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RETURN AND VOLATILITY ON THE UKRAINIAN STOCK MARKET

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Nội dung chi tiết: RETURN AND VOLATILITY ON THE UKRAINIAN STOCK MARKET

RETURN AND VOLATILITY ON THE UKRAINIAN STOCK MARKET

RETURN AND VOLATILITY ON THE UKRAINIAN STOCK MARKETbyViyaleta ZayatsA thesis submitted in partial fulfillment of the requirements for the degree ofMas

RETURN AND VOLATILITY ON THE UKRAINIAN STOCK MARKETster of Arts in EconomicsNational University "Kyiv-Mohyla Academy" Economics Education and Research Consortium Master's Program in Economics2007Approv

ed by____________________________________________Ms. Serhiy Korablin (Head of the state Examination Committee)Program Authorized to Offer Degree Econo RETURN AND VOLATILITY ON THE UKRAINIAN STOCK MARKET

mics, NaUKMAMaster's Program inDateNational University "Kyiv-MohylaAcademy"AbstractRETURN AND VOLATILITY ON THE UKRAINIAN STOCK MARKETby Viyaleta Zaya

RETURN AND VOLATILITY ON THE UKRAINIAN STOCK MARKET

tsHead of the state Examination Committee: Mr. Serhiy Korablin, Economist, National Bank of UkraineAmong the important features of stock markets in co

RETURN AND VOLATILITY ON THE UKRAINIAN STOCK MARKETbyViyaleta ZayatsA thesis submitted in partial fulfillment of the requirements for the degree ofMas

RETURN AND VOLATILITY ON THE UKRAINIAN STOCK MARKETse index play a substantial role, as for investors so for authorities, pursuing an economic policy. So, the level of return on financial assets is clo

sely related to the cost of loan resources and investment activity in an economy. Persons, making political and economic decisions, frequently examine RETURN AND VOLATILITY ON THE UKRAINIAN STOCK MARKET

estimations of volatility as one of indexes influenced not only on financial market but also on all of economy.In this connection the purpose of this

RETURN AND VOLATILITY ON THE UKRAINIAN STOCK MARKET

work is empirically study factors, influenced on pricing at the Ukrainian stock market with 1997 for 2007. We examine existent theoretical and empiri

RETURN AND VOLATILITY ON THE UKRAINIAN STOCK MARKETbyViyaleta ZayatsA thesis submitted in partial fulfillment of the requirements for the degree ofMas

RETURN AND VOLATILITY ON THE UKRAINIAN STOCK MARKETis pull out thehypotheses about basic groups of factors which can influenced on the dynamics of return and volatility on the Ukrainian stock market.On

the basis of empiric estimations the attempts identify the most meaningful for the Ukrainian stock market factors, influencing on a return and volati RETURN AND VOLATILITY ON THE UKRAINIAN STOCK MARKET

lity of stock assets. Such the following study will allow better to understand the structure of risk factors on the Ukrainian market. It is assumed th

RETURN AND VOLATILITY ON THE UKRAINIAN STOCK MARKET

at this study can be useful at determination for acceptance of economical and political decisions in area of decline of risks, inherent the Ukrainian

RETURN AND VOLATILITY ON THE UKRAINIAN STOCK MARKETbyViyaleta ZayatsA thesis submitted in partial fulfillment of the requirements for the degree ofMas

RETURN AND VOLATILITY ON THE UKRAINIAN STOCK MARKETE OF CONTENTSTABLE OF CONTENTS..............................iLIST OF FIGURES...............................iiACKNOWLEDGEMENT..........................

....iiiGLOSSARY......................................ivChapter 1.INTRODUCTION........................1Chapter 2.LITERATURE REVIEW...................5C RETURN AND VOLATILITY ON THE UKRAINIAN STOCK MARKET

hapter 3.METHODOLOGY........................13Chapter 4.DATA DESCRIPTION...................19Chapter 5.EMPIRICAL RESULTS..................23Chapter 6.

RETURN AND VOLATILITY ON THE UKRAINIAN STOCK MARKET

CONCLUSIONS........................25BIBLIOGRAPHY..................................27APPENDIX......................................30

RETURN AND VOLATILITY ON THE UKRAINIAN STOCK MARKETbyViyaleta ZayatsA thesis submitted in partial fulfillment of the requirements for the degree ofMas

RETURN AND VOLATILITY ON THE UKRAINIAN STOCK MARKETbyViyaleta ZayatsA thesis submitted in partial fulfillment of the requirements for the degree ofMas

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