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Dissertations / Theses on the topic 'Stocks Rate of return Mathematical models'

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Published: 4 June 2021

Last updated: 19 February 2022

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1

Luo, Yan, and 罗妍. "Three essays on noise and institutional trading." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2010. http://hub.hku.hk/bib/B44549246.

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2

Emeny, Matthew. "The book-to-market effect and the behaviour of stock returns in the Australian equity market." Title page, contents and abstract only, 1998. http://web4.library.adelaide.edu.au/theses/09ECM/09ecme533.pdf.

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"August 1998" Bibliography: leaves 74-78. The relationship between the returns to a stock, and ratio of book equity to market equity of the firm, are tested for the Australian stock market, and statistically significant evidence is found in support if the :book to market effect". Several tests are performed to determine whether this return premium is the result of additional risk or market inefficiency. No evidence is found to suggest that high book-to-market stocks are associated with additional risk, and only weak evidence is found to suggest that return premium is a result of investor over-

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3

Wong, Po-shing. "Some mixture models for the joint distribution of stock's return and trading volume /." [Hong Kong] : University of Hong Kong, 1991. http://sunzi.lib.hku.hk/hkuto/record.jsp?B13009485.

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4

Van, Wyk Tyrone. "The relationships between the price-earnings ratio and selected risk and return and valuation models." Thesis, Stellenbosch : Stellenbosch University, 2002. http://hdl.handle.net/10019.1/53156.

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Assignment (MAcc )--University of Stellenbosch, 2002.<br>ENGLISH ABSTRACT: The price-earnings ratio is one of a series of benchmarks developed after the Great Depression, to measure the fair value of shares on a relative basis. It originated from the idea that investors buy the earnings of a company and that the price-earnings ratio provides a consensus indication of the future growth potential of a company. Therefore, the price-earnings ratio is a rating of a company's future profitability. The price-earnings ratio developed, over the years, firstly, into an indicator of the relative

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5

Xu, Jin, and 徐瑾. "Distress risk and value premium: evidence from Japan." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2008. http://hub.hku.hk/bib/B40203682.

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6

Lin, Gang. "Nesting regime-switching GARCH models and stock market volatility, returns and the business cycle /." Diss., Connect to a 24 p. preview or request complete full text in PDF format. Access restricted to UC campuses, 1998. http://wwwlib.umi.com/cr/ucsd/fullcit?p9906497.

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7

King, Daniel Jonathan. "Modelling stock return volatility dynamics in selected African markets." Thesis, Rhodes University, 2013. http://hdl.handle.net/10962/d1006452.

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Stock return volatility has been shown to occasionally exhibit discrete structural shifts. These shifts are particularly evident in the transition from ‘normal’ to crisis periods, and tend to be more pronounced in developing markets. This study aims to establish whether accounting for structural changes in the conditional variance process, through the use of Markov-switching models, improves estimates and forecasts of stock return volatility over those of the more conventional single-state (G)ARCH models, within and across selected African markets for the period 2002-2012. In the univariate po

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8

Fratus, Brian J. "Rational asset pricing : book-to-market equity as a proxy for risk in utility stocks /." Thesis, This resource online, 1994. http://scholar.lib.vt.edu/theses/available/etd-11242009-020322/.

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9

Wong, Po-shing, and 黃寶誠. "Some mixture models for the joint distribution of stock's return and trading volume." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 1991. http://hub.hku.hk/bib/B31210065.

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10

Wagenaar, Elmien. "A mathematical approach to financial allocation strategies." Thesis, Stellenbosch : Stellenbosch University, 2002. http://hdl.handle.net/10019.1/52648.

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11

"Modeling and forecasting Hong Kong stock market return." 1999. http://library.cuhk.edu.hk/record=b5889916.

