Relevant bibliographies by topics / Stock loss

Academic literature on the topic 'Stock loss'

Author: Grafiati
Published: 10 December 2022
Last updated: 28 January 2023

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Journal articles on the topic "Stock loss"

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Falsetta, Diana, and Richard A. White. "The Impact of Income Tax Withholding Position and Stock Position on the Sale of Stock." Journal of the American Taxation Association 27, no. 1 (March 1, 2005): 1–23. http://dx.doi.org/10.2308/jata.2005.27.1.1.

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The objective of this study is to investigate the effect that stock position (gain or loss) and income tax withholding position (tax payment or tax refund) have on the sale of stock at the end of the year. Prior investigations of stock position have shown that individuals are more likely to sell gain stocks and hold loss stocks (e.g., the disposition effect). However, studies also have found this pattern of behavior to reverse at year-end in an effort to reduce tax liabilities. We conduct two experiments (baseline and primary) to compare the sell or hold decision of participants with either a gain or loss stock. Results of the baseline experiment confirm the disposition effect. However, when participants become more sensitive to tax considerations, the results of the primary experiment support the tax-loss selling hypothesis. That is, participants tend to sell loss stocks and hold gain stocks. These results, while consistent with the tax-loss selling hypothesis, are contrary to the disposition effect, indicating that these effects are strongest when tax considerations are not a primary factor in the decision process. Furthermore, contrary to expectations, participants are not influenced by income tax withholding position. Their propensity to sell loss stocks relative to gain stocks at year-end is the same whether they are faced with a tax payment or a tax refund.
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Sharma, Y. K., Arakshita Majhi, V. S. Kukreti, and M. O. Garg. "Stock loss studies on breathing loss of gasoline." Fuel 89, no. 7 (July 2010): 1695–99. http://dx.doi.org/10.1016/j.fuel.2009.08.006.

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Fadhilah, Penny Rahmah, and Ananta Hagabean. "OPTIMISASI POTENTIAL LOSS PORTOFOLIO SAHAM BLUE CHIPS SYARIAH DENGAN VALUE AT RISK." Jurnal Orientasi Bisnis dan Entrepreneurship (JOBS) 2, no. 2 (November 18, 2021): 72–85. http://dx.doi.org/10.33476/jobs.v2i2.2050.

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The importance of analyzing risk in an investment in order to provide information about the risks that investors will analyze before deciding to carry out their investment activities. In investing in the capital market, investors can form a stock portfolio with stock diversification, namely selecting stocks based on returns and risks and then forming an optimal portfolio of these stocks. The formation of a portfolio determines the assets that will be selected for investment and determines the proportion of the amount of funds that will be placed into the investment. The use of the VaR model will reflect how much loss that might occur if investors invest their funds into stock assets that have been selected based on blue chips shares. Determination of the sample in this study is the shares of sharia-based companies with the blue chip category taken from JII, JII 70 and ISSI. This study chose a time limit for observations from June 2018 to June 2019, which was then retested by validating the model. The results showed that the optimal portfolio of Islamic blue chips stocks after optimization has a smaller risk potential value than the risk of each stock in the VaR calculation. The results of this study can be used as a consideration for investors in determining investments in Islamic-based company stocks
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Evans, David O., and Campbell C. Willox. "Loss of Exploited, Indigenous Populations of Lake Trout, Salvelinus namaycush, by Stocking of Non-Native Stocks." Canadian Journal of Fisheries and Aquatic Sciences 48, S1 (December 19, 1991): 134–47. http://dx.doi.org/10.1139/f91-312.

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A deterministic, age-structured population model was developed to explore the combined effects of exploitation and stocking of hatchery-reared lake trout on native lake trout populations. Stocking of non-native lake trout at moderate to high exploitation rates caused loss of the recipient population, even when the stocked fish did not reproduce or interbreed with the native fish. If hatchery fish reproduce, their progeny mask the loss of the wild stock. At exploitation and stocking rates typical of lake trout populations in Ontario, the wild stock was replaced by the hatchery stock in a few generations. Native stocks having weak recruitment are least resistant to displacement by hatchery stocks and are also the most likely to be subjected to stocking. Evidence from several field studies in Ontario generally provided support for our stock displacement hypothesis and modelling results. Extensive stocking of a few domesticated hatchery stocks has the potential to reduce genetic heterogeneity through loss of locally adapted stocks of lake trout. We suggest that emphasis should be placed on protecting the genetic integrity of the remaining self-sustaining wild stocks, and that a moratorium be considered on supplementation stocking of these populations, especially with non-native hatchery-reared stocks.
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Addinpujoartanto, Nur Ariefin. "ANALYSIS OF JANUARY EFFECT ON BIG STOCK COMPANIES AND SMALL STOCK COMPANIES AT INDONESIA STOCK EXCHANGE." International Journal of Business, Humanities, Education and Social Sciences (IJBHES) 1, no. 2 (December 31, 2019): 47–56. http://dx.doi.org/10.46923/ijbhes.v1i2.40.

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January Effect is one of market anomaly where the stock returns in January are higher than other months. Some of causes the January Effect are the actions of investor who carry out tax-loss selling and windows dressing. In addition, investors have different views to choose stocks, based on market capitalization dan risk. This study is purposed to find the January Effect in the Indonesia Stock Exchange and January Effect on small company stock is stronger than large company stock. The data is normally distributed using the One-Sample Kolmogorov-Smirnov test. The test using the OLS method with dummy variable at five percent significance level. By using a sample of 30 large company stocks and 30 small company stocks based on market capitalization during period 2013-2017, the result of this study found a January Effect in the Indonesia Stock Exchange. But the January Effect doesn’t occur on small company stock, except on large company stock during that periode.
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Ivković, Zoran, James Poterba, and Scott Weisbenner. "Tax-Motivated Trading by Individual Investors." American Economic Review 95, no. 5 (November 1, 2005): 1605–30. http://dx.doi.org/10.1257/000282805775014461.

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We analyze stock trades made by individuals holding stock in both taxable and tax-deferred accounts. By comparing trades across these two types of accounts, we uncover a capital gains lock-in effect in taxable accounts. The lock-in effect is more pronounced for large stock transactions and for stocks held for at least 12 months. Over shorter horizons, the disposition effect outweighs the lock-in effect. Comparison of loss realizations in taxable and tax-deferred accounts yields evidence of tax-loss selling throughout the year. Effective accrual tax rates for stocks that experience substantial appreciation are substantially below the statutory tax rate on long-term gains.
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Fernandez, Kylie, Melissa Merz, Camelia Kuhnen, Joseph Schmidt, and Nichole Lighthall. "Gain/Loss Framing Effects on Learning in Economic Decision Making Investigated with Eye Tracking." Proceedings of the Human Factors and Ergonomics Society Annual Meeting 61, no. 1 (September 2017): 1166–67. http://dx.doi.org/10.1177/1541931213601775.

