Impact of foreign exchange rate on stock returns - Dissertation Example

Only on StudentShare

Extract of sample
Impact of foreign exchange rate on stock returns

Table 1 reports the results of Augmented Dickey Fuller test of unit root for the stock indices and exchange rates of both the UK and Pakistan. The test has further been applied at different levels as well as in the first difference form. The findings will be reported in terms of each country starting with the UK first then Pakistan. Both the ADF and regression results will be presented for the country indices and then for each of the companies. This chapter is divided into several parts with the main parts comprising study findings for the UK (both ADF test and regression), study findings from Pakistan (ADF and regression), and finally the analysis section where these findings are discussed and analyzed. 5.2 Findings (UK) Augmented Dickey Fuller (ADF) Test Table 1 below presents ADF results for UK companies and GBP/USD rate. As is evident in the table, the results include the FTSE 100 index and ten major companies operating in the UK. Table 2 provides the findings of the ADF test for the national exchange rate (EX) of the GBP against the GBP. ...Show more

Summary

Dissertation, Finance and Accounting Impact of foreign exchange rate on stock returns Name: Course: Professor: Institution: City and State: Date: Chapter 5: findings and analysis 5.1 Introduction The ADF test was applied in this study to test the null hypotheses of unit root in each of the series…
Author : mcdermottbrigit
Impact of foreign exchange rate on stock returns essay example
Read Text Preview
Save Your Time for More Important Things
Let us write or edit the dissertation on your topic
"Impact of foreign exchange rate on stock returns"
with a personal 20% discount.
Grab the best paper

Related Essays

The impact of Oil price changes on the Gulf Council Countries (GCC) stock markets
The researcher will try to find out the effect of the oil prices on the stock markets of Gulf Council Countries considering all the factors which affects the stock market like the capital existing in the market, the gross domestic product, the unemployment rate etc. Is there a positive correlation between the two or there is a negative correlation between the two variables that would also be analyzed.
12 pages (3000 words) Dissertation
Monetary Policy and the Stock Market: Empirical Evidence from the UK
Data since 1960 has been collected of FTSE to test the relationship between the variables under study. The researcher discusses important theories related to the study and then discusses theoretical concepts and relationship between these variables. Eviews software has been used to test the relationship and the research study has revealed positive and significant relationship between the monetary policy and return of the stock market.
26 pages (6500 words) Dissertation
An Investigation of the impact of Oil price changes on the Gulf Council Countries (GCC) stock markets
I also affirm that the contents of this dissertation have not been previously presented for the submission of any degree. All the intellectual contents of the dissertation are output of my own work and knowledge. All the contributions made during the preparation of this dissertation are acknowledge Sincerely, Name Date Acknowledgment I found it obligatory to construct some words for conveying my gratitude and thanks to all the people who remained involved with me during the preparation of this dissertation.
52 pages (13000 words) Dissertation
Foreign Exchange Rates as Unbiased Estimate of Future Sport Rates
The objective is to establish proof that EMH in its weak form is evident in currencies, since EMH was originally developed for the equities market. Investors and businessmen seek to avoid the risks of unexpected market fluctuations which tended to raise costs and increase the chances of losses, by discovering methods of forecasting future exchange rates.
26 pages (6500 words) Dissertation
The empirical relationship between accounting disclosure and stock market return using portfolio analysis and managerial behavio
Besides the opportunity for portfolio diversification, investors prefer stocks in international markets due to a number of other factors like high returns, favorable laws etc. Irrespective of their geographical location, investors remain vigilant over the prospects and performances of the companies they have invested in.
10 pages (2500 words) Dissertation
Impact of Announcing Dividends on Share Prices of Corporations Listed in the Saudi Stock Exchange
The complete dissemination of available information throughout the market reduces information distortions and allows market participants to decide their market actions under conditions of reduced risk of the unknown. Because of the need to come as close as possible to full and simultaneous availability of information to all market participants, it becomes necessary to measure how efficiently prices respond to the informational content of sudden and unexpected announcements, one of which pertains to dividends.
12 pages (3000 words) Dissertation
A regression analysis study on the relationship between oil price volatility and UK oil and gas companies' returns
In the context of United Kingdom covering the period 2003-2012, Crude Oil and Natural Gas prices volatility along with other factors are studied in order to seek their relationship with their corresponding equity returns of the oil and gas sector. Evidences show insufficient conformances of the real relationship between oil prices and their corresponding equity returns whereas meager evidences exist which proves the presence of a relationship between gas prices returns and oil and gas sector returns.
20 pages (5000 words) Dissertation
Emprical evaluation of Value at Risk(VaR) model using the Lusaka stock exchange
DECLARATION I, Leonard Mwango Chungulo, do declare that this work is my own and that the work of other persons utilized in this dissertation has been duly acknowledged. This work presented here has not been previously presented at this or any other university for similar purposes.
10 pages (2500 words) Dissertation
Ghana Stock Market
To illustrate how a stock market operates and spreads the wealth in one country, let us say Company-A has been so successful in its manufacturing operations that all its goods sell as fast they are produced. The firm knows that it could sell even more products if it could get enough money to build another factory.
59 pages (14750 words) Dissertation
Stock Market Index in China

The author states that financial market reforms were central to China’s commitment to the World Trade Organization, in which China became a member in 2001. Following China’s WTO membership, international investors gained easier access to the financial market. The Chinese government is trying to change the function of the two existing stock exchanges.

22 pages (15000 words) Dissertation
Get a custom paper written
by a pro under your requirements!
Win a special DISCOUNT!
Put in your e-mail and click the button with your lucky finger
Your email
YOUR PRIZE:
Apply my DISCOUNT