Relevant bibliographies by topics / Stock market speculation

Academic literature on the topic 'Stock market speculation'

Author: Grafiati
Published: 10 December 2022
Last updated: 29 January 2023

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Journal articles on the topic "Stock market speculation"

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Chang, Ruiqian. "Financial Technology: China’s Stock Markets vs U.S. Stock Markets." E3S Web of Conferences 275 (2021): 01006. http://dx.doi.org/10.1051/e3sconf/202127501006.

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This paper provides a detailed analysis of the difference between the Chinese stock market and the U.S. stock market under the development of financial technology. In conclusion, we find that the Chinese stock market is more dominated by retail investors, but the United States owns more stocks, mostly held by institutional investors, and has a better financial mindset. The behavior of investors in the Chinese stock market is mainly the excessive speculation of investors in the Chinese market. This is one of the reasons for the many fluctuations in the Chinese stock market. Due to the speculative nature of China’s stock market, the floating ratio reflects the management mechanism of China’s stock market and helps to observe the correlation with the U.S. stock market. And technology and digitalization affect the trading of the stock market. This research is correlational, and there is no causality implied.
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Ahmed, Ehsan, J. Barkley Rosser Jr., and Jamshed Y. Uppal. "Emerging Markets and Stock Market Bubbles: Nonlinear Speculation?" Emerging Markets Finance and Trade 46, no. 4 (January 2010): 23–40. http://dx.doi.org/10.2753/ree1540-496x460402.

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Nyman, Ingmar. "Stock market speculation and managerial myopia." Review of Financial Economics 14, no. 1 (January 2005): 61–79. http://dx.doi.org/10.1016/j.rfe.2004.06.002.

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Freed-Thall, Hannah. "Speculative Modernism: Proust and the Stock Market." Modernist Cultures 12, no. 2 (July 2017): 153–72. http://dx.doi.org/10.3366/mod.2017.0166.

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This article argues that practices of gambling and stock-market speculation shaped Marcel Proust's aesthetic imagination. What drew Proust to speculation was not only the thrill of sudden losses or gains, but the experience of mediated connectivity itself. Proust loved the anticipation, gossip, and queer sociability that speculation afforded him, and he mobilized a strategy of wild expenditure calculated to draw others close. Attending to the effects of speculation brings out a new side of In Search of Lost Time, revealing a narrative that foregrounds the pleasures of intimacy at a distance, and stages scene after scene of erotic, aesthetic, and epistemological mis-estimation and surprise.
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Slobodianyk, Anna, and George Abuselidze. "Influence of speculative operations on the investment capital: Anempirical analysis of capital markets." E3S Web of Conferences 234 (2021): 00084. http://dx.doi.org/10.1051/e3sconf/202123400084.

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The article is devoted to substantiation of significance of speculative operations and follows the goal to study their condition and development. The purpose of this article is to reveal the essence of the speculative component of the movement of investment capital in stock exchange. It is substantiated that existence and stability of the securities market plays a significant role in development of financial market, which in turn becomes a key element in the mechanism of economy. The authors emphasize that the liquid market continues to function even with a large number of economic agents while price fluctuation of securities have a little change. It has been established that speculation can be carried out on the stock exchange both using cash and in futures transactions. However, operating with cash transactions has fewer combinations and in general less profitable, thus the main arena of speculators becomes the market of future transactions. It has been proven that speculative profits are possible during both “bullish games” and in shorting’s, thus becoming an important tool for additional attraction of investments. Consequently, speculations have a crucial role in achieving a balance between capital market participants.
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Crawford, Daniel L. "Stock Market Investing — Gambling or Intelligent Speculation." Journal of Investing 3, no. 2 (May 31, 1994): 52–53. http://dx.doi.org/10.3905/joi.3.2.52.

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Wagner, Tamara S. "SPECULATORS AT HOME IN THE VICTORIAN NOVEL: MAKING STOCK-MARKET VILLAINS AND NEW PAPER FICTIONS." Victorian Literature and Culture 36, no. 1 (March 2008): 21–40. http://dx.doi.org/10.1017/s1060150308080029.