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Previous research has revealed a domain-based bias when people estimate payout likelihoods for probabilistic choice options that minimize losses versus those that maximize gains (Kuhnen, 2015). For instance, in economic boom situations, people overestimate how valuable a low profit stock is. Conversely, in economic recession situations, individuals underestimate stocks that minimize losses. Cognitive neuroscience posits that gain and loss information is processed differently in the brain (Knutson and Bossaerts, 2007; Kuhnen and Knutson, 2005), but the precise mechanisms of these domain differences are still unclear. The current study investigated two potential causes of this domain-based bias. Bias may be driven by a high magnitude effect, owing to greater salience for large gains and losses and subsequent overweighting in probability estimations. This would be evidenced by enhanced attention and memory for stimuli associated with high-magnitude dividend choice options and payouts. Domain-based bias in probability estimations could also be driven by incongruence between objective probabilities and dividend payout valence (e.g., “bad” choice options in the gain domain; “good” choice options in the loss domain; valence incongruence effect). If true, we would expect enhanced estimation errors, reaction times (RT), and attention when there is incongruence between the valence of choice payout probabilities and their payouts. To test these hypotheses, 26 students from the University of Central Florida (UCF) participated in an economic decision-making study. The main task involved choosing between pairs of stocks (probabilistic payouts) and bonds (sure-thing payouts). Choice pairs were embedded in either a gain or loss block, with both choice options paying either positive or negative dividends, respectively. Stocks within a block were pseudorandomly drawn from either the “good distribution” (70% high payouts) or the “bad distribution” (30% high payouts). After choosing a security, the stock payout was shown and participants were then asked to estimate the probability that the current stock was drawn from the good distribution. Performance bonus payments were paid based on accurate stock probability estimates and 10% of the total earned from stock/bond choices. The study was approved by the UCF Institutional Review Board. Eye movements were recorded throughout to measure overt visual attention as a potential mechanism of domainbased bias. Measures included the fixation duration on each stimulus (dwell time) and average number of oscillations between choice options to determine when and where one looks (Carpenter and McDonald, 2007). Interest areas were created a priori around each critical stimulus in the choice and stock payout phases. To test memory for choice and stock payout phases, participants completed an incidental memory test at the end of the experiment. Here memory was assessed for fractal images associated with each stock and bond option, as well as face images associated with each stock payout (“stockbrokers”). The critical dependent variables to measure domain-based bias were estimation error, response time, oscillation between choice stimuli, and stimulus dwell time. The impact of memory, attention, and congruence of information on measures of domain-based estimation bias was examined with 2 x2 domain (gain, loss) by dividend payout (high, low payout) repeated-measures analysis of variance models (ANOVA). Mixed effects modeling was used to examine the power of outcome RT and visual dwell time to predict probability estimate bias. Behavioral results. Consistent with the valence incongruence hypothesis, absolute errors for stock payout probabilities were relatively higher when gain-domain stocks had worse expected values (gain stock was “bad”) than associated bonds and when loss-domain stocks had better expected values than associated bonds (loss stock was “good”). In addition, RT during the choice phase was greater in the loss domain, as participants had to update their estimations the stock came from the “good distribution” even though it only lost money. For stock payout RT, the mixed effects model found an interaction of domain, payout magnitude, and outcome RT where the longer participants spent on gain outcome screens, the more positive their bias and the longer they spent on loss outcome screens, the more negative their bias. Results from the two incidental memory test scores did not reveal any main effects or interactions of domain or dividend payout, lessening support for the high magnitude hypothesis. The data provide support for both attentional effects. Eye tracking data. Greater oscillations between stock and bond options at choice was observed in the loss condition, suggesting greater choice uncertainty when stocks lose money. Stimulus dwell times were higher in the loss domain during the choice phase but did not differ by dividend payout. However, the mixed effects model found an interaction of domain and stock dwell times where the longer participants spent on gain information, the more positive their bias and the longer they spent on loss information, the more negative their bias. The mix of results provide support for both attentional effects. The behavioral results were in line with previous research (Kuhnen, 2015). Together with the eye tracking data, the results support the both the valence incongruence and high magnitude effects. We have evidence that one effect influences overall error rate (incongruence) and the other drives the direction of the error (magnitude). Thus, future interventions should consider both effects when seeking to improve decision making.
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Aramrueng, Thanchanok, and Peera Tangtammaruk. "An Experimental Economic Study of Loss Aversion in Stock Trading Decisions." Humanities and Social Sciences Letters 9, no. 4 (December 14, 2021): 417–29. http://dx.doi.org/10.18488/journal.73.2021.94.417.429.

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The disposition effect is a form of behavioral bias that tends to result in investors holding on to their losing stocks for too long and selling winning stocks too soon. It can be explained by the behavioral economics theory of loss aversion. Even though many have studied this kind of behavioral bias in a variety of different countries, none of them have investigated the disposition effect in the case of Thailand. Therefore, the main objective of our study is to test the disposition effect among Thais by applying the experimental economic approaches of Weber & Camerer (1998) and Odean (1998) whilst also including the findings from questionnaires and interviews. We set up a simulation stock trading market to test the disposition effect of participants regardless of whether they had stock trading experienced or not. Subjects were required to trade among six stocks in 14 trading periods. We also added three more periods to test how different types of news impacted the subjects’ trading decisions. In addition, we analyzed socioeconomic factors that affect disposition effect behavior by using an econometric binary choice model. We found that this experiment can exhibit the disposition effect of subjects in terms of overall and individual measurement. In normal stock trading situations, we found that over 70% of subjects showed clear signs of the disposition effect, which seemed to decrease after they received fictional news.
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Verbrigghe, Niel, Niki I. W. Leblans, Bjarni D. Sigurdsson, Sara Vicca, Chao Fang, Lucia Fuchslueger, Jennifer L. Soong, et al. "Soil carbon loss in warmed subarctic grasslands is rapid and restricted to topsoil." Biogeosciences 19, no. 14 (July 20, 2022): 3381–93. http://dx.doi.org/10.5194/bg-19-3381-2022.

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Abstract. Global warming may lead to carbon transfers from soils to the atmosphere, yet this positive feedback to the climate system remains highly uncertain, especially in subsoils (Ilyina and Friedlingstein, 2016; Shi et al., 2018). Using natural geothermal soil warming gradients of up to +6.4 ∘C in subarctic grasslands (Sigurdsson et al., 2016), we show that soil organic carbon (SOC) stocks decline strongly and linearly with warming (−2.8 t ha−1 ∘C−1). Comparison of SOC stock changes following medium-term (5 and 10 years) and long-term (>50 years) warming revealed that all SOC stock reduction occurred within the first 5 years of warming, after which continued warming no longer reduced SOC stocks. This rapid equilibration of SOC observed in Andosol suggests a critical role for ecosystem adaptations to warming and could imply short-lived soil carbon–climate feedbacks. Our data further revealed that the soil C loss occurred in all aggregate size fractions and that SOC stock reduction was only visible in topsoil (0–10 cm). SOC stocks in subsoil (10–30 cm), where plant roots were absent, showed apparent conservation after >50 years of warming. The observed depth-dependent warming responses indicate that explicit vertical resolution is a prerequisite for global models to accurately project future SOC stocks for this soil type and should be investigated for soils with other mineralogies.
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Effendi, Fabiola Dinda, and Tantina Haryati. "Pengaruh Faktor Fundamental Keuangan dan Makro Ekonomi Terhadap Harga Saham pada Perusahaan Badan Usaha Milik Negara (BUMN) yang Terdaftar di Bursa Efek Indonesia (BEI) Periode 2016-2020." Kompak :Jurnal Ilmiah Komputerisasi Akuntansi 15, no. 1 (June 24, 2022): 49–60. http://dx.doi.org/10.51903/kompak.v15i1.601.

