Global ETD Search

1	A comparison of volatility predictions in the HK stock market / Law, Ka-chung. January 1900 (has links) Thesis (M. Econ.)--University of Hong Kong, 1999. / Includes bibliographical references (leaves 60-64).
2	Analysts' forecasts and future stock return volatility: a firm-level analysis for NYSE Firms Shan, Yaowen, School of Banking & finance, UNSW January 2006 (has links) This study demonstrates that financial analysts significantly affect short-term stock prices, by examining how non-accounting information particularly contained in analysts' forecasts contributes to the fluctuation of future stock returns. If current non-accounting information of future earnings is more unfavourable or more volatile, we could observe a larger shift in the current stock return. The empirical evidence strongly supports these theoretical predictions that stem from the combination of the accounting version of Campbell-Shiller model (Campbell and Shiller (1988) and Vuolteenaho (2002)) and Ohlson????s information dynamics (1995). In addition, the results are also valid for measures of both systematic and idiosyncratic volatilities. Stock price forecasting Stocks
3	Analysts' forecasts and future stock return volatility: a firm-level analysis for NYSE Firms Shan, Yaowen, School of Banking & finance, UNSW January 2006 (has links) This study demonstrates that financial analysts significantly affect short-term stock prices, by examining how non-accounting information particularly contained in analysts' forecasts contributes to the fluctuation of future stock returns. If current non-accounting information of future earnings is more unfavourable or more volatile, we could observe a larger shift in the current stock return. The empirical evidence strongly supports these theoretical predictions that stem from the combination of the accounting version of Campbell-Shiller model (Campbell and Shiller (1988) and Vuolteenaho (2002)) and Ohlson????s information dynamics (1995). In addition, the results are also valid for measures of both systematic and idiosyncratic volatilities. Stock price forecasting Stocks
4	The effect of macroeconomic variables on the pricing of common stock under trending market conditions / Fodor, Bryan D. January 2003 (has links) Thesis (MBA) -- University of New Brunswick, Faculty of Administration, 2003. / Typescript. Bibliography: leaves 83-84. Also available online through University of New Brunswick, UNB Electronic Theses & Dissertations. Stocks Stock price forecasting.
5	Dynamics of the return generating process and mean reversion of the US stock prices / Ohn, Jonathan Kong. January 1997 (has links) Thesis (Ph. D.)--Lehigh University, 1997. / Includes vita. Bibliography: leaves 229-233. Stock price forecasting. Stocks
6	Essays on information and conflicts of interest in stock recommendations Lidén, Erik January 2005 (has links) Thesis (doctoral)--Göteborgs Universitet, 2005. / Added t.p. with thesis statement inserted. Includes bibliographical references (p. 91-95). Stock price forecasting
7	Time series analysis of financial index / Yiu, Fu-keung. January 1996 (has links) Thesis (M.B.A.)--University of Hong Kong, 1996. / Includes bibliographical references (leaf 67-68).
8	Stock price, volatility and volume : the profitability of technical trading rules using bootstrap methodology / Kwon, Ki-Yeol, January 1999 (has links) Thesis (Ph. D.)--Lehigh University, 1999. / Includes vita. Bibliography: leaves 178-182. Stocks. Stock price forecasting.
9	The interaction of financial and nonfinancial information sources an empirical study of time series properties and capital market effects / Janson, Kenneth Robert, January 1979 (has links) Thesis--University of Wisconsin--Madison. / Typescript. Vita. eContent provider-neutral record in process. Description based on print version record. Includes bibliographical references (leaves 294-297). Stock price forecasting.
10	Robustness and information processing constraints in economic models Lewis, Kurt Frederick. January 2007 (has links) Thesis (Ph. D.)--University of Iowa, 2007. / Supervisor: Charles H. Whiteman. Includes bibliographical references (leaves 134-137). Econometrics. Stock price forecasting.

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