Essays about: "Canadian stock market"
Found 5 essays containing the words Canadian stock market.
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1. The cost of transparency : stock market reactions to the introduction of the extractive sector transparency measures act
University essay from SLU/Dept. of EconomicsAbstract : This paper examines stock market reactions of affected firms to the introduction of the Extractive Sector Transparency Measures Act, ESTMA. Using publicly available stock return data on Canadian listed mining firms and oil and gas producers an event study is employed to assess how the stock market reacted to the key events in leading up to the enactment of the Act. READ MORE
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2. On the pricing of non-convertible preferred stock offerings
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : Existing research encompassing pricing of preferred stock offerings is limited and it seems as if researchers have ignored to investigate it. As such, and given the recent years' momentum in the Canadian preferred stock market, in this study we examine the pricing of non-convertible preferred stock issues by assessing initial returns of 266 seasoned offerings on the Toronto Stock Exchange over the period 2002-2016. READ MORE
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3. Leverage determinants of Canadian listed firms: An analysis of firm specific factors and their impact on capital structure
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi; Handelshögskolan i Stockholm/Institutionen för redovisning och finansieringAbstract : This paper introduces new evidence on the influence of firm specific determinants on capital structure of Canadian firms. Due to the similarities between the US and Canada, findings from the existing body of literature focused on US firms have been assumed to also hold in a Canadian context. READ MORE
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4. Autoregressive Conditional Density
University essay from Uppsala universitet/Statistiska institutionenAbstract : We compare two time series models: an ARMA(1,1)-ACD(1,1)-NIG model against an ARMA(1,1)-GARCH(1,1)-NIG model. Their out-of-sample performance is of interest rather than their in-sample properties. The models produce one-day ahead forecasts which are evaluated using three statistical tests: VaR-test, VaRdur-test and Berkowitz-test. READ MORE
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5. Momentum Investment Strategy : (An Empirical Study of the Canadian Stock Market and the Swedish Stock Market)
University essay from Handelshögskolan vid Umeå universitetAbstract : Abstract Market efficiency is a highly debated topic within the academic research field of finance. Several studies have presented that the return on stocks may be predictable by employing the momentum investment strategy, which contradicts the Efficient Market Hypothesis in exchange market. READ MORE
