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Rozprawy doktorskie na temat „Stock market”

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Data publikacji: 4 czerwca 2021

Data aktualizacji: 25 lipca 2025

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1

Wong, Michael C. S. "Technical analysis and market inefficiency a study of the Hong Kong stock market /." online access from ProQuest databases, 1997. http://libweb.cityu.edu.hk/cgi-bin/er/db/pqdiss.pl?9907800.

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2

Liu, Yuna. "Essays on Stock Market Integration - On Stock Market Efficiency, Price Jumps and Stock Market Correlations." Doctoral thesis, Umeå universitet, Nationalekonomi, 2016. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-119873.

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This thesis consists of four self-contained papers related to the change of market structure and the quality of equity market. In Paper [I] we found, by using of a Flexible Dynamic Component Correlations (FDCC) model, that the creation of a common cross-border stock trading platform has increased the long-run trends in conditional correlations between foreign and domestic stock market returns. In Paper [II] we study whether the creation of a uniform Nordic and Baltic stock trading platform has affected weak-form information efficiency. The results indicate that the stock market consolidations

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3

Chen, Gang. "The Chinese stock market : an emperical analysis of market segmentation, inter-relationships and theoretical versus actual stock prices." Thesis, University of Aberdeen, 2011. http://digitool.abdn.ac.uk:80/webclient/DeliveryManager?pid=165872.

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This thesis contributes to our knowledge of the behaviour of the Chinese stock market by offering an empirical investigation into issues such as market segmentation, inter‐relationships between Chinese stock markets and inter‐relationships with foreign stock markets. Basic questions which have been typically analysed for developed stock markets are considered in this thesis. These include an analysis of core concepts such as volatility; causal links with economic variables and the reasons why the theoretical stock price may be different from the actual stock price. Methodological methods inclu

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4

Kwok, Kam Hong. "Two essays on Chinese stock market /." View abstract or full-text, 2003. http://library.ust.hk/cgi/db/thesis.pl?FINA%202003%20KWOK.

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5

Cheung, Ming-yan William. "Market microstructure of an order driven market." Click to view the E-thesis via HKUTO, 2005. http://sunzi.lib.hku.hk/hkuto/record/B3203782X.

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6

Lange, Joe. "An intraday analysis of stock market liquidity /." 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?p9906485.

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7

Ignatius, Roger. "The Bombay Stock Exchange: tests of market efficiency." Thesis, University of North Texas, 1991. https://digital.library.unt.edu/ark:/67531/metadc332561/.

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This dissertation analyzes the efficiency of the Bombay Stock Exchange (BSE) and the relationship of stock return patterns on the BSE with those of the New York Stock Exchange (NYSE). The data includes daily closing values of the BSE and S&P 500 Indexes for the period 1979-1990 and bi-weekly closing prices on 27 of the most active stocks on the BSE for the period 1980-1990.

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8

Kim, Jaemin. "The impact of open market share repurchases on volatility and liquidity : are open market share repurchase firms making the market for their own shares? /." Thesis, Connect to this title online; UW restricted, 2001. http://hdl.handle.net/1773/8795.

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9

Cheung, Oi Lin. "Market reactions to stock splits in the Hong Kong stock market." Thesis, University of Macau, 1997. http://umaclib3.umac.mo/record=b1636218.

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10

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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11

Cheung, Ping-wing Ricky. "Relative strength trading rules and efficiency of the Hong Kong market /." [Hong Kong : University of Hong Kong], 1985. http://sunzi.lib.hku.hk/hkuto/record.jsp?B12316866.

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12

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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13

Helm, Virgil Cole. "Market reaction to substantial deviations from dividend trends." Laramie, Wyo. : University of Wyoming, 2008. http://proquest.umi.com/pqdweb?did=1594481801&sid=1&Fmt=2&clientId=18949&RQT=309&VName=PQD.

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14

Wan, Hakman Alberick. "On the agent market model of stock markets." Thesis, University of Sunderland, 1999. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.288016.

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15

Wells, Heather Joanna. "Stock market trend behaviour and continuation and reversal effects in stock market returns." Thesis, Bangor University, 2004. https://research.bangor.ac.uk/portal/en/theses/stock-market-trend-behaviour-and-continuation-and-reversal-effects-in-stock-market-returns(5279ca3b-93e9-41c2-a409-d417e8ba85db).html.