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Stock investment in the capital market promises two forms of profit, capital gains and dividends. In addition to high profits, stock investments also have a high risk of loss because stocks have a nature high return-high risk. One of the risks posed is the ups and downs of stock prices that occur at any time can cause losses such as capital loss. The purpose of this study was to determine the effect of ROE, DER, and exchange rates on stock prices in BUMN listed on the Indonesia Stock Exchange (IDX) for the 2016-2020 period. The sampling technique is a purposive sampling technique. The sample obtained amounted to 13 companies. The results of the analysis using SmartPLS 3.0 shows that ROE has a positive and significant effect, DER has a negative and significant effect, while the exchange rate has no significant effect on stock prices.
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Dissertations / Theses on the topic "Stock loss"

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Monama, Bonga Justice. "Dismissal for stock loss." Thesis, University of Limpopo, Turfloop Campus, 2013. http://hdl.handle.net/10386/1111.

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Vardar, Ceren. "On the Correlation of Maximum Loss and Maximum Gain of Stock Price Processes." Bowling Green State University / OhioLINK, 2008. http://rave.ohiolink.edu/etdc/view?acc_num=bgsu1224274306.

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Rosenberg, Josh. "The Effect Of Tax Loss Harvesting On Momentum In The U.S. Stock Market: An Intra Industry Group Study." Scholarship @ Claremont, 2014. http://scholarship.claremont.edu/cmc_theses/956.

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It is well understood through previous literature that strategies, which buy past winning stocks and sell past losing stocks, can generate significant positive returns. This phenomenon is known as the momentum effect in the stock market. Furthermore, there is a common accounting practice used by portfolio managers called tax loss harvesting.Tax loss harvesting is the practice of selling a security in order to create a benefit for tax purposes. This paper attempts to build upon previous literature by explaining why the momentum effect is different at the beginning of the calendar year than in the middle and assessing whether or not tax loss harvesting may play a role. A trading strategy was created which calculates the returns of winning and losing portfolios intra industry groups, around different months of the year, in attempt to explain fluctuations in the momentum effect. Evidence in support of the hypothesis that tax loss harvesting played a role in impacting momentum strategies did not prove to be statistically significant.
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Manyatsi, Sanele Mduduzi Innocent. "Investigating some heuristic solutions for the two-dimensional cutting stock problem / S.M. Manyatsi." Thesis, North-West University, 2010. http://hdl.handle.net/10394/4390.

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In this study, the two-dimensional cutting stock problem (2DCSP) is considered. This is a problem that occurs in the cutting of a number of smaller rectangular pieces or items from a set of large stock rectangles. It is assumed that the set of large objects is sufficient to accommodate all the small items. A heuristic procedure is developed to solve the two-dimensional single stock-size cutting stock problem (2DSSSCSP). This is the special case where the large rectangles are all of the same size. The major objective is to minimize waste and the number of stock sheets utilized. The heuristic procedures developed to solve the 2DSSSCSP are based on the generation of cutting pattern. The Wang algorithm and a specific commercial software package are made use of to generate these patterns. The commercial software was chosen from a set of commercial software packages available in the market. A combinatoric process is applied to generate sets of cutting patterns using the Wang algorithm and the commercial software. The generated cutting patterns are used to formulate an integer linear programming model which is solved using an optimization solver. Empirical experimentation is carried out to test the heuristic procedures using data obtained from both small and real world application problem instances. The results obtained shows that the heuristic procedures developed produce good quality results for both small and real life problem instances. It is quite clear that the heuristic procedure developed to solve the 2DSSSCSP produces cutting patterns which are acceptable in terms of waste generated and may offer useful alternatives to approaches currently available. Broadly stated, this study involves investigating available software (commercial) in order to assess, formulate and investigate methods to attempt to benchmark software systems and algorithms and to employ ways to enhance solutions obtained by using these software systems.
Thesis (M.Sc. (Computer Science))--North-West University, Potchefstroom Campus, 2011.
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Barber, Steven Donald. "Analysis and Prevention of Usable Fiber Loss from a Fine Paper Mill." Thesis, Virginia Tech, 1998. http://hdl.handle.net/10919/37004.

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Reducing losses of usable waste fiber from paper mills conserves valuable resources and has the capacity to produce considerable economic returns to the manufacturer. The purpose of this research effort was to evaluate the potential for the prevention of loss and/or recovery of usable waste fiber from paper machines within a fine paper mill. Further, a preliminary evaluation of fiber loss prevention strategies and fiber recovery technologies was conducted.

The paper mill in question experienced losses of usable waste fiber to the sewer in amounts approaching, and sometimes exceeding 40 tons/day. An existing database of usable fiber test results was analyzed to determine patterns of fiber loss. Further testing showed that the most significant fiber losses resulted from centrifugal cleaner cones. These cones, designed to remove foreign material from stock, are one step in a series of mechanical cleaning devices in the stock preparation area of the paper mill. Cleaner cone systems on two of the paper machines were found to contribute most significantly to total fiber loss.

Contrary to cleaner cone design, the dirt content of fiber rejects from cones experiencing excessive loss was very low. Cleaner cones on other machines operated normally. These rejects were extremely dirty and quantities of fiber were low. These results indicate poor operating efficiency of two of the cleaner cone systems in question. By adding cones where space is available, system capacity and efficiency will increase, fiber losses will decrease, and the dirt content of rejects will increase. This will result in substantial resource and financial savings to the paper mill.

Technologies have been developed to recover usable fiber from paper mill sludge. However, prior to further investigation of the use of such innovations at this paper mill, efforts should focus on the reduction of fiber loss from point sources.
Master of Science

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Alshabani, Waleed Mohammad. "An investigation of the effects of SFAS No.121 on asset impairment reporting and stock returns." Thesis, University of North Texas, 2001. https://digital.library.unt.edu/ark:/67531/metadc3068/.

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Prior to Statement of Financial Accounting Standards No.121 (SFAS No.121): Accounting for the Impairment of Long-Lived Assets and Long-Lived Assets to Be Disposed Of, managers had substantial discretion concerning the amount and timing of reporting writedowns of long-lived assets. Moreover, the frequency and dollar amount of asset writedown announcements that led to a large “surprise” caused the Financial Accounting Standards Board (FASB) and the Securities and Exchange Commission (SEC) to consider the need for a new standard to guide the recording of impairment of long-lived assets. This study has two primary objectives. First, it investigates the effects of SFAS No.121 on asset impairment reporting, examining whether SFAS No.121 reduces the magnitude and restricts the timing of reporting asset writedowns. Second, the study compares the information content (surprise element) of the asset impairment loss announcement as measured by cumulative abnormal returns (CAR) before and after the issuance of SFAS No.121. The findings provide support for the hypothesis that the FASB's new accounting standard does not affect the magnitude of asset writedown losses. The findings also provide support for the hypothesis that SFAS No. 121 does not affect the management choice of the timing for reporting asset writedowns. In addition, the findings suggest that the market evaluates the asset writedown losses after the issuance of SFAS No. 121 as good news for “big bath” firms, while, for “income smoothing” firms, the market does not respond to the announcements of asset writedown losses either before or after the issuance of SFAS No. 121. The findings also suggest that, for “big bath” firms, the market perceives the announcement of asset impairment losses after the adoption of SFAS No. 121 as more credible relative to that before its issuance. This could be because the practice of reporting asset writedowns after the issuance of SFAS No. 121 is under the FASB's authoritative guidance, which brings consistency and comparability in asset impairment reporting.
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Kucharska, Magdalena, and Jolanta Pielaszkiewicz. "NIG distribution in modelling stock returns with assumption about stochastic volatility : Estimation of parameters and application to VaR and ETL." Thesis, Halmstad University, School of Information Science, Computer and Electrical Engineering (IDE), 2009. http://urn.kb.se/resolve?urn=urn:nbn:se:hh:diva-2874.

