volatility shock. We show that IV outperforms, and indeed subsumes, a sub

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4

Srivastava, Shubhi. "The potage of Chinese stocks: Strengths and weaknesses for United States investors." CSUSB ScholarWorks, 2007. https://scholarworks.lib.csusb.edu/etd-project/3089.

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The thesis examined the differences between the Chinese market, a fast-growing emerging market, and that of the United States, a well-known developed market. In order to understand the overall performance of the Chinese stock market, the research compared the risk and returns characteristics of Chinese stock markets using the S & P 500 Index for the 2000-2005 period. Findings show that significant differences exist between the Chinese and the U.S. markets. The thesis also attempted to identify the characteristics of the Chinese markets that hinder their efficiency.

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Ma, Jun. "Financial anomalies evidence from Chinese stock markets : a dissertation submitted to Auckland University of Technology in fulfilment of the requirements for the degree of Master of Business (MBus), 2007." Abstract. Full dissertation, 2007.

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6

Gropp, Jeffrey. "Mean reversion in U.S. stock prices a panel approach /." Morgantown, W. Va. : [West Virginia University Libraries], 2000. http://etd.wvu.edu/templates/showETD.cfm?recnum=1357.

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Thesis (Ph. D.)--West Virginia University, 2000.<br>Title from document title page. Document formatted into pages; contains vii, 160 p. : ill. (some col.) Includes abstract. Includes bibliographical references (p. 154-160).

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7

Eadie, Edward Norman. "Small resource stock share price behaviour and prediction." Title page, contents and abstract only, 2002. http://web4.library.adelaide.edu.au/theses/09CM/09cme11.pdf.

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8

Wang, Fengyu. "The value of analyst recommendations evidence from China /." Click to view the E-thesis via HKUTO, 2009. http://sunzi.lib.hku.hk/hkuto/record/B42841379.

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9

Visser, Retief. "An analysis of the systems requirements of the Africa Centre for Investment Analysis." Thesis, Stellenbosch : Stellenbosch University, 2001. http://hdl.handle.net/10019.1/49686.

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Thesis (MBA)--Stellenbosch University, 2001.<br>ENGLISH ABSTRACT: The lack of easy access to consistent, timely and reliable information is perceived to be one of the major barriers to investment on the African continent and the aim of this study is to provide the Africa Centre for Investment Analysis with a systems analysis, to enable it to populate their African Capital Markets Database with sufficient data to address this issue. The study aims to provide: • Program expertise to facilitate the automation of share price data capturing into a central database at the Centre • Systems a

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10

Sultanov, Rustam. "An Analysis Of The Performance Of Investment Companies: Evidence From The Istanbul Stock Exchange." Thesis, METU, 2010. http://etd.lib.metu.edu.tr/upload/2/12612088/index.pdf.

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The purpose of this master&rsquo<br>s thesis is to evaluate the performance of investment companies, namely Real Estate Investment Trusts (REITs) and Closed-End Funds (CEFs) in Turkey. In this study, three different models are used to evaluate the risk adjusted performances of Turkish investment companies. These models are: 1) the single-factor CAPM<br>2) the Fama-French three-factor model<br>and 3) the Carhart&rsquo<br>s four factor model. The results of this study indicate that for the sample period from January 1997 to December 2009, Turkish REITs and Turkish CEFs neither overperform nor u

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11

Ha, Kong-kuen. "A study on the relationship between stock price and turnover in Hong Kong /." [Hong Kong : University of Hong Kong], 1986. http://sunzi.lib.hku.hk/hkuto/record.jsp?B1232579X.

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12

Siganos, Antonios. "The momentum effect on the London Stock Exchange." Thesis, University of Stirling, 2004. http://hdl.handle.net/1893/2602.

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This study intends to investigate the momentum effect, which states that shares which performed the best (worst) over the previous three to twelve months continue to perform well (poorly) over the subsequent three to twelve months. Evidence suggests that a strategy that buys previous winner shares and sells short past loser stocks can generate abnormal profitability of about 1 per cent per month (Jegadeesh and Titman, 1993). Although momentum payoffs tend to persist when share returns in international markets are employed (e. g., Griffin et al., 2003, Rouwenhorst, 1998), a significant number o

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13

Chavda, Manoj. "Evaluation of a hybrid investment model on the Johannesburg Stock Exchange." Thesis, Stellenbosch : Stellenbosch University, 2013. http://hdl.handle.net/10019.1/95622.