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This thesis considers the existence of, and potential causes of, continuation and reversal effects in stock market returns. In the first part of the research, a timeseries approach is used to consider the profitability of momentum trading strategies on fourteen major stock market indices. Momentum trading strategies exploit continuation in returns, and evidence of significant profits to such strategies therefore implies the presence of continuation effects in the data samples. Significant losses to momentum strategies, on the other hand, are indicative of reversal effects in returns. This part

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16

Cheung, Ming-yan William, and 張明恩. "Market microstructure of an order driven market." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2005. http://hub.hku.hk/bib/B3203782X.

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17

Vissing-Jorgensen, Annette 1971. "Limited stock market participation." Thesis, Massachusetts Institute of Technology, 1998. http://hdl.handle.net/1721.1/10119.

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18

Stahel, Christof W. "International stock market liquidity." Connect to this title online, 2004. http://rave.ohiolink.edu/etdc/view?acc%5Fnum=osu1091726658.

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Thesis (Ph. D.)--Ohio State University, 2004.<br>Title from first page of PDF file. Document formatted into pages; contains xi, 110 p.; also includes graphics. Includes bibliographical references (p. 70-76).

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19

CACCAVAIO, MARIANNA. "The Chinese stock market." Doctoral thesis, Università Bocconi, 2009. https://hdl.handle.net/11565/4053447.

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20

Pang, Siu-kei. "Red-chips' (China-affiliated companies' shares) profitability, attractiveness and its implication to Hong Kong stock market." Hong Kong : University of Hong Kong, 1998. http://sunzi.lib.hku.hk/hkuto/record.jsp?B19873815.

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21

Sevelin, Jesper. "Swedish Stock market: Explaining trade volumes in single stocks." Thesis, KTH, Skolan för teknikvetenskap (SCI), 2017. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-210868.

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The Swedish stock market consists of roughly 750 companies listed on fivedifferent markets. Out of all those companies a significant portion are rarelytraded. Stocks where the trading activity is low not only present a liquidityproblem to shareholders and potential investors but also affects the reputation ofthe traded company. A company whose shares are not actively traded does nothave a market that actively puts a value on the company.This study aims to interpret how daily trade volumes can be explained by bothcategorical and numerical variables associated with the companies listed inSweden.

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22

Cooper, Mary Comerford. "Returning shares to the people? the politics of the stock market in China /." online access from Digital dissertation consortium, 2002. http://libweb.cityu.edu.hk/cgi-bin/er/db/ddcdiss.pl?3068264.

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23

AlQatamin, Ma'en Mardi. "The behaviour of stock returns in Amman stock market : a thin emerging market." Thesis, University of Warwick, 1997. http://wrap.warwick.ac.uk/36311/.

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In this thesis the behaviour of stock returns of firms listed on the Amman Stock Market is examined. The thin trading characteristic of the market is emphasised and its possible effects on empirical investigations are analysed. The first four chapters contain a review of the literature on the importance of stock markets, the Efficient Market Theory and the Capital Asset Pricing Model. The literature suggests that the allocative efficiency of funds via stock markets is related to the operational and pricing efficiency of these markets. In such an efficient market, the expected return on an inve

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24

Zevallos, Mauricio, and Carlos del Carpio. "Metal Returns, Stock Returns and Stock Market Volatility." Economía, 2015. http://repositorio.pucp.edu.pe/index/handle/123456789/118122.

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Given the extensive participation of mining stocks in the Peruvian stock market, the Lima Stock Exchange (BVL) provides an ideal setting for exploring both the impact of metal returns on mining stock returns and stock market volatility, and the comovements between mining stock returns and metal returns. This research is a first attempt to explore these issues using international metal prices and the prices of the most important mining stocks on the BVL and the IGBVL index. To achieve this, we use univariate GARCH models to model individual volatilities, and the Exponentially Weighted Moving Av

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25

Gower, Craig Paul. "Modelling and forecasting stock and stock market volatility." Thesis, Swansea University, 2001. https://cronfa.swan.ac.uk/Record/cronfa42339.

