Browse our collection of papers in
Stock Exchange

C/F/1356. Does stock market overreact?

WORDS:

1000

DATE:

2012

PRICE:

19.99 GBP

The paper looks at the theory proposed by DeBondt and Thalerthe (DB&T) arguing whether stock markets are driven by emotion and tend to overact. A real life example of the stock market overreacting is considered analysing the behaviour of the Japanese stock market after the recent earthquake and tsunami in Japan.

KEYWORDS: stock market, overreact, earthquake and tsunami, Japan,

C/E/750. Role of banks and stock markets in promoting economic growth

WORDS:

2900

DATE:

2011

PRICE:

29.99 GBP

The paper examines the contribution of stock markets and banks to the country’s economic growth reviewing stock market theory, applying it to the impacts of stock market on the Chinese economy, discussing the position of banks and stock market towards economies of transition, and using a case study of Russian banks’ position within the country’s economy.

KEYWORDS: Stock market, banks, economic growth, transitional economics,

C/F/1179. Dissertation. Stock price synchronicity and analyst coverage in India

WORDS:

13450

DATE:

2011

PRICE:

139.99 GBP

The dissertation examines the relationship between stock price synchronicity (SPS) and the analysis of capital markets behaviour explaining how the activity of analysts can play an important role in disseminating information across financial security markets. Literature is reviewed on the theory of SPS, the role of analysts in stock markets, the features of emerging markets, the consequences of globalisation and liberalisation of prices, etc. A case study is conducted of analysts’ coverage influence on the synchronicity of stock prices in India using the data collected from 30 Indian companies over 2002-2009. Conclusions are made about the relationship between stock market prices and the Indian trading environment.

KEYWORDS: Dissertation, stock price synchronicity, analyst coverage, Indian stock market, financial securities,

C/F/1137. Analysis of Stock Market Returns in Russia

WORDS:

2000

ADD-ONS:

Calculations

DATE:

2011

PRICE:

29.99 GBP

This paper examines the distribution of the past returns of the Russian stock market represented by RTS index with different frequencies and examines data from 1995-2010. The paper focuses on two characteristics of distribution, skewness and kurtosis. After all of the data is analysed in reference to the two characteristics mentioned, the paper concludes by summarizing what investors in the Russian stock market should do.

KEYWORDS: Russian stock market, RTTS Index, skewness, kurtosis, investors,

C/F/1008. Dissertation. Is the January effect present in the New York Stock Exchange and London Stock Exchange, 2003 -2009.

WORDS:

10750

DATE:

2011

PRICE:

109.99 GBP

This dissertation examines whether the January effect is present in the New York and London stock exchange. The study begins by providing the background to the topic. The hypotheses of the study are that the January effect exists in the FTSE 100 and the S&P 500 over the period 2003-2009, that tax-loss selling and window dressing arising from capital losses are correlated with abnormal returns in the month of January, and that the trading volume ratio, market capitalisation and earnings growth play a particularly important role in stock price movements during recession. The review of literature discusses topics like the Window Dressing Hypothesis, Tax-Loss Selling Hypothesis, and the Accounting Information Hypothesis. The research methodology is provided, with the philosophy and approach detailed. Data will be collected through secondary research analysis. Regression analysis is provided, and the Equally-Weighted Average Returns and Value-Weighted Average Returns are assessed. Conclusions are made regarding the topics discussed.

KEYWORDS: Dissertation, January effect, New York stock exchange, London stock exchange, FTSE 100, S&P 500, trading volume ratio, market capitalisation, Window Dressing Hypothesis, Tax-Loss Selling Hypothesis, the Accounting Information Hypothesis, Equally-Weighted Average Returns, Regression analysis!,

C/F/738. Assess the extent to which the ‘Baltic Dry Index' can be used as a leading indicator for the global economy.

WORDS:

970

DATE:

2010

PRICE:

9.99 GBP

The paper looks at the Baltic Dry Index (BDI) used to measure the supply and demand for shipping commodities, i.e. building materials, coal and oil, etc. BDI history and stock market movements are examined highlighting BDI advantages, comparing it to the S&P 500 index and evaluating BDI forecasting abilities.

KEYWORDS: Baltic Dry Index, BDI, stock market,

C/F/633. Isoprofit Curves and Stock Options

WORDS:

1250

DATE:

2010

PRICE:

19.99 GBP

The paper looks at the features of European style stock options describing put and call options and estimating their prices using the Black-Scholes model. The paper includes calculations using profit equation of the firm with production and marketing spending, and the formulation of a linear program for detecting arbitrage.

KEYWORDS: Stock Options, Put and Call, Derivatives, Arbitrage, Strike price, isoprofit curve,

C/B/2060. Dissertation. Calendar Anomalies in Stock Markets in Light of Efficient Market Hypothesis: Case Study of “Day-of-the- Week” Effect

WORDS:

10100

DATE:

2009

PRICE:

109.99 GBP

The dissertation examines the ‘day-of-the-week’ effect as a calendar anomaly within stock markets. The review of academic and financial management literature touches on different types of calendar anomalies within the stock markets, the ‘day-of-the-week’ effect, the reasons behind calendar anomalies, the efficient market hypothesis, and theoretical approaches to decision making with regard to financial markets’ behaviour, etc. The research onion framework is described, the methods of the research are outlined including positivism and deduction approaches, a case study of the London Stock Exchange is conducted with regard to the impacts of calendar anomalies on the market behaviour. Conclusions are made about the existence of the ‘day-of-the-week’ effect in the efficient markets, and their implications for financial investment decisions.

