Browsing Theses & Dissertations by Thesis (Degree/Level) "Master of Finance"

Browsing Theses & Dissertations by Thesis (Degree/Level) "Master of Finance"

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  • Wu, Yuchao (Halifax, N.S. : Saint Mary's University, 2013)
    This paper analyses the mispricing of 20 energy, utility and natural resources IPOs in Japan from the year 1998 to 2009. The study confirms that the offer price and issue size have positive relationship with the IPO ...

  • Tremblay, Bruno (Halifax, N.S. : Saint Mary's University, 2013)
    This paper aims to examine the effect of institutional investment horizon on the stock response to S&P500 index additions. The study argues that institutional investors with a longer investment horizon will monitor more ...

  • Chen, Jiamin (Halifax, N.S. : Saint Mary's University, 2013)
    After more than 20 years of development, China’s capital markets are not yet mature. In order to guide the reform of mature market, the study on the IPO price determination in GEM is necessary. We employ the factor analysis ...

  • Chilakala, Geetanjali (Halifax, N.S. : Saint Mary's University, 2014)
    This paper investigates empirical existence of theories of IPO underpricing in Canadian Energy Sector. The study based on IPO listed in all Canadian stock exchanges from 1990-2014 analyzes level of IPO underpricing and its ...

  • Liu, Zhengyang (Halifax, N.S. : Saint Mary’s University, 2012)
    The phenomenon of IPOs’ underpricing has been investigated of stock markets around the world. In this paper, I focus on 203 IPOs from 2009 to 2011 extracted from Shenzhen growth enterprise market. Underpricing is directly ...

  • Wang, Xisheng (Halifax, N.S. : Saint Mary's University, 2012)
    The paper investigates the underpricing level of GEM IPO companies which are listed in the Hong Kong stock market from 1999 to 2011. We examine some of the factors that influence IPO underpricing such as offering price, ...

  • Gu, Xiaodan (Halifax, N.S. : Saint Mary's University, 2013)
    This paper tests the existence of volatility timing skills in the Tokyo ETFs market. The historical daily data on sixty-two ETFs are collected covering the period July 1st, 2003 to July 16 , 2013 from Bloomberg. Two methods ...

  • Paul, Shuvojit (Halifax, N.S. : Saint Mary's University, 2013)
    This paper seeks to evaluate the performance of Leveraged ETFs during the financial crisis. The paper is based on the performance analysis of three 2x bull and 2x bear Exchange Traded Fund respectively traded in the US and ...

  • Wu, Jianqiang (Halifax, N.S. : Saint Mary's University, 2012)
    The purpose of this project is to determine the relationship between stock market returns and GDP growth in the United States, and the reasons will be discovered as well. In this changing global financial market, the results ...

  • Yifan, Luo (Halifax, N.S. : Saint Mary's University, 2013)
    The purpose of this project is to determine the relationship between tax revenue and GDP in China, and any potential problems in China’s tax system will be identified. It uses the past 10 years national GDP and tax revenue ...

  • Bhatnagar, Abhinav (Halifax, N.S. : Saint Mary's University, 2013)
    This paper studies the impact of hedge fund activism and takeovers on public firms in the United States of America. The research examines samples of 13D filings which show that a positive abnormal return is achieved when ...

  • Zhang, Yanqing Y. Q. (Halifax, N.S. : Saint Mary's University, 2014)
    This paper mainly tests the Canadian market reaction to Canadian firms being cross listed on U.S. stock exchanges. We tested the existence of abnormal returns based on cumulative abnormal returns using 11-day and 21-day ...

  • Ma, Rui (Halifax, N.S. : Saint Mary's University, 2013)
    The goal of the paper is to find out the relationship between indicators and intraday stock price using data from the United States stock market give a reasonable conclusion on how accurate the indicators reflect the stock ...

  • Chen, Shilin (Halifax, N.S. : Saint Mary's University, 2014)
    This study is investigate whether or not mergers and acquisitions (M&A) can create a value for shareholders. We employ the M&A data to test whether or not the North America stock market have achieved the Semi-strong form ...

  • Wang, Haiping (Halifax, N.S. : Saint Mary's University, 2013)
    The purpose of this paper is to determine the impact of mergers and acquisition on China’s IT firms and to make a reasonable conclusion as to whether the market reaction to M&A’s is good or bad. 99 acquirer firms on the ...

  • Rice, Sonya Nicole (Halifax, N.S. : Saint Mary's University, 2015)
    Financial liberalization in the PRC has been a gradual process. The most recent liberalization effort was the Shanghai-Hong Kong Stock Connect program which represents the first program allowing direct access between the ...

  • Han, Qiao (Halifax, N.S. : Saint Mary's University, 2013)
    This paper measures the relative performance of ETFs in the US market. The historical data on four ETFs and four Mutual Funds are collected through 2011 to 2013. To examine the relative performance of ETFs compared to the ...

  • Zhang, Jing Yu (Halifax, N.S. : Saint Mary's University, 2013)
    Efficient pricing of carbon derivative product is the core of the EU-ETS system, which plays an important role in keeping stability and developing the carbon financial market. The volatility of the underlying assets is the ...

  • Zhou, Chunlai (Halifax, N.S. : Saint Mary's University, 2012)
    This paper investigates short term to intermediate-horizon momentum effect in Chinese capital market. The result of the research supports the assertion that momentum effect exists in Chinese capital market. Using momentum ...

  • Bharadwaj, Manda Raghava Santosh (Halifax, N.S. : Saint Mary's University, 2014)
    The aim of this project is to implement pair trading strategy, which aims to generate profits in any market conditions by examining the cointegration between a pair of stocks. Pair Trading, also known as a relative spread ...

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