- Home
- →
- Theses & Dissertations
- →
- Major Research Projects
- →
- Recent submissions
JavaScript is disabled for your browser. Some features of this site may not work without it.
Major Research Projects: Recent submissions
Now showing items 101-120 of 247
-
(Halifax, N.S. : Saint Mary's University, 2013)More and more Chinese companies have been listed on Hong Kong and mainland China . The pricing differentials between Hong Kong shares and the corresponding shares have existed persistently, even though the Hong Kong and ...
-
(Halifax, N.S. : Saint Mary's University, 2013)The purpose of this study is to evaluate the performance of the Canadian energy sector companies and compare their performance before and after cross-border M&A this strategy enables us to examine the effectiveness of ...
-
(Halifax, N.S. : Saint Mary's University, 2013)The purpose of this paper is evaluate the relationship between mergers and acquisitions and the post and pre acquisition performance of some utility firms in the United States. Based on the result of the analysis, we ...
-
(Halifax, N.S. : Saint Mary's University, 2013)Capital Asset Pricing Model (CAPM) developed by Sharpe, Linter and Mossin is an important milestone in the development of modern finance theory. For China's stock market, an emerging capital market, whether Capital Asset ...
-
(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 ...
-
(Halifax, N.S. : Saint Mary's University, 2013)This paper uses VaR to measure the risk of mutual funds in China and to determine the relationship between the returns. A sample of ten Chinese mutual funds over a three-year period, from 2010-2012 was examined for the ...
-
(Halifax, N.S. : Saint Mary's University, 2013)In this paper we try to investigate the effect of corporate governance on the cost of external debt financing. Using a sample of North American companies from 1990 to 2006, we find that high corporate governance levels ...
-
(Halifax, N.S. : Saint Mary's University, 2013)First, we introduce a theoretical model of the positive effect of shareholder protection on the valuation of the firm. Then, we present a linear regression model to examine the effect of the shareholder protection and of ...
-
(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 ...
-
(Halifax, N.S. : Saint Mary's University, 2013)This paper analyzes the relationship between crude oil and gold futures. The data used in this paper are from January 2000 to December 2012. The methodology used in this study includes several statistical tests including ...
-
(Halifax, N.S. : Saint Mary's University, 2013)The main idea of this paper is to test whether there is arbitrage opportunity in Hong Kong index options market. This paper uses the put-call parity relationship and the box spread strategy to do the test. In order to make ...
-
(Halifax, N.S. : Saint Mary's University, 2013)This study investigates the impact of capital structure on the performance of non-financial firms operating in Saudi Arabia for the period between 2008 and 2012. Sample data includes 67 companies from 13 different sectors. ...
-
(Halifax, N.S. : Saint Mary's University, 2013)This study is an effort to analyze the predictive capabilities of the moving average indicator as a technical analysis tool. Major stock exchanges of the world are selected which represent the numerous markets of the world ...
-
(Halifax, N.S. : Saint Mary's University, 2013)With China's economic reform and opening up and deepening of financial liberalization, the entry of foreign banks into China's banking industry has continued to accelerate in speed and develop in depth. The study of the ...
-
(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 ...
-
(Halifax, N.S. : Saint Mary's University, 2013)This paper examines existence of January effect in the financial services industry in Canada. A regression model with dummy variables has been used to detect the January effect from 2003 to 2012. The January effect is a ...
-
(Halifax, N.S. : Saint Mary's University, 2013)This paper identifies several sources of risk in hedge funds. Historical data are collected from January 1st, 2004 to January 1st, 2013. We employ multivariate regression model to analyze the relationship between the overall ...
-
(Halifax, N.S. : Saint Mary's University, 2013)The purpose of the study is to explore the validity of the Pecking Order Theory in Canadian firms. My model followed the work of Shyam-Sunder and Myers (1999) and Frank and Goyal (2002), and I run the regression on new ...
-
(Halifax, N.S. : Saint Mary's University, 2013)Momentum effect is a market anomaly. It indicates that past winners in the stock market keep over-performing past losers over the short run namely, one to twelve months. The purpose of this paper is to examine whether the ...
-
(Halifax, N.S. : Saint Mary's University, 2013)This paper’s objective is to determine whether merger announcements of world automobile companies would influence the stock price of acquired companies and whether the market reaction to merger announcement is good or bad. ...
Now showing items 101-120 of 247