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Journal articles on the topic 'Financial exchange'

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Author: Grafiati
Published: 11 March 2023

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1

Vaníček, Petr. "Analysis and comparison of chosen FX – strategy." Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis 54, no. 6 (2006): 209–22. http://dx.doi.org/10.11118/actaun200654060209.

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The article is focused on possibilities of profit of chosen FX instruments by proceeding of foreign exchange risk. The foreign exchanges risk affect economic result of each economic subject. The foreign exchanges risk ensue unexpectible change of foreign exchange rate. Economic subjects pursue in exchange market that are concern on hedging of exchange risk during doing business and financial contracts. The most discussed problems in this article are the possibilies of present products in financials markets, that can help in hedging of exchange risk. The article is concentrated mainly on chosen products of financial markets derived from option. The main part of those chosen products is focused on „zero cost strategy“ and on possibilities of their aplication in hedging of exchange risk.
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2

Jørgensen, Bjørn N., Kenneth A. Kavajecz, and Scott N. Swisher. "The historical dynamics of US financial exchanges." Financial History Review 28, no. 2 (July 14, 2021): 153–74. http://dx.doi.org/10.1017/s0968565021000081.

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The historical dynamics of entry and exit in the financial exchange industry are analyzed for a panel of 327 US exchanges from 1855 through 2012. We focus on economic, technological and regulatory factors. Using novel panel data evidence, we empirically test whether these factors are consistent with existing financial theories. We find that US exchanges are more likely to exit per year after the passage of the Securities Exchange Act. The telephone, literacy and regulation are robust predictors of financial exchange dynamics, whereby an upward trend in literacy is an important driver of exchange entry.
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3

Kwon, Sungmoon, Myungjong Kim, and Taeshik Shon. "Research for Visualization of Financial Information eXchange Traffic." Journal of Digital Contents Society 19, no. 11 (November 30, 2018): 2195–202. http://dx.doi.org/10.9728/dcs.2018.19.11.2195.

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4

Ben-David, Itzhak, Francesco Franzoni, and Rabih Moussawi. "Exchange-Traded Funds." Annual Review of Financial Economics 9, no. 1 (November 2017): 169–89. http://dx.doi.org/10.1146/annurev-financial-110716-032538.

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5

Bazdan, Zdravko. "LATEST TRENDS AT FINANCIAL MARKETS: EXCHANGES BECOMES VIRTUAL FINANCIAL INSTITUTIONS." Tourism and hospitality management 12, no. 1 (May 2006): 89–100. http://dx.doi.org/10.20867/thm.12.1.7.

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Exchanges are, by all means, the most important factors for economic growth. Many prominent ones are pillars of international economics. In national economies, they reflects not only economic, but political, social and cultural development. Cash flow is directed towards these segments of financijal markets. As oil is the blood of an economy, so is an exchange: an ingredient in the mixture of money, row materials and business operations. Also, we can state that the exchanges are the pulse of the economy of a nation. The author of the essay underlines primarily the development of stock trading. It is obvious in todays environment, that the new tendencies are towards electronic trading, which is the replacement of classical trading models. So called virtual trading today, makes exchanges virtual financial institutions.
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6

Đaković, Miloš, Milica Inđić, and Danica Cicmil. "Financial analysis of the business of the Belgrade Stock Exchange." Trendovi u poslovanju 10, no. 1 (2022): 50–58. http://dx.doi.org/10.5937/trendpos2201050d.

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Financial exchanges are the basic form of a country's financial market. The subject of this research is the Belgrade Stock Exchange, while the aim of the paper is to analyze the main indicators of the business of the stock exchange as a single company. The analysis covers the period from 2017 to 2020, where in addition to observing the basic items of assets, liabilities, income and expenses of the stock exchange, we also deal with the ratio analysis of liquidity, indebtedness, coverage, activities and profitability of the stock exchange. The results indicate a pronounced liquidity of the market and debt control, but very low profitability of the company itself. Financial analysis also provides additional more precise insight into the business of the stock exchange as a single company. The paper also provides a basis for further research in terms of comparative analysis with other developed stock exchanges in the world.
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7

Kadi, Xhensila. "Advantages Of Stock Exchange Lıstıng." European Scientific Journal, ESJ 12, no. 4 (February 28, 2016): 190. http://dx.doi.org/10.19044/esj.2016.v12n4p190.

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The Stock Exchange is a regulated market of securities where contracts for the sale and purchase of the financial instruments are stipulated. The financial instruments such as stocks, bonds, derivatives with a definite price are traded and exchanged in the Stock Exchange. In this case the price is determined by the balance of supply and demand. If we would describe the Stock Exchange with an image, we would think a square in which some companies with public offer or companies with public participation operate. In particular, in it we may found industrial companies, financial companies, banks, services companies, etc. If we refer to history, the first and real trade of securities occurred around the year 1500 in Bruges. Nevertheless, Antwerp has been considered the first Stock Exchange, as the one of Bruges cannot be defined a genuine Stock Exchange. In Albania, till the end of 2014 we have had the Tirana Stock Exchange (TSE). The Tirana Stock Exchange was founded in 2002 in the form of a joint stock company, and has operated in accordance with the provisions of the Law No. 9901 dated 14.04.2008 “On the Entrepreneurs and trading companies” and the Law no. 9879, date 21.02.2008 “On Securities”. Initially, the listing of securities on the stock exchanges, for many entrepreneurs, meant an advertisement for the company, while now it is a widespread phenomenon in the world. If we refer to our country, we believe that the listing in the stock exchange has an important role towards the awareness of our companies regarding finding different manners from the traditional ones about their liquidity. Through this paper, it is aimed to answer to a fundamental question as the one related to the reasons why companies should be listed on the stock exchange. Each of the actions related to trading on the stock exchange is one of the steps in the process of investment, therefore we can say that this kind of financial transactions is not just about buying or selling a particular security.
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8

Milesi-Ferretti, Gian-Maria, and Philip R. Lane. "Financial Globalization and Exchange Rates." IMF Working Papers 05, no. 3 (2005): 1. http://dx.doi.org/10.5089/9781451860221.001.