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by Wong Hiu Ming.<br>Thesis (M.Phil.)--Chinese University of Hong Kong, 1999.<br>Includes bibliographical references (leaves 74-79).<br>Abstracts in English and Chinese.<br>ACKNOWLEDGMENTS --- p.iii<br>LIST OF TABLES --- p.iv<br>LIST OF ILLUSTRATIONS --- p.v<br>CHAPTER<br>Chapter ONE --- INTRODUCTION --- p.1<br>Chapter TWO --- THE LITERATURE REVIEW --- p.5<br>ARCH/GARCH Models<br>Nonparametric Method<br>Chapter THREE --- METHODOLOGY --- p.14<br>ARCH Modeling<br>Semiparametric GARCH Modeling<br>Causality Test<br>Local Polynomial Model<br>Chapter FOUR --- DATA AND EMPIRICAL RESULTS --- p.

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12

"Market size, book-to-market equity and the cross-section of stock returns: an application of the multiple-variable threshold model." 2006. http://library.cuhk.edu.hk/record=b5896519.

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Mak Wing Hei.<br>Thesis (M.Phil.)--Chinese University of Hong Kong, 2006.<br>Includes bibliographical references (leaves 50-52).<br>Abstracts in English and Chinese.<br>ABSTRACT --- p.1<br>摘要 --- p.2<br>ACKNOWLEDGEMENTS --- p.3<br>TABLE OF CONTENTS --- p.4<br>Chapter CHAPTER 1 --- INTRODUCTION & LITERATURE REVIEW --- p.6<br>Chapter CHAPTER 2 --- DATA DESCRIPTION --- p.12<br>Chapter 2.1 - --- Coverage and Sources --- p.12<br>Chapter 2.2 - --- Match Accounting Data with Stock Returns --- p.12<br>Chapter 2.3 - --- Selection Rule --- p.13<br>Chapter 2.4 - --- Choice of the Threshold Varia

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13

"Investigation of an error-correction model for trade and quote prices." 2010. http://library.cuhk.edu.hk/record=b5894492.

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Wong, Kin Lung Keith.<br>Thesis (M.Phil.)--Chinese University of Hong Kong, 2010.<br>Includes bibliographical references (p. 127-131).<br>Abstracts in English and Chinese.<br>Abstract --- p.i<br>Thesis/Assessment Committee --- p.iii<br>Acknowledgement --- p.iv<br>Chapter 1 --- Introduction --- p.1<br>Chapter 2 --- Background Studies --- p.5<br>Chapter 2.1 --- Ultra-high Frequency Data Handling with Database Server --- p.5<br>Chapter 2.1.1 --- Use of Database Server --- p.5<br>Chapter 2.2 --- Ultra-high Frequency Data Treatments --- p.7<br>Chapter 2.2.1 --- Cleaning of Data --- p.7<br>

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14

"The impact of macroeconomic factors on stock returns in China: a factor-augmented regression approach." 2010. http://library.cuhk.edu.hk/record=b5894386.

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Li, Nasha.<br>Thesis (M.Phil.)--Chinese University of Hong Kong, 2010.<br>Includes bibliographical references (leaves 28-30).<br>Abstracts in English and Chinese.<br>Abstract --- p.i<br>摘要 --- p.ii<br>ACKNOWLEDGEMENTS --- p.iii<br>Tables and Figures --- p.v<br>Chapter 1. --- Introduction --- p.1<br>Chapter 2. --- Literature Review --- p.2<br>Chapter 3. --- Factor-Augmented Regression Framework --- p.6<br>Chapter 3.1 --- Estimation of latent factors --- p.8<br>Chapter 3.2 --- Number of factors --- p.9<br>Chapter 3.3 --- Interpretation of the factors --- p.11<br>Chapter 4. --- Data ---

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15

"Volatility estimates of ARCH models." 2001. http://library.cuhk.edu.hk/record=b5890793.

