M.Sc. Economics and Finance Dissertation INTEREST RATE SENSITIVITY OF STOCK RETURNS Acknowledgements I would like to thank my supervisor Dr. Illias Tsiakas for his continued support and Encouragement. I would like to thank my father‚ mother and my sister for their tremendous support and understanding not only through the period of this thesis but for the period of the entire masters programme. In addition I would like to thank some of my friends who supported and encouraged me. Special thanks
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Comparative study of risk and returns of BSE-200 stocks Kapil Malhotra 10FN051 Objective of the Analysis: The objective of my study is to understand the need to analyse the movement of the market and fulfilling them so as to achieve my goal of becoming better investor/ trader. Profit and loss are the two inseparable features of the stock market. But losses can be minimized and profits can be increased with the help of Technicals. I have done the analysis on the basis of the daily closing
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Returns 1 RETURNS Prices and returns Let Pt be the price of an asset at time t. Assuming no dividends the net return is Pt Pt − Pt−1 −1= Rt = Pt−1 Pt−1 The simple gross return is Pt = 1 + Rt Pt−1 Returns 2 Example: If Pt−1 = 2 and Pt = 2.1 then 2.1 Pt 1 + Rt = = = 1.05 and Rt = 0.05 Pt−1 2 Returns 3 The gross return over k periods (t − k to t) is 1 + Rt (k) := Pt−1 Pt−k+1 Pt Pt ··· = Pt−k Pt−1 Pt−2 Pt−k = (1 + Rt ) · · · (1 + Rt−k+1 ) Returns are • scale-free‚ meaning that they do not depend
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relationship between oil price shocks‚ stock returns and other macroeconomic variables. Sadorsky (1996) explained that high oil prices reduced output and increased inflation in 1970’s and early 1980’s falling oil prices boosted output and lowered inflation particularly‚ in the U.S in the mid to late 1980’s. Oil price shocks and aggregate stock returns are important macroeconomic variable in the open economy‚ because high oil prices tend to show how vibrant a stock market is because it helps to attract
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1929‚ known as Black Thursday marked the worst stock market crash in U.S. history as unsettled investors sold off their investments as the skyrocketing stock prices plummeted into a free fall. Yet‚ what influenced the initial price of a stock to increase and how did the market crash suddenly? At a fundamental level‚ the supply and demand in the market determine the stock price. If more stock investors are buying stocks than selling‚ the price of the stock increases. While‚ if more investors are selling
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and Stock Market Returns: Full Information Maximum Likelihood Estimation John K. M. Kuwornu (Corresponding author) Department of Agricultural Economics and Agribusiness‚ P. O. Box LG 68‚ University of Ghana‚ Legon‚ Accra‚ Ghana Tel: +233 245 131 807 E-mail: jkuwornu@ug.edu.gh / jkuwornu@gmail.com Owusu-Nantwi‚ Victor Ghana Institute of Management and Public Administration‚ P. O. Box AH 50‚ Achimota‚ Accra‚ Ghana Tel: + 233 245 131 807 E-mail: owuvic@yahoo.co.uk Abstract This study examines the relationship
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FIFA World Cup Match Outcomes and Stock Market Returns Prepared For: Prof. Jeffery Cao" ! Prepared By:" Kara " Shwe Yee Win (G1089264W)" Stefanie" !1 Table of Contents Abstract" 3" Introduction" 3" Motivation and Theoretical Background" 3" Data Sources and Methodology" 4" Event Study" 7" Motivation" 7" Methodology" 7" Results and Analysis " 9" Implications and further analysis" Regression" 14" 15" Motivation" 15" Data Set" 15" Results and Analysis" 16" Implications
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Examine some of the ways in which Marxists explain crime. One way in which Marxists examine crime is the idea that they feel crime is inevitable in capitalism because capitalism in itself is criminogenic. Due to capitalism being based on exploiting the working class by using them as a means of making profit‚ this is therefore damaging to the working class and arguably explains why crime is committed. Due to the exploitation of the working class‚ which may lead to poverty and in some cases the only
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What factors are behind stock market fluctuations and how do they impact? Which have the most significant impact‚ and why? Stock market has been greatly developed in recent years; stocks have been one of the most important tools of investment. Considering how popular stock market it is‚ the fluctuation of stock market has increasingly significant affect on properties of both companies and individuals. As a result‚ the fluctuations gradually became the overarching concern for a majority of individuals
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P3- Factors that may lead to abusive situations Adults Most at Risk A vulnerable adult is someone aged 18 or over who may receive community care services because of a disability‚ age or illness‚ or may be unable to take care of themselves or protect themselves against significant harm or exploitation. Older people are especially vulnerable‚ for example those with health issues who are unwell‚ confused and unable to stand up for themselves due to how frail they are. Because of their defencelessness
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