Articoli di riviste: "Market performance"

1

Martin, Stephen. "Market Structure and Market Performance". Review of Industrial Organization 40, n. 2 (3 febbraio 2012): 87–108. http://dx.doi.org/10.1007/s11151-012-9338-8.

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Ismunarti, Nurbani Aulia, Bambang Sunarko e Tohir Tohir. "ANALISIS PENILAIAN HARGA WAJAR SAHAM MENGGUNAKAN PENDEKATAN DIVIDEND DISCOUNT MODEL, PRICE EARNING RATIO DAN PRICE TO BOOK VALUE". Performance 23, n. 2 (10 agosto 2017): 47. http://dx.doi.org/10.20884/1.performance.2016.23.2.277.

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The purpose of this research is to determine the intrinsic value of coal mining company stock listed in LQ45 Index during 2010-2014 period used Dividend Discount Model (DDM) Pertumbuhan Berganda, Price Earning Ratio (PER) and Price to Book Value (PBV) approach. Intrinsic value will compared with market stock value, henceforth be one of basic for taking investment decision in capial market. Difference of intrinsic stock value with market stock value is tasted by Paired Sample T-Test. For this research, the sample used is PT. Adaro Energy Tbk (ADRO), PT. Indo Tambangraya Megah Tbk (ITMG) and PT. Bukit Asam Tbk (PTBA).The result of this research showed that the market stock value of the coal mining company listed in LQ45 Index is higher than intrinsic stock value (overvalued) based DDM Pertumbuhan Berganda and PBV approach. While based PER approach, the market stock value of the coal mining company is lower than intrinsic stock value (undervalued). And then, for the result of paired sample t-test showed that based on DDM Pertumbuhan Berganda , PER and PBV approach has a significant difference between intrinsic value with market stock value.

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Wiedemann, Bernd, e Torsten Büssow. "Measuring Market Performance". Controlling 13, n. 4-5 (2001): 211–18. http://dx.doi.org/10.15358/0935-0381-2001-4-5-211.

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AYI, OS, Valentine Igbinedion, AG ABI e Ishaku Irom. "Financial Markets Performance and Market Microstructure in Nigeria". International Journal of Economics and Management Studies 6, n. 11 (25 novembre 2019): 123–33. http://dx.doi.org/10.14445/23939125/ijems-v6i11p115.

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Kesteloot, Katrien. "Market shares and firm performance in oligopolistic markets". European Journal of Political Economy 8, n. 1 (febbraio 1992): 57–75. http://dx.doi.org/10.1016/0176-2680(92)90058-o.

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Mestelman, Stuart, e Douglas Welland. "Price flexibility and market performance in experimental markets". Economic Theory 4, n. 1 (gennaio 1994): 105–29. http://dx.doi.org/10.1007/bf01211120.

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Cosmas, Alex, Robert Love, Swapnil Rajiwade e Marco Linz. "Market clustering and performance of U.S. OD markets". Journal of Air Transport Management 28 (maggio 2013): 20–25. http://dx.doi.org/10.1016/j.jairtraman.2012.12.006.

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Rajendran, Dr T. "PERFORMANCE OF REGULATED MARKETS IN TAMIL NADU". International Journal of Research -GRANTHAALAYAH 8, n. 4 (29 aprile 2020): 89–94. http://dx.doi.org/10.29121/granthaalayah.v8.i4.2020.11.

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Analysis of the structure of Regulated Market has shown that there are 19 Regulated Markets under the control of the Tirunelveli Market Committee which are located in Tirunelveli and Thoothukudi districts. Paddy, Chillies and Cotton are the three notified crops. The perceptions of farmers towards Regulated Markets are Large farmers were ignorant of the existence of Regulated Markets and were susceptible to marketing manipulations. Small size of the holdings necessitates the need for providing services of Regulated Markets to ensure better price for their produce. It is suggested that the growers may be educated regarding the benefits of using the godowns provided by the Market Committee. It is also suggested that the Market Committee may take necessary action for improving the functional efficiency of the Regulated Markets so as to minimize delay in transactions and payments. Farmers feel the disadvantage in the location of market yards, far away from their places of residence. Poor transport facilities between villages and Regulated Markets. The surplus funds of the Market Committee should be utilized for providing loans and advances against the produce of the farmers/traders by which their participation in the Regulated Markets can be improved.

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Herwartz, Helmut, e Annekatrin Niebuhr. "Regional Labor Market Performance in Europe". International Regional Science Review 40, n. 3 (27 luglio 2016): 270–96. http://dx.doi.org/10.1177/0160017615603577.

