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Tesis sobre el tema "Efficient market theory"

Autor: Grafiati
Publicado: 4 de junio de 2021
Última modificación: 25 de julio de 2025

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1

Zhang, Jian. "Market efficiency test in the VIX futures market." Laramie, Wyo. : University of Wyoming, 2008. http://proquest.umi.com/pqdweb?did=1798967041&sid=1&Fmt=2&clientId=18949&RQT=309&VName=PQD.

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2

Antoniou, A. "Futures markets : Theory and tests." Thesis, University of York, 1986. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.377303.

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3

Pal, Satyajit Banking &amp Finance Australian School of Business UNSW. "Profitability of butterfly trades in bond markets." Awarded by:University of New South Wales. Banking & Finance, 2007. http://handle.unsw.edu.au/1959.4/40713.

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The Efficient Market Hypothesis (EMH) has had significant impact on the theory and practice of investments. However technical trading rules have continued to be used by practioners and have been the focus of many academic studies which have focused on equity, foreign exchange and futures markets. The scarcity of research into technical trading models for fixed income markets is astonishing considering the significant size and consequent investor importance of fixed income markets relative to other financial markets and the extensive application of technical trading models by market participant
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4

Alexakis, Christos. "An empirical investigation of the efficient market hypothesis : the case of the Athens stock market." Thesis, University of York, 1992. http://etheses.whiterose.ac.uk/2488/.

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5

Fuggetta, Massimo. "Conventions and the stock market game." Thesis, University of Oxford, 1991. http://ora.ox.ac.uk/objects/uuid:80ac28d3-605a-45cf-b632-baca334211bf.

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Forecasting stock price movements is a notoriously difficult job. Were it not so, it would be easy to get richer. In this case, however, nobody would get poorer. But if nobody gets poorer, nobody will get richer. There are two ways to get out of this vicious circle. The first, and the more well-trodden, is the Efficient Market Theory (EMT), or: Everybody Understands Everything. The second is the Casino Market Theory (CMT), or: Nobody Understands Anything. This work is an attempt to bridge the gap between these two theories. In the first chapter the EMT is analysed in its fundamental constituen
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6

Monte, Brent M. "Chaos and the stock market." CSUSB ScholarWorks, 1994. https://scholarworks.lib.csusb.edu/etd-project/860.

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7

Koh, Sung Soo. "The Korean stock market structure, behavior, and test of market efficiency /." Online version, 1989. http://ethos.bl.uk/OrderDetails.do?did=1&uin=uk.bl.ethos.352906.

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8

Lam, Eric Campbell Full Yet. "Two essays on stock market anomalies /." View abstract or full-text, 2009. http://library.ust.hk/cgi/db/thesis.pl?FINA%202009%20LAM.

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9

Dong, Wei, and 董炜. "Two essays on stock markets." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2013. http://hub.hku.hk/bib/B50662211.

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 This thesis contains two pieces of empirical study on market efficiency. The first essay tests the semi-strong form of market efficiency in the U.S. We use sell-side analyst target prices as publically available information and test the performance of a mean-variance optimized portfolio which is based on the Treynor and Black model. We focus on constituents of S&P 500 index as our sample universe. During the period of beck-testing from 2004 to 2010, we find that the dynamically rebalanced portfolio beats the market in 6 out of 7 years and that the strategy generates significant risk-adjuste
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10

Zhang, Hua, and 張華. "Investigating stock market efficiency in China." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2003. http://hub.hku.hk/bib/B29946542.

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11

Borrego, Daniel Alexandre Bourdain dos Santos. "Efficient frontier and capital market line on PSI 20." Master's thesis, Instituto Superior de Economia e Gestão, 2015. http://hdl.handle.net/10400.5/10462.

