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dc.contributor.author
Maraslis, Konstantinos
en
dc.date.accessioned
2015-06-23T13:01:08Z
dc.date.available
2015-09-27T05:58:25Z
dc.date.issued
2015-06-23
dc.identifier.uri
https://repository.ihu.edu.gr//xmlui/handle/11544/488
dc.rights
Default License
dc.title
Liquidity and Asset Pricing for the Greek Stock Market
en
heal.type
masterThesis
heal.keyword
Stock exchanges
en
heal.keyword
Liquidity (Economics)
en
heal.language
en
heal.access
free
el
heal.license
http://creativecommons.org/licenses/by-nc/4.0
heal.recordProvider
School of Science and Technology, MSc in Information & Communication Technology Systems
heal.publicationDate
2011-09
heal.bibliographicCitation
Maraslis Konstantinos, 2011, Liquidity and asset pricing for the greek stock market, Master's Dissertation, International Hellenic University
en
heal.abstract
This dissertation was written as a part of the MSc in ICT Systems at the International Hellenic University. Its scope is to investigate whether or not, the announcement that Mr. Papakonstantinou made on Monday, the 19th of October, 2009 and the overall financial crisis, have significantly affected some fundamental variables related to Greek Stock Exchange. The announcement was in fact an admission that the Greek deficit rate was not 6% of Greek GDP that was believed by then, but approximately 12%.
The method that is followed is mostly, hypothesis testing with various samples. The findings denote that the aforementioned announcement had indeed significant impact on some variables. As far as the overall financial crisis is concerned, its impact is undoubtedly severe according to the outcomes. The findings are extensively explained at the 4th chapter while at the end of the 3rd one there is some further testing due to some previous, unexpected results.
At this point, I would really like to thank my supervisor, Prof. Vassilis Polimenis for his perpetual assistance, without which, this dissertation would not have this form.
en
heal.tableOfContents
Chapter 1
1.
Introduction………………………………………………………………………..
1
1.1.
Scope – Problem Definition………………………………………………………...
5
Chapter 2
2.
Literature Review………………………………………………………………….
7
2.1.
Elements of Originality……………………………………………………………..
15
Chapter 3
3.
Contribution……………………………………………………………………….
17
3.1.
Procedure Outline…………………………………………………………………...
19
3.2
Variables Presentation………………………………………………………………
21
3.3
Testing the impact of the announcement……………………………………………
24
3.3.1.
Normality Tests…………………………………………………………...
25
3.3.2.
Performing the hypothesis tests based on the normality tests…………….
51
3.3.3.
Performing the t-test for all variables based on the Central Limit Theorem (C.L.T.)…………………………………………………………
65
3.4.
Testing the impact of the overall financial crisis…………………………………...
69
3.4.1.
Normality Tests…………………………………………………………...
70
3.4.2.
Performing the hypothesis tests based on the normality tests…………….
71
3.4.3.
Performing the t-test for all variables based on the Central Limit Theorem (C.L.T.)…………………………………………………………
73
3.5.
Further analysis due to some unexpected results…………………………………...
77
3.5.1.
Mean/Median hypotheses tests…………………………………………...
77
3.5.2.
Variance/Standard Deviation hypotheses tests…………………………...
80
Chapter 4
4.
Conclusions………………………………………………………………………...
89
Bibliography………………………………………………………………………….…..
95
Appendix………………………………………………………………………………….
99
en
heal.advisorName
Polimenis, Prof. Vassilis
en
heal.committeeMemberName
Polymenis, V.
en
heal.committeeMemberName
Tsadiras, A.
en
heal.committeeMemberName
Stamelos, I.
en
heal.academicPublisher
School of Science &Technology, Master of Science (MSc) in Information and Communication Systems
en
heal.academicPublisherID
ihu
heal.numberOfPages
112
heal.fullTextAvailability
true
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