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The examination of stock price volatility has come under increased scrutiny due to the large swings in stock price movements that have occurred with greater frequency than the historical average. Additionally, the substantial increases in the volume of options trading has increased the importance of accurate volatility forecasts due to the volatility forecast being the most important parameter affecting the pricing of options. Consequently, the aim of the thesis is to analyse the volatility of forty-five FTSE 100 stocks, the FTSE 100 index together with other major and emerging market stock in

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26

Carmo, João Pedro Rodrigues do. "Modeling stock markets through the reconstruction of market processes." Master's thesis, Instituto Superior de Economia e Gestão, 2017. http://hdl.handle.net/10400.5/15048.

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Mestrado em Economia<br>Existem duas maneira possíveis de interpretar a aparente natureza estocástica dos mercados financeiros: a Hipótese do mercado eficiente (HME) e um conjunto de factos estilizados que conduzem o comportamento dos mercados. Apresentamos evidência para alguns dos factos estilizados como a existência de um fenómeno de memória na volatilidade dos preços a curto prazo, um comportamento em lei de potência e dependências não lineares nos retornos. Considerando isto, construímos um modelo do mercado através de cadeias de Markov. Em seguida, desenvolvemos um algoritmo que pode se

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27

Yiu, Fan-lai. "Applicability of various option pricing models in Hong Kong warrants market /." [Hong Kong : University of Hong Kong], 1993. http://sunzi.lib.hku.hk/hkuto/record.jsp?B13570493.

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28

Liu, Taisheng. "Stock market overreaction and underreaction : theoretical explanations and empirical evidences." HKBU Institutional Repository, 2006. http://repository.hkbu.edu.hk/etd_ra/693.

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29

Wong, Chi-ching, and 黃智淸. "Market anomalies of the Hong Kong stock market." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 1990. http://hub.hku.hk/bib/B31209488.

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30

Zou, Ping. "China's stock market : asset pricing and market structure." Thesis, SOAS, University of London, 2002. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.269976.

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31

Zebedee, Allan A. "The flow of information in financial markets : a market microstructure examination /." Diss., Connect to a 24 p. preview or request complete full text in PDF format. Access restricted to UC campuses, 2001. http://wwwlib.umi.com/cr/ucsd/fullcit?p3026388.

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32

Singh, Vikkram. "Financial Integration: Pervasiveness, Effect of Culture and Impact on Policy Effectiveness." Thesis, Griffith University, 2017. http://hdl.handle.net/10072/373044.

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The studies in this thesis examine financial integration: its extent across regions and market cycles, how culture affects it and how the levels of market linkages impact the effectiveness of policy decisions during periods of market crisis. This investigation is undertaken in four separate but interrelated studies. The first study (Chapter 3) uses a novel approach, partial correlations within a complex network framework, to examine the degree of globalization and regionalization of stock market linkages and how these linkages vary across different economic or market cycles. The results show t

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33

Ekdahl, Malin, and Roya Emilia Aram. "Stock Market Efficiency : A Test of the Swedish Stock Market in the Weak Form." Thesis, Linköping University, Department of Management and Economics, 2003. http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-1536.

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<p>Background: A well-known study, similar to ours, was made in 1985 in America, showing that "loser" portfolios outperformed the market while "winner" portfolios earned less return than the market. This finding is not in accordance with the theory of efficient markets. If a market is efficient, there should be no possibility of making sustainable excess returns and prices should follow a random walk. </p><p>Purpose: The purpose of this thesis is to study a "winner" portfolio and a "loser" portfolio in order to establish whether the Swedish stock market is efficient in the weak form. We will s

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34

Alshogeathri, Mofleh Ali Mofleh. "Macroeconomic determinants of the stock market movements: empirical evidence from the Saudi stock market." Diss., Kansas State University, 2011. http://hdl.handle.net/2097/11989.

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Doctor of Philosophy<br>Department of Economics<br>Lance J. Bachmeier<br>This dissertation investigates the long run and short run relationships between Saudi stock market returns and eight macroeconomic variables. We investigate the ability of these variables to predict the level and volatility of Saudi stock market returns. A wide range of Vector autoregression (VAR) and generalized autoregressive conditional heteroskedasticity (GARCH) models estimated and interpreted. A Johansen-Juselius cointegration test indicates a positive long run relationship between the Saudi stock price index and

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35

Lidgren, Becky, and Frida Myrsten. "The stock market and innovation : Does the stock market attract, select and boost innovation?" Thesis, Uppsala universitet, Företagsekonomiska institutionen, 2021. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-448144.