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Mestrado em Finanças<br>Este trabalho faz a estimativa da Fronteira Eficiente de Markowitz e da Linha de Mercados de Capital para o mercado bolsista Português, considerando dois diferentes períodos, antes e depois da crise financeira de 2008. Os resultados mostram um forte impacto no GMV portfólio e no portfólio de mercado, com conclusões surpreendentes. A sensibilidade dos resultados perante a dimensão do período é também considerável.<br>This work estimates the efficient frontier of Markowitz and the capital market line for the Portuguese stock market, considering two different periods, befo
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12

Yuyuenyongwatana, Robert P. (Robert Privat). "Purchasing Power Parity and the Efficient Markets: the Recent Empirical Evidence." Thesis, University of North Texas, 1988. https://digital.library.unt.edu/ark:/67531/metadc331946/.

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The purpose of the study is to empirically determine the relevance of PPP theory under the traditional arbitrage and the efficient markets (EPPP) frameworks during the recent floating period of the 1980s. Monthly data was collected for fifteen industrial nations from January 1980 to December 1986. The models tested included the short-run PPP, the long-run PPP, the EPPP, the EPPP with deviations from expectations, the forward rates as unbiased estimators of future spot rates, the EPPP and the forward rates, and the EPPP with forward rates and lagged values. A generalized regression method calle
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13

Riveros, Angela. "A test of short-termism in the New York stock exchange." Thesis, Georgia Institute of Technology, 1995. http://hdl.handle.net/1853/29513.

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14

McIntosh, Willard. "A Weak-Form Efficient Markets Test of the Dallas-Fort Worth Office Properties Real Estate Market." Thesis, North Texas State University, 1987. https://digital.library.unt.edu/ark:/67531/metadc331391/.

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Few areas of research in the finance literature have received greater attention than the efficient market hypothesis. Much of the research has been directed toward the securities market while very little research has been done in the real estate markets. The existing research on real estate market efficiency has been either descriptive or illustrative with very little empirical testing being performed. The major reason for the lack of empirical testing has been the inability to develop an adequate data base. The results of the empirical work that has been done do not support the widely held be
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15

Jinxiang, Peng. "A new dimension to efficient market theory : Studying the relationship between discretionary accrual and stock returns for a better understanding of the EMH." Thesis, Umeå universitet, Företagsekonomi, 2015. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-101843.

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16

Mungai, Ruguru. "Using Efficient Market Theory and Behavioral Finance Theory to Investigate the Impact of Investor Confidence: Lessons from Global Financial Crises." University of the Western Cape, 2019. http://hdl.handle.net/11394/7600.

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Magister Commercii - MCom<br>The drastic decline in stock prices on the 24th October 1929 sent a frantic wave of panic across the US. Merely a century later, on the 29th September 2008 another financial crisis hit the globe - this time leaving most countries devastated. The main objective of this study is twofold: 1) to determine whether leading indicators have sufficient predictive capacity to predict global financial crises; and 2) to use the Efficient Market Theory (EMT) and/ or Behavioural Finance Theory (BFT) as a means of developing a theory explaining the potential impact bad publi
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17

Martin, Xiumin. "Accrual persistence and accrual anomaly." Diss., Columbia, Mo. : University of Missouri-Columbia, 2007. http://hdl.handle.net/10355/4824.

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Thesis (Ph. D.)--University of Missouri-Columbia, 2007.<br>The entire dissertation/thesis text is included in the research.pdf file; the official abstract appears in the short.pdf file (which also appears in the research.pdf); a non-technical general description, or public abstract, appears in the public.pdf file. Title from title screen of research.pdf file (viewed on September 28, 2007) Vita. Includes bibliographical references.
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18

Chen, Tao. "Three essays on market efficiency on the Tokyo Stock Exchange : a microstructure-level analysis /." access full-text access abstract and table of contents, 2009. http://libweb.cityu.edu.hk/cgi-bin/ezdb/thesis.pl?phd-ef-b23749210f.pdf.