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We model Normal Inverse Gaussian distributed log-returns with the assumption of stochastic volatility. We consider different methods of parametrization of returns and following the paper of Lindberg, [21] we

assume that the volatility is a linear function of the number of trades. In addition to the Lindberg’s paper, we suggest daily stock volumes and amounts as alternative measures of the volatility.

As an application of the models, we perform Value-at-Risk and Expected Tail Loss predictions by the Lindberg’s volatility model and by our own suggested model. These applications are new and not described in the

literature. For better understanding of our caluclations, programmes and simulations, basic informations and properties about the Normal Inverse Gaussian and Inverse Gaussian distributions are provided. Practical applications of the models are implemented on the Nasdaq-OMX, where we have calculated Value-at-Risk and Expected Tail Loss

for the Ericsson B stock data during the period 1999 to 2004.

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Alizada, Zekria, and Oscar Clarin. "The Impact of Loss Aversion Bias on Herding Behavior of Young Swedish Retail Investors : A Behavioral Perspective on Young Swedish Retail Investors' Decision Making in the Stock Market." Thesis, Internationella Handelshögskolan, Högskolan i Jönköping, IHH, Företagsekonomi, 2018. http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-39828.

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Background: Kahneman and Tversky (1974, 1979 & 1992) argue that individuals are bound to numerous behavioral biases that may lead to the emergence of different irrational behaviors. This is often observed with even a higher degree among participants of financial and stock markets as agents such as investors are frequently exposed to significant level of risk and uncertainty (Kahneman, 2013; Kahneman, Knetsch & Thaler, 1991; Kahneman & Tversky, 1974, 1979, 1992). Also, empirical studies indicate that a significant level of herding exists among investors when they are exposed to a high degree of risk and uncertainty such as those in financial crises (Galariotis, Rong & Spyrou, 2014; Litimi, 2017; Hott, 2009). Purpose: the main purpose of this thesis is to explore if the loss aversion bias has a significant causal impact on forming herding behavior among young Swedish retail investors. Method: an online analytical questionnaire including eight questions has been conducted to collect primary data, with 77 Swedish retail investors under the age of 35 participating in the study. Furthermore, a multiple regression analysis has been implemented to analyze and interpret the data. Conclusion: it can be concluded that there is not a significant correlation between the degree of loss aversion and the degree of herding behavior within the sample group of young Swedish retail investors. Hence, loss aversion bias cannot be considered as one of the major contributors of herding within the target population.
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Kucharska, Magdalena, and Jolanta Maria Pielaszkiewicz. "NIG distribution in modelling stock returns with assumption about stochastic volatility : Estimation of parameters and application to VaR and ETL." Thesis, Halmstad University, 2009. http://urn.kb.se/resolve?urn=urn:nbn:se:lnu:diva-58180.

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We model Normal Inverse Gaussian distributed log-returns with the assumption of stochastic volatility. We consider different methods of parametrization of returns and following the paper of Lindberg, [21] we assume that the volatility is a linear function of the number of trades. In addition to the Lindberg’s paper, we suggest daily stock volumes and amounts as alternative measures of the volatility. As an application of the models, we perform Value-at-Risk and Expected Tail Loss predictions by the Lindberg’s volatility model and by our own suggested model. These applications are new and not described in the literature. For better understanding of our caluclations, programmes and simulations, basic informations and properties about the Normal Inverse Gaussian and Inverse Gaussian distributions are provided. Practical applications of the models are implemented on the Nasdaq-OMX, where we have calculated Value-at-Risk and Expected Tail Loss for the Ericsson B stock data during the period 1999 to 2004.
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Garcia, Alexandre Hildebrand. "A redução do capital social (em companhias abertas e fechadas)." Universidade de São Paulo, 2009. http://www.teses.usp.br/teses/disponiveis/2/2132/tde-14102010-161707/.

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A presente dissertação faz uma abordagem do tema da redução do capital de companhias abertas e fechadas no Brasil, apresentando-o em duas partes. Na primeira parte, composta pelos Capítulos 1 e 2, são tratados aspectos gerais e, na segunda parte, composta pelos Capítulos 3 e 4, são tratados aspectos específicos das reduções do capital social. No Capítulo 1, é apresentado um breve histórico do capital social, em que se procura estalecer a sua origem e relação com a função de produtividade das primeiras companhias, afastando-se do pensamento tradicional de que o capital social tenha tido a sua origem relacionada com a função de proteção de credores. Além disso, é apresentada uma noção geral de capital social, suas classificações, princípios mais relevantes e funções, sempre com o foco de preparar a discussão para a sua redução. No Capítulo 2, é apresentada uma noção geral da redução do capital e a visão do autor dos dois principais princípios que a informam: o da igualdade e o da proteção aos credores. A análise prossegue, para apresentar uma classificação das reduções do capital de acordo com as suas causas ou de acordo com os efeitos que produzem no patrimônio das companhias. Por fim, sustenta-se a taxatividade das causas de redução do capital social. No Capítulo 3, são apresentadas as causas de redução do capital por perda e por excesso, bem como o procedimento para a sua implementação. A boa compreensão deste capítulo depende, em grande parte, das discussões sobre o capital social, suas classificações, princípios mais relevantes e funções, bem como sobre os princípios aplicáveis e as classificações das reduções do capital. No Capítulo 4, são brevemente apresentadas as outras causas que podem determinar a redução do capital social de companhias abertas e fechadas no Brasil, bem como as principais discussões ao redor de cada uma delas.
This paper highlights the reduction of capital stock on Brazilian privately and publicly-held companies, being presented in two parts. Part One is integraded by Chapters One and Two, which present an overview of the matter, and Part Two, which present specific issues related to each cause of reduction of capital stock. On Chapter One, it is presented a short history of capital stock with the purpose of relating it with its productivity function on the first companies, instead of relating it with the function of guarantee for creditors, as a traditional doctrine usually explains its origin. Besides, it is presented a general concept of capital stock, its categories, principles and functions, with the goal of preaparing further discussions on its reduction. On Chapter Two, it is presented a general concept of reduction of capital stock and the authors stand point of the two main principles applicable to it: equal treatment and creditors protection. The analysis moves ahead to categorize the cases of reduction of capital stock in accordance with their causes or the effects on companies assets. On Chapter Three, the author presents the two main causes of capital reduction in Brazil: loss and excess (of assets). Besides it is presented the procedure to accomplish a reduction of capital stock on each case. To fully understand this chapter it is mandatory to be aware of the general concept of capital stock, its categories, principles and functions, as well as the general concept of reduction of capital stock and its principles. On Chapter Four, it is brieftly presented the other causes of reduction of capital stock on Brazilian law, as well as the main discussions that surround them.
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Books on the topic "Stock loss"

1

McKenzie, George. Loan-loss provisions and bank buffer-stock capital. Southampton: University of Southampton, 1994.