KEYWORDS: Dissertation, Calendar Anomalies, Seasonality, Stock Exchange, Financial Markets, London Stock Exchange, Day-of-the-Week Effect,

C/F/534. Choice Is Yours: guide to investment in Mutual Funds

WORDS:

4200

DATE:

2009

PRICE:

49.99 GBP

The paper examines the concept of Mutual Funds (MF) identifying their types, explaining their functions, and making suggestions about the ways to select the best MF on the basis of their past performance and the risk associated with the fund. Facts about MF that can help to compare them are outlined, analysis of MF data is performed making recommendations about investment decisions.

KEYWORDS: Mutual Funds, risk and return, investment,

C/F/313. Dissertation. Determinants of Dubai's stock exchange investment

WORDS:

12500

DATE:

2008

PRICE:

129.99 GBP

The dissertation investigates the financial variables that can partially explain the capacity of securities to generate profits in the Dubai's stock exchange market to evaluate the potential of investing in the Duba's stock market. Literature is reviewed on the Capital Asset Pricing Model (CAPM), the Arbitrage Pricing Theory (APT) the market efficiency hypothesis, the determinants of stock prices, etc. The research is based on the data collected for each company listed on the Dubai Financial Market (DFM). The variables related to the change in the price of assets are described and analysed. An overview of Dubai's economy and stock market is presented. Conclusions are made about the financial variables that may influence the investment decisions.

KEYWORDS: Proposal, Dubai, stock exchange, securities, residual variables,

C/F/314. Proposal. Determinants of Dubai's stock exchange investment

WORDS:

950

DATE:

2008

PRICE:

9.99 GBP

The paper offers a research proposal into the features of financial securities that can increase the profits in the Dubai's stock exchange market. The aims and objectives of the study are outlined, a review of literature on the theory of risk and return is suggested, the methods of research are described including econometric estimation of the variables obtained from the Dubai companies, the ethical consideration of the study and the project time scale are presented.

KEYWORDS: Dissertation, financial variables, Assets price, Internationalisation, Dubai, Capital,

C/F/322. Accounting for Stock Based Compensation: Current Regulation, Problems, and Suggested Solutions

WORDS:

1900

DATE:

2008

PRICE:

19.99 GBP

The paper examines US regulations on stock based compensation reviewing the Statement of Financial Accounting Standards 123 (SFAS) from 2004, and discussing the controversies of accounting for stock options, the effects of stock based compensation methods, the problems caused by their inefficiency and the ways to increase the clarity of the process.

KEYWORDS: stock based compensation, Statement of Financial Accounting Standards, SFAS,

P/F/467. Review of financial market developments

WORDS:

2000

DATE:

2006

PRICE:

29.99 GBP

The paper reviews the developments in the financial market over a five days period (from Monday to Saturday) in March 2006 summarising the main stock market movements, the main foreign exchange movements, the interest rates of the main central banks, the movements of Current Share Prices (CSP), PE Ratio of several companies, etc.

KEYWORDS: Financial market, stock, foreign exchange interest rate, Financial Times,

C/E/63. How efficient is LSE compared to other European Stock Exchanges?

WORDS:

1500

DATE:

2005

PRICE:

19.99 GBP

London Stock Exchange is one of the oldest exchanges in the world. It has placed great emphases to become competitive in the European market through innovation and investment. Over the years it has successfully achieved both. However, there are a few inefficiencies that hold it back. Stamp duty accounts for ?3bn worth of investment being lost a year. Moreover, lack of standardised regulation across Europe does not allow investors to compare efficiency of the exchanges. This paper also discussed the Clearance and Settlement procedures across Europe, the ability to enter US market and the details of Deutsche Borse offer.

KEYWORDS: efficient, lse, compared, european, stock, exchanges,

C/F/85. How has London Stock Exchange changed over time? What are the differences between equity and bonds?

WORDS:

1500

DATE:

2005

PRICE:

19.99 GBP

This work is two-fold. The first part of this work outlines changes that LSE underwent since 1986. The second part of the work analyses differences between equities and bonds. Do the interests of shareholders and bondholders always differ?

KEYWORDS: f, london, stock, exchange, changed, time, differences, equity, bonds,

P/F/318. Seasonality in stock market: January effect

WORDS:

2500

DATE:

2005

PRICE:

29.99 GBP

The paper looks at the turn-of-the-year returns in the stock market known as the January effect. Literature on the seasonality in stocks is reviewed offering explanations for the January effect, critique of tax-loss selling hypothesis, etc.

