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Analysis Of Trade Dependence And Correlation Of Market Returns Between The United States And Nordic Countries, Helen Saar
Theses Digitization Project
The purpose of the present research paper was three fold. First, determine if there is a trade interdependence between the United States and Nordic countries (Denmark, Finland, Sweden, and Baltic States). Second, determine if there is correlation between the respective equity markets. Third, determine if the changes in the trade relations lead to the changes in stock market correlations. The hypothesis of the project was that weaker trade relations between two countries would lead to lower correlation between their stock markets, providing beneficial opportunities for portfolio diversification. The overall objective is to ascertain if Nordic markets are good targets to …
The Potage Of Chinese Stocks: Strengths And Weaknesses For United States Investors, Shubhi Srivastava
The Potage Of Chinese Stocks: Strengths And Weaknesses For United States Investors, Shubhi Srivastava
Theses Digitization Project
The thesis examined the differences between the Chinese market, a fast-growing emerging market, and that of the United States, a well-known developed market. In order to understand the overall performance of the Chinese stock market, the research compared the risk and returns characteristics of Chinese stock markets using the S & P 500 Index for the 2000-2005 period. Findings show that significant differences exist between the Chinese and the U.S. markets. The thesis also attempted to identify the characteristics of the Chinese markets that hinder their efficiency.
Performance Measures: Traditional Versus New Models, Hasan Zafer Yuksel
Performance Measures: Traditional Versus New Models, Hasan Zafer Yuksel
Theses Digitization Project
The thesis analyzed the performance of 5,987 mutual funds using a database called Steele Mutual Fund Experts and compared the predicting ability of various measures of performance. The measures discussed in the thesis are Treynor Ratio, Sharpe Ratio, Jensen's Alpha, Graham-Harvey-1 (GH-1), and Graham-Harvey-2 (GH-2). The performance measures are mostly used by professional money managers and scholars for literary purposes.
Analysis Of Trade Dependence And Correlation Of Market Returns To Hedge Portfolio Risk, Carl Eric Zeise
Analysis Of Trade Dependence And Correlation Of Market Returns To Hedge Portfolio Risk, Carl Eric Zeise
Theses Digitization Project
The project examines the relationship between trade interdependency and correlation of market returns between the United States and the four emerging economies of Singapore, Malaysia, Thailand and the Philippines. The author analyzed statistical data for trade interdependency and market return to determine if there is a pattern that would provide the basis for increasing the return of a security portfolio without increasing the risk to the investor. The project analysis relied on mathematical formulas to measure the trade relationships between the selected countries and to calculate the measure of return and measure of risk of investing in each emergent market.