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Chung Kwong-leung.<br>Thesis (M.Phil.)--Chinese University of Hong Kong, 2001.<br>Includes bibliographical references (leaves 80-84).<br>Abstracts in English and Chinese.<br>ACKNOWOLEDGMENTS --- p.iii<br>LIST OF TABLES --- p.iv<br>LIST OF ILLUSTRATIONS --- p.vi<br>CHAPTER<br>Chapter ONE --- INTORDUCTION --- p.1<br>Chapter TWO --- LITERATURE REVIEW --- p.5<br>Volatility<br>ARCH Models<br>The Accuracy of ARCH Volatility Estimates<br>Chapter THREE --- METHODOLOGY --- p.11<br>Testing and Estimation<br>Simulation<br>Chapter FOUR --- DATA DESCRIPTION AND EMPIRICAL RESULTS --- p.29<br>Data Des

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16

"Extreme value analysis of Hong Kong's stock market." 2000. http://library.cuhk.edu.hk/record=b5890390.

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Kam Ying Chuen.<br>Thesis (M.Phil.)--Chinese University of Hong Kong, 2000.<br>Includes bibliographical references (leaves 81-83).<br>Abstracts in English and Chinese.<br>Chapter 1 --- Introduction --- p.1<br>Chapter 2 --- Overview of Hong Kong Stock Market --- p.3<br>Chapter 2.1 --- Stock Exchange of Hong Kong --- p.3<br>Chapter 2.2 --- Hang Seng Index --- p.4<br>Chapter 2.3 --- Influences of the United States --- p.5<br>Chapter 2.4 --- Hong Kong Government's Intervention --- p.6<br>Chapter 3 --- Literature Review --- p.8<br>Chapter 3.1 --- Stable and Student t Distributions --- p.8<b

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17

"Fisher hypothesis, international stock return differentials and inflation differentials." 2000. http://library.cuhk.edu.hk/record=b5890410.

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Wu Haijun.<br>Thesis (M.Phil.)--Chinese University of Hong Kong, 2000.<br>Includes bibliographical references (leaves 45-48).<br>Abstracts in English and Chinese.<br>Abstract --- p.ii<br>Acknowledgement --- p.iv<br>Chapter Chapter 1. --- Introduction --- p.1<br>Chapter Chapter 2. --- Literature Review --- p.4<br>Chapter 2.1. --- The Fisher Hypothesis --- p.4<br>Chapter 2.2. --- International Fisher Equation --- p.11<br>Chapter Chapter 3. --- Theoretical Basis on The Link Between Stock Return Differential and Inflation Rate Differential --- p.15<br>Chapter Chapter 4. --- Data Description

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18

Rahman, Md Arifur, University of Western Sydney, College of Business, and School of Economics and Finance. "On the information content of idiosyncratic equity return variation." 2007. http://handle.uws.edu.au:8081/1959.7/20115.

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Research in this thesis deals with some unexplored, or only partially explored, issues relating to the information content of volatility of the idiosyncratic component of asset returns at the firm and industry-level, both in the context of developed and emerging stock markets. Specific issues we have investigated include potential role of idiosyncratic volatility of equity returns for the explanation of future stock market volatility, aggregate economic activity, cross-border information transmission, and fundamental efficiency of stock prices. Chapter 2 of the thesis presents research into th

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19

"Asset price determination in the presence of noise traders: a reaction approach." 2000. http://library.cuhk.edu.hk/record=b5890411.

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Lau Yuk Hoi.<br>Thesis (M.Phil.)--Chinese University of Hong Kong, 2000.<br>Includes bibliographical references (leaves 109-110).<br>Abstracts in English and Chinese.<br>Abstract --- p.i<br>Acknowledgement --- p.iii<br>Table of Contents --- p.iv<br>List of Notations --- p.vi<br>List of Propositions --- p.vii<br>List of Figures --- p.viii<br>List of Appendices --- p.x<br>Chapter Chapter 1. --- Introduction - The Reaction Approach --- p.1<br>Chapter Chapter 2. --- Assumption for OLG Model --- p.7<br>Chapter 2.1 --- Assumption A --- p.7<br>Chapter Chapter 3. --- Equilibrium Conditions W

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20

"Mispricing of earnings components: empirical evidence from China." Thesis, 2003. http://library.cuhk.edu.hk/record=b6073939.