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Thesis (MBA)--Stellenbosch University, 2012.<br>The study determined whether an investment model on the Johannesburg Stock Exchange (JSE) incorporating risk, simple rules and simulating a realistic environment could yield statistically significant returns. Further, the study assessed the success of individual trades and profitability compared to a buy-and-hold strategy where funds were switched between shares and a riskless asset. JSE data from 1997 to 2011 were studied using popular technical rules and fundamental indicators integrated into a hybrid investment model. Investments on individua

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14

Loh, Elaine Y. L. "A comparative study of technical trading rules, time-series trading rules and combined technical and time-series trading strategies in the Australian Stock Exchange." University of Western Australia. Dept. of Economics, 2005. http://theses.library.uwa.edu.au/adt-WU2006.0001.

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[Truncated abstract] This thesis examines and compares the performance of three classes of stock trading strategies in the Australian stock market from 1980 to 2002. ... The first segment of this thesis examines some simple technical trading rules with a twostep methodology ... Our standard test results show that technical trading rules generate excess returns higher than that of the buy-and-hold portfolio equivalent prior to 1991, but generate lower returns in the period post-1991. Bootstrap test results also show that addressing nonnormality, time-dependence and conditional heteroskedasticit

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15

Ko, Man Ching. "Emerging stock markets in Europe, the Middle East, and Asia." CSUSB ScholarWorks, 2005. https://scholarworks.lib.csusb.edu/etd-project/2894.

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The purpose of this research is to evaluate the performance of the emerging stock markets in three regions. The regions chosen as our testing targets are Europe, The Middle East, and Asia. Performance for 2002 to 2004 will be compared to the U.S. stock market.

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16

Kamal, Omar Marwan. "Stock investing from an Islamic perspective and the uncertainty of gharar." Thesis, Coventry University, 2001. http://curve.coventry.ac.uk/open/items/93c8fb45-fedf-4b09-fe16-cb5b78a5255a/1.

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Gharar (excessive risk or uncertainty) is prohibited in Islam and its presence in financial contracts makes these contracts null and void. The prohibition of gharar can also extend to investing in stocks. Very few studies have investigated how gharar affects stocks in investing. Consequently, very few studies suggest tactics and strategies that can be employed for gharar reduction in the case of stock investing. The thesis attempts to investigate the topic of gharar in terms of stock investing. The thesis is far from developing a theory of gharar in terms of stock investing, however it is an a

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17

Wang, Fengyu, and 王风雨. "The value of analyst recommendations: evidence from China." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2009. http://hub.hku.hk/bib/B42841379.

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18

Hung, Cheung Wai. "Using session high/low time to test for intraday market efficiency in HSIF market." HKBU Institutional Repository, 2012. https://repository.hkbu.edu.hk/etd_ra/1474.

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Fifield, Suzanne G. M. "Portfolio investment in emerging stock markets : an empirical analysis of the gains from diversification." Thesis, University of Dundee, 1999. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.340672.

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Saar, Helen. "Analysis of trade dependence and correlation of market returns between the United States and Nordic countries." CSUSB ScholarWorks, 2007. https://scholarworks.lib.csusb.edu/etd-project/3269.

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The purpose of the present research paper was three fold. First, determine if there is a trade interdependence between the United States and Nordic countries (Denmark, Finland, Sweden, and Baltic States). Second, determine if there is correlation between the respective equity markets. Third, determine if the changes in the trade relations lead to the changes in stock market correlations. The hypothesis of the project was that weaker trade relations between two countries would lead to lower correlation between their stock markets, providing beneficial opportunities for portfolio diversification

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21

Yu, Tao. "Portfolio performance and investment styles : an empirical analysis of UK stock markets and unit trusts." Thesis, University of Manchester, 2006. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.621443.

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This thesis sheds light on evaluating portfolio performance in terms of investment styles the portfolios follow. Investment styles imply that a fund invests in a distinct group of stocks that share some common characteristics. Investment managers with similar investment styles, who select securities based on same principle criteria, are likely to perform more like each other than like the overall market, or like managers with different styles. This thesis aims to provide an investigation into the effects of styles on portfolio performance. To this end, the characteristics of various investment

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22

Gross, Peter. "Can a technical analysis-based trading strategy outperform a naive buy-hold strategy." Thesis, Stellenbosch : Stellenbosch University, 2008. http://hdl.handle.net/10019.1/8326.