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This paper explores the stock market as a source of funding for innovation by looking at the ability of the stock market to attract, identify and channel funds to innovative firms. We analysed 541 IPOs on the Swedish stock market between the years 2000-2015, using patent applications as a proxy for innovation. Results from an event study and regressions using two control groups show that firms find the stock market an attractive source of funding for innovation and that going public helps firms overcome liquidity restraints. By looking at the long- and short-term performance, measured by stock

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36

Jeon, Kyung-Seong. "An examination of stock market properties : vector autoregression approach /." free to MU campus, to others for purchase, 1997. http://wwwlib.umi.com/cr/mo/fullcit?p9841304.

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37

Xu, Kenneth Cheng. "The emerging Chinese stock market." access full-text online access from Digital Dissertation Consortium, 1996. http://libweb.cityu.edu.hk/cgi-bin/er/db/ddcdiss.pl?9720769.

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38

Nieuwland, Frederik Gertruda Maria Carolus. "Speculative markets dynamics an econometric analysis of stock market and foreign exchange market dynamics /." Proefschrift, Maastricht : Maastricht : Universitaire Pers Maastricht ; University Library, Maastricht University [Host], 1993. http://arno.unimaas.nl/show.cgi?fid=6219.

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39

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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40

"Market efficiency research on Shanghai stock market." 2002. http://library.cuhk.edu.hk/record=b5890949.

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by Mi Jia, Wang Xueyu.<br>Thesis (M.B.A.)--Chinese University of Hong Kong, 2002.<br>Includes bibliographical references (leaves 77-78).<br>ABSTRACT --- p.III<br>TABLE OF CONTENTS --- p.iv<br>LIST OF TABLES AND FIGURES --- p.vi<br>Chapters<br>INTRODUCTION --- p.1<br>DATA AND RESEARCH METHODOLOGY --- p.6<br>EFFICIENCY TESTS --- p.12<br>Time Serial Correlation Analysis --- p.12<br>Seasonal Fluctuation --- p.16<br>General Index's analysis and comparison --- p.17<br>Holiday Effect --- p.20<br>Test of Predictability in Stock Market Returns --- p.35<br>Larger Stock in June effect --- p.3

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41

Lin, Chia-Wei, and 林佳緯. "Financial Market dependence : Stock Markets." Thesis, 2012. http://ndltd.ncl.edu.tw/handle/06552793720110965287.

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碩士<br>國立中山大學<br>財務管理學系研究所<br>100<br>This paper focuses on stock markets, including Portugal、Italy、Ireland、Greece and Spain, and these are named PIGS by economists. Furthermore, we add the other three countries, U.S.A.、U.K. and Germany in this paper for investigating the dependence structure in the stock markets between these countries during the period 2001-2011. We implement a regime-switching copula model based on Gaussian copula, which uses a GARCH specification for the marginal distributions and the Gaussian copula for the joint distribution. Our method combines copulas and regime-switchin

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42

"Size-related stock market anomalies on the Shenzhen A shares market." Chinese University of Hong Kong, 1996. http://library.cuhk.edu.hk/record=b5888669.

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by Chiu Mui-Ling.<br>Thesis (M.B.A.)--Chinese University of Hong Kong, 1996.<br>Includes bibliographical references (leaves 48-51).<br>ACKNOWLEDGMENTS --- p.ii<br>ABSTRACT --- p.iii<br>TABLE OF CONTENTS --- p.iv<br>LISTS OF TABLES --- p.vi<br>LISTS OF CHARTS --- p.vii<br>Chapter<br>Chapter I. --- INTRODUCTION --- p.1<br>Chapter II. --- LITERATURE REVIEW --- p.3<br>Chapter III. --- SHENZHEN STOCK MARKET --- p.16<br>Historical Background --- p.16<br>Membership of Shenzhen Stock Exchange --- p.18<br>Types of Shares --- p.19<br>A Shares --- p.19<br>B Shares --- p.20<br>H Shares --- p

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43

Kim, Young Guk. "Regularities and anomalies of the Korea stock market tests of market efficiency." 1991. http://catalog.hathitrust.org/api/volumes/oclc/24508064.html.

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44

Numapau, Gyamfi Emmanuel. "Market Efficiency of African Stock Markets." Thesis, 2017. http://hdl.handle.net/11602/1099.