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This study investigates whether earnings components are correctly priced by the Chinese investors. Under the Chinese GAAP, total earnings can be easily decomposed into core earnings and non-core earnings. Core earnings are more persistent than non-core earnings and cash flows from operations are more persistent than accruals, as expected. However, the market underestimates (overestimates) the value implications of current core (non-core) earnings for future earnings. Furthermore, the market overprices (underprices) accruals (cash flows from operations). Therefore, future returns adjusted for r

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21

"Exchange rate variability and the riskiness of US multinational firms: evidence from the Asian turnmoil." 2001. http://library.cuhk.edu.hk/record=b5890751.

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Chen Chen.<br>Thesis (M.Phil.)--Chinese University of Hong Kong, 2001.<br>Includes bibliographical references (leaves 122-129).<br>Abstracts in English and Chinese.<br>ABSTRACT --- p.ii<br>ACKNOWLEDGEMENT --- p.iv<br>TABLE OF CONTENTS --- p.v<br>LIST OF FIGURES --- p.vii<br>LIST OF TABLES --- p.viii<br>Chapter<br>Chapter I. --- INTRODUCTION --- p.1<br>Chapter 1.1 --- Introduction --- p.1<br>Chapter 1.2 --- Objectives and Motivation --- p.5<br>Chapter 1.3 --- The Asian Crisis --- p.9<br>Chapter 1.4 --- Procedures and Findings --- p.18<br>Chapter 1.5 --- Summary --- p.20<br>Chapter II

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22

"Correlation of returns and volatility among US, Japan, and Asian equity markets." 2001. http://library.cuhk.edu.hk/record=b5890561.

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by Cheung Chan-Wah.<br>Thesis (M.B.A.)--Chinese University of Hong Kong, 2001.<br>Includes bibliographical references (leaves 80-86).<br>ABSTRACT --- p.ii<br>TABLF OF CONTENTS --- p.iii<br>LIST OF TABLES --- p.iv<br>ACKNOWLEDGMENTS --- p.v<br>Chapter<br>Chapter I --- INTRODUCTION l --- p.1<br>Chapter II. --- REVIEW OF LITERATURE --- p.7<br>Chapter III. --- METHODOLOGY。 --- p.16<br>Summary Statistics --- p.16<br>Correlation --- p.21<br>GARCH Estimation --- p.22<br>Chapter IV. --- NATIONAL MARKET INDEX AND DATA --- p.31<br>National Stock Indices and Trading Mechanisms --- p.31<br>Sto

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23

"Real estate and stock returns are indeed correlated: evidence from Hong Kong micro data." 1999. http://library.cuhk.edu.hk/record=b5890054.

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by Chan Tsun Kit.<br>Thesis (M.Phil.)--Chinese University of Hong Kong, 1999.<br>Includes bibliographical references (leaves 64-67).<br>Abstracts in English and Chinese.<br>Abstract --- p.i<br>Acknowledgments --- p.iii<br>Table of Contents --- p.iv<br>List of Tables --- p.vi<br>List of Figures --- p.vii<br>List of Appendices --- p.viii<br>Chapter Chapter 1. --- Introduction --- p.1<br>Chapter Chapter 2. --- Background --- p.4<br>Chapter 2.1 --- The Importance of Real Estate Sector --- p.4<br>Chapter 2.1.1 --- Employment Sector --- p.5<br>Chapter 2.1.2 --- Investment Sector --- p.5<b

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24

"Stock return, trading volume, and volatility: an empirical study of Hong Kong." 1998. http://library.cuhk.edu.hk/record=b5889603.