KEYWORDS: f, seasonality, stock, market, january, effect,

P/F/360. Dissertation. Impacts of insider trading on stock market

WORDS:

9000

DATE:

2005

PRICE:

99.99 GBP

The dissertation aims to investigate the informative traits of insider trading providing a review of literature on the efficient market hypothesis (EMH), market anomalies, information asymmetry between insiders and the market, the benefits and flaws of insider transactions, current UK regulations and their implications, etc. Insider trading within the London stock exchange is studied using statistical methods of analysis. Conclusions are made about the behaviour of stock returns around directors announcements of their inside transaction, and the controversy of the insider trading profitability.

KEYWORDS: f, dissertation, impacts, insider, trading, stock, market,

P/F/374. Relationship between cross-sectional stock return variation and turnover rate as a proxy for liquidity

WORDS:

3500

DATE:

2005

PRICE:

39.99 GBP

The paper examines the relationship between the stock returns and the liquidity seeking to understand whether or not the cross-sectional variation in stock returns is driven by the changes in the turnover rate (a proxy for liquidity). The test is designed and conducted to measure the liquidity of cross-sectional returns by using the turnover rate in 543 random non-financial UK firms over the period from 1993 to 2003. Conclusions are made about the significance of liquidity (turnover rate) and seasonality phenomenon.

KEYWORDS: f, relationship, cross-sectional, stock, return, variation, turnover, rate, proxy, liquidity,

S/F/38. Time series analysis of a banking sector index

WORDS:

3000

DATE:

2005

PRICE:

39.99 GBP

This paper is dedicated to the analysis of the time-series behaviour of the UK bank industry stock index. The data sample for research covers the period from 12/1993 to 12/2004. The question under consideration is whether banking stock index can be regarded as market efficient. First of all, the test of random walk hypothesis is applied. Since volatility clustering is typical in financial data, the random walk hypothesis with increments is tested. The time-series tests reject the RW hypothesis. However, when the variance ratio tests are applied, the RW hypothesis cannot be rejected. This gives rise to the conclusion that even if the banking industry is not market efficient it is very close to this. The paper continues with testing ARMA and GARCH models to capture the behaviour of the index. The best models are chosen based on the results of appropriate tests. This work can be very useful for students doing univariate time-series analysis. It contains a very readable and understandable explanation of all the tests implemented and clear logic behind all conclusions. Thus, this paper is highly recommended for those who study time-series analysis and conduct practical tests of market efficiency.

KEYWORDS: f, time, series, banking, sector, index,

C/F/44. Why Did Stock Markets go Down in UK and US in the early years of this decade?

WORDS:

1800

DATE:

2004

PRICE:

19.99 GBP

In the early years of this decade there were substantial falls in both US and UK stock markets, even though the recession during this period in the US was not very sever and there was no recession in the UK. The paper attempts to identify whether we possess a satisfactory explanation of why stock markets fell by so much in these two countries.

KEYWORDS: f, stock, markets, uk, decade,

P/F/177. Analysis of Equity Options for the Five FTSE100 Companies

WORDS:

2000

DATE:

2004

PRICE:

29.99 GBP

The report examines Equity options for five FTSE100 Companies using share price data, the Black-Scholes method, and binomial.

KEYWORDS: f, equity, options, five, ftse, companies,

P/F/187. FTSE Hong Kong: Index Tracking Report

WORDS:

2300

ADD-ONS:

Slides

DATE:

2004

PRICE:

29.99 GBP

The report presents technical description of the process of constructing, and monitoring a passive strategy portfolio in order to track the FTSE Hong Kong index for the period from February 2004 to April 2004

KEYWORDS: ftse, hong, kong, index, tracking,

C/F/32. What is current status of The London Stock Exchange, European and other Worldwide Stock Exchanges? Discuss what the London Stock exchange should do next including possible consolidation.

WORDS:

2500

DATE:

2003

PRICE:

29.99 GBP

KEYWORDS: current, status, london, stock, exchange, european, worldwide, stock, exchanges, discuss, london, stock, exchange, including, consolidation,

C/F/34. Determination of correlation of stocks in capital markets. Its purpose is to find the reasons and causes of the co-movement of stocks in the same markets.

WORDS:

3200

DATE:

2003

PRICE:

39.99 GBP

The following paper attempts to examine the reasons and causes of comovements (or synchronicity) of stocks in the emerging markets using correlation of stocks. First of all the emerging market will be defined. Secondly, the brief literature review on comovement of stocks will be done. Then comovements in emerging markets will be analysed based on the past research papers on that issue. Furthermore, the effect of comovements among emerging markets on international diversification benefits will be examined. Afterwards, brief conclusion will be done.

KEYWORDS: f, determination, correlation, stocks, capital, markets, purpose, reasons, causes, co-movement, stocks, markets,

P/F/121. Abnormal Price Fluctuations on London Stock Exchange

WORDS:

2200

DATE:

2003

PRICE:

29.99 GBP

The project aims to answer on the following Research Question: Can one undertake a study of BP's market for share performance within a national context, as dependant upon information drawn from the London Stock Exchange, and arrive at valid conclusions regarding the reasons for abnormal price fluctuations?

KEYWORDS: f, abnormal, price, fluctuations, london, stock, exchange,