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Thesis (MBA)--Stellenbosch University, 2008.<br>ENGLISH ABSTRACT: Empirical research is done to determine whether trading strategies based on technical analysis can outperform a naive buy-and-hold strategy. A study is made of classical and contemporary academic literature. The central investigation is threefold. Firstly, the degree of randomness of a chosen basket of securities is determined vis-a-vis the Random Walk Hypothesis. Secondly, the effectiveness of stop loss orders is assessed. Lastly, a collection of chosen trading strategies is back-tested on security data ranging over 20 yea

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23

Zhang, Yinglei. "Net operating assets as a predictor for future stock returns an industry analysis /." Connect to this title online, 2005. http://rave.ohiolink.edu/etdc/view?acc%5Fnum=osu1116992225.

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Thesis (Ph. D.)--Ohio State University, 2005.<br>Title from first page of PDF file. Document formatted into pages; contains xi, 119 p.; also includes graphics (some col.) Includes bibliographical references (p. 112-119). Available online via OhioLINK's ETD Center

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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.

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25

Chen, Jing. "Three essays on the Chinese equity market." Thesis, University of Aberdeen, 2011. http://digitool.abdn.ac.uk:80/webclient/DeliveryManager?pid=165867.

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This thesis presents three essays on the Chinese equity market. Specifically I focus on the long run common trends and microstructure of the market after a set of regulatory events that surrounded a trading reform in 2001. The major goal of the thesis is to establish the interaction between the composition and medium of the transaction environment and the overall observed trends within the market at the aggregate level. In Chapter 2, I present a model of common trends amongst the Chinese equity market segments and implement a robust test for cointegrating relations. In Chapter 3, I derive a m

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26

Wu, Xuelin. ""Medical + internet" concept stock investment analysis." Master's thesis, 2018. http://hdl.handle.net/10071/17936.

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The rapid development of China's medical industry and information technology promote the development of internet medical industry. The concept of "Healthy China" emphasizes "prevention first" and gradually transforms the traditional medical industry. It is easy to find BAT’s (Baidu, Alibaba and Tencent) investment and relevant emerging concept stocks in Ashare market. The internet medical industry is evaluated according to five category profiting models including wearable devices, medical e-commerce, medical information, Hospital and medical insurance. Around 32 selected stocks representi

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27

Pierce/Maberly, Raylene M. "Market microstructure and day-of-the-week return patterns : submitted to the University of Canterbury as a thesis for the degree of Doctor of Philosophy in Finance in the College of Accountancy, Finance and Information Systems /." 2006. http://library.canterbury.ac.nz/etd/adt-NZCU20060222.143013.

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28

Yezegel, Ari. "Three essays on stock recommendations." 2009. http://hdl.rutgers.edu/1782.2/rucore10002600001.ETD.000051320.

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29

Ovtcharova, Galina. "Institutional ownership and long-term stock returns /." 2003. http://www.gbv.de/dms/zbw/557913578.pdf.

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30

Peng, Vincent, and 彭鉅融. "Integrated Analysis and Investment in the Taipei Stock Market." Thesis, 2006. http://ndltd.ncl.edu.tw/handle/tmd665.

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碩士<br>銘傳大學<br>經濟學系碩士班<br>94<br>It is impossible that nothing exist between 1 and 0. It is believed that there are other analytical tools lying between worlds of individual and portfolio investments. This study discovers one of these tools and calls it “integrated analysis and investment”. The meaning of integrated investment is to hold a number of stocks like the way in portfolio investment, however, will focus only on investment returns without any concern on the risk factor. This study is divided into two parts in order to establish the feasibility of “integrated investment”. In the first pa

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Huan, Lee Tsung, and 李宗寰. "The Analysis of IPO Stock Returns and Investment Strategies." Thesis, 2014. http://ndltd.ncl.edu.tw/handle/3m7588.