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Barberis, Nicholas. Mental accounting, loss aversion, and individual stock returns. Cambridge, MA: National Bureau of Economic Research, 2001.

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Glett, Braden. Stock market stratagem: Loss control and portfolio management enhancement. Mason, Ohio: Thomson, 2003.

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Warner, James Cary. Consolidated returns: Stock basis, loss disallowance, and intercompany transactions. Chicago, Ill: Commerce Clearing House, 1992.

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G, Blanchard Jerred, ed. Consolidated returns: An analysis of stock basis, loss disallowance, and intercompany transactions. Boston: Little, Brown, 1995.

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S, Farber Henry. Changing stock market response to announcements of job loss: Evidence from 1970-97. Princeton, NJ: Industrial Relations Section, Dept. of Economics, Princeton University, 1999.

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Fountas, Stilianos. Emerging stock markets return seasonalities: The January effect and the tax-loss selling hypothesis. [Galway]: Department of Economics, National University of Ireland, Galway, 1999.

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Adams, Nicola Louise. To what extent does visual merchandising and store design affect stock loss within fashion retailing?. London: LCP, 2002.

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Fountas, Stilianos. Eme rging stock markets return seasonalities: the January selling effect and the tax-loss selling hypothesis. Galway: Department of Economics, University College Galway, 1999.

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Farber, Henry S. Have employment reductions become good news for shareholders?: The effect of job loss announcements on stock prices, 1970-97. Cambridge, MA: National Bureau of Economic Research, 1999.

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Book chapters on the topic "Stock loss"

1

Wroblewski, B. M. "Loss of Bone Stock." In Revision Surgery in Total Hip Arthroplasty, 201–7. London: Springer London, 1990. http://dx.doi.org/10.1007/978-1-4471-1788-9_24.

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Longjohn, Donald B., and Lawrence D. Dorr. "Bone Stock Loss and Allografting: Femur." In Revision Total Hip Arthroplasty, 100–111. New York, NY: Springer New York, 1999. http://dx.doi.org/10.1007/978-1-4612-1406-9_10.

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Westrich, Geoffrey H. "Bone Stock Loss and Allografting: Trochanter." In Revision Total Hip Arthroplasty, 112–17. New York, NY: Springer New York, 1999. http://dx.doi.org/10.1007/978-1-4612-1406-9_11.

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Paprosky, Wayne G., Michael S. Bradford, and Todd D. Sekundiak. "Bone Stock Loss and Allografting: Acetabulum." In Revision Total Hip Arthroplasty, 93–99. New York, NY: Springer New York, 1999. http://dx.doi.org/10.1007/978-1-4612-1406-9_9.

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Otto, K. B., E. Nieder, and D. Klüber. "Major Loss of Acetabular Bone Stock at Revision Total Hip Arthroplasty." In Orthopaedic Allograft Surgery, 113–17. Vienna: Springer Vienna, 1996. http://dx.doi.org/10.1007/978-3-7091-6885-1_13.

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Nimanussornkul, Kunsuda, and Chaiwat Nimanussornkul. "Herding Behavior from Loss Aversion Effect in the Stock Exchange of Thailand." In Studies in Computational Intelligence, 317–32. Cham: Springer International Publishing, 2020. http://dx.doi.org/10.1007/978-3-030-49728-6_21.

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Ritali, A., M. Cavallo, R. Zaccaro, M. Ricciarelli, and R. Rotini. "Revision in Total Elbow Replacement with Bone Stock Loss: Surgical Technique and Expected Results." In Elbow Arthroplasty, 189–98. Cham: Springer International Publishing, 2019. http://dx.doi.org/10.1007/978-3-030-14455-5_15.

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Goh, Chun Sheng, and Ser Huay Janice Teresa Lee. "Transforming Exploitative Land-Based Economy to Reduce Terrestrial Carbon Stock Loss: The Case of Kalimantan, Indonesia." In Springer Climate, 229–45. Cham: Springer International Publishing, 2020. http://dx.doi.org/10.1007/978-3-030-55536-8_11.

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Edwards, Robert D., John Magee, and W. H. C. Bassetti. "Round lots or odd lots?" In Technical Analysis of Stock Trends, 351. Eleventh Edition. | New York : CRC Press, [2018] | Revised edition of the authors’ Technical analysis of stock trends, c2013.: CRC Press, 2018. http://dx.doi.org/10.4324/9781315115719-27.

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Pampanin, S. "Simplified Analytical/Mechanical Procedure for Post-earthquake Safety Evaluation and Loss Assessment of Buildings." In Springer Tracts in Civil Engineering, 3–25. Cham: Springer International Publishing, 2021. http://dx.doi.org/10.1007/978-3-030-68813-4_1.

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AbstractThe crucial need to develop and implement simple and cost-effective repair and retrofit strategies and solutions for existing structures has been once again emphasized, if at all needed, by the recent catastrophic earthquake events. The significant socio-economic impacts of the Canterbury earthquakes sequence in 2010–2011 as well as of the “series” of independent events within few years in Italy (L’Aquila 2009; Emilia 2012; Central Italy 2016) have triggered a stepchange in the high-level approach towards the implementation of seismic risk reduction, introducing either a mandatory enforcement or significant financial incentives for a national-wide program to assess (and reduce by remedial intervention) the seismic vulnerability/capacity of the whole (non-dwelling) building stock, including safety and expected repairing costs (direct economic losses). This chapter provides an overview of the motivations, challenges and (possible) solutions for such a complex and delicate task with the intent to stimulate awareness, discussion and synergetic actions within the wider international community. Particular focus will be given to the development and on-going continuos refinement of a simplified analytical-mechanical methodology—referred to as SLaMA (Simple Lateral Mechanism Analysis) method—as part of a proposed integrated methodology for either pre- and post-earthquake safety evaluation and loss assessment of buildings, in order to support the engineering community and stakeholders through the various steps of the decision making process of risk (assessment and) reduction.
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Conference papers on the topic "Stock loss"

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Zhao, Xiaosong, and Yong Liu. "False awareness stock market prediction by LightGBM with focal loss." In RACS '22: International Conference on Research in Adaptive and Convergent Systems. New York, NY, USA: ACM, 2022. http://dx.doi.org/10.1145/3538641.3561502.

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Roy, Ranjan Kumar, Koyel Ghosh, and Apurbalal Senapati. "Stock Price Prediction: LSTM Based Model." In Intelligent Computing and Technologies Conference. AIJR Publisher, 2021. http://dx.doi.org/10.21467/proceedings.115.19.

