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Dissertations / Theses on the topic 'Valuation of stocks'

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Published: 4 June 2021

Last updated: 2 February 2022

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1

Stansfield, John J. "The valuation of executive stock options that incorporate reset provisions /." free to MU campus, to others for purchase, 1996. http://wwwlib.umi.com/cr/mo/fullcit?p9717181.

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2

Miao, Liyan. "Market valuation and target horizon in mergers & acquisitions." Click to view the E-thesis via HKUTO, 2006. http://sunzi.lib.hku.hk/hkuto/record/B36943411.

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3

Zheng, Yuchun, and 鄭育{22487c}. "Cash dividends and bonus issues in China: development, valuation effects and market efficiency." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2004. http://hub.hku.hk/bib/B2914453X.

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Miao, Liyan, and 繆麗燕. "Market valuation and target horizon in mergers & acquisitions." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2006. http://hub.hku.hk/bib/B36943411.

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5

Bohman, Mickael. "Real Estates Stocks' correlation to their underlying property portfolio and the stock market." Thesis, KTH, Fastigheter och byggande, 2015. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-183414.

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6

Wang, Yintian 1976. "Three essays on volatility long memory and European option valuation." Thesis, McGill University, 2007. http://digitool.Library.McGill.CA:80/R/?func=dbin-jump-full&object_id=102851.

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This dissertation is in the form of three essays on the topic of component and long memory GARCH models. The unifying feature of the thesis is the focus on investigating European index option evaluation using these models.<br>The first essay presents a new model for the valuation of European options. In this model, the volatility of returns consists of two components. One of these components is a long-run component that can be modeled as fully persistent. The other component is short-run and has zero mean. The model can be viewed as an affine version of Engle and Lee (1999), allowing for easy

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Ismail, Hassan Ismail Hassan. "Information asymmetry and the valuation of new issues : the case of Egypt." Thesis, University of Aberdeen, 2009. http://digitool.abdn.ac.uk:80/webclient/DeliveryManager?pid=109953.

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While the literature on underpricing of initial public offerings (IPOs) of common stock is various and expansive, very little research has been undertaken in countries where capital markets are less developed. This thesis therefore attempts to address the shortage of such research in Egypt, which has been witnessing an important phase of transition towards a broader adoption of market-oriented policies through the revitalisation of its stockmarket since 1991. The aim is to measure the short-run performance of IPOs in an effort to compare the maturity of the Egyptian capital market with that

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8

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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9

Blomberg, Albin. "Market valuation : Observed differences in valuation between small and large cap stocks, when Dividend Discount Model and Free Cash Flow to Equity is applied in the Swedish stock market." Thesis, Internationella Handelshögskolan, Jönköping University, IHH, Center for Finance and Governance (CFG), 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-48686.

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Purpose:This thesis is examining two of the most common valuation methods put into practice on firms of different sizes in order to see if the market capitalization has any impact on said valuations. Relevance: Despite the widespread use of the intrinsic valuation methods both in academia and the professional world the amount of coverage concerning real life usage and analysis seems to be somewhat lacking. The numerous studies that cover the pros and cons of different valuation models and their supposed accuracy towards current stock prices. The studies rarely try to analyze whether or not the

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10

Venemalm, Johan. "State Equidistant and Time Non-Equidistant Valuation of American Call Options on Stocks With Known Dividends." Thesis, Uppsala universitet, Institutionen för informationsteknologi, 2014. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-226518.

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In computational finance, finite differences are a widely used tool in the valuation of standard derivative contracts. In a lower-dimensional setting, high accuracy and speed often characterize such methods, which gives them a competitive advantage against Monte Carlo methods. For option contracts with discontinuous payoff functions, however, finite differences encounter problems to maintain the order of convergence of the employed finite difference scheme. Therefore the timesteps are often computed in a conservative manner, which might increase the total execution time of the solver more than

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11

Du, Toit Stefanus Gerhardus. "Value investing versus growth investing in South Africa : valuation disparities and subsequent performance." Thesis, Stellenbosch : Stellenbosch University, 2012. http://hdl.handle.net/10019.1/71873.

