Hae
Aineistot 1-5 / 5
Lunar effect and other Calendar effects: Evidence from Vietnamese stock market
(2015)
Pro gradu - tutkielma
Pro gradu - tutkielma
There are beliefs that the Moon affects human behaviors and behavioral biases impact investors’ decisions. Although these topics have been well studied in developed stock markets for years, it is still subjected to shortage ...
STOCK MARKET AND VOLATILITY SPILLOVER: EVIDENCE FROM VAR-GARCH ANALYSIS OF BRICS AND THE US
(2018)
Pro gradu - tutkielma
Pro gradu - tutkielma
The thesis paper aims to investigate the volatility spillover effects from the stock market of the United States to BRICS (Brazil, Russia, India, China and South Africa). In this study, I have employed VAR-GARCH framework ...
Testing of the effect of investor attention of stock market return and volatility: Evidence in Vietnam stock market.
(2015)
Pro gradu - tutkielma
Pro gradu - tutkielma
This study investigates the relationship between investors’ attention, which is measured by Google search volume index, and the index performance (index return and volatility) in Vietnamese stock market. I will test the ...
The effect of quantitative easing announcements on stock returns
(2016)
Pro gradu - tutkielma
Pro gradu - tutkielma
When interest rates approach zero, conventional monetary policy may cease to be effective and central banks may adopt the use of unconventional monetary policies, such as quantitative easing. The popularity of QE has ...
Calendar Effects in the World Stock Markets: Evidence from Thirty-One Countries
(2011)
Pro gradu - tutkielma
Pro gradu - tutkielma
Capital market efficiency has been a popular topic for teaching and empirical research since Fama (1965, 1970) described the theoretical analysis of market efficiency (Efficient Market Hypothesis). More recently, however ...