The interaction between exchange rates and stock prices.
For you to prepare your MBA dissertation in stock markets, it is crucial to lay out exhaustive internet research as well as book reading in order to gather relevant data in the topic. When it comes to dissertations on stock markets, it is essential to come up with substantial scholarly papers about it which are hinged on the most recent information and up-to-date data.
Volatility in financial markets: The impact of the global financial crisis 15 Chapter 1 Introduction 1.1 Introduction This dissertation focuses on volatility in financial markets, with a special concern for: (i) volatility transmission between different financial markets and asset.
The world’s first stock exchange (New York: Columbia University Press, 2014) is a popular adaptation of Lodewijk Petram’s PhD-thesis.Both the book and the thesis are based on the same research, yet they differ in emphasis. The thesis argues that the Amsterdam market for VOC shares can be seen as a “modern” stock market—the first modern stock market in history—while the focus in the.
Stock market dissertation topics. Financial market risk analysis: the case of Indian stock market. Chinese stock markets: example to follow and implications for Western stakeholders. The changing role of the IMF in emerging markets. Derivatives markets’ rise and development in the Arab countries.
In this thesis the behaviour of stock returns of firms listed on the Amman Stock Market is examined. The thin trading characteristic of the market is emphasised and its possible effects on empirical investigations are analysed. The first four chapters contain a review of the literature on the importance of stock markets, the Efficient Market Theory and the Capital Asset Pricing Model.
This thesis is an empirical study of the volatility and correlation in financial markets, and consists of two parts: The first part is on econometric modeling of the volatility and correlation (Chapter 1). The second part is on the pricing implication of the correlation and volatility as risk factors (Chapter 2 and 3).
This thesis explores various aspects of long memory behaviour in African stock markets (ASMs). First, we examine long memory in both equity returns and volatility using the weak-form version of the efficient market hypothesis (EMH) as a criterion. The results show that these markets (largely) display a predictable component in returns; while.