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Thesis (Ph.D.)--City University of Hong Kong, 2009.<br>"Submitted to Department of Economics and Finance in partial fulfillment of the requirements for the degree of Doctor of Philosophy." Includes bibliographical references (leaves 107-118)
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19

Martins, Inês Andrade. "The efficient frontier and the capital market line : the case of the Swiss stock market index." Master's thesis, Instituto Superior de Economia e Gestão, 2017. http://hdl.handle.net/10400.5/14865.

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Mestrado em Finanças<br>A crise dos créditos hipotecários de alto risco, que terá levado os investidores a perderem a sua confiança tanto nos bancos e no mercado como na economia norte-americana, trouxe consequências internacionais em todos os outros índices e mercados. Este projeto tem o objetivo estudar o impacto da crise num dos países mais desenvolvidos da Europa, o caso da Suíça - um país geralmente visto como neutro e quase imune a crises - em particular o estudo visa avaliar as mudanças presentes na bolsa. Assim, primeiramente a análise deste projeto foi dividida em dois períodos tempor
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20

Hur, Chang Soo. "Variance bound test : a new approach." The Ohio State University, 1985. http://rave.ohiolink.edu/etdc/view?acc_num=osu1269522789.

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21

Lepori, Gabriele M. "Three essays on behavioral finance." Diss., Connect to online resource - MSU authorized users, 2008.

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22

Lam, Weng-i. Janiver. "An examination of efficiency of the Hong Kong private housing market." Click to view the E-thesis via HKUTO, 1993. http://sunzi.lib.hku.hk/hkuto/record/B42574304.

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23

Ljungberg, Axel, and Anton Högstedt. "Modern Portfolio Theory Combined With Magic Formula : A study on how Modern Portfolio Theory can improve an established investment strategy." Thesis, Linnéuniversitetet, Institutionen för ekonomistyrning och logistik (ELO), 2021. http://urn.kb.se/resolve?urn=urn:nbn:se:lnu:diva-104540.

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This study examines whether modern portfolio theory can be used to improve the Magic Formula investment strategy. With the assets picked by the investment strategy we modify the portfolios by weighting the portfolios in accordance with modern portfolio theory. Through the process of creating efficient frontiers and weighting the portfolios differently we create two alternative portfolios each year. One portfolio that aimsfor maximum Sharpe ratio and one that aims for minimum variance. These weighted portfolios produce higher risk-adjusted returns consistently during the examined period of 2010
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24

Sauer, Knut. "Haftung für Falschinformation des Sekundärmarktes /." Frankfurt am Main [u.a.] : Lang, 2004. http://www.gbv.de/dms/spk/sbb/recht/toc/391834002.pdf.

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25

Costello, Greg. "Price discovery and information diffusion in the Perth housing market 1988-2000." UWA Business School, 2004. http://theses.library.uwa.edu.au/adt-WU2005.0034.

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[Truncated abstract] This thesis examines informational efficiency and price discovery processes within the Perth housing market for the period 1988-2000 by utilising a rich source of Western Australian Valuer General’s Office (VGO) data. Fama’s (1970) classification of market efficiency as potentially weak form, semi-strong, or strong form has been a dominant paradigm in tests of market efficiency in many asset markets. While there are some parallels, the results of tests in this thesis suggest there are also limitations in applying this paradigm to housing markets. The institutional structur
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26

Lam, Ka-ming. "Overreaction in Asia-Pacific index futures markets." HKBU Institutional Repository, 2009. http://repository.hkbu.edu.hk/etd_ra/1070.

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27

Jooste, Dirk. "South African security market imperfections." Thesis, Stellenbosch : University of Stellenbosch, 2006. http://hdl.handle.net/10019.1/3313.