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The labor market effects of the recent financial and economic crisis are rather heterogeneous across countries and regions. Such differences in labor market performance among industrialized countries are an issue of ongoing research. The objective of this article is to analyze labor market disparities among European regions and to provide evidence on the factors behind these differences. Whereas previous research focused on the effects of national labor market institutions, we also take structural characteristics of regions into account and investigate differences in labor demand responsiveness and their potential determinants. The data set covers the Nomenclature des unités territoriales statistiques 2 regions in the EU15 for the period 1980 to 2008. We employ an error correction model that is combined with spatial residual correlation. Our findings point to substantially distinct wage and output elasticities of employment among European countries and regions. Moreover, the rate of adjustment to disequilibrium is subject to significant variation across units of observation. There is robust evidence that labor market institutions affect the adjustment speed of regional labor markets and the wage elasticity of employment. Moreover, the findings suggest that some characteristics of regional labor markets matter as well. However, corresponding results are less robust compared with the evidence on labor market institutions.

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Lehmann, Hartmut, e Alexander Muravyev. "Labour market institutions and labour market performance". Economics of Transition 20, n. 2 (19 marzo 2012): 235–69. http://dx.doi.org/10.1111/j.1468-0351.2012.00435.x.

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Chellaswamy, Karthigai Prakasam, Natchimuthu N e Muhammadriyaj Faniband. "Stock Market Reforms and Stock Market Performance". International Journal of Financial Research 12, n. 2 (14 gennaio 2021): 202. http://dx.doi.org/10.5430/ijfr.v12n2p202.

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This paper analyses the impact of stock market reforms on the stock market performance in India using regression based event-study method. We consider nine stock market reforms introduced from 1998 to 2018. We find that the impact of stock market reforms on Nifty trading volume and Nifty return is different. This paper documents that the impact of the additional volatility measures, T+3 and T+2 settlement cycles, and margin provisions for intra-day crystallized losses reforms show a positive impact on trading volume post-reform. In contrast, internet trading, prohibition of fraudulent and unfair trade practices, delisting of equity shares, substantial acquisition of shares and takeovers listing obligations and disclosure requirements reforms decrease the trading volume post-reform. Our results of Nifty return reveal that the additional volatility measures, the T+2 settlement cycle, the prohibition of fraudulent and unfair trade practices, substantial acquisition of shares and takeovers, listing obligations and disclosure requirements have a significant and positive impact on return post-reform. It is evident that the impact of all nine stock market reforms is insignificant on Nifty return.

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Choi, Hyung-Suk. "The effect of longevity risks on the performance of stock market". Investment Management and Financial Innovations 14, n. 1 (27 aprile 2017): 173–80. http://dx.doi.org/10.21511/imfi.14(1-1).2017.03.

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In this study the author examines the effect of the speed of population aging on the financial markets in 11 OECD (The Organisation for Economic Co-operation and Development) countries after controlling the proportion of labor population, the growth rate of real GDP (Gross Domestic Product), the rate of increasing productivity, inflation rate, and the rate of increasing scale of pension market. The author finds that the performance of stock market is affected by complex factors including increasing of average life expectancy, the growth rate of real GDP, the rate of increasing productivity, the inflation rate, the earning rate of stock market and the rate of increasing scale of pension market. Especially, the proportion of economically active people is the most significant factor to explain the stock market performance. Considering the decreasing proportion of economically active people in aging societies, the decrease of productivity and eventually the decrease of earnings from financial markets would be expected.

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Wong, Alvin Y. T., Gordon Y. N. Tang e Kam C. Chan. "The Determinants of Performance in Alternative Markets for Small and Medium Enterprises: International Evidence". Review of Pacific Basin Financial Markets and Policies 16, n. 02 (20 maggio 2013): 1350009. http://dx.doi.org/10.1142/s0219091513500094.

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Several stock exchanges have launched alternative markets to target small and medium enterprises. In this research, we examine the determinants of the operating and stock return performance of alternative markets. Our results suggest that turnover and stock returns of alternative markets affect each other. Hence, it is imperative to examine the performances of alternative markets in a simultaneous equation system to mitigate the causality among performance variables. In addition, a good anti-director rights environment and a noncommon law origin country contribute to a higher turnover and additional new listings in an alternative market. A common law origin country, all else the same, contributes to higher alternative market stock returns. A high index of economic freedom negatively correlates with the turnover of an alternative market. The accounting standard and the governance structure of an exchange are not related to the operating and stock return performance in alternative markets. This research contributes to stock market development by focusing on alternative markets.

