Thesiss

O seguinte trabalho consiste em uma avaliação do valor das ações da Samsung Electronics Co., Ltd. para o ano 2020, os pressupostos adotados para a previsão dos próximos cinco anos (2020F-2024F) foram baseados no desempenho histórico dos últimos quatro anos (2016-2019). Este trab…

This Master’s Final Work consists of an analysis and valuation, followed by a recommendation of GD Corporation share, an American company operating in the Aerospace & Defense industry. This valuation and consequent recommendation takes into consideration assumptions consider…

By focusing on the relationship between financial stability and monetary policy for the cases of Chile, Colombia, Japan, Portugal and the UK, this thesis aims to add to the existing literature on the fundamental issue of the relationship between financial stability and monetary …

The ongoing COVID-19 pandemic has shaken the global financial system and caused great turmoil. Facing unprecedented risks in the markets, people have increasing needs to find a safe haven for their investments. Given that the nature of this crisis is a combination of multiple pr…

Este estudo contém a avaliação do The Home Depot, Inc, elaborado em conformidade com o Projeto de Trabalho Final do Programa de Mestrado em Finanças do Instituto Superior de Economia e Gestão (ISEG). O Relatório de Avaliação segue as recomendações do Instituto CFA (Pinto, Henry,…

This study examines South African house prices with a view to determining whether the Global Financial Crisis (GFC) had an effect on those prices. The first part of this study discusses alternative investments and real estate as an investment and the risks that come with it. The…

Over the last two centuries, stock exchanges have emerged as a central component of the capitalist system. While stock exchanges are now widely accepted as legitimate economic actors, and share trading favoured as a legitimate investment vehicle. this has not alvays been the cas…

Nowadays, Value-at-Risk (VaR) models play a crucial role in Financial Markets, being one of the most widely risk management tools used by financial analysts, to estimate market risk. Informally, VaR is a statistic that measures the maximum possible change in value (loss) of a po…

Com o presente estudo pretendemos contribuir para a compreensão da responsabilidade civil dos administradores não-executivos nesta era tecnológica mais exigente. Especificamente, pretendemos analisar as possíveis implicações da aplicação da tecnologia descentralizada de registo …

Contrariamente à maioria dos estudos sobre o risco cambial, que até ao momento se têm focado somente em empresas internacionalizadas, o presente trabalho de investigação estuda e analisa o grau de exposição cambial enfrentado por empresas “domésticas”, ou seja, de empresas cujo …

Empirical studies have revealed that many financial asset returns are characterized by an asymmetric behavior of the volatility. Aside from asymmetry, another important stylized fact about the volatility is its long memory effect. Given that the computation of the volatility is …

This dissertation consists of two essays examining the role of foreign and domestic investors using data from the Jakarta Stock Exchange. The first essay examines foreign contribution on domestic market microstructure. In this essay, we examine whether foreign investors' presenc…

This research examines stocks' returns and volatility in the Kuwait Stock Exchange (KSE). The research is organized in five chapters. The first chapter provides an introduction of the research, its importance, and its main goals. The second chapter presents a historical backgrou…

The purpose of this dissertation is to study the volatility in the Kuwait Stock Exchange (KSE). Three questions are investigated: Is the volatility in the KSE significant? What are the factors causing the volatility in the KSE? and Is the KSE efficient? To answer the first quest…

This is the first study to use intraday data from the Istanbul Stock Exchange (ISE). The purpose of the study is to investigate short-term price dynamics in this emerging market. The data set covers the 30 most active stocks on the ISE over 14 months and contains about nine mill…

Özellikle 20. yüzyıldan itibaren ortaya çıkmaya başlayan sosyal, ekonomik ve teknolojik değişimler zamanla bütün ekonomik birimleri etkileyerek ülkeleri birbirine daha fazla yakınlaştırmış ve sınırları ortadan kaldırarak tek bir küresel piyasanın ortaya çıkmasını sağlamıştır. Dü…

The American architect, Nicolas Negroponte, known for his work on the shift between the physical and digital states of value, critiques modern society’s means of consumption within the digital economy. He states that “the change from atoms to bits is irrevocable and unstoppable,…

Yeşil tahviller, iklim projelerinin finanse edilmesinde ve iddialı uluslararası iklim hedeflerine ulaşma yolunda artan faaliyetlerde dönüştürücü bir rol oynama potansiyeli ile büyük heyecan duyulan araçlardır. Bu heyecan, yeşil tahvillerin geçtiğimiz 10 yılda aşırı büyümeleri ve…

Bu çalışmada, hanehalkındaki finansal sıkıntının riskli yatırımlardan sakınmak veya riskli yatırım oranını düşürmek yoluyla yatırım riskini düşürme etkisi araştırılmıştır. Amerika Birleşik Devletleri’nde 2016 yılında yapılan Tüketici Finansı Anketi verileri kullanılarak Tobit mo…