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In THE WAY WE LIVE NOW (1875), the Melmottes’ origins remain a mystery that becomes increasingly irrelevant. Few of Augustus Melmotte's business partners venture to inquire too closely into the specious public faith in his financial integrity even as they prepare to extract the promising output of his highly speculative enterprises. On the contrary, a suspicion that their seemingly stable investments are as unsafe as they are spurious, that they bear the marks of risky speculation, accompanies the rise of the commercial Melmotte Empire from its beginnings. Close inquiry is not so much guarded against as shirked by those who wish to believe in it. When aristocratic would-be investors scramble for a seat on the boards of this “New Man,” they are therefore guilty not simply of nourishing a fraudulent financier whose history as a swindler they are well aware of, for Melmotte's connections to continental scams are notorious. Rather, they are building on ambivalent attitudes to the seemingly successful speculator. Just as the instability associated with speculation is conveniently embodied by an international man of mystery in the worst sense, it can also be exorcised just as easily by his self-destruction.
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HASAN, MOHAMMAD S. "ON THE VALIDITY OF THE RANDOM WALK HYPOTHESIS APPLIED TO THE DHAKA STOCK EXCHANGE." International Journal of Theoretical and Applied Finance 07, no. 08 (December 2004): 1069–85. http://dx.doi.org/10.1142/s0219024904002797.

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This paper employs a battery of statistical tests to examine the random walk variant of the weak-form efficient market hypothesis (EMH) using the daily data of the Dhaka Stock Exchange, the major equity market of Bangladesh, over a period of January 1990 to December 2000. The test results, however, are at variance across testing procedures and sub-periods. Results based on the random walk model and unit root tests show that the null hypothesis of randomness cannot be rejected and stock prices have a significant random walk or permanent component. Our analysis of autocorrelation functions indicates mean-reversion behavior of stock returns in most cases albeit with stock returns exhibiting some memory and predictable components during the bubble and post-speculation periods. The evaluation of the EGARCH-M model suggests significant asymmetric and leverage effects during the sub-period of speculative bubbles of 1996–1997. The BDS test indicates evidence of nonlinear long-term dependence during the pre-speculation period, while during the speculation and post-speculation periods the null hypothesis of nonlinear independence was not rejected. Overall, based on this evidence we do not categorically claim that the Dhaka Stock Exchange is weak-form efficient. However, these findings underscore the predictive significance and relevance of the random walk hypothesis as a generalized theory in explaining movements of share prices.
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Wonham, Henry B. "Realism and the Stock Market." Nineteenth-Century Literature 70, no. 4 (March 1, 2016): 473–95. http://dx.doi.org/10.1525/ncl.2016.70.4.473.

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Henry B. Wonham, “Realism and the Stock Market: The Rise of Silas Lapham” (pp. 473–495) William Dean Howells’s The Rise of Silas Lapham (1885) is usually approached as a representative text in the American realist mode and an unambiguous expression of Howells’s disdain for—in Walter Benn Michaels’s words—“the excesses of capitalism,” especially as embodied in the novel’s rendering of “the greedy and heartless stock market.” Like many commentators of the period, Howells promoted a traditional view of honest industry against the emerging phenomenon of speculative finance, and yet to read the novel as an allegory of opposition to Wall Street speculation is to oversimplify Howells’s complicated attitudes toward high finance and to make a caricature out of the novel’s treatment of complex economic developments. In this essay, I reassess Silas’s investment career and the novel’s surprisingly dense engagement with the dynamics of securities trading as a form of commerce. Critics such as Michaels and Neil Browne have contended that through Silas’s failed investment career, Howells “attempts to disarticulate…an emergent market ethos,” but as I read the novel this same “market ethos” is inseparable from Howells’s conception of realism and of the vocation of the literary realist.
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R., RenuIsidore. "TEST OF SPECULATION IN THE INDIAN STOCK MARKET." International Journal of Advanced Research 5, no. 10 (October 31, 2017): 581–97. http://dx.doi.org/10.21474/ijar01/5564.

