Two essays on stock price momentum
Two essays on stock price momentum
... Section 5: Examination on the Alternative Explanations for Momentum 100 5.1 Information Uncertainty and Momentum 100 5.2 Analyst Herding and Momentum 102 Section 6: Regression Approach 107 Section ... 1: Stock Price Synchronicity and Momentum Section Introduction Recently, the co-movement of stock prices and price momentum have been intensely studied by researchers However...
Two essays on the accounting treatment for information technology expenditures
... TWO ESSAYS ON THE ACCOUNTING TREATMENT FOR INFORMATION TECHNOLOGY EXPENDITURES A dissertation submitted in partial fulfillment of the requirements for the degree of Doctor of Philosophy in Accounting ... situation intensified by the evolution of the U.S economy into an information- based economy, which then requires stakeholder use of external information to...
Two essays on transparency in corporate finance Mergers and repurchases
... cash financing which includes combinations of cash, debt, and liabilities The second category is stock financing, which includes payments with common stock or a combination of common stock and ... measures in different regressions E Long-term performance Majority mergers and acquisition studies find negative abnormal performance following mergers (Loderer and Martin (1992), Ande...
Two essays on corporate default risk
... classification is based on CSMAR Industry Name B 52 Appendix 3: Variable Definitions 81 V Summary This thesis includes two essays on corporate default risk The ... currency return on firm default risk And large local currency deprecation is a major reason for the positive association between currency return and default risk Using country-level int...
Two essays on convertible debt
... Introduction Convertible debt is a hybrid security whose value consists of debt and equity Convertible debt has equity characteristics since the convertible debt holder has equity conversion rights ... reaction to the financing choice between debt, equity and convertible debt Kim considers straight debt and equity as special cases of convertible debt A straight debt...
Three essays on real estate, environmental, and urban economics using the hedonic price model technique
... graduated with a M.Sc in Economics in August 2004 iv DISSERTATION ABSTRACT THREE ESSAYS ON REAL ESTATE, ENVIRONMENTAL, AND URBAN ECONOMICS USING THE HEDONIC PRICE MODEL TECHNIQUE Andres Jauregui Doctor ... Stephen L McFarland Acting Dean Graduate School THREE ESSAYS ON REAL ESTATE, ENVIRONMENTAL, AND URBAN ECONOMICS USING THE HEDONIC PR...
information flow in a fragmented dealer market- three essays on price discovery
... is a combination of prices at all leads and lags In application, the Gonzalo-Granger common factor is a linear combination of contemporaneous prices (Stock and Watson, 1988 and Gonzalo and Granger, ... volume and market capitalization as control variables 32 The mode of trading is normal in that it involves interacting with a market maker Many trades on Nasdaq are internalized by...
Essays on segmentation of chinese stock markets nonlinear analyses
... emphases for each essay Investigation of these issues from a nonlinear point of view will shed more light on understanding of the segmentation of Chinese stock markets The empirical results derived ... 1.1 Price indices of Chinese stock markets 1.2 Objectives Due to its rapid growth and unique features of market segmentation, Chinese stock markets have att...
Parma Endorion: Essays on Middle-earth
... try to hand in this stuff Enjoy -iii- -iv- iii Introduction to the Second Edition (1998) Since I first created Parma Endorion: Essays On Middle-earth, the web site has received thousands of visits ... A: New Information .109 Orcs 109 i Copyright Parma Endorion: Essays on Middle-earth, is Copyright © 1996, 1997 by Michael Martinez The 2nd edition is Copyright © ... Compleat...
Stock Price Distribution
... 3 Stock Price Distribution Suppose that two people perform this analysis on the same stock price evolution, but one person considers N successive ... estimate volatility from historical stock price data, measuring either daily or weekly price movements, then we get more or less the same result by using either the stock prices themselves or their logarithms ... for xt is n(xt...
Lexical cohesion in english brief news on oil price = liên kết từ vựng trong các tin vắn tiéng anh về giá dầu
... Concept of Lexical Cohesion 1.16.2 Types of Lexical Cohesion 1.16.2.1 Collocation 1.16.2.2 Reiteration Chapter 2: Lexical Cohesion in English Brief News on Oil Price 2.1 A Brief Introduction to Data ... Ellipsis Conjunction Cohesion Collocation Lexical cohesion Repetition Reiteration Synonyms/near- synonyms Superordinates General words 1.8 Lexical Cohesion...
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