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Market reaction to inclusions and exclusions in the Toronto Stock Exchange 300 index /Okumura, Tsuyoshi, January 1900 (has links)
Thesis (M.B.A.)--Carleton University, 2003. / Includes bibliographical references (p. 85-87). Also available in electronic format on the Internet.
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Erklärung des durchschnittlichen Kursniveaus an der New York Stock Exchange als Entscheidungshilfe für die Kapitalanlage in Aktien /Mende, Arnaud. January 1990 (has links)
University, Diss.--Freiburg im Breisgau, 1989.
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The Paris Bourse and French finance, with reference to organized speculation in New York,Parker, William, January 1920 (has links)
Thesis (Ph. D.)--Columbia University, 1920. / Vita. Published as Studies in history, economics, and public law, ed. by the Faculty of political science of Columbia University, vol. LXXXIX, no. 3, whole no. 204. Bibliography: p. 115-116. Also issued in print.
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Behavioural heterogeneity in ASX 200 a dissertation submitted to Auckland University of Technology in fulfilment of the requirements for the degree of Master of Business (MBus), 2009 /Chen, Gary. January 2009 (has links)
Dissertation (MBus) -- AUT University, 2009. / Includes bibliographical references. Also held in print (vii., 43 leaves : ill. ; 30 cm.) in the Archive at the City Campus (T 332.632220994 CHE)
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The Paris Bourse and French finance, with reference to organized speculation in New York,Parker, William, January 1920 (has links)
Thesis (Ph. D.)--Columbia University, 1920. / Vita. Published as Studies in history, economics, and public law, ed. by the Faculty of political science of Columbia University, vol. LXXXIX, no. 3, whole no. 204. eContent provider-neutral record in process. Description based on print version record. Bibliography: p. 115-116.
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Factors affecting the development of the Jakarta stock exchange, 1977-1990Djalil, Sofyan Abdul. January 1993 (has links)
Thesis (Ph. D.)--Fletcher School of Law and Diplomacy, 1993. / Vita. Includes bibliographical references (leaves 319-338).
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Entropia de Tsallis e sua aplicação em ações da Bolsa de ValoresSouza, Edilson Fernandes [UNESP] 16 September 2009 (has links) (PDF)
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souza_ef_me_rcla.pdf: 327587 bytes, checksum: 4f616c1d7333f2525c13a8a7502cb037 (MD5) / O objetivo do nosso trabalho é a aplicação de um modelo estendido da distribuição do tipo Tsallis e sua aplicação em ações da Bolsa de Valores de São Paulo. Em nosso caso procuramos ações de diferentes setores da nossa economia. Escolhemos então uma ação do setor bancário (Banco do Brasil), do setor de mineração (Vale) e por último uma ação do setor de papel e celulose (Votorantim Celulose e Papel). Na distribuição do tipo Tsallis o índice entrópico q possui um valor constante, em nosso modelo, propomos que ele seja um função exponencialmente decrescente da variável que descreve o tamanho do sistema sendo considerado. Em nosso caso (ações), a variável em consideração é o retorno clássico. Observamos que na maioria dos casos tratados, não houve necessidade do modelo estendido, mas em um caso foi necessário o uso deste para encontrarmos o melhor ajuste para a distribuição de probabilidade. / The objective of our work is the application of an extended version of Tsallistype distribution and its application in the shares of stock exchange of São Paulo. In our case seek shares of different sectors of our economy. Then choose an action of the banking sector (Banco do Brasil), of the mining sector (Vale) and finally an action in the sector of paper and cellulose (Votorantim Celulose e Papel). Tsallis type distribution of the entropy index q has a constant value in our model, we propose that it is an exponentially decreasing function of the variable that describes the size of the system being considered. In our case (stock), the variable account is the classic back. We observed that in most cases, there was no need for the extended model, but in one case it was necessary to use this to find the best fit for the distribution of probability.
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A share trading strategy : the JSE using 50 and 200 day moving averagesBurlo, Adrian Vincent 27 August 2012 (has links)
M.B.A / The aim of this dissertation is to determine if there is any evidence that supports a "50" and a "200" day moving average share trading strategy to select, buy and sell shares quoted on the Johannesburg Securities Exchange (JSE) Main Board, in order to determine if a "50" and a "200" day moving average share trading strategy will be appropriate to use, in order to make share trading profits in excess of the return generated by the JSE Overall Index. 1.4 0 .ACTIFVES o To evaluate fundamental analysis in respect of the quality of information (mainly at a company level) available to investors as the basis on which decisions to buy and sell shares are made. o To evaluate previous research undertaken in technical analysis with respect to the use and application of moving averages as a trading strategy in making share selections as well as buy and sell decisions. 14 Analyse historic price data on individual, randomly selected shares from the total population of all main board (1.6.5) listed shares quoted on the Johannesburg
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Srovnání vybraných burzovních trhů / Comparison of Exchange Alliances Euronext and CEE Stock Exchange GroupZápalka, Tomáš January 2012 (has links)
This thesis is focused on the issue of comparing stock exchanges of Eastern Europe, represented by stock exchange alliance Euronext, stock exchanges of Central and Eastern Eu-rope are presented in this thesis by CEE Stock Exchange Group. For each stock markets is given their historical development, followed by the organizational structure and principles of membership under both exchange alliances. The second chapter deals with the trading system and traded instruments, which are compared to both stock exchanges in absolute and relative perspective. The section about the data analysis is focused on the development of stock ex-change indexes of each exchange, as well as indices, presenting the evolution of stock prices in alliances themselves. Further data analysis is focused on market capitalization of the two stock exchange alliances and a number of traded companies on these markets. Outlook for the future is outlined by using elements of technical analysis.
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Effects of final dividend announcements on share prices of companies of the FTSE/JSE Top 40 indexCoetzee, Alisha 07 October 2014 (has links)
M.Com. (Investment Management) / The study investigates the effects of final dividend announcements on the share prices of the FTSE/JSE Top 40 Index for the period 2003-2012. A classical event study methodology was applied to test the data. Over the sample period the Abnormal Returns (AR), Average Abnormal Returns (AAR) and Cumulative Average Abnormal Returns (CAAR) were calculated. The final sample consisted of 13 companies that included 144 dividend announcement events. The results indicated that although dividend announcements seem to have a positive effect on share prices, the returns yielded from these effects are not significant and close to zero. Evidence relating to the dividend signalling hypothesis was also present in the South African market.
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