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Thesis (MComm (Statistics and Actuarial Science))--University of Stellenbosch, 2006.<br>In recent times many theories have surfaced posing challenging threats to the Efficient Market Hypothesis. We are entering an exciting era of financial economics fueled by the urge to have a better understanding of the intricate workings of financial markets. Many studies are emerging that investigate the relationship between stock market predictability and efficiency. This paper studies the existence of calendar-based patterns in equity returns, price momentum and earnings momentum in the South African se
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28

Rocha, Emília Marília de Lima. "Security selection in post-modern portfolio theory : an application to the European stock market." Master's thesis, Instituto Superior de Economia e Gestão, 2016. http://hdl.handle.net/10400.5/13094.

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Mestrado em Finanças<br>Neste trabalho, comparamos as carteiras tangentes e carteiras de risco mínimo obtidas com a teoria moderna da carteira (MPT) e a teoria pós-moderna da carteira (PMPT) com o propósito de analisar as diferenças na seleção de ações. Baseamos o nosso estudo num conjunto de 16 ações do índice EURO STOXX 50 e estimamos os inputs com dados históricos entre 1997 e 2015. Para medir o risco na PMPT, usamos a semivariância em relação a três retornos alvo - 0, a taxa de juro sem risco e a taxa de retorno do mercado bolsista Europeu. Para atestar a robustez dos resultados, replicamo
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29

Lam, Weng-i. Janiver, and 林穎怡. "An examination of efficiency of the Hong Kong private housing market." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 1993. http://hub.hku.hk/bib/B42574304.

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30

Henzlová, Pavla. "Testování teorie efektivních trhů." Master's thesis, Vysoká škola ekonomická v Praze, 2014. http://www.nusl.cz/ntk/nusl-202049.

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This thesis is focused on testing the weak effectiveness of the US, Japanese, German and Czech market in the period 1995 - 2015. The first part contains a theoretical basis for the theory of efficient markets, the conditions, characteristics and models. Further test methods of weak market efficiency are presented and semistrong and strong effectiveness mentioned. The practical part deals with the introduction of tested stock exchange indices and by testing the weak effectiveness of these markets through tests of randomness, variance ratio test and serial correlation.
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31

Karlsson, Viktor, and Emil Nygren. "Beating the Swedish Market : A dynamic approach to Value Investing using Modern Portfolio Theory." Thesis, Södertörns högskola, Institutionen för ekonomi och företagande, 2012. http://urn.kb.se/resolve?urn=urn:nbn:se:sh:diva-16465.

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Previous research has confirmed the existence of a value premium in a wide array of markets and using this value stock anomaly has yielded superior performance. This thesis investigates if one could take advantage of the existence of a value premium to deploy a dynamic investment strategy on the Swedish stock market (OMXS30) with focus on minimizing risk to achieve higher risk adjusted performance than the stock market index. The investment strategy implemented use Market-to-Book-Value to screen for both entry and exit signals and Modern Portfolio Theory, using the minimum-variance portfolio w
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32

Dempsey, Stephen J. "Partitioning market efficiencies by analyst attention: the case of annual earnings announcements." Diss., Virginia Polytechnic Institute and State University, 1985. http://hdl.handle.net/10919/53866.

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This study addresses the empirical question of heterogeneous market efficiency characteristics, specifically as they are attributable to divergent levels of professional securities analyst attention. As a significant group of information intermediaries, analyst institutions conceivably influence, in a profound manner, the efficiency with which security prices respond to new information. Consistent with this notion is the hypothesis that the securities of firms which are neglected in terms of analyst coverage exhibit price inefficiencies relative to their closely followed counterparts. Two ma
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33

Chitimira, Howard. "A comparative analysis of the enforcement of market abuse provisions." Thesis, Nelson Mandela Metropolitan University, 2012. http://hdl.handle.net/10948/d1015008.