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碩士<br>國立高雄應用科技大學<br>金融資訊研究所<br>102<br>By using samples of 107 IPO (initial public offering) companies in Taiwan Stock Exchange from 2005 to 2011, this study explores IPOs stock returns and investment strategies in one year after the IPOs were initiated. Offering price is usually used as the benchmark to calculate the first day return in IPO literature. However, very few investors buy stocks at the offering price. This research calculates the first day return based on the first trading day’s opening price in addition to the offering price. Moreover, 107 sample companies are categorized into sub

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Chen, Yen-An, and 陳彥安. "Stock trading data, decision tree analysis and investment portfolio." Thesis, 2018. http://ndltd.ncl.edu.tw/handle/3nc2y6.

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碩士<br>國立東華大學<br>財務金融學系<br>106<br>The study proposes a new stock portfolio constructed by the decision tree model, for creating values for investors. Using stocks’ market trading data to be the decision variables and using the Sharpe ratios to be objective variable, we develop a decision tree model for stock performances. Specifically, the stock portfolio is constructed by its decision rules in the decision tree model. Analyzing S&P 500 index’s stocks, the study shows that the decision-tree portfolio performs better in the accuracy rate and classifications of stocks, in the performance evaluati

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LIN, YU-LI, and 林裕禮. "Performance Analysis of Socially Responsible Investment for Taiwan Stock." Thesis, 2019. http://ndltd.ncl.edu.tw/handle/9tkv9g.

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碩士<br>國立臺北大學<br>金融與合作經營學系<br>107<br>At present, the society pays more and more attention to issues related to social responsibility and sustainable development. Social responsibility related funds and indices are also booming in various countries. However, there are no certain standards for classification and definition of social responsibility related funds and indices. Different funds Research institutions have different standards from many previous literature. In the past literature, the four-factor model was used as a tool to classify and measure mutual funds. In the near future, the relev

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Amado, Francisco de Carvalho Tavares Galvão. "Hybrid investment strategy active portfolio management–US stock market." Master's thesis, 2016. http://hdl.handle.net/10362/120206.

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This thesis aims to develop an alternative active managed portfolio strategy based on companies‟ Fundamental and Technical Analysis and analyze its finals results. There is a big distinction between the two approaches and the main objective is to understand if it is possible to take advantage of both. With this in mind a Hybrid Investment Strategy for the US stock market, due to its dimension and liquidity, which was able to outperform the S&P 500 index, the benchmark, during both Bear and Bull Markets between 2000 and 2015.

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Kapur, Deep Chand. "Prices, expectations and the performance of the Indian stockmarket." Phd thesis, 1988. http://hdl.handle.net/1885/129484.

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The recent rise in the importance of the Indian stockmarket as an avenue of investment for the household sector and a source of funds for corporations provided the primary motivation for this research effort: an investigation into the informational efficiency of the Madras Stock Exchange, one of the four major stock exchanges in India. A stockmarket is informationally efficient if expectations formation in the market is characterised by the rational expectations hypothesis. Direct observations of share price expectations, specifically collected for the purposes of this thesis, are used

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36

"Technical analysis as an investment tool in the Hong Kong stock market." Chinese University of Hong Kong, 1989. http://library.cuhk.edu.hk/record=b5886016.

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37

Wang, Hsuehying, and 王雪英. "An Empirical Analysis Of Firm’s Employee Stock Option And Investment." Thesis, 2012. http://ndltd.ncl.edu.tw/handle/98905291678382863229.

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碩士<br>嶺東科技大學<br>財務金融研究所<br>100<br>The purpose of this paper is to investigate the relationship between the proceeds of Employee stock option exercise and company investment expenditure. And we further study the response to the company Repurchase. Using OLS and Panel Data method estimate a sample of 3168 firms in Taiwan from 2002 to 2010. Our empirical results show that the proceeds from Employee stock option exercise have significant effects with company investment Research and development expenditure. Our research also demonstrates that executive proceeds have significant relationship, which

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38

Yang, Ching-haur, and 楊慶豪. "The research of investment strategy analysis in Taiwan stock market-—The comparison of value investment and growth investment." Thesis, 2007. http://ndltd.ncl.edu.tw/handle/xf9c5q.