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Thesis (MComm)--Stellenbosch University, 2012.<br>ENGLISH ABSTRACT: Investment styles and more particularly the relative outperformance of certain styles under differing market conditions have been widely researched. Furthermore, investment professionals are constantly on the lookout for factors that could possibly be indicative of the subsequent outperformance of certain investment styles. With the value-growth phenomenon at the centre of this debate, there is an attempt in this study to shed some light on this anomaly from a purely South African perspective. Using monthly data for the peri

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12

Ekdahl, Victor, and Markus Olsson. "Investeringsstrategier : En studie om relativvärdering som investeringsstrategi." Thesis, Linköping University, Business Administration, 2010. http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-59343.

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13

Bezuidenhout, Christiaan Willem. "Prys-verdienste-verhoudings van genoteerde industriele maatskappye." Thesis, Stellenbosch : Stellenbosch University, 1995. http://hdl.handle.net/10019.1/58709.

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Thesis (MBA)--Stellenbosch University, 1995.<br>ENGLISH ABSTRACT: In spite of the significant role of price-earnings ratios on the Johannesburg Stock Exchange. relatively little is known of the behaviour of these ratios over time. The price-earnings ratio is the price of the company's share. divided by the company's earnings per share. In a theoretically stable environment the interpretation of the price-earnings ratio is less problematic than in an everyday unstable. non-perfect market. The problem with a non-perfect market, is that the expectations and assumptions of investors start to play

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14

Hu, Jinshuai. "Accounting information, the cost of equity capital and CEO turnovers." HKBU Institutional Repository, 2011. http://repository.hkbu.edu.hk/etd_ra/1267.

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15

Cyrner, Pavel. "Testování úspěšnosti investičních strategií založených na vybraných metodách fundamentální analýzy." Master's thesis, Vysoká škola ekonomická v Praze, 2010. http://www.nusl.cz/ntk/nusl-72395.

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The first part of this work "Testing of investment strategies based on concrete methods of fundamental analysis" is designed as theoretical introduction into fundamental analysis. There are briefly described and explained the different parts of fundamental analysis with emphasis on analysis at the level of individual firms and related specific methods and models of determining the intrinsic value of shares. In the next section, there are companies presented and characterized, whose shares will make up the sample, which will be used to test various methods and models of fundamental analysis. Th

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Dobrovolná, Jana. "Problematika zásob z hlediska českých účetních předpisů a mezinárodních standardů s rozšířením o audit dané oblasti." Master's thesis, Vysoká škola ekonomická v Praze, 2010. http://www.nusl.cz/ntk/nusl-73625.

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Thesis deal with problems of inventories with from two different looks, namely in light of Czech accounting recipes and International Financial Reporting Standards IAS/IFRS, including the completion of the audit inventories. Attention is devoted to the status of stocks owned enterprise, the definition of the term, the fundamental characteristics of stock, Czech legislative adjustments, and adjustments according to IAS/IFRS, inventory systems, methods and techniques of valuation, audit procedures and specific audit procedures of supplies.

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17

Bergman, Rickard, and Philip Gunnarsson. "Economic Value Added® applied on the American Stock Market : Can the EVA® fundamental analysis increase the returns to a hedge-portfolio strategy with stocks sorted after book-to-market valuation and size?" Thesis, Uppsala universitet, Företagsekonomiska institutionen, 2010. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-143971.

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In this paper, the popular fundamental analysis model Economic Value Added is tested for any ability to generate returns above that explained by book-to-market effects on American large cap stocks. A zero net-investment hedge portfolio-test was undertaken where the Economic Value Added® fundamental analysis was applied on a sample of large cap stocks, sorted into quintiles after book to market valuation. The portfolio investing in the extreme quintiles gained positive returns between the years 1999 – 2010 equal to an average yearly total return of 7,32 %. During the test-period, the benchmark

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18

Bhagwat, Tanya A. "Relationship between Fortune 500 companies with regulatory violations and/or criminal offenses and resulting stock values." Thesis, University of North Texas, 2009. https://digital.library.unt.edu/ark:/67531/metadc12083/.