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Market abuse practices may directly or indirectly give rise to diverse problems such as inaccurate stock market prices, low public investor confidence, reduced market integrity and poor efficiency in the affected financial markets. This thesis reveals that three major forms of market abuse, namely insider trading, prohibited trading practices (trade-based market manipulation) and the making or publication of false, misleading or deceptive statements, promises and forecasts relating to listed securities (disclosure-based market manipulation) are prohibited in South Africa. However, although Sou
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34

Landström, Joachim. "The theory of Homo comperiens, the firm’s market price, and the implication for a firm’s profitability." Doctoral thesis, Uppsala universitet, Företagsekonomiska institutionen, 2007. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-8268.

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This thesis proposes a theory of inefficient markets that uses limited rational choice as a central trait and I call it the theory of Homo comperiens. The theory limits the alternatives and states that the subjects are aware of and only allow them to have rational preference relations on the limited action set and state set, i.e. limited rationality is introduced. With limited rational choice, I drive a wedge between the market price and the intrinsic value and thus create an arbitrage market. In the theory, the subjects are allowed to gain knowledge about something that they previously were u
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35

Ren, Peter. "An Analysis of Market Efficiency for Exchange-traded Foreign Exchange Options on an Intraday Basis." Thesis, University of North Texas, 2015. https://digital.library.unt.edu/ark:/67531/metadc801929/.

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This study examines the comparative magnitude of disturbances in intraday data for exchange traded foreign exchange (FX) options. An in-depth time series analysis on the frequency and extent of discrepancies in the disturbances is conducted. The purpose of this study is twofold. First, using intraday data and trading volume, this study attempts to determine whether both put-call parity and lower boundary conditions consistently hold for exchange traded options written on U.S. dollar denominated options on the Euro trading on the Philadelphia Stock Exchange (PHLX). Second, this study attempt
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36

Garcia, Elda Aimee Perez. "Stock price reaction to merger and acquisiton [i.e. acquisition]." View electronic thesis, 2008. http://dl.uncw.edu/etd/2008-3/r3/garciae/eldagarcia.pdf.

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37

Muller, Stacey Leigh. "The impact of internal behavioural decision-making biases on South African collective investment scheme performance." Thesis, Rhodes University, 2015. http://hdl.handle.net/10962/d1020308.

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Market efficiency, based on people acting rationally, has been the dominating finance theory for most of the 20th and 21st Century’s. This classical finance theory is based on assumptions that people are rational, they absorb all available information and maximise utility. This view is outdated; it has been shown that people are in fact irrational and that this could be the cause of anomalies in the market. Behavioural finance takes into account people, and their natural biases. Behavioural finance has integrated classical financial theories and psychological theories to illustrate the way in
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38

Na, Suk-Kwon. "Ownership structure and firm performance in Korea /." free to MU campus, to others for purchase, 2002. http://wwwlib.umi.com/cr/mo/fullcit?p3074431.

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39

Shayesteh, Ebrahim. "Efficient Simulation Methods of Large Power Systems with High Penetration of Renewable Energy Resources : Theory and Applications." Doctoral thesis, KTH, Elektriska energisystem, 2015. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-158946.

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Electrical energy is one of the most common forms of energy these days. Consequently, electric power system is an indispensable part of any society. However, due to the deregulation of electricity markets and the growth in the share of power generation by uncontrollable renewable energies such as wind and solar, power system simulations are more challenging than earlier. Thus, new techniques for simplifying these simulations are needed. One important example of such simplification techniques is the power system reduction. Power system reduction can be used at least for four different purposes:
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40

Leth, Anton, and Jakob Vikström. "INVESTMENT ADVICE FROM INSIDERS : The impact of Insider Trading on Long-Term IPO Stock Performance in Sweden." Thesis, Umeå universitet, Företagsekonomi, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-172642.

