- About
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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.
Search results
Showing 1 to 10 of 4369 (0.038 seconds)| 1 |
The application of fundamental analysis and technical analysis in the Hong Kong stock market /Fu, Chi-ming, Peter. January 1984 (has links)
Thesis (M.B.A.)--University of Hong Kong, 1984.
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The pricing of Hong Kong wattants : an empirical study of the performance of the Kassouf, Black-Scholes and constant elasticity variance option pricing models /Chow, Wai-keung. January 1993 (has links)
Thesis (M. Soc. Sc.)--University of Hong Kong, 1993. / Includes bibliographical references (leaves 53-54).
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An analysis of the legal framework relating to the securities and futures sector of the Hong Kong SAR : a device for protecting market participants /Ko, Sai-hong. January 1999 (has links)
Thesis (Ph. D.)--University of Hong Kong, 1999. / Includes bibliographical references (leaves 322-327).
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Essays in empirical finance /Morley, James Christopher. January 1999 (has links)
Thesis (Ph. D.)--University of Washington, 1999. / Vita. Includes bibliographical references (leaves 95-100).
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Stock market efficiency in developing countries a case study of the Nairobi Stock Exchange /Muragu, Kinandu. January 1990 (has links)
Thesis (Ph.D.) -- University of Glasgow, 1990. / BLL : DX174527/93. Includes bibliographical references (p. 312-336). Print version also available. Mode of access : World Wide Web. System requirements : Adobe Acrobat reader required to view PDF document.
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An analysis of the legal framework relating to the securities and futures sector of the Hong Kong SAR a device for protecting market participants /Ko, Sai-hong. January 1999 (has links)
Thesis (Ph.D.)--University of Hong Kong, 1999. / Includes bibliographical references (leaves 322-327) Also available in print.
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The pricing of Hong Kong wattants an empirical study of the performance of the Kassouf, Black-Scholes and constant elasticity variance option pricing models /Chow, Wai-keung. January 1993 (has links)
Thesis (M.Soc.Sc.)--University of Hong Kong, 1993. / Includes bibliographical references (leaves 53-54) Also available in print.
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Market microstructure of an order driven marketCheung, Ming-yan, William. January 2005 (has links)
Thesis (Ph. D.)--University of Hong Kong, 2005. / Title proper from title frame. Also available in printed format.
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Empirical analyses of long memory in the Korean stock market /Kang, Sang Hoon. Unknown Date (has links)
This thesis examines two major issues associated with the long memory characteristics of Korean stock market return and return volatility: the presence of long memory; and possible origins of long memory. / Thesis (PhD)--University of South Australia, 2008.
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A test of the Black-Scholes Psuedo American Option Pricing Formula on Hong Kong warrants: an exploration.January 1990 (has links)
by Chung Shek-wah Eric, Mok Tze-shan Teresa. / Thesis (M.B.A.)--Chinese University of Hong Kong, 1990. / Bibliography: leaves 50-52. / ACKNOWLEDGEMENT --- p.ii / ABSTRACT --- p.iii / TABLE OF CONTENTS --- p.iv / LIST OF TABLES --- p.vi / Chapter / Chapter I. --- INTRODUCTION --- p.1 / Chapter II. --- WARRANT PRELIMINARIES --- p.3 / Warrants 一一 Rights to Buy --- p.3 / History of Warrants in Hong Kong --- p.4 / Chapter III. --- LITERATURE REVIEW --- p.7 / Various Tests of OFF --- p.7 / Test of Robustness --- p.8 / Test of Unbiasedness --- p.8 / Test of Hedge Return Behavior --- p.9 / Test of Predictabi1ity --- p.9 / The Development of the Black-Scholes OPF --- p.11 / Chapter IV. --- METHODOLOGY --- p.14 / The Black-Scholes OPF and Its Underlying Assumptions --- p.16 / The Treatment of Dividend Payments and Ear1y Exercise --- p.17 / Data Collection- --- p.20 / Chapter V. --- FINDINGS --- p.29 / Results from the Original Data Group with 40 Warrants --- p.33 / Results from the Second Data Group with 34 Warrants --- p.35 / Chapter VI. --- CONCLUDING COMMENTS --- p.38 / APPENDIX --- p.40 / BIBLIOGRAPHY --- p.50
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