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Egyir, Irene S., Ramatu M. Al-Hassan e James K. Abakah. "The Effect of ICT-Based Market Information Services on the Performance of Agricultural Markets". International Journal of ICT Research and Development in Africa 2, n. 2 (luglio 2011): 1–13. http://dx.doi.org/10.4018/jictrda.2011070101.

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This study is concerned with how markets of agricultural commodities have responded to the improved ICT-based market information services in Ghana since 2005. The data employed are monthly prices wholesale from 2001-2010, covering four markets in the Northern and Greater Accra regions. The data was used to estimate a threshold autoregressive model to measure the level of spatial price integration between the four markets, and focusing on maize. In addition, data on market structure and conduct was collected from 486 marketers to explain performance indicators. The study finds that, the speed of price transmission in maize markets increased by 6 percent after 2005, however there has not been marked reduction in transactions costs. Despite increased use of the mobile phone, market-based exchanges still rely heavily on visual inspection. The implication is that more should be done to improve transport infrastructure and to ensure enforcement of standardization rules.

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Cappa, Francesco, Raffaele Oriani e Michele Pinelli. "Crowdsourcing and market performance". Academy of Management Proceedings 2016, n. 1 (gennaio 2016): 14078. http://dx.doi.org/10.5465/ambpp.2016.14078abstract.

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16

Connor, Tom. "Market orientation and performance". Strategic Management Journal 28, n. 9 (2007): 957–59. http://dx.doi.org/10.1002/smj.618.

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Green, Henry, e Kathryn Whinney. "Currency Market Trading Performance". Journal of Alternative Investments 4, n. 4 (31 marzo 2002): 44–56. http://dx.doi.org/10.3905/jai.2002.319031.

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Rosenau, Pauline Vaillancourt. "Market Structure and Performance". Journal of Health & Social Policy 13, n. 1 (aprile 2001): 41–72. http://dx.doi.org/10.1300/j045v13n01_03.

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19

Alexander, Donald L. "Diversification and market performance". Review of Industrial Organization 3, n. 1 (marzo 1986): 44–64. http://dx.doi.org/10.1007/bf02261556.

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Gruber-Muecke, Tina, e Katharina Maria Hofer. "Market orientation, entrepreneurial orientation and performance in emerging markets". International Journal of Emerging Markets 10, n. 3 (20 luglio 2015): 560–71. http://dx.doi.org/10.1108/ijoem-05-2013-0076.

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Purpose – The purpose of this paper is to examine how market-oriented and entrepreneurial-oriented behaviour drives firm performance in an emerging markets context. Design/methodology/approach – Using data from 170 Austrian exporters to Central and Eastern Europe, the authors test a conceptual model including market-oriented and entrepreneurial-oriented practices as predictors of performance. Findings – Results indicate that both market-orientated and entrepreneurial-oriented strategies have positive performance effects in emerging markets. Research limitations/implications – A limitation is that firms were not examined longitudinally, as this is a cross-sectional study. Future research may include longitudinal studies or focus on other markets/regions. Practical implications – Firms are encouraged to adopt a market-oriented and entrepreneurial-oriented strategy to achieve better results in international, emerging market operations. Originality/value – The authors add to the emerging economy research literature by studying the relevance of market orientation and entrepreneurial orientation in determining firm performance in emerging markets. Furthermore, this study supports the generalizability of findings from an advanced to an emerging economies research setting.

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Cavazos, David E., Karen D. W. Patterson e Mathew A. Rutherford. "Political market performance and corporate political activity". International Journal of Law and Management 60, n. 3 (14 maggio 2018): 854–68. http://dx.doi.org/10.1108/ijlma-03-2017-0031.

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Purpose This study aims to examine conditions in which firm political market performance is associated with firm efforts to influence regulatory outcomes. Applying measures of political market performance based on firm performance in government enforcement actions and a firm’s ability to obtain favorable political outcomes, the authors make the case that political market performance is a key part of competitive political markets, which is associated with particular types of firm efforts to influence policy. Design/methodology/approach Longitudinal examination of nine automobile manufacturers during National Highway Traffic and Safety Administration crash tests reveals that firm performance in government enforcement activities is associated with greater efforts to cooperate with political suppliers, while declining firm performance in efforts to influence political outcomes is associated with increased firm opposition to political supplier actions. Findings Firm performance in government enforcement activities is associated with greater efforts to cooperate with political suppliers, while declining firm performance in efforts to influence political outcomes is associated with increased firm opposition to political supplier actions. Research limitations/implications Performance in regulatory enforcement results in increased firm actions to engage regulators in the policy-making process, while performance in obtaining desired policy outcomes is associated with a greater focus on opposition to proposed standards. These results suggest that political demanders can take deliberate actions to either engage or oppose supplier actions based on political market performance. Originality/value The primary contribution of this research is to begin to examine the implications of performance dynamics within political markets. Adding the construct of political market performance to the political markets framework reveals that variations in political market performance can be associated with specific types of corporate political activity.