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Stock price prediction is a critical field used by most business people and common or retail people who tried to increase their money by value with respect to time. People will either gain money or loss their entire life savings in stock market activity. It is a chaos system. Building an accurate model is complex as variation in price depends on multiple factors such as news, social media data, and fundamentals, production of the company, government bonds, historical price and country's economics factor. Prediction model which considers only one factor might not be accurate. Hence incorporating multiple factors news, social media data and historical price might increase the model's accuracy. This paper tried to incorporate the issue when someone implements it as per the model outcome. It cannot give the proper result when someone implements it in real life since capital market data is very sensitive and news-driven. To avoid such a situation, we use the hedging concept when implemented.
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Zhang, Yajun, and Zheng Wang. "A Markov decision process model for inventory control under invisible stock loss and inaccurate record." In 2017 11th Asian Control Conference (ASCC). IEEE, 2017. http://dx.doi.org/10.1109/ascc.2017.8287564.

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Khati, Unmesh, Gulab Singh, and Stefano Tebaldini. "Stock Volume Loss Estimation in Poplars using Regression Models and ALOS-2/PALSAR-2 backscatter." In IGARSS 2019 - 2019 IEEE International Geoscience and Remote Sensing Symposium. IEEE, 2019. http://dx.doi.org/10.1109/igarss.2019.8900031.

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Yiwen, Hu. "Impact of Investors’ Loss Aversion and Overconfidence on Market Performance Evidence from China Stock Markets." In 2021 3rd International Conference on Economic Management and Cultural Industry (ICEMCI 2021). Paris, France: Atlantis Press, 2021. http://dx.doi.org/10.2991/assehr.k.211209.330.

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Takara, Lucas de Azevedo, Viviana Cocco Mariani, and Leandro dos Santos Coelho. "Autoencoder Neural Network Approaches for Anomaly Detection in IBOVESPA Stock Market Index." In Congresso Brasileiro de Inteligência Computacional. SBIC, 2021. http://dx.doi.org/10.21528/cbic2021-37.

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Anomalies are patterns in data that do not conform to a well-defined notion of normal behavior. Anomaly detection has been applied to many problems such as bank fraud, fault detection, noise reduction, among many others. Some approaches to detect anomalies include classical statistical econometric methods such as AutoRegressive Moving Average (ARMA) and AutoRegressive Integrated Moving Average (ARIMA) approaches. More recently, with the progress of artificial intelligence and more specifically, machine learning, new algorithms such as one-class support vector machines, isolation forest, gradient boosting, and deep neural networks were applied to such tasks. This paper focuses on propose an anomaly detection framework for the Índice da Bolsa de Valores de São Paulo (IBOVESPA). It is a major stock market index that tracks the performance of around 50 most liquid stocks traded on the São Paulo Stock Exchange in Brazil. Exploring unsupervised autoencoder neural network algorithms, we compare the long short-term autoencoder, bidirectional long short-term autoencoder, and convolutional autoencoder models, aiming to explore the performance of these architectures for anomaly detection. Due to the ability of autoencoders to learn a compressed representation of their respective input, we train these models with standard data by minimizing the mean absolute error (MAE) loss function and evaluate them with anomalous inputs. We set a reconstruction error threshold, and in case that the reconstruction error of the test data sample is beyond it, anomalies are detected. Our results show that these models perform quite well and can be applied to real stock market data.
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Liu, Guang, Yuzhao Mao, Qi Sun, Hailong Huang, Weiguo Gao, Xuan Li, Jianping Shen, Ruifan Li, and Xiaojie Wang. "Multi-scale Two-way Deep Neural Network for Stock Trend Prediction." In Twenty-Ninth International Joint Conference on Artificial Intelligence and Seventeenth Pacific Rim International Conference on Artificial Intelligence {IJCAI-PRICAI-20}. California: International Joint Conferences on Artificial Intelligence Organization, 2020. http://dx.doi.org/10.24963/ijcai.2020/628.

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Stock Trend Prediction(STP) has drawn wide attention from various fields, especially Artificial Intelligence. Most previous studies are single-scale oriented which results in information loss from a multi-scale perspective. In fact, multi-scale behavior is vital for making intelligent investment decisions. A mature investor will thoroughly investigate the state of a stock market at various time scales. To automatically learn the multi-scale information in stock data, we propose a Multi-scale Two-way Deep Neural Network. It learns multi-scale patterns from two types of scale-information, wavelet-based and downsampling-based, by eXtreme Gradient Boosting and Recurrent Convolutional Neural Network, respectively. After combining the learned patterns from the two-way, our model achieves state-of-the-art performance on FI-2010 and CSI-2016, where the latter is our published long-range stock dataset to help future studies for STP task. Extensive experimental results on the two datasets indicate that multi-scale information can significantly improve the STP performance and our model is superior in capturing such information.
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Panagopoulos, G., E. Kirtas, K. Mimidis, I. Sous, A. Kappos, I. Lialiampis, and D. Chasapis. "Inventory of the building stock in the city of Serres (Greece) for seismic vulnerability assessment and loss estimation." In ERES 2015. Southampton, UK: WIT Press, 2015. http://dx.doi.org/10.2495/eres150081.

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Albakay, Naji, Michael Hempel, and Hamid Sharif. "Big Data Analytics for Proactively Optimizing Rolling Stock Maintenance." In 2019 Joint Rail Conference. American Society of Mechanical Engineers, 2019. http://dx.doi.org/10.1115/jrc2019-1253.

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Rolling stock, particularly of freight railroads, is currently maintained using regular preventative and corrective maintenance schedules. This maintenance approach recommends sets of inspections and maintenance procedures based on the average expected wear and tear across their inventory. In practice, however, this approach to scheduling preventative maintenance is not always effective. When scheduled too soon, it results in a loss of operating revenue, whereas when it is scheduled too late, equipment failure could lead to costly and disastrous derailments. Instead, proactive maintenance scheduling based on Big Data Analytics (BDA) could be utilized to replace traditional scheduling, resulting in optimized maintenance cycles for higher train safety, availability, and reliability. BDA could also be used to discover patterns and relationships that lead to train failures, identify manufacturer reliability concerns, and help validate the effectiveness of operational improvements. In this work, we introduce a train inventory simulation platform that enables the modelling of different train components such as wheels, brakes, axles, and bearings. The simulator accounts for the wear and tear in each component and generates a comprehensive data set suitable for BDA that can be used to evaluate the effectiveness of different BDA approaches in discerning patterns and extracting knowledge from the data. It provides the basis for showing that BDA algorithms such as Random Forest [9] and Linear Regression can be utilized to create models for proactive train maintenance scheduling. We also show the capability of BDA to detect hidden patterns and to predict failure of train components with high accuracy.
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Aso, Aso, and Sakar Zahir Omar Ameen. "The effect of the Iraqi dinar exchange rate on the stock market index An analytical study in the Iraqi Stock Exchange for the period (2014-2020)." In 11th International Conference of Economic and Administrative Reform: Necessities and Challenges. University of Human Development, 2022. http://dx.doi.org/10.21928/icearnc/36.