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Dissertations / Theses on the topic "Stock market speculation"

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Salamon, Hussin Bin. "Speculation in the Stock Market from the Islamic Perspective." Thesis, University of Wales Trinity Saint David, 1998. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.503816.

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Heinemann, Kieran. "Popular investment and speculation in Britain, 1918-1987." Thesis, University of Cambridge, 2018. https://www.repository.cam.ac.uk/handle/1810/274603.

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This doctoral thesis traces the various forms in which ordinary people engaged in the stock market across twentieth-century Britain. It asks how and why previously stigmatised forms of investment and speculation came to be regarded as socially, politically and economically desirable. I argue that financial and economic historians, preoccupied with the growing dominance of financial institutions over British security markets during this period, have neglected the social and cultural relevance of popular share ownership. Consequently investment is seen as more than an economic activity. Understanding the ways in which social and cultural attitudes towards finance relaxed over time, allows us to better understand the arrival of neoliberalism in Britain. After World War I, Britain witnessed a significant expansion of private stock market investment. However, in comparison to the United States, Britain’s financial establishment took a more conservative stance on universal share ownership and restrained much of the potential for a “democratisation of investment”. After 1945, private share ownership continued to grow gradually across classes due to higher living standards and in spite of nationalisation, high taxation and the institutionalisation of securities markets. Politics was not the main driver of this trend as efforts to widen share ownership were difficult to square with the interventionist postwar economic settlement. More importantly, the rapidly expanding trade of financial journalism increasingly educated multiple audiences about stock market affairs. By widening the analytical scope beyond socioeconomic conditions, it becomes apparent that the sweeping social and cultural changes during the 1950s and 1960s helped to loosen older reservations against financial speculation, thereby drawing evermore investors into the market. The key shift of this period was that ‘playing the stock market’ became a popular and socially acceptable hobby, predominantly among middle-class households. Tracing these developments to the 1970s and 1980s, this thesis concludes that market populism had a powerful appeal to savers and investors hit by inflation, thereby accelerating the growth of economic individualism long before the Thatcherite Revolution unfolded in Britain.
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Basoglu, Fatma. "Testing For Rational Bubbles In The Turkish Stock Market." Master's thesis, METU, 2012. http://etd.lib.metu.edu.tr/upload/12614505/index.pdf.

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In this thesis we empirically examine whether the Turkish stock market is driven by rational bubbles over the period between March 1990 and February 2012. The bubble periods are estimated using a recently developed right-tailed unit root test, the generalized sup augmented Dickey-Fuller test of Phillips, Shi and Yu (2011a). Applying their bubble detection and location strategies to weekly price dividend ratio series, we find strong evidence for the existence of rational bubbles in the Turkish stock market benchmark indices as well as sector indices. Our located bubble periods may give early warning signals of the subsequent Turkish financial crisis.
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Loh, Elaine Y. L. "A comparative study of technical trading rules, time-series trading rules and combined technical and time-series trading strategies in the Australian Stock Exchange." University of Western Australia. Dept. of Economics, 2005. http://theses.library.uwa.edu.au/adt-WU2006.0001.

