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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.
641

Estimation and economic analysis on the stock size of Spotted chub mackerel in Taiwan

Yang, Cuei-fen 13 June 2008 (has links)
This article base on the data of Fisheries Department from 82 to 96 discussed the resources of Taiwan mackerel. First of all, Leslie¡¦s method is used to estimate the stock size and catchability coefficient of Taiwan mackerel from 90 to 91. The consequent went under the method of Graham in order to estimate its intrinsic growth rate and environmental carrying capacity. Following that, this paper compared and contrasted the differences between open access and bioeconomic optimum, and adopted the catch data of 82-96 to get the simulative analysis of present operation of mackerel. Finally, for each parameter we made sensitivity analysis to have an overall view of the impact of changed parameters on stock size.
642

The leading and lagging relationship between CB return and stock return

Huang, Chong-Ming 18 June 2008 (has links)
Due to the characteristics of convertible bond, the issuing volumes are smaller than stocks and the investors are mostly institutional investors. Therefore, the turnover and the market liquidity of convertible bond are lower than those of stock market. The past literature indicate that the reaction of corporate bond to the fundamental information falls behind the stock, therefore, the price change of corporate bond always lag behind that of stock market. Moreover, the extra right of convertible bond compare to corporate bond is the convertible option in exchange for stocks, that also causes the relation between the stocks and the convertible is much closer than the normal corporate bond. The motivation of this study is to take advantage of the co-movement relation between these two markets to discover the profit opportunities of investment strategy. As a result, the purpose of this study is to investigate the prediction of the convertible bond and the reaction of the market information. Firstly, I try to verify momentum effect or overreaction effect in convertible bond is significant. Second, I apply the VAR model and Granger model to analyze the return relationship between convertible bonds and stocks, and to formulate our strategies by predicting the return of convertible bond from the lagged return of stocks. At the end, I analyze the performance of strategy in order to discover the best timing of buying convertible bonds for investors. Our empirical study exhibits there has no momentum effect in Taiwan convertible bonds market. Conversely, we discover the presence of overreaction effect but it is insignificant. Moreover, it¡¦s effective to predict the return of convertible bond by using the stocks return, otherwise it¡¦s not. Finally, the strategy of using the stock return in predicting the return of convertible bond can earn abnormal return without considering the transaction cost. On the contrary, the performance of using the return of convertible bond in predicting the stock return is insignificant. Our results demonstrate that we can refer to the past literature about ¡§the reaction of corporate bond to the fundamental information of companies falls behind the stock¡¨ to invest in convertible bond profitably. In conclusion, investors can follow our empirical framework and result to forecast the price trend of the convertible bond by referring the stock price.
643

Interaction between gold market and stock market

Chang, Yi-hung 27 November 2008 (has links)
In recent years, the main determinants of gold price have changed worldwide due to the increasing demand of gold. Additionally, TAIFEX provided investors with anothor trading instruments by launching US Dollar-denominated Gold Futures. Therefore, Taiwan gold market and stock market might interact more closely than before. The purpose of this study was to examine the endogenous relationship between gold price and stock price, and then analyze both markets with multi-equation simulation model and two-stage least squares method. The result shows that there is endogenous relationship between these two variables. Besides, depreciation of US dollar would lead to a rise in gold price which is denominated by US dollar. Exchange rate and stock price also moved in opposite directions. Finally, the launching of gold futures truly interested the investors and boosted the gold price.
644

The effects of introducing a new stock exchange on the IPO process and venture capital financing /

Kukies, Jörg. January 2001 (has links)
Thesis (Ph. D.)--University of Chicago, Graduate School of Business, June 2001. / Includes bibliographical references. Also available on the Internet.
645

The value relevance of revenue for Internet firms : does reporting grossed-up or barter revenue make a difference? /

Davis, Angela Kay. January 2001 (has links)
Thesis (Ph. D.)--University of Washington, 2001. / Vita. Includes bibliographical references (leaves 53-55).
646

An assessment of barotrauma and the stock characteristics of Tennessee River sauger populations a thesis presented to the faculty of the Graduate School, Tennessee Technological University /

Kitterman, Christy L., January 2009 (has links)
Thesis (M.S.)--Tennessee Technological University, 2009. / Title from title page screen (viewed on Jan. 22, 2010). Includes bibliographical references.
647

The impact of market conditions on equity issuance activity /

Gaspar, George J. January 2008 (has links)
Thesis (Ph.D.)--York University, 2008. Graduate Programme in Administration. / Typescript. Includes bibliographical references (leaves 147-150). Also available on the Internet. MODE OF ACCESS via web browser by entering the following URL: 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:NR45994
648

A stock market agent-based model using evolutionary game theory and quantum mechanical formalism

Montin, Benoit S. Nolder, Craig A. January 2004 (has links)
Thesis (Ph. D.)--Florida State University, 2004. / Advisor: Dr. Craig A. Nolder, Florida State University, College of Arts and Sciences, Dept. of Mathematics. Title and description from dissertation home page (viewed June 29, 2004). Includes bibliographical references.
649

Essays on behavioral finance and market microstructure

Lu, Jie, January 2009 (has links)
Thesis (Ph. D.)--Rutgers University, 2009. / "Graduate Program in Economics." Includes bibliographical references (p. 137-140).
650

Predictability of equity returns and conditional asset pricing

Hu, Ou. January 1900 (has links)
Thesis (Ph. D.)--West Virginia University, 2004. / Title from document title page. Document formatted into pages; contains vii, 117 p. : ill. (some col.). Includes abstract. Includes bibliographical references (p. 112-117).

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