Essays about: "stock market integration"

Showing result 21 - 25 of 50 essays containing the words stock market integration.

1. 21. A new approach to Pairs Trading : Using fundamental data to find optimal portfolios

   University essay from Umeå universitet/Institutionen för matematik och matematisk statistik

   Author : Erik Jakobsson; [2015]
   Keywords : Pairs Trading; Co-integration; Stock market;

   Abstract : Since its’ invention at Morgan Stanley in 1987 pairs trading has grown to be one of the most common and most researched strategies for market neutral returns. The strategy identifies stocks, or other financial securities, that historically has co-moved and forms a trading pair. READ MORE

3. 22. Cross-market linkages and the role of speculation in agricultural futures markets

   University essay from Linköpings universitet/Nationalekonomi; Linköpings universitet/Filosofiska fakulteten

   Author : Pierre Andreasson; Jonathan Siverskog; [2015]
   Keywords : Spillover index; dynamic conditional correlation; commodity futures; speculation; cross-market linkages;

   Abstract : In this study we analyse the role of speculation in forging cross-market linkages between agriculture, equity and crude oil over the period 1992-2014. The market interdependence of ten U.S. READ MORE

4. 23. Do the Customers Matter in Mergers and Acquisitions?

   University essay from Lunds universitet/Företagsekonomiska institutionen

   Author : Zuher Kiswani; Mohamad Alam Omarsyah; [2015]
   Keywords : Merger and Acquisition; Customer; Financial Performance; Customer Reactions; Ordinary Least Square; Case Survey study; marketing.; Business and Economics;

   Abstract : Purpose: The purpose of this study is to examine the relationship between post merger financial performance and customer reactions on M&As, as well as how the issues of strategic relationships, integration, marketing, and human resources influence these customer reactions. Method: One of the main reasons why M&A research lacks so much of customer reactions is that the methodological mainstream of M&A research in finance, economics, and strategy areas consist of quantitative surveys based on existing stock market and accounting data, which do not include more detailed customer, employee, and process data. READ MORE

5. 24. A Study of a Relationship Between The U.S. Stock Market and Emerging Stock Markets in Southeast Asia

   University essay from Linnéuniversitetet/Institutionen för nationalekonomi och statistik (NS)

   Author : Tanyatorn Suppakittiwong; Sornsita Aimprasittichai; [2015]
   Keywords : Stock Market Integration; Structural Break; The Subprime Crisis; Diversification; Co-Movement; Gregory and Hansen Cointegration Test; Error Correction Model ECM ;

   Abstract : Resulting from the deregulation and prosperity of the economic and financial sectors in Asia during 1980s, a significant increase in cross-bordered financial transactions ultimately accelerated the region of Southeast Asia to be on a process of financial integration and consequently diminished opportunities for portfolio diversification. Financial Integration is a multidimensional process through which allocation of financial assets becomes lastly borderless. READ MORE

6. 25. Macroeconomic and Stock Market Relationships in Sweden During 2000 to 2015

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Niklas Ljungstedt; [2015]
   Keywords : OMXS30; Co-integration analysis; Macroeconomic relationships; Business and Economics;

   Abstract : This thesis investigates the macroeconomic and stock market relationship in Sweden during 2000 – 2015, focusing on the Swedish stock index OMXS30 and the influence from foreign and domestic macroeconomic variables. The analysis covers long-term relationships, causalities and the influence on OMXS30 from short-term shocks in the selected macroeconomic variables. READ MORE