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REDDY, Dr K. NIRMAL KUMAR. "Analysis of Financial Performance Using Market Value Added Approach". Paripex - Indian Journal Of Research 3, n. 1 (15 gennaio 2012): 141–46. http://dx.doi.org/10.15373/22501991/jan2014/73.

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Huang, Ying Sophie, Mengyu Li e Carl R. Chen. "Financial market development, market transparency, and IPO performance". Pacific-Basin Finance Journal 55 (giugno 2019): 63–81. http://dx.doi.org/10.1016/j.pacfin.2019.03.007.

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Morgan, Robert E., e Christopher R. Turnell. "Market-based Organizational Learning and Market Performance Gains". British Journal of Management 14, n. 3 (settembre 2003): 255–74. http://dx.doi.org/10.1111/1467-8551.00378.

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Perry, Monica L., e Alan T. Shao. "Market orientation and incumbent performance in dynamic market". European Journal of Marketing 36, n. 9/10 (ottobre 2002): 1140–53. http://dx.doi.org/10.1108/03090560210437370.

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FINAN, TIMOTHY J. "market relationships and market performance in Northeast Brazil". American Ethnologist 15, n. 4 (novembre 1988): 694–709. http://dx.doi.org/10.1525/ae.1988.15.4.02a00060.

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Hackl, Franz, Michael E. Kummer, Rudolf Winter-Ebmer e Christine Zulehner. "Market structure and market performance in E-commerce". European Economic Review 68 (maggio 2014): 199–218. http://dx.doi.org/10.1016/j.euroecorev.2014.03.007.

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Ortobelli Lozza, Sergio, Filomena Petronio e Sebastiano Vitali. "Price and market risk reduction for bond portfolio selection in BRICS markets". Investment Management and Financial Innovations 15, n. 1 (20 febbraio 2018): 120–31. http://dx.doi.org/10.21511/imfi.15(1).2018.11.

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This paper focuses on classical portfolio strategies applied to five countries, which are Brazil, Russia, India, China and South Africa. These five countries form the so-called BRICS group. In particular, the authors investigate their corporate and sovereign bond market and evaluate whether these markets can represent a profitable investment for non-satiable and risk-averse investors. Two-step optimization is proposed to control price risk and market risk. For price risk management, classical immunization strategies and are obtained funds of bond are obtained that share the same risk measure. For market risk control, the previously found funds are used and a performance measure optimization commonly used in stock markets is applied to define the best portfolio of funds. Therefore, the resulting optimal portfolio controls the price risk and jointly maximizes a desired performance measure that includes the market risk. Finally, the authors propose an empirical analysis to evaluate the profitability of the suggested two-step optimization for the five BRICS countries and compare the ex-post sample paths of the obtained portfolios for testing the stochastic dominance relations.

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Niederle, Muriel, e Alvin E. Roth. "Market Culture: How Rules Governing Exploding Offers Affect Market Performance". American Economic Journal: Microeconomics 1, n. 2 (1 luglio 2009): 199–219. http://dx.doi.org/10.1257/mic.1.2.199.

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Many markets encounter difficulty maintaining a thick marketplace because they experience transactions made at dispersed times. To address such problems, many markets try to establish norms concerning when offers can be made, accepted, and rejected. Examining such markets suggests it is difficult to establish a thick market at an efficient time if firms can make exploding offers, and workers cannot renege on early commitments. Laboratory experiments allow us to isolate the effects of exploding offers and binding acceptances. In a simple experiment, we find inefficient early contracting when firms can make exploding offers and applicants' acceptances are binding. (JEL C91, D40, D81)

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McKee, Daryl O., P. Rajan Varadarajan e William M. Pride. "Strategic Adaptability and Firm Performance: A Market-Contingent Perspective". Journal of Marketing 53, n. 3 (luglio 1989): 21–35. http://dx.doi.org/10.1177/002224298905300305.

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The authors test the proposition that the effectiveness of a particular strategic orientation—reactor, defender, analyzer, and prospector—is contingent upon the dynamics of the market. In mildly volatile markets, analyzer organizations are found to outperform other organization strategy types. However, in more volatile markets, the strategy-performance alignment is less clearly determined by the market environment.