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The purpose of this study was to determine whether publicly disclosed violations by U.S corporations, resulting in convictions or settlements, erode shareholder investment in the offending organizations. This study was designed to assess whether or not the shareholders' reactions to corporations' violations were related to a decline in organizations' stock valuations across sectors. In addition, this study attempted to assess whether or not shareholder support, expressed by stock prices, declined more after a corporation was prosecuted or reached a settlement for violations, as compared to cor

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19

Tan, Zhenhua. "Is the Chinese stock market overvalued?" Diss., Lincoln University, 2008. http://hdl.handle.net/10182/773.

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The Chinese stock market has experienced tremendous growth and development over the past years. It is now the second largest stock market in Asia (after Japan). The increasing numbers of stock investors and the generally upward trend of the local stock indexes transform the Chinese stock market into one of the most actively traded stock market. This study examined the “pricing errors” of the Chinese stock market. The intrinsic values of equities, which can be compared to actual index prices, were estimated using the dividend discount model. Using a database of daily dividend based index price

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20

Berger, Marcelo Romano. "Desafios na avaliação de incorporadoras imobiliárias brasileiras de capital aberto." reponame:Repositório Institucional do FGV, 2015. http://hdl.handle.net/10438/15049.

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Submitted by Marcelo Romano Berger (berger.marcelo@gmail.com) on 2015-12-28T14:23:03Z No. of bitstreams: 1 Dissertação FGV Marcelo Berger FINAL.pdf: 3670138 bytes, checksum: 1997ec03d278bd1c11e11b5587bb5a8d (MD5)<br>Approved for entry into archive by GILSON ROCHA MIRANDA (gilson.miranda@fgv.br) on 2016-01-04T12:12:33Z (GMT) No. of bitstreams: 1 Dissertação FGV Marcelo Berger FINAL.pdf: 3670138 bytes, checksum: 1997ec03d278bd1c11e11b5587bb5a8d (MD5)<br>Approved for entry into archive by Marcia Bacha (marcia.bacha@fgv.br) on 2016-01-06T12:16:44Z (GMT) No. of bitstreams: 1 Dissertação F

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21

Furlanetti, Carlos Eduardo. "Estudo empírico sobre retornos de carteiras de ações selecionadas a partir do uso de múltiplos de mercado (preço/lucro ou preço/valor patrimonial." Pontifícia Universidade Católica de São Paulo, 2011. https://tede2.pucsp.br/handle/handle/1484.

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Made available in DSpace on 2016-04-25T18:39:45Z (GMT). No. of bitstreams: 1 Carlos Eduardo Furlanetti.pdf: 957434 bytes, checksum: 4d15c672f25586845118ea42ab2bd576 (MD5) Previous issue date: 2011-12-12<br>Coordenação de Aperfeiçoamento de Pessoal de Nível Superior<br>This work analyzes the mean quarterly returns produced by portfolios, selected between 2002 and 2010, compounded by stocks traded in the BM&FBovespa, based on the use of two popular multiples, Price/Earnings (P/E), or Price/Book Value (P/B), aiming at verifying whether these returns were consistently higher than the mean valuat

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22

Jarkasy, Samer. "Valuation bias in the stock market." Thesis, City, University of London, 2005. http://openaccess.city.ac.uk/18931/.

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In our first study (Chapter 3) we investigate valuation bias in the UK. stock market by examining the valuation of new stocks relative to survivor stocks as new stocks have relatively higher valuations with the valuation gap increases in: bullish markets and vice versa. The value explanatory model and individual fundamental factor tests developed provide evidence of a negative significant relation between age and value. This does not seem to be backed by any known economic rationale given that new stocks showed lower profitability levels, no concrete evidence of materialised higher growth or l

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23

Liu, Yu. "Essays on analyst growth forecasts and stock market valuations /." View abstract or full-text, 2008. http://library.ust.hk/cgi/db/thesis.pl?ACCT%202008%20LIU.

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24

Khalid, Al-abdulqader. "Share valuation and stock market efficiency in the Saudi stock market." Thesis, University of Dundee, 2003. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.561297.

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25

Yan, Xiaojuan. "Stock market valuation of corporate social responsibility indicators." Thesis, University of Exeter, 2012. http://hdl.handle.net/10036/3594.