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9

Surmanidze, Natia, Khatuna Tabagari, Zurab Mushkudiani, and Maia Akhvlediani. "Financial literacy exchange and its challenges in Post-Soviet Georgia." Knowledge and Performance Management 6, no. 1 (December 21, 2022): 87–99. http://dx.doi.org/10.21511/kpm.06(1).2022.08.

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Financial literacy is becoming an urgent challenge in many countries. This situation is more acute in a developing country with a Soviet experience. The affected population, who are in advanced positions in the international financial machinations of the current period, is unmistakable proof of the low level of financial awareness in Georgia. The present study aims to determine the impact of student financial literacy on consumer behavior in Georgia as a Post-Soviet country. The study uses statistical methods, both probabilistic and non-probabilistic sampling. The paper reviews foreign experience and is a similar study conducted in Asia and Europe. The number of interviewed respondents was 295 students from the Imereti region (there are two universities in the region), which is 35% of the total number of students. The questionnaire consisted of 21 questions. The respondents were interviewed from October to mid-December 2021. The study has shown that financial awareness is relatively low; students do not perceive that they need to raise their financial education and skills, which makes the current situation even more dramatic. Among the positive trends was that 81% of students were ready to raise their level of financial education. The reason is that the Georgian educational system needs to be reformed to raise financial awareness by studying the essence of elementary money and the simplest budget planning models. The study results showed that in conditions of low financial awareness, students cannot plan the budget, control, and use financial services effectively and efficiently.
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10

Paltrinieri, Andrea. "Stock exchange industry in UAE." International Journal of Emerging Markets 10, no. 3 (July 20, 2015): 362–82. http://dx.doi.org/10.1108/ijoem-12-2012-0181.

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Purpose – The purpose of this paper is to give an overview of UAE Stock Exchange industry. In particular this paper aims to assess a potential merger between Dubai Financial Markets-Nasdaq-Dubai and Abu Dhabi Securities Exchange, evaluating risks, rewards, policy and business implications. Design/methodology/approach – The paper presents a theoretical framework and a literature review of M & As in financial sector. It then carries out a case study on a potential merger between the UAE Stock Exchanges and a discussion on the implications for the actors involved. Findings – The contraction both in market capitalization and in trading value in the three UAE Stock Exchanges caused by subprime financial crisis and market fragmentation could be a key factors in implementing a merger between them. Because of high-fixed costs and trading platform, a single consolidated stock exchange may benefit from significant economies of scale, particularly network effects, and economies of scope. Practical implications – This paper could be useful to Security and Commodity Authority, in order to support a merger between Dubai and Abu Dhabi Stock Exchange. Given that UAE capital market regulator has tried to improve efficiency in UAE stock market over the last years, a merger between UAE Stock Exchanges could have positive effects on overall efficiency. Originality/value – It is the first paper that analyze UAE Stock Exchange industry. It is the first study that focusses on a potential merger between emerging markets’ stock exchanges. It is one of the first contributions that relates stock exchanges belonging to emerging and developed countries.
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11

Yang, Chengyu. "Research on China’s Exchange Online Financial Market: An Exchange Online Financial Capital Asset Pricing Model." American Journal of Industrial and Business Management 09, no. 04 (2019): 1045–58. http://dx.doi.org/10.4236/ajibm.2019.94072.

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12

Ibhagui, Oyakhilome. "The Transfer Problem Surfaces in Sub-Saharan Africa: Net Foreign Assets, Financial Liberalization and Real Exchange Rates." Review of Economic Analysis 11, no. 3 (November 1, 2019): 325–81. http://dx.doi.org/10.15353/rea.v11i3.1687.

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This paper presents new links among net foreign assets (NFA), financial liberalization, and the real exchange rates in Sub-Saharan Africa (SSA), utilizing a testable theoretical model inspired by Lane and Milesi-Ferreti (2004) and newly constructed data sets for real exchange rates, net foreign assets, and financial liberalization. First, we check for the existence of a transfer problem – the hypothesis that increases in NFA strengthen the real exchange rates. Second, we examine how real exchange rates have reacted to financial liberalization in SSA. Finally, we explore whether financial liberalization dampens the effects of a transfer problem. Empirical analysis, using cross-country data, confirms the existence of a transfer problem that decreases with increases in trade openness in SSA. We also find that, overall, countries with financial liberalization have more depreciated real exchange rates and that financial liberalization dampens the transfer problem so that the semi-elasticity of NFA becomes negative, implying that financially liberalized SSA countries that experience an increase in net external liabilities would eventually require an appreciated, rather than depreciated, real exchange rate. The results are robust to various model specifications and estimation techniques, inclusion of other determinants of real exchange rates and consideration of endogeneity.
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13

Hall, Mark A., Michael J. McCue, and Jennifer R. Palazzolo. "Financial Performance of Health Insurers: State-Run Versus Federal-Run Exchanges." Medical Care Research and Review 75, no. 3 (March 6, 2017): 384–93. http://dx.doi.org/10.1177/1077558717697013.

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Many insurers incurred financial losses in individual markets for health insurance during 2014, the first year of Affordable Care Act mandated changes. This analysis looks at key financial ratios of insurers to compare profitability in 2014 and 2013, identify factors driving financial performance, and contrast the financial performance of health insurers operating in state-run exchanges versus the federal exchange. Overall, the median loss of sampled insurers was −3.9%, no greater than their loss in 2013. Reduced administrative costs offset increases in medical losses. Insurers performed better in states with state-run exchanges than insurers in states using the federal exchange in 2014. Medical loss ratios are the underlying driver more than administrative costs in the difference in performance between states with federal versus state-run exchanges. Policy makers looking to improve the financial performance of the individual market should focus on features that differentiate the markets associated with state-run versus federal exchanges.
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14

Schumacher, Johannes M. "LINEAR VERSUS NONLINEAR ALLOCATION RULES IN RISK SHARING UNDER FINANCIAL FAIRNESS." ASTIN Bulletin 48, no. 3 (August 6, 2018): 995–1024. http://dx.doi.org/10.1017/asb.2018.25.

