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(2008, 1900 words)
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.
(2008, 12 500 words)
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 Dubai'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. Proposal matching this dissertation is also available on our website under the name: C/F/314. Proposal. Determinants of Dubai's stock exchange investment.
(2008, 950 words)
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. Dissertation matching this proposal is also available on our website under the name: C/F/313. Dissertation. Determinants of Dubai's stock exchange investment.
(2006, 2000 words)
The paper reviews the developments in the financial market over a five daysÒ 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.
(2005, 3500 words)
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.
(2005, 9000 words)
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.
(2005, 2500 words)
The paper looks at the turn-of-the-year returns in the stock market known as Ñthe January effect. Literature on the seasonality in stocks is reviewed offering explanations for the January effect, critique of tax-loss selling hypothesis, etc.
(2005, 1500 words)
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?
(2005, 3000 words)
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.
(2005, 1500 words)
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.
(2004, 2300 words+PowerPoint Presentation,)
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
(2004, 2000 words)
The report examines Equity options for five FTSE100 Companies using share price data, the Black-Scholes method, and binomial.
(2003, 1500 words)
The paper discusses whether áThroughout history, national and world stock markets movements have always been determined by public confidence.
(2004, 1800 words)
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.
(2003, 2300 words)
The report empirically investigates and discusses the reasons of differences between the market for shares in the London Stock Exchange and the market for shares of British Airways quoted on the market
(2003, 2200 words)
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?
(2003, 2500 words)
(2003, 3200 words)
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.
(2003, 10000 words)
The purpose of this thesis is to identify whether it is possible to use the monetary policy for influencing the Stock Market Bubbles. Moreover, the dissertation analyses the type of intervention policies can be used, and what are the main difficulties of using the monetary policy for such purposes.
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