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Renneboog et al (2008) argue that it remains to be seen whether corporate social responsibility (CSR) can be priced. In light of this, this thesis tests the performance and market valuation of CSR indicators by using a comprehensive set of KLD indicators. Chapter Three of this thesis examines the effect of CSR on financial performance by incorporating CSR into the investment process. As no clear break point is found for the normalised KLD score, the net KLD score is used as an alternative portfolio metric. In addition, most KLD indicators are found to have insignificant alphas for the high-sco

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26

Arana, Barbier Pablo José. "Stock valuation through long-term financial multiples analysis." Doctoral thesis, Pontificia Universidad Católica del Perú, 2020. http://hdl.handle.net/20.500.12404/16119.

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There is still a debate regarding which valuation multiples can estimate the price of a stock. Nevertheless, previous findings have not been considered in recent research, specifically geographic and company size delimitations, particularly for an emerging country. That leaves the valuation based on multiples still in an “exploratory” phase that targets multiples randomly. Besides, statistical validations have been left aside in several cases, and there is a lack of longterm valuation analysis that leads to understand the behavior of those multiples. The purpose of this investigation is to det

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27

VISSER, FERNANDO GERVASIO BASTOS. "VALUATION OF EMPLOYEE STOCK OPTIONS WITH STOCHASTIC EXERCISE PRICES." PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO, 2009. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=15356@1.

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As employee stock options (ESOs) podem ser consideradas um dos instrumentos de remuneração e retenção mais importantes do mundo corporativo. Contudo, a crise financeira internacional desencadeada em 2008 despertou a atenção da sociedade para antigas práticas das empresas. Em particular a discussão a respeito dos pacotes de remuneração dos executivos tem ganhado cada vez mais importância. Enquanto muitos defendem que as ESOs forneceram incentivos à tomada irresponsável de decisões por parte dos executivos das grandes corporações, o presente trabalho tomou a crise mundial como motivador para apr

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28

Patel, Kavir. "Employee Stock Option Valuation with Earnings-Based Vesting Condition." Master's thesis, University of Cape Town, 2018. http://hdl.handle.net/11427/29471.

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The valuation of employee stock options has become a key requirement due to the rapid growth in the use of these options as a means of employee compensation. IFRS 2 Share-based Payment stipulates that these instruments must be valued and expensed on the date the awards are issued. This dissertation aims to value an employee stock option, in a case where both the equity and vesting (performance) condition are based on a reported earnings process. The equity dependency on earnings stems from the fact that we are primarily concerned with the valuation of employee stock options that are issued by

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29

Dong, Ming. "A general model of stock valuation : theory and applications." The Ohio State University, 2000. http://rave.ohiolink.edu/etdc/view?acc_num=osu1272983840.

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30

Lucena, Igor Macedo de. "What characteristics influence the future performance of the investment funds of shares in Brazil?" Universidade Federal do CearÃ, 2014. http://www.teses.ufc.br/tde_busca/arquivo.php?codArquivo=12523.

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nÃo hÃ<br>Segundo Jensen (1968), a indÃstria de fundos mÃtuos de investimento, cuja expansÃo estÃ prevista teoricamente pelo Teorema da SeparaÃÃo enunciado em Sharpe (1964), teria limitaÃÃes no sentido de bater o mercado em termos de performance risco-retorno mensurada pelo alfa de Jensen. Nesta ampla discussÃo, esta dissertaÃÃo se posiciona em sugerir um exercÃcio empÃrico aplicado a um cross-section contendo 243 fundos de investimentos em aÃÃes, categoria Ibovespa Ativo, o qual visa identificar que variÃveis financeiras, contÃbeis e administrativas se mostram capazes de prever no ano seguint

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Svensson, Hanna. "An adjusted Fed-model for valuation of emerging stock markets." Thesis, Stockholm University, School of Business, 2005. http://urn.kb.se/resolve?urn=urn:nbn:se:su:diva-6104.

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<p>This paper examines the possible relationship the earnings yield and long term government bond yield for a number of emerging markets. An adjusted Fed-model is used to judge whether stock prices are too high, too low or at their fair value. The paper examines the relationship between return, earnings yield and long term government bond yield as proposed by the adjusted Fedmodel. The difference between the earnings yield and real bond yield is a shorthand measure for expected returns and I examine the predictive power of this measure by regression analysis. The results show that, when it com

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32

Wheelock, Kevin R. "An analysis of a Navy Stock Fund inventory valuation model." Thesis, Monterey, California. Naval Postgraduate School, 1991. http://hdl.handle.net/10945/26869.

