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  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.
51

A Study of the trading systems of the selected technical indicators.

January 1992 (has links)
by To Kwok-Fai. / Thesis (M.B.A.)--Chinese University of Hong Kong, 1992. / Includes bibliographical references (leaves 83-84). / ABSTRACT --- p.ii / ACKNOWLEDGEMENTS --- p.iii / TABLE OF CONTENTS --- p.iv / LIST OF ILLUSTRATIONS --- p.vi / LIST OF TABLES --- p.viii / Chapter / Chapter I. --- INTRODUCTION --- p.1 / Chapter II. --- THE GROWTH AND CHANGING CHARACTER OF THE FOREIGN EXCHANGE MARKET --- p.3 / Three Economic Blocs --- p.3 / Increase of Trading Volume --- p.4 / Shift In Customer Base --- p.5 / Twenty-four Hours Global Market --- p.5 / Growth in the Use of Computer --- p.6 / Chapter III. --- FORECASTING OF FOREIGN EXCHANGE RATE --- p.7 / Efficient Market Hypothesis and Random Walk Theory --- p.7 / The Hypothesis --- p.7 / Implications --- p.9 / Chaos Theory --- p.9 / Definition --- p.9 / Phenomena in Foreign Exchange Market --- p.9 / Implications --- p.12 / Fundamental Analysis in Forecasting Foreign Exchange Rate --- p.12 / Technical Analysis in Forecasting Foreign Exchange Rate --- p.15 / Other Factors Influencing Foreign Exchange Rate --- p.17 / Chapter IV. --- METHODOLOGY --- p.18 / Collection of Data --- p.18 / Selection of Trading Systems --- p.20 / Construction of Trading Systems --- p.21 / Simple Moving Average Trading System --- p.21 / Directional Movement Index Trading System --- p.22 / Evaluation of Trading Performance --- p.27 / Chapter V. --- RESULTS AND FINDINGS --- p.30 / Simple Moving Average Trading System --- p.30 / Directional Movement Index Trading System --- p.40 / Comparison of the Two Trading Systems --- p.50 / Current Net Profit or Loss --- p.50 / Sample Standard Deviation --- p.52 / Sharpe Ratio --- p.52 / Ratio of Average Profit per Profitable Transaction to Average Loss per Losing Transaction --- p.55 / Chapter VI. --- CONCLUSIONS --- p.57 / APPENDIX / Chapter 1. --- Program Listing of Simple Moving Average Trading System Performance Report --- p.59 / Chapter 2. --- Program Listing of Directional Movement Index Trading System Performance Report --- p.63 / Chapter 3. --- "Detailed Listing of USD/DEM High, Low and Close Exchange Rate from Oct 18 1988 to Dec 31 1991" --- p.67 / BIBLIOGRAPHY --- p.83
52

Market revolution : the path to more efficient foreign exchange market /

Chan, Kin-pun. January 1994 (has links)
Thesis (M.B.A.)--University of Hong Kong, 1994. / Includes bibliographical references (leaves 94-95).
53

On the causes and effects of real exchange rate variability a comparative analysis of the East Asian and Latin American experience /

Arellano-Cadena, Rogelio. January 1990 (has links)
Thesis (Ph. D.)--University of California, Los Angeles, 1990. / Vita. Includes bibliographical references.
54

Cross-market interactions, price discovery dynamics, and market quality measurement /

Yan, Bingcheng. January 2005 (has links)
Thesis (Ph. D.)--University of Washington, 2005. / Vita. Includes bibliographical references (p. 87-93).
55

Pirates of the box : Resource plunderers and collaboration within the CrossFit tribe

Elina, Lindholm, Katrin, Bjälkenfalk January 2016 (has links)
This paper addresses the concept of consumer tribes, and how various resource exchanges and plundering is carried out within this context. The concept of plundering has been introduced in research, yet only from a theoretical point of view. Hence this study provides a first attempt at taking the concept of plundering from a theoretical representation to an embodied explanation. This was examined through an ethnographic method consisting of 70 hours participating observations, 237 observations online and seven interviews. The chosen context of this study was a CrossFit box. Three major findings have been revealed. First, plundering of resources only occur outside the tribe with external actors, while an in-group mentality prevail in exchanges occurring inside the tribe. The second finding reveals that plundering can be carried out despite present motives or inducements as love or passion towards specific products or brands. The third finding holds that the consumer tribe exhibit consumers engagement in an interplay of logics and modes of exchanges to enable plundering, heighten their endowment and benefit the community. Finally, marketing managers are advised to see plundering as a playful challenge that nonetheless could provide opportunities since consumers share their prey with other devoted and passionate members and mutual plundering exist within this context.
56