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AbstractIn a risk exchange, participants trade a privately owned risk for a share in a pool. If participants agree on a valuation rule, it can be decided whether or not, according to the given rule, these trades take place at equal value. If equality of values holds for all participants, then the exchange is said to be “financially fair”. It has been shown by Bühlmann and Jewell (1979) that, under mild assumptions, the constraint of financial fairness singles out a unique solution among the set of all Pareto efficient risk exchanges. In this paper, we find that an analogous statement is true if we limit ourselves to linear exchanges. Conditions are provided for existence and uniqueness of linear sharing rules that are both financially fair and Pareto efficient among all linear sharing rules. The performance of the linear rule is compared to that of the general (nonlinear) rule in a number of specific cases.
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15

Ivanović, Zoran, and Elvis Mujačević. "FINANCIAL DERIVATIVES - INTEREST RATE SWAP." Tourism and hospitality management 10, no. 3-4 (October 2004): 161–68. http://dx.doi.org/10.20867/thm.10.3-4.12.

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Swap as a portfolio of forward contract is a financial derivative traded on the over-the-counter market. In its basic form, swap is based on the exchange of future cash flows between two market participants in accordance with the agreed terms. The cash flows that are exchanged are the interest payments and in some circumstances even the notional amount, and transactions are carried out in a period of two to thirty years. Swaps first appeared in 80's, and have evolved from back-to-back loans.
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16

Haubrich, Joseph G. "Optimal Financial Structure in Exchange Economies." International Economic Review 29, no. 2 (May 1988): 217. http://dx.doi.org/10.2307/2526663.

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17

Hajilee, Massomeh, and Omar M. Al Nasser. "Financial Depth and Exchange Rate Volatility." American Economist 62, no. 1 (October 14, 2016): 19–30. http://dx.doi.org/10.1177/0569434516672763.

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It is empirically well established that financial depth increases the power of the financial system and helps both government and the private sector to have access to adequate funds without a noticeable change in asset prices and exchange rates. Exchange rate uncertainty is considered one of the many factors that affect financial market performance. In this study, we try to determine the short-run and long-run effects of exchange rate volatility on financial depth in 26 selected countries, classified as developed, developing, and emerging economies over the period 1980-2011. Our findings indicate that exchange rate volatility has short-run and long-run effects in the majority of countries in this study. We found for 16 countries out of 26, financial depth responds significantly to exchange rate volatility (nine positive, seven negative). Furthermore, using the bounds testing approach shows that exchange rate volatility has significant impact on financial deepening in 20 out of 26 countries in the short run. The results show that despite similar classification and grouping, the estimated results could be very country specific depending on each country’s particular characteristics. We suggest that for every country, it is crucial to choose and implement appropriate financial market and exchange rate policies.
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18

Jacco, Danial, and Mohammad Mousa. "Financial Management Organization on NASET ‎Exchange." Betriebswirtschaftliche Forschung und Praxis 9, no. 2 (June 10, 2018): 40–54. http://dx.doi.org/10.21859/bfup-09021.

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19

Devereux, Michael B., and Changhua Yu. "Exchange Rate Adjustment in Financial Crises." IMF Economic Review 65, no. 3 (July 18, 2017): 528–62. http://dx.doi.org/10.1057/s41308-017-0033-5.

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20

Pirrong, Craig. "A Theory of Financial Exchange Organization." Journal of Law and Economics 43, no. 2 (October 2000): 437–72. http://dx.doi.org/10.1086/467462.

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21

Perez-Reyna, David, and Mauricio Villamizar-Villegas. "Exchange rate effects of financial regulations." Journal of International Money and Finance 96 (September 2019): 228–45. http://dx.doi.org/10.1016/j.jimonfin.2019.05.008.

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22

Jacco, Danial, and Mohammad Mousa. "Financial Management Organization on NASET ‎Exchange." Betriebswirtschaftliche Forschung und Praxis 9, no. 2 (June 1, 2018): 1–12. http://dx.doi.org/10.29252/bfup.9.2.1.

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23

Fornaro, Luca. "Financial crises and exchange rate policy." Journal of International Economics 95, no. 2 (March 2015): 202–15. http://dx.doi.org/10.1016/j.jinteco.2014.11.009.

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24

Coudert, Virginie, Cécile Couharde, and Valérie Mignon. "Exchange rate volatility across financial crises." Journal of Banking & Finance 35, no. 11 (November 2011): 3010–18. http://dx.doi.org/10.1016/j.jbankfin.2011.04.003.

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25

Morales-Zumaquero, Amalia, and Simón Sosvilla-Rivero. "Real exchange rate volatility, financial crises and exchange rate regimes." Applied Economics 46, no. 8 (January 21, 2014): 826–47. http://dx.doi.org/10.1080/00036846.2013.859382.

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26

Zamzam, Ahmed, and Alaa A. Qaffas. "Xbrl technologies for financial reporting in information systems." INTERNATIONAL JOURNAL OF MANAGEMENT & INFORMATION TECHNOLOGY 13 (September 26, 2018): 3281–87. http://dx.doi.org/10.24297/ijmit.v13i0.7609.