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Approved for public release; distribution is unlimited<br>The Comptroller General requires federal agencies to determine inventory values in accordance with the lower of cost or market accounting principle. The Naval Supply Systems Command (NAVSUP) is proposing for inclusion into the Department of Defense Stock Fund Regulations a model that determines the value of stock fund inventories in accordance with the Comptroller General's accounting policy. This research makes two recommendations that are intended to improve the proposed NAVSUP model's degree of compliance with the lower of cost or ma

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33

Chang, Chia-yu. "An application of the Bakshi-Chen-Dong stock valuation model." The Ohio State University, 1999. http://rave.ohiolink.edu/etdc/view?acc_num=osu1273855308.

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Chang, Chia-yu. "An application of the Bakshi-Chen-Dong stock valuation model /." The Ohio State University, 2000. http://rave.ohiolink.edu/etdc/view?acc_num=osu1488190595942821.

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35

Mašterová, Martina. "Didaktické zpracování materiálových zásob (se zaměřením na problematiku 3. ročníku Obchodní akademie)." Master's thesis, Vysoká škola ekonomická v Praze, 2008. http://www.nusl.cz/ntk/nusl-5098.

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This diploma thesis shows possible approach to teaching of thema Material stocks, their placing in Law of accounting, Czech accounting standards and publice notice. I focus on conditions and structure of teaching, individual lectures and total examples to examine and to verify of knowledge.

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Brimble, Mark Andrew, and m. brimble@griffith edu au. "The Relevance of Accounting Information for Valuation and Risk." Griffith University. School of Accounting, Banking and Finance, 2003. http://www4.gu.edu.au:8080/adt-root/public/adt-QGU20030829.120234.

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A key theme in capital markets research examines the relationships between accounting information and firm value. Two concerns relating to the value relevance of accounting information are: (1) concerns over the explanatory and predictive power of the evidence presented in the prior literature (Lev, 1989); and (2) the evidence of a deterioration in the association between accounting information and stock prices over the past four decades (Collins, Maydew and Weiss, 1997; Francis and Schipper, 1999; Lev and Zarowin, 1999). These concerns provide the key motivation for this thesis which examines

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RODRIGUES, EDUARDO MONEGALHA. "COST OF CAPITAL VALUATION BEST PRACTICES IN BRAZILIAN PUBLIC STOCK OFFER." PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO, 2009. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=15487@1.

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No período de 2004 a 2008, foram registradas, no Brasil, 199 ofertas públicas de ações, sendo 111 ofertas iniciais de ações, basicamente abertura de capital registrada na Bolsa de Valores de São Paulo; e 88 ofertas públicas de ações registradas na Comissão de Valores Mobiliários, com finalidades diversas. Utilizando uma amostra de 50 ofertas públicas, observamos as principais práticas de avaliação de empresas adotadas pelos principais agentes financeiros que atuam no país. Concluímos que as avaliações respeitam os principais modelos e premissas discutidas no meio acadêmico, aplicando-os à prát

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Te, Wang Yao, and 王耀德. "The Relationship Between Stocks Valuation Models and Stock Returns." Thesis, 2014. http://ndltd.ncl.edu.tw/handle/sqztt8.

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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>This study used Peter Lynch Evaluation method, calculate a stock's valuation of prices, with the price of a stock price, if the appraisal price is less than the market price, you can consider investing in the underlying, even the proposal to amend the methods of evaluation, such as the Peter Lynch Evaluation method in the ratings for the "cheap" mode for optional unit is convinced that with its profitable investment effects; but when evaluating the price closer to the market price of stocks, approach is not to buy into, because profits will be greatly disc

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Yang, Sun-Wan, and 楊孫宛. "The Valuation Effect of IPO on Rival Stocks." Thesis, 2011. http://ndltd.ncl.edu.tw/handle/30618898181426583336.