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[Truncated abstract] This thesis examines and compares the performance of three classes of stock trading strategies in the Australian stock market from 1980 to 2002. ... The first segment of this thesis examines some simple technical trading rules with a twostep methodology ... Our standard test results show that technical trading rules generate excess returns higher than that of the buy-and-hold portfolio equivalent prior to 1991, but generate lower returns in the period post-1991. Bootstrap test results also show that addressing nonnormality, time-dependence and conditional heteroskedasticity in the data reverses the standard test outcome of predictability ... In addition, our sub-sample results also show technical trading rules becoming less profitable over time ... The second segment of this thesis examines trading rules based on the forecasts of four time-series models: the AR(1), AR(1)-GARCH(1,1), AR(1)-GARCH(1,1)-M and AR(1)- EGARCH(1,1) models. These time-series trading rules were examined with standard t-tests and found to be significantly less profitable compared to technical trading rules. Subsample results also show the time-series trading rules losing profitability over time, which supports the conjecture that the Australian stock market became increasingly efficient over time. The third segment of this thesis examines trading strategies based on various combinations of technical trading rules and time-series models ... Due to the weak performance of the time-series trading rules, our results show that combining technical rules with time-series models do not lead to improved forecast accuracy. Sub-sample results again show a strong decline in profitability post-1991, suggesting that technological advancements in the ASX since 1991 enhance market efficiency such that the above simple stock trading strategies are no longer profitable.
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Nieuwland, Frederik Gertruda Maria Carolus. "Speculative markets dynamics an econometric analysis of stock market and foreign exchange market dynamics /." Proefschrift, Maastricht : Maastricht : Universitaire Pers Maastricht ; University Library, Maastricht University [Host], 1993. http://arno.unimaas.nl/show.cgi?fid=6219.

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Savvas, Panayiotis. "The impact of a speculative stock market on institutional investors." Thesis, University of Leicester, 2012. http://hdl.handle.net/2381/10822.

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Modern Finance literature persistently ignores the systemically destabilizing effects of financial bubbles. As a result, periodic speculative excesses, which hugely deviate from the rational models of mainstream finance, are largely unexplored, especially with regard to institutional investors’ behaviour in financially euphoric environments. My main objectives are to expose the premises, which the speculative bubble was built on, and the factors affecting institutional investors’ investment decisions, objectives and risk attitude in speculative bubbles. Using a series of semi-structured interviews with fund managers that worked during the Cyprus bubble of 1999, this thesis aims to contribute to the limited literature regarding institutional investors’ speculation. I draw from Abolafia and Kilduff, Kindleberger, Minsky, and Galbraith in order to provide a descriptive framework of speculative bubbles, in which institutional investors appear to be purposive, contrary to and at the expense of retail investors and the systemic stability. The empirical data suggest that the roots of speculative bubbles are set by an event with perceived real economic consequences, which is seen to improve economic conditions and shift investors’ expectations. Afterwards, the rising share prices keep inviting an increasing number of speculators who create a new reality by replacing reason with what appears to be misinterpretation and misunderstanding. In this environment, regulatory failure, rumours and ‘strange friendships’ appear on the scene. Additionally, there is strong evidence suggesting that the institutional investors’ understanding of risk in speculative markets, contrary to the conventional wisdom, is particularly problematic; a phenomenon I call ‘risk paradox’. The implications of speculative bubbles and institutional investors’ risk attitude are crucial in understanding the limitations of rational models that prevail in finance. This thesis argues for situating investment activity within its social, and frequently, speculative context. It contributes to understanding the behaviour of institutional investors in speculative markets and calls attention to their irrational investment behaviour.
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Zourdoumis, George. "A theoretical and empirical study of speculative influences in stock market trading, with particular reference to the Athens Stock Exchange." Thesis, University of Essex, 1992. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.303454.

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Abuk, Nese. "The Intraday Lead-lag Relationship Of Spot And Futures Markets In Turkey: Co-integration And Causality Analyses." Master's thesis, METU, 2011. http://etd.lib.metu.edu.tr/upload/12613292/index.pdf.

