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Full-Text Articles in Business
Do Education, Spending Habits And Planning Habits Affect Investing Habits?, Miran Simunic
Do Education, Spending Habits And Planning Habits Affect Investing Habits?, Miran Simunic
Theses
The purpose of this thesis is to explore the influence of formal education, spending habit, and planning habit on investing habit, while controlling for age, gender, income, and self-perception of financial knowledge. The previous studies tested the influence of education on certain money management skills or investing habits, but none of them explored the influence of formal education, spending habit and planning habit on investing habits. This thesis explores this influence of those three independent variables with control variables on a sample that represents the entire population of the United States. The testing is performed on the data from 2012 …
The Effect Of The Introduction Of The Euro On The Stock Price Volatility In The Belgian Equity Market, Hanne Zmierczak
The Effect Of The Introduction Of The Euro On The Stock Price Volatility In The Belgian Equity Market, Hanne Zmierczak
Theses
This study serves to research the effect of the introduction of the Euro as a currency on the volatility in the equity market in Belgium. It particularly looks at the Bel20 index volatility, which includes the twenty largest companies listed in the Belgian stock exchange. This study incorporates ordinary least squares regressions with a time series component. Various models with a timeframe between January 1992 and December 2013 are run. The dependent variable of this research is Bel20 volatility, while the independent variables include inflation, consumer confidence, change in industrial production, GDP growth, Euro dummy variables, and a financial crisis …
Modeling Stock Return Volatility In Mongolian Stock Market, Munkhtsog Altankhuu
Modeling Stock Return Volatility In Mongolian Stock Market, Munkhtsog Altankhuu
Theses
This paper is one of the first research works to examine the stock index volatility in the Mongolian Stock Exchange. The study utilizes the Generalized Autoregressive Conditional Heteroscedasticity (GAR CH) models to estimate volatility of stock market return of the Mongolian Stock Exchange. A number of prior research work demonstrated that ARCH and GARCH models are fruitful models for modeling volatility of time series data. However, they recommend using different versions of GARCH-type models for different distributions (Normal, Student's t, Skewed Student's t and Generalized Error Distribution) for emerging markets or developing markets. This paper compares the GARCH(l, 1) model …