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the South African securities market. These phenomena are commonly referred to in the literature as security market …Thesis (MComm (Statistics and Actuarial Science))--University of Stellenbosch, 2006. …
Persistent link: https://www.econbiz.de/10009442175
This dissertation examines several research questions relating to securitization by non-financial firms. Finance theories suggest securitization is most beneficial when there is high demand for liquidity. On the other hand, empirical studies have shown that firms engage in securitization to...
Persistent link: https://www.econbiz.de/10009431423
Prior evidence suggests that stock price declines are the main driver for filing securities class action lawsuits and …
Persistent link: https://www.econbiz.de/10009462932
Typescript (photocopy).
Persistent link: https://www.econbiz.de/10009472143
knowledge, has investigated the reasons why higher rated securities recover more than lower rated securities in the event of … default. Specifically, this paper will empirically investigate why securities originally rated investment grade, fallen angels …, recover more than securities originally rated high yield in the event of default. …
Persistent link: https://www.econbiz.de/10009474969
medium companies, creation of new stock company transformed Lithuanian economy. The stock companies appeared, securities … role fell on securities under modern market economic conditions. The objective of this work is to clear up what is it the … securities, how they are divided and to evaluete the market of Lithuanian stock.The main tasks of this work are to explore what …
Persistent link: https://www.econbiz.de/10009478188
securities portfolio. Based on the optimization task reallocation stock portfolio weighting in greater profitability with little …
Persistent link: https://www.econbiz.de/10009478960
down by the situation prevailing in the financial markets at the moment – securities price fluctuations are enormous and ….Problem: Just very few scientific literature sources dealing with operation of the stock exchange and securities trade are available … securities trade as well as to assessment of return on investment. It shall be noted, however, that examination of changes in …
Persistent link: https://www.econbiz.de/10009479161
This article examines the claim of securities markets efficiency based on the efficient markets hypothesis (EMH), which … price efficiency. This undermining seems to have been caused by forces exogenous to the firm. Nonetheless, securities …
Persistent link: https://www.econbiz.de/10009481896
This paper presents research into the information content of firm-level and industry-level cross-sectional volatility (CSV) of daily equity returns for future market-level volatility in Australia. Using a conditional volatility framework that allows for commonly observed excess kurtosis in asset...
Persistent link: https://www.econbiz.de/10009481991