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by Sze Kin Wan.<br>Thesis (M.Phil.)--Chinese University of Hong Kong, 1998.<br>Includes bibliographical references (leaves 69-75).<br>Abstract also in Chinese.<br>ACKNOWLEDGMENTS --- p.iii<br>LIST OF TABLES --- p.iv<br>LIST OF ILLUSTRATIONS --- p.v<br>CHAPTER<br>Chapter ONE --- INTRODUCTION --- p.1<br>Chapter TWO --- REVIEW OF THE LITERATURE --- p.7<br>Stock Returns and Trading Volume<br>Volatility<br>Chapter THREE --- ECONOMETRIC ANALYSIS --- p.16<br>Unit Root Tests<br>Lag Length Tests<br>Causality Detection between Two Series<br>ARCH Modelling<br>Chapter FOUR --- DATA AND ESTIMATION RE

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25

"On the profitability of momentum strategies and relative strength indexes in the international equity markets." 2003. http://library.cuhk.edu.hk/record=b5891653.

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Leung Lok-yee.<br>Thesis (M.Phil.)--Chinese University of Hong Kong, 2003.<br>Includes bibliographical references (leaves 70-71).<br>Abstracts in English and Chinese.<br>Chapter 1. --- Introduction and Literature Review --- p.1<br>Chapter 2. --- Methodology --- p.4<br>Chapter A. --- Momentum Strategies<br>Chapter B. --- Relative Strength Indexes<br>Chapter 3. --- Data --- p.13<br>Chapter 4. --- Emirical Findings --- p.15<br>Chapter A. --- Momentum Strategies<br>Chapter B. --- Relative Strength Indexes<br>Chapter 5. --- Conclusion --- p.37<br>Chapter 6. --- Tables --- p.39<br>Chapter 7. -

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26

Kola, Katlego Violet. "Macroeconomic risks and REITs : a comparative analysis." Thesis, 2016. https://hdl.handle.net/10539/23850.

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Thesis (M.M. (Finance & Investment)--University of the Witwatersrand, Faculty of Commerce, Law and Management, Wits Business School, 2016<br>Purpose - The paper provides an investigation of the relationship of macroeconomic risk factors and REITs. The study considers the conditional volatilities of macroeconomic variables on the excess returns and conditional variance of excess returns in developing and developed markets and provides a comparison thereof. Methodology approach - The study employs three-step approach estimation in the methodology (Principal Component Analysis, GARCH (1,1) and

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27

Tsai, Shine-Yi, and 蔡憲毅. "Newly listed stocks,forecasting models of breakdown of IPO price and diverse type rate-of-return." Thesis, 1997. http://ndltd.ncl.edu.tw/handle/80386736802441590990.

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碩士<br>淡江大學<br>國際貿易學系<br>85<br>In Taiwan stock market,the newly listed stocks are the investors'''' favorite targets owing to exist the"honey moon" effect.However in the recent years,there were many newly listed stocks broken down its initial public offering(IPO)prices .So ,the main objective of this paper is tring to find some investing guideline through empirical study in order to handle the behavior of investing in the newly listed stocks. The reaserching period of this paper is divided i

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28

"Value-at-risk analysis of portfolio return model using independent component analysis and Gaussian mixture model." 2004. http://library.cuhk.edu.hk/record=b5892248.

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Sen Sui.<br>Thesis submitted in: August 2003.<br>Thesis (M.Phil.)--Chinese University of Hong Kong, 2004.<br>Includes bibliographical references (leaves 88-92).<br>Abstracts in English and Chinese.<br>Abstract --- p.ii<br>Acknowledgement --- p.iv<br>Dedication --- p.v<br>Chapter 1 --- Introduction --- p.1<br>Chapter 1.1 --- Motivation and Objective --- p.1<br>Chapter 1.2 --- Contributions --- p.4<br>Chapter 1.3 --- Thesis Organization --- p.5<br>Chapter 2 --- Background of Risk Management --- p.7<br>Chapter 2.1 --- Measuring Return --- p.8<br>Chapter 2.2 --- Objectives of Risk Measure

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29

Ogotseng, Onthatile Tiny. "Stock returns behaviour and the pricing of volatility in Africa's equity markets." Thesis, 2017. http://hdl.handle.net/10539/23050.