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Without a common format, the financial community has been constantly penalized by the data exchange process. Currently, when financial data are dematerialized, they are exchanged in a multitude of formats: Excel files, free text, PDF, etc. Often not much more suitable for processing than photocopying and limited to certain platforms, these formats prove unsuitable for the exchange of information between programs, for analysis, comparison and presentation of reports to users. So far, despite a strong tendency to use XML syntax, attempts at convergence have struggled to generalize and apply to many sectors and contexts.In recent years, reporting requirements have led to a significant increase in the cost of using financial systems. The use of XBRL technology, using XML syntax, supported by many players in the world of finance, the software industry and adapted to reporting, can constitute the solution. Many governments, regulators, financial institutions are already using XBRL or have pilot projects in place.This document specifically targets XBRL. This technology, which is now recognized by the entire software industry, provides tremendous benefits for data exchange, storage, research and processing.
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27

Broek, P. van den. "TAXATION OF FINANCIAL ARRANGEMENTS." APPEA Journal 38, no. 1 (1998): 515. http://dx.doi.org/10.1071/aj97027.

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This paper looks at the proposal by the Federal Government to introduce a new regime for the taxation of financial arrangements. Such a change has been on the Government's agenda for some time. In 1993, an initial proposal was put forward, but serious concerns were raised by the business community. The Government's proposal re-surfaced in December 1996 with some modifications to address the concerns raised to the initial proposal but in the writer's view, these modifications do not satisfactorily address the concerns.The proposals basically seek to tax accrued and unrealised gains on financial arrangements such as foreign exchange loans and derivatives, including commodity derivatives. For instance, if a company has a foreign exchange loan, any unrealised foreign exchange gains at year end would need to be recognised for tax purposes, even though they may never be realised because of subsequent fluctuations in exchange rates.To address the concern that unrealised gains may never be realised, the ATO has put forward a proposal that if the foreign exchange or other transaction is a hedge against changes in value of an underlying transaction, unrealised gains do not need to be recognised for tax purposes until the underlying transaction is realised. For instance, if a company borrows in US dollars because its future revenue stream is in US dollars, unrealised foreign exchange gains would not need to be recognised until the revenue is derived.However, there is a major flaw in these hedging rules. If the hedging transaction is rolled over, any gain at the time of rollover needs to be recognised, even though the revenue that is being hedged has not been realised. Debt instruments and derivatives are often rolled over as part of the financial management of a large resource company and therefore, the new proposals in their current form would cause serious problems in that financial management.
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Warren, Danielle E. "The Persistence of Organizational Deviance: When Informal Sanctioning Systems Undermine Formal Sanctioning Systems." Business Ethics Quarterly 29, no. 1 (November 5, 2018): 55–84. http://dx.doi.org/10.1017/beq.2018.15.

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ABSTRACT:Organizations adopt formal sanctioning systems to deter ethical violations, but the formal systems’ effectiveness may be undermined by informal sanctioning systems which promote violations. I conducted an ethnographic study of six trading crowds on two financial exchanges to understand how informal and formal sanctioning systems, which are grounded in different interpretations of equity, interact to affect trader deviance from rules established by the financial exchange (exchange deviance). To deter informal trader norms that conflict with exchange rules, the exchanges formally prohibit traders’ informal sanctions. The exchanges, however, underestimate traders’ informal sanctions related to ostracism and social rejection, which are not only difficult for the exchanges to detect, but also interpersonally hurtful and harmful to trader performance. Consequently, the traders’ informal social sanctions lead to secondary sanctions from trading firms. Ultimately, the informal sanctioning system evades the formal sanctioning system by exploiting what the exchanges deem to be minor rule violations.
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Gong, Yanzhao, and Chongrui Du. "Enterprises’ External Financing and Effect of RMB Exchange through Financial Channel." OALib 08, no. 07 (2021): 1–6. http://dx.doi.org/10.4236/oalib.1107704.

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30

Mohammad Salameh, Hussein. "An evaluation of the financial soundness of insurance firms in the Amman Stock Exchange." Insurance Markets and Companies 13, no. 1 (April 5, 2022): 11–20. http://dx.doi.org/10.21511/ins.13(1).2022.02.

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Financial soundness of insurance firms within a country tends to heavily affect its financial environment. This study will further assess the relationship between both factors with the support of a special model to test the financial soundness of insurance companies. The model could be utilized as an indicator of the stabilization of a country’s financial environment; this is done by testing the insurance companies’ falls. The methodology used was discriminant regression on the Amman Stock Exchange (ASE) to test 12 indicators that were derived from six CARMEL model parameters. The six tested parameters were: capital adequacy, asset quality, reinsurance and actuarial issues, management efficiency, earnings and profitability, and liquidity. The results have shown that 10 out of 12 indicators are significant factors. Additionally, the study proved that the CARMEL model is an applicable model to test the financial soundness of ASE insurance companies, the possibility of detecting a deviation between the actual and expected performance was barely minimum. The effect of deviation was present in eight firms out of 19, three of which were affected by the type II error (riskier deviation). The study concluded that the CARMEL model is a significant model, and the insurance firms that follow the Jordan Insurance Federation (JIF) requirements are financially sound.
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Roomi, Muhammad Sohaib, Waqas Ahmad, Muhammad Ramzan, and Muhammad Zia-ur-Rehman. "Bankruptcy Prediction for Non-Financial Firms of Pakistan." International Journal of Accounting and Financial Reporting 5, no. 2 (July 15, 2015): 26. http://dx.doi.org/10.5296/ijafr.v5i2.7782.

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In this study we use two models for the measuring of financial status of the non-financial firms which are listed in the Karachi Stock Exchange. The Non-financial companies represent the biggest slice at the Karachi Stock Exchange. The non-financial companies of Pakistan are the total population and sample size is 25 higher and 25 lower capital companies. The technique which used in this study was Convenience sampling technique and all 50 non-financial listed companies at KSE were included to gain deeper insights into this study. The State Bank of Pakistan shows balance sheet analyses of companies, for compiling of data financial reports were used for the years 2007 to 2012. The results of the study showed that Abbas model and Altman’s Z-Score model was a effective tool for checking the financial health of non-financial companies listed at Karachi stock exchange. This study further explores that lower capital firm have more financially distressed companies as compare to high capital non-financial companies listed at KSE.
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Arini, Setya Ayu, Yuli Chomsatu Samrotun, and Endang Masitoh. "Determinant of Financial Ratio Analysis to Financial Distress." Jambura Science of Management 3, no. 1 (January 14, 2021): 26–35. http://dx.doi.org/10.37479/jsm.v3i1.6962.