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Apau, Richard, Paul-Francois Muzindutsi e Peter Moores-Pitt. "Mutual fund flow-performance dynamics under different market conditions in South Africa". Investment Management and Financial Innovations 18, n. 1 (15 marzo 2021): 236–49. http://dx.doi.org/10.21511/imfi.18(1).2021.20.

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Questions regarding the specific factors that drive continuous cash allocations by investors into portfolios of actively managed funds, despite consistent underperformance, continue to remain an inexhaustive aspect of the literature that calls for further investigations. This study assesses the dynamic relationship between fund flow and performance of equity mutual funds in South Africa under different market conditions. The study employs a GMM technique to analyze the panel data of 52 South African equity mutual funds from 2006 to 2019. The analysis found that convexity is prevalent in the flow-performance relationship, where fund contributors in subsequent periods allocate recent underperforming and outperforming funds disproportionate cash. This finding is evident in the lack of significance in the past performance effects on subsequent fund flows. The study found that lagged fund flows, fund size, fund risk, and market risk drive subsequent fund flows under changing conditions of the general market and fund markets. Overall, it is posited that fund contributors and asset administrators adapt to prevailing market dynamics relative to trading decisions. As a result, this affirms the normative guidelines of the Adaptive Markets Hypothesis, leading to the conclusion that exogenous factors drive fluctuations in fund flows in South Africa.

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Feng, Jinyu, e Wenzhao Wang. "Fund performance-flow relationship and the role of institutional reform". Investment Management and Financial Innovations 15, n. 1 (23 marzo 2018): 311–27. http://dx.doi.org/10.21511/imfi.15(1).2018.26.

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Extant literature shows the positive impact of institutional development on investor rationality and market efficiency. The authors extend this evidence by investigating the performance-flow relationship in the Chinese mutual fund market before and after the enforcement of the revised Law of the People’s Republic of China on Securities Investment Fund. Empirical evidence reveals that Chinese investors irrationally chase past star performers before institutional reform, but gradually become rational and less obsessed with star-chasing behaviors after reform. Moving one percentile upward in the relative performance among the star funds is associated with money inflows by 0.532% after reform, much lower than 1.433% before reform. The findings confirm the positive influence of institutional development on investor rationality and market efficiency. The successful experience can be borrowed by other emerging markets with less developed institutions.

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Jahur, Mohammad Saleh, S. M. Nasrul Quadir e Mohammad Aktaruzzaman Khan. "DETERMINANTS OF STOCK MARKET PERFORMANCE IN BANGLADESH". Indonesian Management and Accounting Research 13, n. 1 (2 gennaio 2014): 16. http://dx.doi.org/10.25105/imar.v13i1.1161.

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<p>Stock market influences economic activity through the creation of liquidity of capital investment. Liquid stock markets make investment less risky and more investment. Stock market in Bangladesh is characterized by frequent changes in regulations, low market sizes-market capital & turnover, lowest number of financial products, low contribution to national exchequer, influx of large number investors without relevant knowledge, and expertise. Besides, Bangladesh stock market experienced different problems-regulatory failure, unethical and ill objective oriented behavior of market participants, lack of due diligence, and manipulation. So, market cannot perform well. In view of this, the present study has been undertaken aiming at identifying determinants of stock market in Bangladesh. The study has collected data from the secondary sources and analyzed the data collected by applying some descriptive measures, and linear regression model. The study has found that the stock market of the country is characterized by different features such as low size, low liquidity, low depth, acute fund crisis and so on. The study has also found from linear regression analysis that all macro-economic variables such as CPI, Interest Rate, IR, and ER have significant impact on the stock market performance. Finally, the paper concludes with some pragmatic policy measures such as sound macroeconomic policy for monitoring interest rate and exchange rate movement.</p><p>Keywords : Stock Market, Liquidity, Performance, Macro-economy, and investment</p>

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AlAli, Musaed S. "Risk Velocity and Financial Markets Performance: Measuring the Early Effect of COVID-19 Pandemic on Major Stock Markets Performance". International Journal of Economics and Financial Research, n. 64 (25 aprile 2020): 76–81. http://dx.doi.org/10.32861/ijefr.64.76.81.

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Capital is coward, money tend to flee the markets during crises periods. In just few days after declaring Coronavirus as a pandemic by the World Health Organization (WHO), major stock markets lost more than 15% of their market capitalization. This study aims to examine the velocity of Coronavirus pandemic effect on major stock markets during the early stages of the pandemic. The study also examines whether or not there was any difference before and after the first confirmed Coronavirus case reported. Using the data on eleven major stock markets, results from this study shows that, out of the eleven markets under study, six markets showed no difference in mean return 30 trading days before and after reporting the first Coronavirus case in these countries. The results also showed that WHO announcement had a more impact on the stock markets performance than the announcements of local health authorities’ announcements. One interesting finding in this research is that there was an inverse relation between the distance of the stock market from Wuhan and the financial performance of that market.