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The research aims to identify the fluctuations of the Iraqi dinar exchange rate and the Iraqi stock market index during the research period, as well as knowing the size and type of the linear relationship between the two variables, through a systematic framing that can guide investors, which contributes to strengthening the movement of funds and investments and which is reflected positively in the activity The economic and financial market, based on published data for the period from 2014 to 2020. The research came out with a number of conclusions, the most important of which is the existence of a correlation and impact relationship between the Iraqi dinar exchange rate and the financial market index in Iraq, in addition to the fact that the value of the Iraqi dinar in the parallel market during the research period varied significantly, which is evidence of the lack of control of the Central Bank on monetary policy, which affected the Variation in the movement of the Iraqi stock market index, and thus the loss of investors to generate profits and the decrease in their profitability opportunities. The research also presented a set of proposals, perhaps the most important of which is the establishment of a base of scientific foundations for investment in the financial markets, based on what we justify of the exchange rate variable that leads investors to Take the right investment decisions at the right time.
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Reports on the topic "Stock loss"

1

Barberis, Nicholas, and Ming Huang. Mental Accounting, Loss Aversion, and Individual Stock Returns. Cambridge, MA: National Bureau of Economic Research, March 2001. http://dx.doi.org/10.3386/w8190.

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Farber, Henry, and Kevin Hallock. Have Employment Reductions Become Good News for Shareholders? The Effect of Job Loss Announcements on Stock Prices, 1970-97. Cambridge, MA: National Bureau of Economic Research, August 1999. http://dx.doi.org/10.3386/w7295.

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Lazonick, William, and Matt Hopkins. Why the CHIPS Are Down: Stock Buybacks and Subsidies in the U.S. Semiconductor Industry. Institute for New Economic Thinking Working Paper Series, September 2021. http://dx.doi.org/10.36687/inetwp165.

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The Semiconductor Industry Association (SIA) is promoting the Creating Helpful Incentives to Produce Semiconductors (CHIPS) for America Act, introduced in Congress in June 2020. An SIA press release describes the bill as “bipartisan legislation that would invest tens of billions of dollars in semiconductor manufacturing incentives and research initiatives over the next 5-10 years to strengthen and sustain American leadership in chip technology, which is essential to our country’s economy and national security.” On June 8, 2021, the Senate approved $52 billion for the CHIPS for America Act, dedicated to supporting the U.S. semiconductor industry over the next decade. As of this writing, the Act awaits approval in the House of Representatives. This paper highlights a curious paradox: Most of the SIA corporate members now lobbying for the CHIPS for America Act have squandered past support that the U.S. semiconductor industry has received from the U.S. government for decades by using their corporate cash to do buybacks to boost their own companies’ stock prices. Among the SIA corporate signatories of the letter to President Biden, the five largest stock repurchasers—Intel, IBM, Qualcomm, Texas Instruments, and Broadcom—did a combined $249 billion in buybacks over the decade 2011-2020, equal to 71 percent of their profits and almost five times the subsidies over the next decade for which the SIA is lobbying. In addition, among the members of the Semiconductors in America Coalition (SIAC), formed specifically in May 2021 to lobby Congress for the passage of the CHIPS for America Act, are Apple, Microsoft, Cisco, and Google. These firms spent a combined $633 billion on buybacks during 2011-2020. That is about 12 times the government subsidies provided under the CHIPS for America Act to support semiconductor fabrication in the United States in the upcoming decade. If the Congress wants to achieve the legislation’s stated purpose of promoting major new investments in semiconductors, it needs to deal with this paradox. It could, for example, require the SIA and SIAC to extract pledges from its member corporations that they will cease doing stock buybacks as open-market repurchases over the next ten years. Such regulation could be a first step in rescinding Securities and Exchange Commission Rule 10b-18, which has since 1982 been a major cause of extreme income inequality and loss of global industrial competitiveness in the United States.
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Salas, Humberto. Quiebres de stock e inflación. Universidad Autónoma de Chile, March 2021. http://dx.doi.org/10.32457/2050012728/9762202155.

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Las últimas mediciones de inflación conocidas indican quelos precios de la canasta se han incrementado en un 3,1% en los últimos 12 meses. Dentro de las divisiones que han tenido mayor alza se mantienen los alimentos y bebidas no alcohólicas cuya variación respecto de igual mes del año anterior es de un 7,8%; el equipamiento y mantención del hogar un 5,5%; y servicios diversos un 5,2%, siendo a su vez los ítems con mayor incidencia en el indicador general. Si bien esta variable se mantiene controlada y en el ranGo de la meta inflacionaria establecida por el Banco Central, esta sorpresiva alza reciente del costo de la vida se puede explicar en alguna medida por la significativainyección de liquidez que ha tenido nuestra economía el último tiempo. Los Retiros de fondos de cuentas de capitalización individual destinados a las pensiones, sumado a los paquetes de transferencias de emergencia orientadas a cubrir necesidades, principalmente para familias de menores ingresos, han generado impacto.
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Flandreau, Marc. Pari Passu Lost and Found: The Origins of Sovereign Bankruptcy 1798-1873. Institute for New Economic Thinking Working Paper Series, June 2022. http://dx.doi.org/10.36687/inetwp186.

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Verdicts returned by modern courts of justice in the context of sovereign debt lawsuits have upheld a ratable (proportional) interpretation of so-called “pari passu” clauses in debt contracts which, literally, promise creditors they will be dealt with equitably. Such verdicts have given individual creditors the right to interfere with payments to others, in situation where the sovereign had failed to make proportional payments. Contract originalists argue that this interpretation of pari passu clauses has no historical foundation. Historically, they claim, pari passu clauses never granted individual creditors a unilateral right to block payments to other bondholders assenting to a government debt restructuring proposal. This article shows this claim is incorrect. Drawing on novel archival research, it argues that pari passu clauses find one potent historical origin in the operation of a now forgotten sovereign bankruptcy tribunal, the London stock exchange. Under the law of the stock exchange, departure from ratable payments did create a unilateral right for individual creditors to interfere with sovereign debt discharges. In fact, ratable distributions provided the touchstone for the stock exchange sanctioned sovereign debt discharge system. What is more, sophisticated contract drafters availed themselves of the logic. The result was a weaponization of pari passu clauses, and their inscription into sovereign debt covenants in the 19th century. The article concludes that the modern debate on the role of clauses in sovereign debt contracts cannot be held without thorough reconsideration of the history of sovereign bankruptcy.
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Carrasquilla-Barrera, Alberto, Arturo José Galindo-Andrade, Gerardo Hernández-Correa, Ana Fernanda Maiguashca-Olano, Carolina Soto, Roberto Steiner-Sampedro, and Juan José Echavarría-Soto. Report of the Board of Directors to the Congress of Colombia - July 2020. Banco de la República de Colombia, February 2021. http://dx.doi.org/10.32468/inf-jun-dir-con-rep-eng.07-2020.