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This thesis analyzes and evaluates the relationship between insider trading and the long-term stock performance of Initial Public Offerings (IPO) in Sweden. The study looks at firms that recently conducted an IPO and how the stock performance of the firm is impacted by insiders making transactions in their own stock. An IPO is known to generate high returns on its first day on the public stock market, but to underperform the market in the long term. The characteristics of an IPO are deviant from the rest of the stock market, and with less information available to the public compared to other f
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41

De, La Guarda Vargas María Angélica. "El efecto del efficient market theory sobre las decisiones de asesores financieros: ¿por qué creemos que somos mejores inversionistas de lo que de verdad somos?" Bachelor's thesis, Universidad del Pacífico, 2020. http://hdl.handle.net/11354/2670.

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En la investigación se toma como base la Teoría del Mercado Eficiente, la cual señala que los precios de los valores dentro de los mercados financieros siguen un proceso random walk al tener un ajuste total e instantáneo ante cambios informacionales, llevando al precio a una situación de equilibrio, en dónde obtener mayores retornos de un portafolio se encuentra asociado necesariamente a tomar más riesgos. Partiendo de este contexto, ¿por qué los financistas siguen creyendo que se puede vencer al mercado? Los resultados se presentan en función a dos hipótesis de las finanzas conductuales: el E
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42

Sosa, Laguna Alejandra, and Chávez Elizabeth Jannet Castillo. "El efecto del efficient market theory sobre las decisiones de asesores financieros : ¿por qué creemos que somos mejores inversionistas de lo que de verdad somos?" Bachelor's thesis, Universidad del Pacífico, 2020. http://hdl.handle.net/11354/2652.

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Por años se ha discutido si la estrategia más efectiva para invertirlo es la gestión pasiva o la activa. La gestión pasiva consiste en seguir el comportamiento del mercado, mientras que la gestión activa consiste en tomar decisiones de inversión para intentar superar o vencer al mercado. La teoría de mercados eficientes formulada por Eugene Fama en 1970 sostiene que los precios de los valores reflejan toda la información disponible y, dado que todos los participantes tienen acceso a la misma información, nadie podría obtener beneficios adicionales. Entonces ¿por qué creemos que somos mejores i
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43

Fakhry, Bachar. "Impact of the crises on the efficiency of the financial market : evidence from the SDM." Thesis, University of Bedfordshire, 2015. http://hdl.handle.net/10547/565811.

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The efficient market hypothesis has been around since 1962, the theory based on a simple rule that states the price of any asset must fully reflect all available information. Yet there is empirical evidence suggesting that markets are too volatile to be efficient. In essence, this evidence seems to suggest that the reaction of the market participants to the information or events that is the crucial factor, rather than the actual information. This highlights the need to include the behavioural finance theory in the pricing of assets. Essentially, the research aims to analyse the efficiency of s
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44

Vargas, Cáceres Nancy, and Lam Kelly Hiunyinh Wu. "El efecto del efficient market theory sobre las decisiones de los asesores financieros : ¿por qué creemos que somos mejores inversionistas de lo que de verdad somos?" Bachelor's thesis, Universidad del Pacífico, 2020. http://hdl.handle.net/11354/2657.

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Después de la Crisis Financiera de 2008, han surgido diversas investigaciones que buscan explicar las causas, consecuencias y las lecciones alrededor de este suceso. De manera específica, la comunidad académica ha tomado interés en revisar la condición de este mercado. El presente trabajo pretende evidenciar que, tomando el Crush 2008, los asesores financieros son capaces de generar ganancias solo en el corto plazo, debido a que el mercado de inversiones es eficiente. Para tal efecto, se ha revisado la literatura y el consenso académico para la Crisis de 2008. Específicamente, en base a lo exp
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45

Lindberg, Per. "Långsiktiga samband mellan aktiemarknader : En kointegrationsanalys av den svenska aktiemarknaden och fyra etablerade aktiemarknader." Thesis, Mid Sweden University, Department of Social Sciences, 2010. http://urn.kb.se/resolve?urn=urn:nbn:se:miun:diva-11807.