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This study is concerned with the lead-lag relationship between Turkish spot equity and derivatives markets. In the study, the spot equity market is represented by the ISE-30 Index. In order to compare the structure of the two markets, the futures contract written on the ISE-30 Index, namely TURKDEX-ISE 30, is chosen to represent the derivatives market. The analysis is performed over the sample period beginning February 4, 2005 and ending on December 10, 2010 which actually covers the entire time span from the establishment of the TURKDEX market until the end of last year. This sample period is examined on the basis of 5-minute intervals during the trading day, enabling a more detailed and accurate evaluation of the lead-lag power of the markets. The main methods applied to examine the structure of information flow between the markets are co-integration and causality analyses. Different approaches of these basic methods are employed as well in order to provide robust results. An additional robustness check is provided through examining the relationship between the markets by using both raw and filtered prices. ARMA filtering is performed on the prices and these findings are compared to those obtained by raw prices in order to avoid the problem of infrequent trading. Outcomes of both raw and filtered price analyses reveal that in 2006, 2007 and 2009 the relationship between the markets is bi-directional, whereas in 2008 and 2010, futures market strictly leads the spot market. Filtered and raw analyses do not have a definitive conclusion regarding the lead-lag relationship in 2005. For this year, while the raw data support a bi-directional relationship, ARMA filtering indicates that the spot market leads the derivatives market.
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Netušil, Petr. "Psychologická analýza akciového trhu." Master's thesis, Vysoké učení technické v Brně. Fakulta podnikatelská, 2012. http://www.nusl.cz/ntk/nusl-223609.

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This diploma thesis is looking into investments to stocks portfolio by methods of psychologica analysis. Structure of the thesis is consisted of three parts. In the first part there are intruduced necessary theoretical prerequisities for understanding of stock market. Second and third part is focused on practical application and major stock market events from the past. Thesis thus describes and analyses the possibilities of psychological analysis usage while deciding about investments into selected portfolio of securities at capital markets.
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Zajíc, Jiří. "Dot-com bubble - faktor hospodářského úspěchu USA v 90. letech 20. století?" Master's thesis, Vysoká škola ekonomická v Praze, 2014. http://www.nusl.cz/ntk/nusl-201947.

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This thesis deals with the impacts of information and communication technology investment surge on USA economic growth in the 1990s. Besides others, rapid development of these technologies also led to the creation of a stock market bubble, which affected the expansion phase of the economic cycle. Its burst in 2000-2001 resulted in economic slow-down and end of the longest recorded economic expansion in the history of the United States. Main part of the thesis discusses the benefits of information technology for economy and further evaluates the role of the speculative bubble in the development of consumption and investment expenditures. The thesis results suggest that the increase in capital intensity and sharp stock market price inflation significantly accelerated the dynamics of the economic growth in the second half of the described cycle.
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Books on the topic "Stock market speculation"

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Stock Market Strategies That Work. New York, USA: McGraw-Hill, 2001.

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Neill, Humphrey B. Tape reading & market tactics. [United States]: BN Pub., 2008.

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Nisbet, James D. Weathering stock market storms. Jacksonville Beach, FL: Capital Books, 1994.

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How to win as a stock market speculator. London: Kogan Page, 2004.

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Winning on the stock market. 2nd ed. Chichester, England: Wiley, 1998.

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Croft, Liam. A Straightforward guide to the stock market: How the stock market works. 2nd ed. Brighton: Straightforward, 2011.

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Darvas, Nicolas. How I made $2,000,000 in the stock market. Secausus, NJ: Lyle Stuart, 1986.

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Darvas, Nicolas. How I made $2,000,000 in the stock market. New York: Lyle Stuart/Kensington Publishing Corp., 1994.

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Darvas, Nicholas. How I made $2,000,000 in the stock market. Mansfield Centre, CT: Martino Publishing, 2011.

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Taylor, John Paul. How you can take profits from the stock market. Parkland, Fla: Parkland Green Pub., 1985.

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Book chapters on the topic "Stock market speculation"

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Jamali, Hana, Omar Bencharef, Abdellah Nabaji, Khalid El Housni, and Zahra Asebriy. "Improving Regression Models Using Simulated Annealing for Stock Market Speculation." In Advances in Intelligent Systems and Computing, 295–304. Cham: Springer International Publishing, 2018. http://dx.doi.org/10.1007/978-3-319-77703-0_30.