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碩士<br>國立臺灣大學<br>國際企業學研究所<br>99<br>This thesis attempts to examine the valuation effect on industrial rival stocks of IPOs. The sample is composed by listed stocks in Taiwan Stock Exchange, rivals of IPOs in 2000 to 2010. The event study is used to examine exist of cumulated abnormal returns (CAR). And we attempt to analysis the way rivals be affected by contagion effect and competitive effect.We find that rival stocks suffer negative return significantly. The average CARs of rivals are -0.17% and -0.19% in filing date and listing date in respect. However, rivals perform positive returns signif

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Ling, Ming Sheng, and 林明生. "January Effect and International Stocks Portfolio Performance Valuation." Thesis, 1994. http://ndltd.ncl.edu.tw/handle/56445935073162292743.

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41

"Stock valuation: a fundamental approach." Chinese University of Hong Kong, 1997. http://library.cuhk.edu.hk/record=b5889057.

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by Hu Wai Kwok, Li Siyi.<br>Thesis (M.B.A.)--Chinese University of Hong Kong, 1997.<br>Includes bibliographical references (leaves 85-87).<br>ABSTRACT --- p.ii<br>TABLE OF CONTENTS --- p.iii<br>LIST OF ILLUSTRATIONS --- p.v<br>LIST OF TABLES --- p.vi<br>ACKNOWLEDGEMENT --- p.vii<br>Chapter<br>Chapter I. --- INTRODUCTION --- p.1<br>Overview Of Fundamental Analysis --- p.1<br>Valuation Approaches --- p.2<br>Information Sources --- p.2<br>Methodology --- p.2<br>Chapter II. --- ANALYTICAL FRAMEWORK FOR COMMON STOCKS --- p.4<br>Chapter III. --- ECONOMIC ANALYSIS --- p.5<br>International

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Liao, Hui-Yin, and 廖慧吟. "The Association between Information Transparency and Stocks ValuationThe Association between Information Transparency and Stocks ValuationThe Association between Information Transparency and Stocks Valuation." Thesis, 2008. http://ndltd.ncl.edu.tw/handle/28097207813096629914.

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碩士<br>中國文化大學<br>會計研究所<br>96<br>The purpose of this study is to explore the impact of information transparency on evaluation of earnings. To examine this issue, we employ the ERC (earnings response coefficient) model and proxy for information transparency by the disclosure index derived from the Transparence Ranking System of the Securities & Futures Institute. For a sample of firms listed in 2006 on the Taiwan Stock Exchange Market or on the GreTai Securities Market, we find that the interaction between information transparency and unexpected earnings is negatively associated with the standard

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43

"Do spinoffs really create value in Hong Kong?" 2004. http://library.cuhk.edu.hk/record=b5891983.

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Wong Wai Hong.<br>Thesis (M.Phil.)--Chinese University of Hong Kong, 2004.<br>Includes bibliographical references (leaves 79-80).<br>Abstracts in English and Chinese.<br>Chapter 1. --- Introduction and Literature Review --- p.1<br>Chapter 2. --- Spinoffs in an Asymmetric Framework --- p.6<br>Chapter A. --- The Model<br>Chapter B. --- The Analysis<br>Chapter C. --- Market Value Maximization<br>Chapter D. --- Data Description<br>Chapter E. --- Total Market Value Analysis<br>Chapter 3. --- Case Study --- p.21<br>Chapter A. --- Methodology<br>Chapter B. --- Empirical Results<br>Chapter 4. --- "

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Resende, Alfredo Manuel Carvalhão Tavares Ruas. "Empirical evidence of the Gordon’s growth model accuracy on US stocks’ valuation." Master's thesis, 2020. http://hdl.handle.net/10400.14/31246.

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Research findings suggest that the Gordon’s growth model is not an accurate tool to value US companies in the twenty-first century (regardless of the economic cycle) and, its growing underestimation tendency throughout the analyzed period (2002-2018), may lead investors to engage in wrong investment decisions. Both company’s dividend payout ratio and share repurchase activities were not considered statistically significant to explain the observed difference in prices, in contrary to the company’s dividend yield ratio, profitability level and some GIC sectors (information technology, consumer

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Cao, Jie 1981. "Two essays on the impact of idiosyncratic risk on asset returns." 2009. http://hdl.handle.net/2152/9661.

