2 resultados para Power Trading Methodology

em Brock University, Canada


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"I began these pages for myself, in order to think out my own particular pattern of living, my own individual balance of life, work and human relationships." Lindbergh (1983) p.9. In this thesis, I use self-study research as I focus on the topic of living legacy. This is a personal story, using narrative methodology and method as a means of uncovering and naming life lessons learned. I write to gain insight into my interpretation of the concept of living legacy - what living legacy means to me and why this concept is significant to me - and how living legacy impacts the person that I am in the present. Using a narrative lens, I inquire into stories that connect me to my spirit, my gender, education and theology, through my living legacy lessons, and I seek the impact these stories hold for me in my life today. I utilize a variety of methods including personal journals, course work, and arts-based research experiences as I explore the connections to my emerging perceptions ofmy living legacy lessons. This thesis represents the beginning of a continuing journey of self-discovery. I take the journey in order to uncover hidden and ongoing lessons of living legacy and the impact they have on the student and educator that I am.

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This thesis examines the impact of a corporate name change on stock price and trading volume of Canadian companies around the announcement date, the approval date, and the adoption date over the time period from 1997 to 2011. Name changes are classified into six categories: major and minor, structural and pure, diversified and focused, accompanied with a change in ticker symbol and without a change in ticker symbol, “Gold” name addition and deletion, and different reasons for name changes (e.g., merger and acquisition, change of structure, change of strategy, and better image). The thesis uses the standard event study methodology to perform abnormal return and trading volume analyses. In addition, regression analysis is employed to examine which type of a name change has the largest impact on cumulative abnormal returns. Sample stocks exhibit a significant positive abnormal return one-day prior to the approval day and one day after the adoption date. Around the approval date we observe significant abnormal returns for stocks with a structural name change. On the day after the adoption date we document abnormal returns for stocks with major, minor, structural, pure, focused, and ticker symbol name changes. If a merger or acquisition is the reason for a name change, companies tend to experience a significant positive abnormal return one-day before the approval date and on the adoption date. If a change of structure is the reason for a name change, companies exhibit a significant positive abnormal return on the approval date and a significant negative abnormal return on the adoption date. In case of a change of strategy as the reason for a name change, companies show a significant negative abnormal return around the approval date and a significant positive abnormal return around the adoption date.