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In Colombia, as well as in the rest of the world, the Covid-19 pandemic has seriously damaged the health and well-being of the people. In order to limit the damage, local and national authorities have had to order large sectors of the population to be confined at their homes for long periods of time. An inevitable consequence of isolation has been the collapse of economic activity, expenditure, and employment, a phenomenon that has hit many countries of the world affected by the disease. It is an unprecedented crisis in modern times, not so much for its intensity (which is undoubtedly immense), but because its origin is not economic. That is what makes it so unpredictable and difficult to manage. Naturally, its economic consequences are enormous. Governments and central banks from all over the world are struggling to mitigate them, but the final solution is not in the hands of the economic authorities. Only science can provide a way out. In the meantime, the economic indicators in Colombia and in the rest of the world cause concern. The output falls, the massive loss of jobs, and the closure of businesses of all sizes have become daily news. Added to this, there is the deterioration in global financial conditions and the increase in the risk indicators. Financial volatility has increased and stock indexes have fallen. In the face of the lower global demand, export prices of raw materials have fallen, affecting the terms of trade for producing countries. Workers’ remittances have declined due to the increase of unemployment in developed countries. This crisis has also generated a strong reduction of global trade of goods and services, and effects on the global value chains. Central banks around the world have reacted decisively and quickly with strong liquidity injections and significant cuts to their interest rates. By mid-July, such determined response had succeeded to revert much of the initial deterioration in global financial conditions. The stock exchanges stopped their fall, and showed significant recovery in several countries. Risk premia, which at the beginning of the crisis took an unusual leap, recorded substantial corrections. Something similar happened with the volatility indexes of global financial markets, which exhibited significant improvement. Flexibilization of confinement measures in some economies, broad global liquidity, and fiscal policy measures have also contributed to improve global external financial conditions, albeit with indicators that still do not return to their pre-Covid levels.
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Nechaev, V., Володимир Миколайович Соловйов, and A. Nagibas. Complex economic systems structural organization modelling. Politecnico di Torino, 2006. http://dx.doi.org/10.31812/0564/1118.

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One of the well-known results of the theory of management is the fact, that multi-stage hierarchical organization of management is unstable. Hence, the ideas expressed in a number of works by Don Tapscott on advantages of network organization of businesses over vertically integrated ones is clear. While studying the basic tendencies of business organization in the conditions of globalization, computerization and internetization of the society and the results of the financial activities of the well-known companies, the authors arrive at the conclusion, that such companies, as IBM, Boeing, Mercedes-Benz and some others companies have not been engaged in their traditional business for a long time. Their partner networks performs this function instead of them. The companies themselves perform the function of system integrators. The Tapscott’s idea finds its confirmation within the framework of a new powerful direction of the development of the modern interdisciplinary science – the theory of the complex networks (CN) [2]. CN-s are multifractal objects, the loss of multifractality being the indicator of the system transition from more complex state into more simple state. We tested the multifractal properties of the data using the wavelet transform modulus maxima approach in order to analyze scaling properties of our company. Comparative analysis of the singularity spectrumf(®), namely, the difference between maximum and minimum values of ® (∆ = ®max ¡ ®min) shows that IBM company is considerably more fractal in comparison with Apple Computer. Really, for it the value of ∆ is equal to 0.3, while for the vertically integrated company Apple it only makes 0.06 – 5 times less. The comparison of other companies shows that this dependence is of general character. Taking into consideration the fact that network organization of business has become dominant in the last 5-10 years, we carried out research for the selected companies in the earliest possible period of time which was determined by the availability of data in the Internet, or by historically later beginning of stock trade of computer companies. A singularity spectrum of the first group of companies turned out to be considerably narrower, or shifted toward the smaller values of ® in the pre-network period. The latter means that dynamic series were antipersistant. That is, these companies‘ management was rigidly controlled while the impact of market mechanisms was minimized. In the second group of companies if even the situation did changed it did not change for the better. In addition, we discuss applications to the construction of portfolios of stock that have a stable ratio of risk to return.
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Smith, Paul H., Jude Oka, Tristan Karns, Timothy Stone, Kirk Reeves, Jonathan Gigax, Raj Vaidya, et al. Los Alamos National Laboratory Lessons Learned for Fiscal Year 2018: SAVY-4000 Lid Bar Stock Issue. Office of Scientific and Technical Information (OSTI), September 2018. http://dx.doi.org/10.2172/1475312.

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Curtis, Robert O., and David D. Marshall. Levels-of-growing-stock cooperative study in Douglas-fir: report no. 08—The LOGS Study, 20-year results. Portland, OR: U.S. Department of Agriculture, Forest Service, Pacific Northwest Research Station, 1986. http://dx.doi.org/10.2737/pnw-rp-356.

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10

Mastronardi, Leonardo, Omar O. Chisari, Tomás Serebrisky, and Juan I. Mercatante. ¿Impacta la calidad regulatoria de los servicios de infraestructura en el crecimiento económico y la distribución del ingreso?: el caso de América Latina y el Caribe. Banco Interamericano de Desarrollo, July 2022. http://dx.doi.org/10.18235/0004393.

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Abstract:
La regulación económica es determinante para que los servicios de infraestructura se provean con eficiencia, calidad y a precios asequibles. La literatura económica se ha concentrado en los impactos de la regulación en los mercados de infraestructura, siendo mucho más escasa la que analiza los impactos macroeconómicos y distributivos de dicha regulación. Este paper mide los impactos del desempeño del regulador en variables macroeconómicas crecimiento económico, actividad de los sectores que utilizan servicios de infraestructura y bienestar de los hogares. Para ello elaboramos un modelo de Equilibrio General Computado (CGE) y utilizamos las Matrices de Contabilidad Social (MCS) de Argentina, Bolivia, Chile, Costa Rica, Jamaica y Perú para evaluar el papel del regulador. Se modelan dos casos extremos. (i) Regulador ineficiente: el regulador no tiene la habilidad o los instrumentos para que los precios estén alineados a los costos, estableciendo un markup del 10%. (ii) Regulador benevolente: el regulador fija un markup del 10% temporal (solo en el primer período) para fondear obras de infraestructura con tres outputs diferenciados en calidad del servicio: (ii-a) aumento del stock de infraestructura sin cambios en calidad del servicio; (ii-b) aumento del stock de infraestructura y mejoras de calidad en la provisión de los servicios; y (ii-c) aumento del stock de infraestructura y pérdidas de calidad del servicio producto de inversión en proyectos inadecuados. Para (ii-b) diferenciamos en qué medida el impacto sobre la actividad y el bienestar de los hogares son explicados por mejoras de calidad en el entramado productivo y en qué medida a través de mejoras directas a los hogares; esto constituye un aspecto novedoso en la literatura. Los resultados muestran que cuando el regulador es benevolente la inversión genera crecimiento económico en todos los países; en estos casos, el bienestar de los hogares suele ser positivo, aunque su magnitud varía. Cuando el regulador estimula inversión que genera mejoras de calidad (ii-b) se generan los mayores impactos en bienestar y crecimiento. El principal impacto de las mejoras de calidad se da a través de la industria, ya que los sectores que forman parte del entramado productivo tienen un efecto multiplicador más grande que los hogares. En el escenario de un regulador benevolente, asignaciones de recursos a inversiones que empeoran la calidad del servicio (ii-c) tienen costos significativos en términos de crecimiento y bienestar de los hogares. Los resultados del escenario del regulador ineficiente muestran la importancia de desarrollar y capacitar a los reguladores económicos. No hacerlo reduce el crecimiento económico y empeora la distribución del ingreso.
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