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In this new era bussines world is growing rapidly so that the emergence of many new companies. However, to be the market leader, the company must be able to manage the financial aspects well, so that the company does not have financial difficulties. The research aims to analyse the effects of liquidity ratios, activity ratios, profitability ratios, leverage ratios on the financial difficulties of textile and garment companies listed on the Indonesia Stock Exchange in the period 2018-2019. The object in this study used samples of 40 samples on textile and garment companies listed on the Indonesia Stock Exchange in the period 2018-2019 using sampling techniques purposive. The methods used in this study are some of the processed linear regression analyses using SPSS 25. Based on this study shows that liquidity is influential but not significant to the financial distress. The activity has significant effect on financial distress. Profitability has significant effect on financial distress. Leverage is influential but not significant to the financial distress.
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33

Vesić, Tamara, Marija Đekić, and Stefan Zimonjić. "Functional analysis of the most significant stock exchange characteristics-a case study of the Swiss stock exchange." Trendovi u poslovanju 9, no. 2 (2021): 98–106. http://dx.doi.org/10.5937/trendpos2102106v.

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The aim of this paper is to review transactions on the Swiss Stock Exchange and changes in key performance measurement indicators in the period of 2018-2019. Special attention is paid to the characteristics and functioning of the Swiss Stock Exchange and proving whether and to what extent the Swiss Stock Exchange functions in a different way from other world stock exchanges. The results indicate that it is necessary to have stable market movements in order to be able to have an adequately developed stock exchange (which is already known in the case of the Swiss financial system). Furthermore, most of the financial assets on the Swiss Stock Exchange are traded electronically and finally, current speculations about the existence of innovative approaches for the development of a cryptocurrency that will potentially be pegged to the franc (a certain "stable coin") were investigated.
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Nzunga, Dennis Joseph. "Executive Reward Structure and Financial Performance of Listed Companies in the Nairobi Securities Exchange, Kenya." Journal of Finance and Accounting 6, no. 3 (July 12, 2022): 21–39. http://dx.doi.org/10.53819/81018102t4057.

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Studies have reported positive and significant relationship,that is, positive relationship between executive fixed pay, cash bonus, stock options and company’s financial performance; others negative and significant relationship, while others no significant relationship. In view of4this, the4 study4 sought4 to4 establish4 the4 relationship4 between4 executive4 reward4 structure4 and4 financial4 performance4 of4 listed4 companies4 at4 the4 Nairobi4 Securities4Exchange, Kenya. The investigation's precise goals were to establish the impact of executive base pay, bonuses, and non-cash incentives, as well as executive7 stock7options, on7 the7 financial7 performance7 of7 firms7listed7 on7the Nairobi Securities7Exchange7in7Kenya.The research also determined if the rate of inflation had a moderating influence on the association between CEO compensation and financial performance of Nairobi securities exchange-listed businesses. Stakeholder theory, agency theory, marginal productivity theory, and managerial power and governance theory were all used in this research. In this study, the positivist philosophy was applied, as well as a causal research design. The target population was all 65 listed businesses on the Nairobi Securities Exchange in Kenya, and a census was conducted. The research employed panel secondary data from annual financial statements of NSE-listed businesses. The study finding indicated that all the study variables except for inflation had a positive correlation with with financial performance of listed firms. However it is basic pay, bonuses and non cash benefits that had a positive and significant effect on the financial performance of listed firms. The effect of executive share options was positive but insignificant at 5% level of significance. Equally the effect of inflation was negative but insignificant. However, inflation has a signinificant effect as a moderator in the relationship7 between7 executive7 rewards7 and7 financial7 performance7 of7 listed7 firms7 at7 the7 Nairobi7 Securities7Exchange.Its is on the basis on of this findings that the study recommends that listed firms need to tailor their executive compensation and reward schemes to performance to encourage the top executives to continuous work hard and achieve their performance targets. Keywords: Executive reward structure, executive basic salary, executive bonuses, executive non-cash benefits, executive stock options, inflation rate, financial performance.
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W Samuel, Kimani, Fredrick W. S Ndede, and Gerald K. Atheru. "Financial Structure and Financial Growth of Financial Firms Listed at Nairobi Securities Exchange, Kenya." Journal of Finance and Accounting 6, no. 1 (February 8, 2022): 28–45. http://dx.doi.org/10.53819/81018102t2042.

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Decline in performance deter investor from investing in firms. As such, the firms struggle to raise funds for their operations. The purpose of this study was to establish the effect of financial structure on financial growth of financial firms listed at Nairobi Securities Exchange. The study aimed to evaluate the effect of short term debt, long term debt retained earnings and share capital on financial growth as well as how they are moderated by firm size on financial firms. The theories informing the study included Modigliani-Miller theory, Trade-off Theory, Pecking Order Theory and Agency cost theory. This study was guided by the positivism philosophy and a descriptive research design. The target population of the study comprised of 21 financial firms listed at the NSE for a period of 8 years from 2010 to 2017. The findings indicated that a positive and significant relationship between short-term debt and financial growth of the financial firms. Long-term debt had a negative and insignificant relationship with financial growth of the financial firms. Retained earnings had a positive and significant relationship with financial growth of the financial firms. Share capital indicated a positive and significant relationship with financial growth of the financial firms. Firm size was found to be a significantly moderator of the relationship between the financial structure and financial growth of financial firms. The study recommends that policy makers in the financial sector to embrace indicators on short term debts, long term debts, retained earnings, the share capital and firm size on their strategic decision-making. These indicators will further guide in expanding the interpretation of the financial structures in the listed firms at the Nairobi securities exchange and other related firms. Firm size is thus crucial in a finance company due to their market power larger firms are able to charge higher prices and hence earn higher profits. Keywords: Short Term Debt, Long Term Debt, Retained Earnings, Share Capital & Financial Growth
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Kuzmynchuk, N. "Analytical and Information Support for the Operation of Exchange Market Participants: Logistics Approach." Modern Economics 33, no. 1 (June 20, 2022): 36–43. http://dx.doi.org/10.31521/modecon.v33(2022)-05.