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Slamka, Christian, Bernd Skiera e Martin Spann. "Prediction Market Performance and Market Liquidity: A Comparison of Automated Market Makers". IEEE Transactions on Engineering Management 60, n. 1 (febbraio 2013): 169–85. http://dx.doi.org/10.1109/tem.2012.2191618.

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Ngek Neneh, Brownhilder. "Market orientation and performance: the contingency role of external environment". Environmental Economics 7, n. 2 (3 giugno 2016): 130–37. http://dx.doi.org/10.21511/ee.07(2).2016.14.

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In today’s business environment characterized by intense competition from globalization and incessantly changing customer needs, market orientation (MO) has been presented as a valuable approach for firms to safeguard themselves against market fluctuations and maintain continuous superior performance. Even though existing literature suggest that MO is a vital driver of business performance, some studies have failed to find its benefits. This is possibly because the MO-performance relationship is has been argued to be context specific and contingent to the business environment. This study thus had as objective to investigate the impact of MO on SME performance, as well as the moderating effects of the external environment on the MO- performance nexus. Using data from South Africa, this study showed that two of the three dimensions of MO (i.e. customer orientation, competitor focus) are significant drivers of business performance and that the MO-performance nexus is moderated by the external environmental factors. Specifically the MO-performance relationship is positively moderated by market turbulence and negative moderated by technological turbulence and competitive intensity. The study culminates with theoretical and practical implications that can be valuable for scholars and businesses operating in South Africa

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Fenyves, Veronika, e Tibor Tarnóczi. "Data envelopment analysis for measuring performance in a competitive market". Problems and Perspectives in Management 18, n. 1 (31 marzo 2020): 315–25. http://dx.doi.org/10.21511/ppm.18(1).2020.27.

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In today’s increasingly competitive markets, it is essential to be able to determine the position of a company as opposed to its competitors. Today the traditional financial ratios are most widely used to measure corporate performance, but more and more authors begin to criticize their use. It is difficult to use financial ratios as a complex measurement tool. It is crucial to use an appropriate method or tool to measure corporate performance, which can measure the company’s performance in a complex way represented by one indicator. In this study, the Data Envelopment Analysis (DEA) method is used, which is one of the potential tools available. Several researchers have used the DEA method to measure corporate performance. Many authors consider DEA as a useful tool for measuring corporate performance, while others criticize it. The authors analyze the performance of retail food companies in Hungary’s Northern Great Plain region. The companies analyzed were chosen from the region investigated, and they have “food retail grocery store” as their main activity, and they had six cleared annual reports in the period 2012–2017. There was a total of 887 companies in the region examined, and 563 (63.5%) met the conditions. The analysis was made using the time-series data of companies for 2012–2017 based on their financial reports, and the authors dealt with various possibilities for extending DEA, which can support its more accurate use. Based on evaluating the retail food companies’ performance in the Northern Great Plain region, one can state that the efficiency of companies shows a very mixed picture over the years examined. The study suggests solutions to the indicated problem. The findings indicate that the application of extended DEA methods gives better results; that is, one can get better estimates of the efficiency of companies.

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Chaudhary, Rashmi, Priti Bakhshi e Hemendra Gupta. "The performance of the Indian stock market during COVID-19". Investment Management and Financial Innovations 17, n. 3 (16 settembre 2020): 133–47. http://dx.doi.org/10.21511/imfi.17(3).2020.11.

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The current empirical study attempts to analyze the impact of COVID-19 on the performance of the Indian stock market concerning two composite indices (BSE 500 and BSE Sensex) and eight sectoral indices of Bombay Stock Exchange (BSE) (Auto, Bankex, Consumer Durables, Capital Goods, Fast Moving Consumer Goods, Health Care, Information Technology, and Realty) of India, and compare the composite indices of India with three global indexes S&amp;P 500, Nikkei 225, and FTSE 100. The daily data from January 2019 to May 2020 have been considered in this study. GLS regression has been applied to assess the impact of COVID-19 on the multiple measures of volatility, namely standard deviation, skewness, and kurtosis of all indices. All indices’ key findings show lower mean daily return than specific, negative returns in the crisis period compared to the pre-crisis period. The standard deviation of all the indices has gone up, the skewness has become negative, and the kurtosis values are exceptionally large. The relation between indices has increased during the crisis period. The Indian stock market depicts roughly the same standard deviation as the global markets but has higher negative skewness and higher positive kurtosis of returns, making the market seem more volatile.