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Bousbaa, Zineb, Omar Bencharef, and Abdellah Nabaji. "Stock Market Speculation System Development Based on Technico Temporal Indicators and Data Mining Tools." In Heuristics for Optimization and Learning, 239–51. Cham: Springer International Publishing, 2020. http://dx.doi.org/10.1007/978-3-030-58930-1_16.

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Girardin, Eric, and Zhenya Liu. "A Chinese Style Speculative Market." In Demystifying China’s Stock Market, 63–92. Cham: Springer International Publishing, 2019. http://dx.doi.org/10.1007/978-3-030-17123-0_4.

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Roehner, Bertrand M. "Stock market bubbles." In Hidden Collective Factors in Speculative Trading, 179–95. Berlin, Heidelberg: Springer Berlin Heidelberg, 2009. http://dx.doi.org/10.1007/978-3-642-03048-2_8.

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Roehner, Bertrand M. "Stock market bubbles." In Hidden Collective Factors in Speculative Trading, 179–95. Berlin, Heidelberg: Springer Berlin Heidelberg, 2001. http://dx.doi.org/10.1007/978-3-662-04428-5_8.

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Beltratti, Andrea, and Sergio Margarita. "An Artificial Adaptive Speculative Stock Market." In Financial Modelling, 155–78. Heidelberg: Physica-Verlag HD, 1994. http://dx.doi.org/10.1007/978-3-642-86706-4_9.

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van Norden, Simon, and Huntley Schaller. "Speculative Behavior, Regime-Switching, and Stock Market Crashes." In Dynamic Modeling and Econometrics in Economics and Finance, 321–56. Boston, MA: Springer US, 1999. http://dx.doi.org/10.1007/978-1-4615-5129-4_15.

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Stiglitz, Joseph E. "Using Tax Policy To Curb Speculative Short-Term Trading." In Regulatory Reform of Stock and Futures Markets, 3–17. Dordrecht: Springer Netherlands, 1989. http://dx.doi.org/10.1007/978-94-009-2193-1_2.

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Ross, Stephen A. "Commentary: Using Tax Policy To Curb Speculative Short-Term Trading." In Regulatory Reform of Stock and Futures Markets, 19–22. Dordrecht: Springer Netherlands, 1989. http://dx.doi.org/10.1007/978-94-009-2193-1_3.

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Ersin, Irfan. "The Possible Threat of Speculative Purpose Investments in Stock Price of the Companies." In Financial Strategies in Competitive Markets, 109–21. Cham: Springer International Publishing, 2021. http://dx.doi.org/10.1007/978-3-030-68612-3_8.

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Conference papers on the topic "Stock market speculation"

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Wang, Mengchen. "Statistical Modeling of Overconfidence and Speculative Bubbles in China's Stock Market." In 2020 9th International Conference on Industrial Technology and Management (ICITM). IEEE, 2020. http://dx.doi.org/10.1109/icitm48982.2020.9080402.

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Dogan, Mustafa, Omer Metin, Elif Tek, Semih Yumusak, and Kasim Oztoprak. "Speculator and Influencer Evaluation in Stock Market by Using Social Media." In 2020 IEEE International Conference on Big Data (Big Data). IEEE, 2020. http://dx.doi.org/10.1109/bigdata50022.2020.9378170.

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Alsedrah, Ibrahim. "Behavioral Finance And Speculative Behavior Of Investors: Evidence From Saudi Stock Market." In IEBMC 2017 – 8th International Economics and Business Management Conference. Cognitive-Crcs, 2018. http://dx.doi.org/10.15405/epsbs.2018.07.02.65.

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Reports on the topic "Stock market speculation"

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Shiller, Robert, Fumiko Kon-Ya, and Yoshiro Tsutsui. Speculative Behavior in the Stock Markets: Evidence from the United States and Japan. Cambridge, MA: National Bureau of Economic Research, February 1991. http://dx.doi.org/10.3386/w3613.

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