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This Paper empirically investigates the behavior of Africa’s stock price volatility over time in ten African equity markets. It also attempts to establish the existence of a relationship between volatility and expected returns in the chosen equity markets. The effect of volatility on the stock prices is also investigated, together with establishing variations in the stock return volatility risk premia. Lastly, an investigation of whether volatility is transmitted from international markets to African markets is also undertaken. The sample period starts from November 1998 until December 2016.

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30

"Improved estimation of Markowitz efficient portfolios." 2008. http://library.cuhk.edu.hk/record=b5893758.

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Ng, Hon Yip.<br>Thesis (M.Phil.)--Chinese University of Hong Kong, 2008.<br>Includes bibliographical references (p. 79-83).<br>Abstracts in English and Chinese.<br>Chapter 1 --- Introduction --- p.1<br>Chapter 2 --- Basic Concepts in Portfolio Theory --- p.8<br>Chapter 2.1 --- Statistical Model --- p.8<br>Chapter 2.2 --- Mean-Variance Optimization --- p.9<br>Chapter 2.3 --- The Efficient Frontier --- p.11<br>Chapter 2.4 --- The Tangency Portfolio and The Capital Market Line --- p.13<br>Chapter 2.5 --- Mathematical Formulation of Portfolio Optimization --- p.17<br>Chapter 3 --- Derivatio

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31

"Stock return volatility of emerging markets." 1998. http://library.cuhk.edu.hk/record=b5896256.

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by Poon Yeuk Wan, Tsang Fei.<br>Thesis (M.B.A.)--Chinese University of Hong Kong, 1998.<br>Includes bibliographical references (leaves 54-55).<br>Acknowledgements --- p.i<br>Abstract --- p.iii<br>Table of Contents --- p.iv<br>List of Tables --- p.vi<br>List of Appendix --- p.vii<br>Chapter Chapter1 --- Introduction --- p.1<br>Chapter 1.1 --- Project Objective --- p.1<br>Chapter 1.2 --- Project Structure --- p.2<br>Chapter 1.3 --- Data --- p.3<br>Chapter Chapter 2 --- Emerging Markets´ؤ-An Overview --- p.5<br>Chapter 2.1 --- Latin America --- p.5<br>Argentina --- p.5<br>Brazil ---

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32

Chandrashekar, Satyajit. "Three new perspectives for testing stock market efficiency." Thesis, 2006. http://hdl.handle.net/2152/3757.

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33

"Hong Kong property market: the correlation between the trading volume and the rate of return." 2000. http://library.cuhk.edu.hk/record=b5890478.

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Lau, Chi Keung.<br>Thesis (M.Phil.)--Chinese University of Hong Kong, 2000.<br>Includes bibliographical references (leaves 187-188).<br>Abstracts in English and Chinese.<br>Abstract --- p.i<br>Acknowledgements --- p.iii<br>Table of Contents --- p.iv<br>List of Chosen Samples Results --- p.v<br>List of Tables --- p.vi<br>List of Figures --- p.vii<br>Chapter Chapter 1. --- Introduction --- p.1<br>Chapter Chapter 2. --- Literature Review --- p.4<br>Chapter 2.1 --- Real Estate Literature --- p.4<br>Chapter 2.2 --- Financial Literature --- p.8<br>Chapter Chapter 3. --- Methodology --- p.

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34

Mabuzane, Belinda K. "Modelling return on marketing in the South African banking sector." Thesis, 2012. http://hdl.handle.net/10539/22159.

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Thesis (M.Com. (Marketing Management and Information Systems))--University of the Witwatersrand, Faculty of Commerce, Law and Management, School of Economic and Business Sciences, 2012.<br>In today‟s increasingly dynamic and competitive markets, organizations are continuously pressurized to meet financial targets in order to realise company goals in an efficient and effective manner. The banking sector in South Africa has, for a very long time, operated in a predominantly oligopoly market, however, due to increasing pressure from new entrants like Capitec Bank, there has been a shift of focus

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