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Johara, Fatema, Sofri Bin Yahya e Shehnaz Tehseen. "Employee Retention, Market Orientation, and Organizational Performance – An Empirical Study". International Academic Journal of Business Management 06, n. 01 (14 giugno 2019): 314–25. http://dx.doi.org/10.9756/iajbm/v6i1/1910032.

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40

Qureshi, Fiza, Izlin Ismail e Sok Gee Chan. "Mutual funds and market performance: New evidence from ASEAN markets". Investment Analysts Journal 46, n. 1 (14 dicembre 2016): 61–79. http://dx.doi.org/10.1080/10293523.2016.1253137.

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Tori, C. "Federal Open Market Committee meetings and stock market performance". Financial Services Review 10, n. 1-4 (2001): 163–71. http://dx.doi.org/10.1016/s1057-0810(01)00087-7.

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Jaloudi, Mutasem. "Market Structure, Efficiency, and Performance of Jordan Insurance Market". International Journal of Business and Economics Research 8, n. 1 (2019): 6. http://dx.doi.org/10.11648/j.ijber.20190801.12.

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Rose, Peter S. "Interstate Banking: Performance, Market Share, and Market Concentration Issues". Antitrust Bulletin 37, n. 3 (settembre 1992): 601–30. http://dx.doi.org/10.1177/0003603x9203700303.

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Braegelmann, Kylie A., e Nacasius U. Ujah. "Gender matters: market perception of future performance". Managerial Finance 46, n. 10 (10 giugno 2020): 1247–62. http://dx.doi.org/10.1108/mf-02-2019-0055.

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Abstract (sommario):

PurposeThis paper aims to revisit the extant evidence on gender bias in the market. Specifically, it revisits reaction to CEO announcements. Also, it explores whether the development of the bias over time and by firm size aligns with existing theory.Design/methodology/approachThe paper examines cumulative abnormal returns around CEO announcements from 1992 through 2016 using a modified event study methodology. This evidence shown examines market reactions over time and by firm size.FindingsFinancial markets react more favorably to male CEO announcements, with a cumulative abnormal return of 49 basis points above the reaction to their female counterparts. Moreover, the paper finds that market reaction varies over time, which may be because of the increasing proportion of female CEOs, and by firm size, which may be due to the differences in new information available to investors.Research limitations/implicationsLimitations include sample size due to the paucity of female CEO announcements. This paper does not examine the effect of industry, detailed CEO characteristics or announcement content on market reaction. In addition, using an extended event window may increase the likelihood of capturing confounding events, such as mergers or earnings announcements, which limits the interpretability of the results.Practical implicationsGender bias in financial markets creates another institutional barrier for the advancement of female professionals, as well as implies inefficient capital allocation in markets.Originality/valueThe literature in this field is still inconclusive. Furthermore, bias development over time and the effect of information on bias remain unexplored. This study aims to fill that gap; furthermore, it introduces an extended event-window approach.

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Kiymaz, Halil, e Koray D. Simsek. "The performance of US-based emerging market mutual funds". Journal of Capital Markets Studies 1, n. 1 (13 ottobre 2017): 58–73. http://dx.doi.org/10.1108/jcms-10-2017-003.

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Purpose The purpose of this paper is to examine the performance of US mutual funds that invest primarily in emerging market equities and bonds. Design/methodology/approach The study adopts the Morningstar classification of mutual funds and uses the Lipper US Mutual Fund Database through FactSet to obtain monthly returns and various metrics for emerging market equity and bond mutual funds covering the period from January 2000 to May 2017. Several descriptive statistics for these funds are reported as well as various risk-adjusted performance measures. Alphas are computed for different sub-periods using different factor models to mitigate potential biases. Findings The results show that diversified emerging market funds generate some significant alphas for their investors during the study period. Emerging market bond funds, on the other hand, do not provide any significant positive alphas; mostly alphas are negative. An analysis of sub-period performance suggests that these funds do not consistently provide excess returns, showing great variations from one period to another. Originality/value The emerging market funds provide US investors with an alternative source of exposure for their portfolios. Emerging markets differ from developed markets on a wide range of market and economic characteristics, including size, liquidity, and regulation. This study contributes to the scarce literature on these types of funds and provides a comprehensive performance assessment against various benchmarks during a period that encompasses significant bear and bull markets across the world.

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Odutola Omokehinde, Joshua. "Mutual funds behavior and risk-adjusted performance in Nigeria". Investment Management and Financial Innovations 18, n. 3 (9 settembre 2021): 277–94. http://dx.doi.org/10.21511/imfi.18(3).2021.24.