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PhD (Statistics)<br>Department of Statistics<br>There has been a growing interest in investment opportunities in Africa. The net foreign direct investment (FDI) to Sub-Saharan Africa has increased from $13 billion in 2004 to about $54 billion in 2015. Investing on the stock markets is one of such investment opportunities. Stock markets in Africa have realised growth in market capitalization, membership, value and volume traded due to an increase in investments. This level of growth in African stock markets has raised questions about their efficiency. This thesis examined the weak-form inf

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45

Lee, Taiki. "The Asian crisis and stock market co-movements the US market effects on the Korean and Japanese markets /." 2004. http://catalog.hathitrust.org/api/volumes/oclc/76955822.html.

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46

Yueh-LinWu and 吳岳霖. "The Relationship Between Taiwan Stock Market and The International Stock Markets." Thesis, 2010. http://ndltd.ncl.edu.tw/handle/72549706986152681678.

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碩士<br>國立成功大學<br>統計學系碩博士班<br>98<br>The topic of this research is to study the relationship between Taiwan stock market and other important international stock markets. The study period from Jan. 3, 2005 to Dec. 28, 2009 weekly data analysis including a total of 20 international stock market index. In this research contained two part of analysis. First part of analysis, using multivariate time series model confirm the relationship between Taiwan Stock Market and The International Stock Markets. Second part of analysis, carry on the first part of multivariate time series model, comparing the pre

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47

Chen, Ju-Hsien, and 陳儒賢. "The Connection among Commodity Market, the US Stock Market and Taiwan Stock Market." Thesis, 2014. http://ndltd.ncl.edu.tw/handle/3kv5bw.

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碩士<br>龍華科技大學<br>企業管理系碩士班<br>103<br>This research explored the relationship between Taiwan stock market, commodity market and American stock market. There are six variables with total 213 observations for each variable using monthly data from the period of October 1995 to June 2013. The Model 1 examined the commodity market including gold price (LLG), petroleum price (WTI), USD index (USDX) and Taiwan stock market. And the Model 2 adds American stock market, Dow Jones Industrial Average (DJIA) and NASDAQ. The results of the Ordinary Least Squares (OLS) showed that USDX had a significant negativ

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48

"Tests on relative strength index trading rules in China stock market." 2002. http://library.cuhk.edu.hk/record=b5890950.

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by Leung Kwok Chu, Wong Cheuk Fung.<br>Thesis (M.B.A.)--Chinese University of Hong Kong, 2002.<br>Includes bibliographical references (leaves 54-55).<br>ABSTRACT --- p.ii<br>TABLE OF CONTENTS --- p.iv<br>ACKNOWLEDGMENTS --- p.vi<br>Chapter<br>Chapter I. --- INTRODUCTION --- p.1<br>Technical Analysis --- p.2<br>The Characteristics and Efficiency of China's Equity Markets --- p.3<br>Market Participants --- p.4<br>Transaction Costs and Tradability of Shares --- p.5<br>Availability of Information --- p.7<br>Implication on Weak Form Market Efficiency --- p.8<br>Relative Strength Index ---

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49

"Technical analysis and market inefficiency: a study of the Hong Kong stock market." Thesis, 1997. http://library.cuhk.edu.hk/record=b6073905.

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All these results indicate that the hypothesis of weak-form market efficiency has limited applicability in the Hong Kong stock market and that recognised inefficiencies are strongly associated with the information of trend-chasing technical analysts. The results are also consistent with the findings of a theoretical model proposed in this dissertation. In particular, the model suggests that trend-chasing behaviour, together with uncertainty about intrinsic values, contributes to market inefficiency.<br>This dissertation studies the relationship between the use of trend-chasing technical analys

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50

Grace, Chen, and 陳尚菁. "Public Auctions of Stocks in Taiwan Stock Market." Thesis, 1998. http://ndltd.ncl.edu.tw/handle/51882119608668731199.

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碩士<br>國立中山大學<br>企業管理研究所<br>86<br>From 1994 to 1997, not only the annual times of public auctions of listing stocks in Taiwan Stock Market increased, but also annualquantities traded by public auctions increased rapidly. The main purpose of this thesis is to investigate prices and quantities of each trading day of4 public auctions in 1997. For each public auction, the results are asfollowed: (1) On the first trading day, the seller''s and buyers'' reservationprices equal the close price of that day in the secondary market multiplysome discount rate, which is less than 1. But that discount rate

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