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<p>I denna magisteruppsats undersöks eventuella långsiktiga samband mellan den svenska aktiemarknaden och aktiemarknaderna i Tyskland, Storbritannien, USA och Japan. Detta sker genom en kointegrationsanalys med Engle-Grangers metod. Undersökningen omfattar åren 1992-2010 och resultaten visar inga tecken på att det skulle existera några långsiktiga samband mellan den svenska aktiemarknaden och någon av de utländska aktiemarknaderna. Resultaten ger därmed indikationer om att den svenska aktiemarknaden tillsammans med de utländska aktiemarknaderna i undersökningen är kollektivt effektiva i åtmins
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46

Gleisner, Mattias, and Karoline Edström. "Bitcoin som diversifiering : En kvantitativ studie som undersöker korrelationen mellan bitcoin och finansiella tillgångar." Thesis, Umeå universitet, Företagsekonomi, 2017. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-137433.

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Pengar har under en lång tid spelat en central roll i människans samhälle och dagens samhälle präglas av allt mer handel. Utifrån detta har nya betalningsmetoder utvecklats. En förändring i konsumentbeteendet har bidragit till att allt fler individer väljer elektroniska betalningstjänster. En relativt ny innovation är kryptovalutan bitcoin som erbjuder betalning mellan köpare och säljare utan inblandning av en tredje part. Ett flertal studier har gjorts med syftet att fastställa om bitcoin är en valuta eller en tillgång, något som visat sig vara svårt. Något som varit tydlig
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47

Saric, Olle, and Pontus Lyngsten. "Investigating Real Earnings Management in the Relationship between Stock Returns and Top Management Stock Ownership." Thesis, Umeå universitet, Företagsekonomi, 2021. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-184320.

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In this thesis the relationship between company performance and top management stock ownership in the Swedish market was examined. As well as conducting research on the influence real earnings management has on company performance, and how real earnings management relates to the top management stock ownership. The study was based on a quantitative approach with secondary data that was retrieved from Eikon Refinitiv database, where the data stretched back from 2018-2020. This research found no clear relationship between the main concepts under investigation, that is stock ownership of top manag
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48

Marashdeh, Hazem Ali. "Financial integration of the MENA emerging stock markets." Access electronically, 2006. http://www.library.uow.edu.au/adt-NWU/public/adt-NWU20061025.155946/index.html.

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Thesis (Ph.D.)--University of Wollongong, 2006.<br>Typescript. "Middle East and North Africa (MENA) region, namely, Egypt, Turkey, Jordan and Morocco." -- Abstract. Includes bibliographical references: leaf 247-261.
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Yilmaz, Emre, and Shakir Husain. "Hitting a BRIC Wall : MIST countries becoming the new BRICs?" Thesis, Södertörns högskola, Institutionen för samhällsvetenskaper, 2012. http://urn.kb.se/resolve?urn=urn:nbn:se:sh:diva-18374.

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The purpose of this study is to examine a completely new phenomenon called the MIST, by two portfolios: the Goldman Sachs Next 11 equity fund, and the Goldman Sachs BRIC fund, in order to establish whether or not the MIST countries are a better investment decision in terms of risk, return and growth. Furthermore, the study examines in which form these emerging markets lies in terms of market efficiency, and if the random walk theory is present. The opportunities and challenges for Mexico, Indonesia, South Korea and Turkey are also brought upon to determine whether these countries have the pote
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Kábrt, Tomáš. "Komplexní zajištění akciového portfolia." Master's thesis, Vysoká škola ekonomická v Praze, 2013. http://www.nusl.cz/ntk/nusl-198075.

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This diploma thesis is devoted to the problem of creating a portfolio of shares. First part is focused on the characterization of shares - classes of shares and rights associated with them. The second chapter compares the Efficient market theory and Behavioral approach, as the two opposing schools of thought. The third chapter gradually introduces fundamental analysis, from the global analysis through the analysis of an industry to the analysis of a particular company. Furthermore, this work focuses on the Value investment approach, that is based on fundamental analysis. On the basis of severa
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