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The paper investigates the behavior of mutual funds and their risk-adjusted performance in the financial markets of Nigeria between April 2016 and May 31, 2019, using descriptive statistics, as well as CAPM, Jensen’s alpha, and other risk-adjusted portfolio performance measures such as Sharpe and Treynor ratios, as well as Fama decomposition of return. The descriptive tests revealed that 80.77% of the funds were superior to market returns, while 13.46% were riskier. The market and the fund returns behaved abnormally with asymptotic and leptokurtic characteristics as their skewness and kurtosis varied from the normal requirements. Diagnostically, the normality test by Jacque-Berra showed that the return was not normally distributed at a 1% significance level. The market was more aggressive relative to the funds. The average risk-free rate was 6.75% above the market’s return. The risk-adjusted portfolio returns measured by Sharpe and Treynor ratios showed that 67.31% of the funds underperformed the market compared to 40.38% that outperformed the market using Jensen’s alpha. Fama decomposition of return revealed that the fund managers are risk-averse with 48% superior selection ability and rationally invested over 85% of investors’ funds in schemes with fixed income securities at a given risk-free return that cushioned the negative effects of the systematic and idiosyncratic risks and consequently threw the total returns into positive territories. Overall, the fund managers possessed 52% of inferior selection abilities that only earned 33% of superior risk-adjusted returns and hence, failed to achieve the desired diversification in the relevant period.

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Gjerstad, Steven D., David Porter, Vernon L. Smith e Abel Winn. "Retrading, production, and asset market performance". Proceedings of the National Academy of Sciences 112, n. 47 (9 novembre 2015): 14557–62. http://dx.doi.org/10.1073/pnas.1517038112.

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Prior studies have shown that traders quickly converge to the price–quantity equilibrium in markets for goods that are immediately consumed, but they produce speculative price bubbles in resalable asset markets. We present a stock-flow model of durable assets in which the existing stock of assets is subject to depreciation and producers may produce additional units of the asset. In our laboratory experiments inexperienced consumers who can resell their units disregard the consumption value of the assets and compete vigorously with producers, depressing prices and production. Consumers who have first participated in experiments without resale learn to heed their consumption values and, when they are given the option to resell, trade at equilibrium prices. Reproducibility is therefore the most natural and most effective treatment for suppression of bubbles in asset market experiments.

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Grether, David M. "Individual Behavior and Market Performance". American Journal of Agricultural Economics 76, n. 5 (dicembre 1994): 1079–83. http://dx.doi.org/10.2307/1243395.

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Turebekova, Bazhan. "PERFORMANCE OF KAZAKHSTAN’S AGRIFOOD MARKET". Acta Scientiarum Polonorum. Oeconomia 16, n. 2 (30 giugno 2017): 127–34. http://dx.doi.org/10.22630/aspe.2017.16.2.25.

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This paper focuses on foodmarket performance and analysis of Kazakhstan experiences with developing agriculture. In the paper the theoretic aspects of industry market performance, background of agriculture with emphasis on agrifood market is given. Examples from Kazakhstan’s experiences with development of the agrifood sector, and data from Kazakhstan Committee on Statistics are used. The result of analysis indicate that Kazakhstan has to develop the non-primary sector of the food supply chain in order to make it more competitive in global competition. Steps in this direction have already been taken by the agricultural policy of Kazakhstan. However, it is recommended that various issues must be addressed by the government, including the improvement of product quality and the creation of national brands, infrastructure development, creation of conditions for improving the technical support of agricultural production. Agriculture as the main activity of the rural population needs support. In this case indicators of agrifood market performance should be assessed.

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Rakhal, Ramjee. "Determinants of Stock Market Performance". NCC Journal 3, n. 1 (14 giugno 2018): 134–42. http://dx.doi.org/10.3126/nccj.v3i1.20255.

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This paper investigates the effect of selected macroeconomic factors viz. remittances, money supply, exchange rate, and interest rate on stock market performance based on literatures available in international and Nepalese context. The major objective of this paper is to find out the new area of research in Nepalese perspective with the help of literature review. The study demonstrates that remittance and money supplypositively affect the stock market whereas interest rate and exchange rate negatively affect the stock market performance. However, there is lack of consensus on the effect of each macroeconomic variables on stock market performance as it has number of literatures available which are similar as well as opposite to these findings. Thus, similar study can be extended employing different methodology with this combination of variables in Nepalese context that may better describe and analyze the performance of Nepalese stock market and helps to reduce the confusion among the literatures.NCC JournalVol. 3, No. 1, 2018, page: 134-142

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