Methods Development for Ion Chromatography

Supachai Maketon 05 1900 (has links)
Ion chromatography (IC) as developed by Small et. al. in 1975 has become an efficient and reliable analytical technique for simultaneous analysis of multiple ions in solution. The principle requirement prior to use the IC for an analysis is sample preparation; these include sample decomposition, solvent extraction, and trapping in case the target element is in the gas phase, etc. Solvent extractions for fluoride, chloride, sodium, ammonium, and potassium ions which are soluble in soils are described. Sample decompositions include silicate rocks using hydrofluoric acid for the determination of phosphorus; organic pesticides using lithium fusion technique for the determination of halide and cyanide ions are also described. After these sample preparation techniques, the aqueous solutions obtained were analyzed on the ion chromatograph for the analyses of the anions and cations mentioned above. Recovery and reproducibility of each technique is in general quite good and the comparison between the results obtained from the IC method and other instrumentation are given.
57

Modelling the South African exchange rate system

26 May 2014 (has links)
Ph.D. (Economics) / Please refer to full text to view abstract
58

Forward rate unbiasedness hypothesis and co-integration: the study of emerging markets exchange rates. / CUHK electronic theses & dissertations collection

January 2013 (has links)
Yeung, Ching. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2013. / Includes bibliographical references (leaves 32-34). / Electronic reproduction. Hong Kong : Chinese University of Hong Kong, [2012] System requirements: Adobe Acrobat Reader. Available via World Wide Web. / Abstracts also in Chinese.
59

Chemical and Dynamical Characteristics of Stratosphere-Troposphere Exchange

Homeyer, Cameron Ross 2012 August 1900 (has links)
Stratosphere-troposphere exchange processes are responsible for controlling the distribution of chemically and radiatively important trace gases in the upper troposphere and lower stratosphere. Extensive characterization of exchange processes is critical to the development of our understanding and prediction of the climate system. This study examines the occurrence and dynamical and chemical characteristics related to two primary stratosphere-troposphere exchange processes: Rossby wavebreaking and moist convection. Intrusions of air from the tropical upper troposphere into the extratropical stratosphere above the subtropical jet via Rossby wavebreaking potentially have a significant impact on the composition of the lowermost stratosphere (the stratospheric part of the "middleworld"). We first present an analysis of tropospheric intrusion events observed in aircraft observations using kinematic and chemical diagnostics. The transport processes operating during each event are discussed using high-resolution model analyses and backward trajectory calculations. In situ chemical observations of the tropospheric intrusions are used to estimate the mixing timescales of the observed intrusions through use of a simple box model and trace species with different photo-chemical lifetimes. We estimate that the timescale for an intrusion to mix with the background stratospheric air is 5 to 6 days. Detailed analysis of small-scale features with tropospheric characteristics observed in the stratosphere suggests frequent irreversible transport associated with tropospheric intrusions. We also present a 30-year climatology (1981-2010) of anticyclonically and cyclonically sheared Rossby wave-breaking events along the boundary of the tropics in the 350-500 K potential temperature range from ECMWF ERA-Interim reanalyses. Lagrangian transport analyses show poleward transport at altitudes below and above the 370-390 K layer. Poleward transport at lower levels is in disagreement with previous studies and is shown to be largely dependent on the choice of tropical boundary. In addition, transport analyses reveal three modes of transport for anticyclonic wavebreaking events near the tropical tropopause (380 K): poleward, equatorward, and bidirectional. These transport modes are associated with distinct characteristics in the geometry of the mean flow. Stratospheric intrusions (tropopause folds) are known to be major contributors to stratosphere-troposphere exchange. The specific mixing processes that lead to irreversible exchange between stratospheric intrusions and the surrounding troposphere, however, are not entirely understood. This study presents direct observations of moist convection penetrating into stratospheric intrusions. The characteristics of convective injection are shown by using in situ aircraft measurements, radar reflectivities, and model analyses. Convective injection is observed at altitudes up to 5 km above the bottom of a stratospheric intrusion. Aircraft measurements show that convective injection in stratospheric intrusions can be uniquely identified by coincident observations of water vapor greater than about 100 ppmv and ozone greater than about 125 ppbv. Trajectory analyses show that convective injection can impact transport in both directions: from troposphere to stratosphere and from stratosphere to troposphere. We present a conceptual model of the synoptic meteorological conditions conducive to convective injection in stratospheric intrusions. In particular, convective injection is found to be associated with a "split front" where the upper-level frontal boundary outruns the surface cold front.
60

An simulative study of exchange rate determination model for mergers

Yang, Hsiao-li 20 February 2004 (has links)
none

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