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Abstract. Introduction. The article analyzes the formation tendencies of analytical and information support for the operation of the exchange market participants on the basis of the logistic approach in the conditions of permanent crisis in the economy. Purpose. . It is formulated and substantiated the principles that form the basis of information support of exchange activities, the predominance of economic content over the legal form, continuity, comparability of data, continuity, multiple use of data. Results. The problems related to the insufficient provision of the commercial banks, investment companies and nonbanking organizations representing the interests of investors and issuers with the quality information necessary for making economically sound management decisions by the group of stakeholders are highlighted. First, establishing the existence of the problems in the formation and development of exchange-traded financial markets, in particular: the need to form the strong national exchange-traded financial markets that will attract financial capital. Secondly, there are difficulties with clarification of participation in exchange financial markets and determining the relationships that have developed between the participants at the present stage of the development of exchange markets based on a logistical approach which consists of minimizing risks and protecting the rights of investors. Thirdly, weak theoretical research of the methodological and methodological foundations of information support for the participants activities in exchange financial markets. Conclusions. It is proven the necessity of a system forming of accounting for the participants in exchange financial markets which is aimed at providing the group of stakeholders for decision-making with the information in the context of a logistic approach. A scientific approach to assessing the quality of information disclosed by participants in exchange financial markets is substantiated and the main components are structured within which information of a financial and financial nature is disclosed in the participants` reports in exchange financial markets. Prospects for further research are the development and implementation of a mechanism for managing the activities of exchange market participants in the context of a logistic approach.
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Mashliy, Halina, Olena Sorokivska, and Mariia Ziailyk. "Exchange trade current state and development trends." Socio-Economic Problems and the State 27, no. 2 (2022): 72–84. http://dx.doi.org/10.33108/sepd2022.nom2.072.

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The article is devoted to the investigation of the state and development trends of exchange trading at the current stage. The main aspects characterizing the stock and commodity stock markets in our country and the world have been analyzed. The authors emphasized the concentration of exchange trading in Ukraine on several licensed exchanges, which resulted in a significant increase in the regulated market. The main groups of goods that prevail on the commodity and stock markets of Ukraine are singled out. It was established that the predominant share of trading volume of financial instruments, which was carried out by operators of organized capital markets in Ukraine in 2021, fell on debt securities, and the total trading volume of shares was insignificant. Emphasis is placed on the determining influence of globalization processes on the exchange market development. It is noted that the financial market occupies a dominant place with a share of about 80% of the total exchange turnover in the total world stock exchange trade. Significant revitalization and development of electronic stock trading and constant improvement of stock trading technologies on an innovative basis have been noted. The paper provides an assessment of the current state of development of international exchange trading. An increase in market capitalization, a trend toward growth in the number of concluded contracts in general and for certain types of exchange contracts on commodity and stock exchanges have been noted. The main factors affecting the current state of stock trading development in the world have been systematized. They include market globalization, the development of the latest information technologies, the strengthening of the influence of global financial market participants, the diversification of existing and the emergence of new financial instruments, the unification of regulations for the stock markets, regional structural changes in the activity of the world stock market with increased concentration of stock trading in the Asia-Pacific region.
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Nyasha, Sheilla, and Nicholas M. Odhiambo. "The Australian stock market development: Prospects and challenges." Risk Governance and Control: Financial Markets and Institutions 3, no. 2 (2013): 39–48. http://dx.doi.org/10.22495/rgcv3i2art3.

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This paper highlights the origin and development of the Australian stock market. The country has three major stock exchanges, namely: the Australian Securities Exchange Group, the National Stock Exchange of Australia, and the Asia-Pacific Stock Exchange. These stock exchanges were born out of a string of stock exchanges that merged over time. Stock-market reforms have been implemented since the period of deregulation, during the 1980s; and the Exchanges responded largely positively to these reforms. As a result of the reforms, the Australian stock market has developed in terms of the number of listed companies, the market capitalisation, the total value of stocks traded, and the turnover ratio. Although the stock market in Australia has developed remarkably over the years, and was spared by the global financial crisis of the late 2000s, it still faces some challenges. These include the increased economic uncertainty overseas, the downtrend in global financial markets, and the restrained consumer confidence in Australia.
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Aljifri, Khaled, Hugh Grove, and Lisa Victoravich. "Corporate governance listing requirements: protecting investors from fraudulent financial reporting." Corporate Ownership and Control 11, no. 4 (2014): 717–46. http://dx.doi.org/10.22495/cocv11i4c7p14.

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This paper analyzes the corporate governance listing requirements of major global stock exchanges to assess the level of investor protection from investment disasters, such as corporate fraudulent financial reporting (e.g. Enron, Lehman Brothers, Satyam, and Parmalat) and the 2008 financial crisis which destroyed over $1 trillion in market capitalization of U.S. companies. This investor protection issue is especially critical for emerging stock exchanges that are trying to attract foreign investors, such as in the United Arab Emirates (UAE) and Russia. This issue is assessed by comparing the corporate governance listing requirements of the well-established stock exchanges in the United States (both the New York Stock Exchange or NYSE and the over-the-counter-stock-exchange or NASDAQ), United Kingdom (London), and Singapore to the listing requirements of the emerging stock exchanges in the UAE and Russia. The effectiveness of these corporate governance listing requirements in protecting investors is assessed by determining how they address ten common corporate governance factors which represent lessons learned from recent fraudulent financial reporting scandals. These ten factors have been divided into two groups of five. The first five common factors were the same ones found in a 2010 Commission on Corporate Governance report, sponsored by the New York Stock Exchange, to investigate the 2008 financial crisis. This paper has called them “structural” factors and labelled the other five common factors as “behavioral” factors. The global listing requirement comparisons reveal that investors seem to be quite well protected from the five “structural” factors but not the five “behavioral” factors. The paper concludes with listing requirement suggestions to protect investors from these five “behavioral” factors. Investor protection from all ten factors is still needed as recent U.S. and global surveys have indicated that financial reporting manipulations are ongoing
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Purnama, Sukma Indah, and Ida Bagus Putra Astika. "Financial Stability, Personal Financial Need, Financial Target, External Pressure dan Financial Statement Fraud." E-Jurnal Akuntansi 32, no. 1 (January 26, 2022): 3522. http://dx.doi.org/10.24843/eja.2022.v32.i01.p15.