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碩士<br>國立中山大學<br>財務管理學系研究所<br>95<br>The Value investment and Growth investment are investment strategies of choosing stocks. These two methods are adopted by international financial investment institutions and mutual fund managers. The study is aim to learn when we classify value stock and growth stock by market-to-book ratio and price-earning ratio, if the investment return would be higher than TSEC weighted index. In addition, we seek for a better investment strategy to improve investment performance further. The study also looks into market abnormal effects , such as January effect, size eff

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CIAN-YU, HUANG, and 黃謙瑜. "Investment Strategies with Stock Selection Models and Timing Models –Performance Analysis in Taiwan Stock Market." Thesis, 2018. http://ndltd.ncl.edu.tw/handle/39hz22.

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碩士<br>國立高雄應用科技大學<br>金融系金融資訊碩士班<br>106<br>Equity investment strategies can be formed through different analysis methods. In this study, 60 stock selection models provided by Graham, Buffett and other investment masters had been used to select invested stocks. The K-line theory and technical analysis indicators had been used to dicide the invested timing. In this way, various investment strategies can be designed to test the empirical performance since 2014 to 2016 in Taiwan stock market. The results showed that, in 2014, the strategies of stock selection methods combined with different timing i

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Malloy, Christopher James. "The geography of equity analysis /." 2003. http://gateway.proquest.com/openurl?url_ver=Z39.88-2004&res_dat=xri:pqdiss&rft_val_fmt=info:ofi/fmt:kev:mtx:dissertation&rft_dat=xri:pqdiss:3088768.

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"Market anomaly rules, investing without fundamental or technical analysis." 2001. http://library.cuhk.edu.hk/record=b5890560.

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by Fung Mei Ling, Hon Ming Luen Katy.<br>Thesis (M.B.A.)--Chinese University of Hong Kong, 2001.<br>Includes bibliographical references (leaves 57-58).<br>ABSTRACT --- p.ii<br>TABLE OF CONTENTS --- p.iii<br>LIST OF FIGURES --- p.v<br>LIST OF TABLES --- p.vi<br>Chapter<br>Chapter I --- INTRODUCTION --- p.1<br>The Market --- p.1<br>The Investors --- p.2<br>The Investment Tools --- p.3<br>Scope of Study --- p.4<br>Chapter II --- DEFINATIONS OF INVESTMENT TOOLS AND THEIR THERIORIES BEHIND --- p.7<br>Fundamental Analysis --- p.7<br>Technical Analysis --- p.8<br>Mutual Funds --- p.11<br

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Hsia, Cheng-Yi, and 夏承億. "Using Co-Evolutionary Genetic Algorithm to Assist Dynamic Stock Investment Analysis." Thesis, 2015. http://ndltd.ncl.edu.tw/handle/bdv6h4.

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碩士<br>淡江大學<br>資訊管理學系碩士班<br>103<br>In the rapid changes stock market, investors want to get profit that they must carefully choose stocks, buy or sell the stocks at the appropriate time and with the best capital allocation strategy. How to make the right investment strategy is the subject of investors. There are many ways to assist the development of decision for stock investment strategy. But when investors consider too many investment criteria, it is easy to lose objectivity and proper analysis to determine the importance of the evaluation criteria. Especially when investors take into account

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Liou, Yu-Ting, and 劉昱廷. "The Effect of Capital Investment on Stock Return: The Industry Analysis." Thesis, 2016. http://ndltd.ncl.edu.tw/handle/22mt8q.

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碩士<br>國立臺灣大學<br>財務金融學研究所<br>104<br>Several past studies examine the relation between capital investments and cross-sectional stock returns (e.g., Titman, Wei and Xie, 2004, and Pontiff and Woodgate, 2008). Most of the studies draw a conclusion that capital investments are inversely related to of stock returns. Intuitively, the importance and necessity of capital investments could be very different. However, there is little studies that focus on the industrial analysis. Therefore, this paper tries to figure out the role of industry, which affects the patterns of stock returns and capital invest

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NGUYEN, VU HIEU, and 阮武孝. "Analysis of Investment Strategies and Return in The Vietnam Stock Market." Thesis, 2017. http://ndltd.ncl.edu.tw/handle/hs8e49.