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In this dissertation, I explore the impact of idiosyncratic risk on asset returns. The first essay examines how idiosyncratic risk affects the cross-section of stock returns. I use an exponential GARCH model to forecast expected idiosyncratic volatility and employ a combination of the size effect, value premium, return momentum and short-term reversal to measure relative mispricing. I find that stock returns monotonically increase in idiosyncratic risk for relatively undervalued stocks and monotonically decrease in idiosyncratic risk for relatively overvalued stocks. This phenomenon is robust

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Zou, Yuan. "Lost in the Rising Tide: Exchange-traded Fund Flows and Valuation." Thesis, 2019. https://doi.org/10.7916/d8-3ty9-6592.

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The last decade has witnessed a dramatic growth in passive investing via exchange-traded funds (ETFs). To the extent that the demand for stocks via ETF flows is not related to firm-specific fundamental values, large ETF flows may push the price of the underlying stocks away from their fundamentals-based value. In this study I provide evidence consistent with this conjecture. In particular, I first document a positive association between ETF flows and the price-to-fundamentals relation of underlying stocks. Then, by using BlackRock’s expansion into the ETF business as an exogenous shock, I prov

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"Analysis and valuation of H-shares companies." 1998. http://library.cuhk.edu.hk/record=b5889444.

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by Kan Yat Cho Joe.<br>Thesis (M.B.A.)--Chinese University of Hong Kong, 1998.<br>Includes bibliographical references (leaf 82).<br>abstracts --- p.ii<br>table of contents --- p.iii<br>LIST OF ILLUSTRATIONS --- p.v<br>LIST OF TABLES --- p.vi<br>ACKNOWLEDGEMENTS --- p.viii<br>Chapter<br>Chapter 1 --- introduction --- p.1<br>Objective of Financial Statements --- p.1<br>Users of Financial Statements --- p.2<br>Chapter 2 --- METHODOLOGY OF STUDY --- p.5<br>Selection Criteria --- p.5<br>Analysis Approach --- p.7<br>Results of Search for Target Company --- p.8<br>Chapter 3 --- COMPANY BA

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"The Relationship between PE ratios & firm sizes and abnormal returns of Hong Kong stocks, 1990-1991." Chinese University of Hong Kong, 1992. http://library.cuhk.edu.hk/record=b5887163.

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by Chu Yee-Mon & Ku Wan-Shim.<br>Thesis (M.B.A.)--Chinese University of Hong Kong, 1992.<br>Includes bibliographical references (leaves 40-41).<br>ABSTRACT --- p.ii<br>TABLE OF CONTENTS --- p.iii<br>LIST OF TABLES --- p.v<br>Chapter I. --- INTRODUCTION --- p.1<br>Chapter II. --- BACKGROUND AND LITERATURE SEARCH<br>Price earnings ratio anomaly --- p.3<br>Over-reaction to earnings effect --- p.4<br>January effect --- p.5<br>Firm size effect --- p.6<br>Chapter III. --- STATEMENT OF OBJECTIVES --- p.8<br>Chapter IV. --- RESEARCH HYPOTHESES --- p.9<br>Chapter V. --- METHODOLOGY<br>Researc

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Vuolteenaho, Tuomo. "Empirical applications of an accounting-based present-value model /." 2000. 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:9978084.

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Marques, Joaquim Paulo Teixeira Maia. "A valorimetria dos stocks de Vinho do Porto : uma abordagem contabilístico-fiscal." Master's thesis, 2010. http://hdl.handle.net/10400.2/1520.

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Dissertação de Mestrado em Contabilidade e Finanças Empresariais apresentada à Universidade Aberta<br>O presente trabalho propõe-se tratar, nas perspectivas histórica, contabilística e fiscal, a valorimetria dos stocks do Vinho do Porto, desde a década de 80, até aos nossos dias. É feita uma abordagem teórica aos critérios e métodos de valorimetria, em geral, e depois, à sua aplicação, em Portugal, Espanha, restante União Europeia e Estados Unidos. É divulgado um inquérito, questionando as empresas do sector, sobre estes temas, bem como uma actualização, recente, às conclusões nele obtida

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