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The purpose of this study was to empirically examine the influence of pressure factors consisting of financial stability, personal financial need, financial target and external pressure on financial statement fraud. The research sample was 147 manufacturing companies listed on the Indonesia Stock Exchange in 2015-2019. The data was obtained from secondary data from the annual report of manufacturing companies (2015-2019) which was then analyzed by multiple linear regression. The results showed that there was an effect of financial stability and financial target variables on financial statement fraud, but on the contrary, there was no influence between personal financial need and external pressure variables on financial statement fraud. Keywords : Financial Stability; Personal Financial Need; Financial Target; External Pressure; Financial Statement Fraud.
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Azhar, Khairul, Hasdi Aimon, and Selli Nelonda. "EXCHANGE MARKET PRESSURE PENDETEKSI KRISIS KEUANGAN DI INDONESIA." Ecosains: Jurnal Ilmiah Ekonomi dan Pembangunan 4, no. 1 (May 1, 2015): 19. http://dx.doi.org/10.24036/ecosains.10965057.00.

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This study aimed to analyze: (1) Probability of Real Effective Exchange Rate, Foreign Exchange Reserves, Export, Import, loan to deposit ratio, Return to the assets of the financial crisis in Indonesia. Using data from the years 1995 to 2014 times series. This research is using Early warning system using econometric approach, through the Exchange Market Pressure (EMP). These results indicate: (1) Real Exchange Rate Efecctive have significant opportunities to the financial crisis. (2) The foreign exchange reserves have significant opportunities to the financial crisis. (3) Exports have significant opportunities to the financial crisis. (4) imports did not have significant opportunities to financial krissi. (5) The loan to deposit ratio has a significant opportunity to the financial crisis. (6) Return to Asset does not have significant opportunities to the financial crisis. (7) Real Efecctive Exchange Rate, foreign exchange reserves, exports, imports, loan to deposit ratio and Return to Asset jointly chance against the financial crisis in Indonesia.Keyword : Exchange Market Pressure, Early Waring System crises
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KUKSA, Ihor, Serhii AREFIEV, and Iryna HNATENKO. "EXCHANGE ACTIVITY IN THE SYSTEM OF NATIONAL ECONOMY." Ukrainian Journal of Applied Economics 5, no. 3 (September 7, 2020): 135–43. http://dx.doi.org/10.36887/2415-8453-2020-3-14.

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Introduction. Exchange activity occupies an important place in the financial services market and in the system of the national economy as a whole. At the same time, the development of such ac-tivities is characterized by significant problems and obstacles that cause its inertia. There is a need to review the main trends in the field of exchange activities and identify measures to improve it. The purpose of the article is to consider the exchange activity and the main trends of its functioning in the system of modern national economy. Results of this study: The features, classification of exchanges are determined and the peculiarities of their functioning in Ukraine are considered. It is noted that modern world exchanges reflect the current price situation in different markets, and market capitalization is an important indicator that characterizes the scale of this exchange in the world economy. The world's stock exchanges with the largest market capitalization are systematized. It is determined that the state regulation of exchange activity of modern Ukraine is somewhat different from the existing norms, standards and rules in the world, which are implemented in foreign markets of financial services. Such activity in the system of the national economy is still in its infancy, despite the positive growth trend of many indicators that characterize it. Trends in the development of commodity exchanges in Ukraine are detailed and their positive dynamics are noted. It is noted that the number of exchanges is too large for the volume of business transactions in the national economy. It was specified that the most important problems that cause the inert development of exchange activities include: political, social and economic instability, occupation of Crimea and some areas of Donetsk and Luhansk regions, the spread of the pandemic and more. It is emphasized that there is a problem of too limited and inconsistent legal field of regulation of commodity exchanges, characterized by the existence of various regulations, a significant number of which should be considered in the context of administrative influence and creating artificial barriers to commodity exchanges. Conclusions. It is determined that in order to ensure effective exchange activity there is a need to improve banking and financial instruments. In addition, in the system of the national economy for the successful development of exchange activities, in accordance with world experience and socio-economic characteristics of the regions of Ukraine, it is necessary to optimize the number of stock exchanges; to improve the information infrastructure that will provide sales processes; to improve exchange tools; to strengthen the role of agricultural commodity exchanges and innovative enterprises, to create favourable conditions for their operation. Key words: exchange activity, exchange trading, exchange tools, currency market, information infrastructure, innovative enterprises, clearing institutions, competition, stock market.
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Mozumder, Nurul, Glauco De Vita, Charles Larkin, and Khine S. Kyaw. "Exchange rate movements and firm value." Journal of Economic Studies 42, no. 4 (September 14, 2015): 561–77. http://dx.doi.org/10.1108/jes-02-2014-0029.