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碩士<br>真理大學<br>經濟學系財經碩士班<br>105<br>This research analyzes the profitability of a broad range of stock selection strategies in Vietnam stock markets over the period 2006 – 2014. The data obtained from State securities commission of Vietnam's (SSC) and cophieu68.vn is used. The method proposed by Hart et al. (2003) examined. The purpose of this research is to amend the understanding of the linkages between excess returns and the four strategies: value, momentum, size, and liquidity strategies. The empirical results suggest as following: Value Strategy such as E/P ratio and B/P, momentum and liqui

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Yeh, Yu-Fo, and 葉俞佛. "Applying Data Mining Techniques in Stock Analysis to Construct Investment Strategies." Thesis, 2014. http://ndltd.ncl.edu.tw/handle/38150187631018176573.

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碩士<br>中原大學<br>資訊管理研究所<br>102<br>The index of the stock price is an important economic indicator to the country because the Listed companies’ future profitability and the profitability indicator will be reflected in the stock price. And the investment of the stock is one of the financial activities of the most enthusiastic of all investors. All of the investors are trying to look for an effective trade method to decrease the risk and raise the return rate. 　　In general, the method of the stock analysis is divided into two kinds, fundamental analysis and technical analysis. Fundamental analys

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Huan-Yi, Lin, and 林桓毅. "The CSF of Stock Market Investment Performance: A Meta-Analysis Research." Thesis, 2011. http://ndltd.ncl.edu.tw/handle/84093805904719705254.

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碩士<br>國立彰化師範大學<br>工業教育與技術學系<br>99<br>Investors have to face competition and challenges, how to improve the return on investment performance, this goal is to complete the purpose of all investors, thereby increasing investment performance required of the key success factors is very important for the subject of stock market investors . This study investigates the critical success factors for the relationship between investment performances for the stock market. To collect lots of documents, to adopt the Meta analysis method find the key factors that can affect stock market long-term existence. F

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Yu, Chia-Lin, and 游家林. "Stock investment analysis based on the range of technical indicators portfolio." Thesis, 2013. http://ndltd.ncl.edu.tw/handle/88713635205410740692.

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碩士<br>國立高雄應用科技大學<br>資訊管理研究所碩士班<br>101<br>In recent years , Taiwan’s stock market has gone through various changes , many investors want get profits from this turbulent stock market , how to get these profits has become an issue to many scholars want to explore . Use the technical analysis as a transaction strategy is a tool used to invest by investors now . The basic concept of the technical analysis is use the past historical price and volume data to construct indicators to determine the trend in the future , and get excess returns . Therefore , this study build a Technical Analysis System to

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Hsu, Chia-Han, and 徐家翰. "Empirical Return Analysis of Taiwan Stock Market with Fundamental Investment Strategies." Thesis, 2018. http://ndltd.ncl.edu.tw/handle/aw2gqk.

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Tun, Yun-ching, and 涂雲卿. "The Comparison of Investment Performance between Value Stock and Growth Stock and Factors Analysis-Evidence from Taiwan Stock Market." Thesis, 2005. http://ndltd.ncl.edu.tw/handle/73203245482756658600.

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碩士<br>義守大學<br>管理研究所碩士班<br>93<br>In this paper, we first investigate whether the value premium exist among the firms listed in Taiwan Stock Exchange Market. Secondly, we control the company size, industry (electronics industry and non-electronics industry), and Taiwan Stock Exchange Market environment (bull- stock market period and bear- stock-market period) to investigate whether the value premium still exist in Taiwan Stock Exchange Market. The last part of this paper, we extend Fama and French (1996) three- factor model to four-factor model, which includes market risk, size, industry and st

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Shao, Pei. "Loan markets, financing expectations and stock performance /." 2006. http://gateway.proquest.com/openurl?url_ver=Z39.88-2004&res_dat=xri:pqdiss&rft_val_fmt=info:ofi/fmt:kev:mtx:dissertation&rft_dat=xri:pqdiss:NR29527.

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Thesis (Ph.D.)--York University, 2006. Graduate Programme in Business Administration.<br>Typescript. Includes bibliographical references (leaves 179-188). Also available on the Internet. MODE OF ACCESS via web browser by entering the following URL: http://gateway.proquest.com/openurl?url_ver=Z39.88-2004&res_dat=xri:pqdiss&rft_val_fmt=info:ofi/fmt:kev:mtx:dissertation&rft_dat=xri:pqdiss:NR29527

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