Trent University Graduate Thesis Collection

Item Description
Identifier
tula:etd
Type
Collection
Language
eng
Extent
1 item
Rights
Copyright for all items in the Trent University Graduate Thesis Collection is held by the author, with all rights reserved, unless otherwise noted.
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The Effect of Listing a Stock on the S&P 500 Index on the Stock's Volatility

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Year: 2015, 2015
Member of: Trent University Graduate Thesis Collection
Name(s): Creator (cre): Williams, Bex Alborn, Thesis advisor (ths): Cater, Bruce, Thesis advisor (ths): Pollanen, Marco, Degree granting institution (dgg): Trent University
Abstract: <p>This paper investigates the effect of listing a stock on the S&P 500 Index on the stock's volatility, using various econometrics models: GARCH and EGARCH. The study mainly addresses three issues; firstly, it analyzes stock volatility in two sub-periods, secondly, it determines whether the announcement can account for the fluctuations in the price of the stock, and finally, it… more

The Long-term Financial Sustainability of China's Urban Basic Pension System

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Year: 2015, 2015
Member of: Trent University Graduate Thesis Collection
Name(s): Creator (cre): Song, Lin, Thesis advisor (ths): Cater, Bruce, Thesis advisor (ths): Pollanen, Marco, Degree committee member (dgc): Patrick, Brian, Degree granting institution (dgg): Trent University
Abstract: <p>Population aging has become a worldwide concern since the nineteenth century. The decrease in birth rate and the increase in life expectancy will make China's population age rapidly. If the growth rate of the number of workers is less than that of the number of retirees, in the long run, there will be fewer workers per retiree. This will apply great pressure to China's public… more