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Purpose – The purpose of this paper is to investigate the sensitivity of firm value to exchange rate (ER) movements, and the determinants of such exposure for 100 European blue chip companies over 2001-2012. Design/methodology/approach – The authors adopt a disaggregated framework that distinguishes between Eurozone and non-Eurozone firms, and between financial and non-financial firms across the pre-crisis, crisis and post-crisis periods of the recent financial crisis. Findings – The authors find no significant difference between Eurozone and non-Eurozone, and financial and non-financial firms. Exposure is found to be higher during the financial crisis, across all sub-samples of firms. In the majority of cases the exposure coefficient is significantly positive, indicating that European firms’ stock returns are positively (negatively) affected by depreciation (appreciation) of ERs (indirect quotation). Practical implications – It is recommended that firms’ financial plans budget for higher liquidity levels in order to build up, during “good times”, a natural hedge for the higher exposure likely to be faced during periods characterized by greater financial distress. Originality/value – The main novelty lies in the adoption of a disaggregated framework that discriminates between pre-crisis, crisis and post-crisis periods in order to ascertain the extent to which the recent financial crisis affected the relationship in question.
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GUDMUNDSSON, MÁR. "GLOBAL FINANCIAL INTEGRATION AND CENTRAL BANK POLICIES IN SMALL, OPEN ECONOMIES." Singapore Economic Review 62, no. 01 (March 2017): 135–46. http://dx.doi.org/10.1142/s0217590817400069.

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Global financial integration intensified in the period leading up to the Great Financial Crisis, as was witnessed by the growth of cross-border banking, capital flows, and gross external capital positions. For small, open economies (SOEs) that have lifted restrictions on capital movements, global financial integration seems to have undermined the scope for independent monetary policy, even if these countries had adopted a flexible exchange rate regime. Monetary policy transmission was weakened through the interest rate channel, as long-term rates in SOEs became increasingly correlated with long rates in large, advanced countries. The exchange rate channel was unstable, however, with exchange rates diverging from fundamentals as uncovered interest rate parity failed to hold over relevant periods and capital flows were volatile. These tendencies can contribute to monetary and financial instability when they interact badly with other economic and financial risks that can face small, open, and financially integrated economies. This was the case in Iceland. A fundamental rethinking of policy frameworks and tools has been underway in SOEs in the wake of the crisis. Potential policy instruments include foreign exchange intervention, enhanced prudential rules on foreign exchange risks, macroprudential tools, better alignment of fiscal and monetary policy, and even selective capital flow management tools.
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Wahid, Abdul. "The Paradigm Shift in the Pakistan Stock Exchange’s Financial Integration Post-FTA and CPEC." LAHORE JOURNAL OF ECONOMICS 23, no. 1 (June 1, 2018): 21–50. http://dx.doi.org/10.35536/lje.2018.v23.i1.a2.

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This paper examines whether regional connectivity causes return and volatility spillovers and the co-movement of stock exchanges to shift from international to regional markets. Using the China-Pakistan free trade agreement (FTA) of 2006 and the China-Pakistan Economic Corridor (CPEC) agreement to represent events of regional connectivity, we test this proposition based on data for two regional stock exchanges (the Pakistan Stock Exchange and Shenzhen Stock Exchange) and two global markets (the FTSE 100 and Nasdaq). We divide the convergence and co-integration of the stock markets into three phases: overall sample (2001–17), pre-FTA and post-FTA, and pre-CPEC and post-CPEC. Applying a GARCH (1, 1) model, co-integration, Granger causality and seasonality, we find that regional connectivity causes return and volatility spillovers and co-movements in the Pakistan Stock Exchange to shift from international markets to regional markets.
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Nurhidayah, Nurhidayah, and Fitriyatur Rizqiyah. "KINERJA KEUANGAN DALAM MEMPREDIKSI FINANCIAL DISTRESS." Jurnal Ilmiah Bisnis dan Ekonomi Asia 11, no. 2 (September 18, 2018): 42–48. http://dx.doi.org/10.32812/jibeka.v11i2.59.

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This study aims to determine the prediction of financial distress in the manufacturing industry sub-sector food and beverage listed on the Indonesia Stock Exchange. The research period is 2011-2015. In this study, using the indicator liquidity, profitability, inflation, and exchange rates. The study population includes all sub-sectors of food and beverages listed on the Indonesia Stock Exchange 2011-2015 period. The sample is determined by purposive sampling technique. Data analysis method used is logistic regression analysis. The results showed that the current ratio, return on investment and the net profit margin, and the inflation rate is the most significant variable in predicting financial distress, while the exchange rate is the only variable that was not significant in influencing financial distress.
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Gunawardana, Kennedy Degaulle. "An Analysis of Financial Distress Prediction of Selected Listed Companies in Colombo Stock Exchange." International Journal of Sociotechnology and Knowledge Development 13, no. 2 (April 2021): 48–70. http://dx.doi.org/10.4018/ijskd.2021040104.

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The main objective of the study is to predict financial distress and developing a prediction model using accounting related variables in selected listed firms in Sri Lanka. Decision criteria for financial distress has been selected based on the existing literature on financial distress prediction applicable to the Sri Lankan firms. A sample of 22 financially distressed firms along with 33 financially non-distressed firms have been used to conduct this study. Artificial neural network was used as the basic approach to the study in predicting financial distress. A neural network to predict financial distress was developed with an accuracy of 85.7% one year prior to its occurrence. The second analysis conducted was the panel regression considering five years of cross-sectional data for the sample of companies selected. This analysis was able to identify a significant relationship of leverage, price-to-book ratio and Tobin's Q ratio to the prediction of financial distress of a firm.
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., S. Srividhya, and R. Kayalvizhi . "A Financial Exchange Using Novel Stock Prediction." International Journal of Computer Sciences and Engineering 7, no. 3 (March 31, 2019): 1116–20. http://dx.doi.org/10.26438/ijcse/v7i3.11161120.

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Gajo, Marianne. "American Financial Exchange will Ameribor bekannter machen." Die Aktiengesellschaft 67, no. 13-14 (July 1, 2022): r189. http://dx.doi.org/10.9785/ag-2022-6713-1416.

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Frais, Veronica Eduardovna. "EXCHANGE TRADED FUNDS AS INDEX FINANCIAL INSTRUMENTS." Journal of Applied Research 3, no. 6 (2021): 243–47. http://dx.doi.org/10.47576/2712-7516_2021_6_3_243.

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