Bibliografie tematiche / Stock and stockholders

Letteratura scientifica selezionata sul tema "Stock and stockholders"

Autore: Grafiati
Pubblicato: 25 luglio 2024
Ultima modifica: 31 luglio 2024

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Articoli di riviste sul tema "Stock and stockholders"

1

Hyland, David C., e Lance Nail. "Intersecurity wealth redistribution in conglomerate mergers: A re-examination over three decades". Corporate Ownership and Control 3, n. 3 (2006): 178–89. http://dx.doi.org/10.22495/cocv3i3c1p2.

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In this paper we re-examine the predicted wealth effects for the stockholders and bondholders involved in conglomerate mergers. Seminal studies in finance offer several hypotheses about the valuation consequences of corporate diversification and firm performance. Recent empirical studies document the negative relationship between corporate diversification and firm performance. We evaluate the predictive accuracy of these earlier theories given these more recent empirical results. Our results indicate that the wealth predictions of neither the wealth creation theory of Lewellen (1971) nor the wealth redistribution theories of Higgins and Schall (1975) or Galai and Masulis (1976) hold for bondholders and stockholders in whole. Bondholder wealth changes are virtually independent of stockholder wealth changes in conglomerate mergers in the 1970s and 1980s. However, a significantly negative relationship exists between stockholder and bondholder wealth changes in conglomerate mergers occurring in the 1990s. Conglomerate mergers did not result in significant stock or bond wealth creation in any of the three decades studied. Over the last decade, capital markets have penalized the stockholders in conglomerate mergers with significant wealth losses. Bondholder wealth changes are insignificantly positive, resulting in significant net wealth losses for conglomerate mergers in the 1990s.
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2

Suherli, Michell, e Sofyan S. Harahap. "STUDI EMPIRIS TERHADAP FAKTOR PENENTU KEBIJAKAN JUMLAH DIVIDEN". Media Riset Akuntansi, Auditing dan Informasi 4, n. 3 (19 dicembre 2007): 223. http://dx.doi.org/10.25105/mraai.v4i3.1806.

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<p class="Style2">This research examines variables which are predicted influencing dividend amount distribution. In general, investor have primarily objective is to increase their wealth by return as dividend or capital gain. On the other hand, the company expects continous growth and its going concern, also increase its stockholder's wealth. Fac-tors that predicted influencing dividend distribution amount in this research are fo-cused on 7 factors: liquidity, firm size, capital structure, company's growth, stock price, number of stockholders, and family leadership in Board of Director. This re-search examine financial statement of 85 companies are listed at Jakarta Stock Exchange for period ended December 31, 1998 until December 31, 2001.</p><p class="Style2">This result concluded that liquidity and firm size significant influence to divi-dend distribution amount policy, while the other factors: capital structure, company's growth, stock price, number, of stockholder, and family leadership in Board of Direc-tor do not.</p><p class="Style1"><strong><em>Keywords: Dividend, Cash, Firm Size, Capital Structure, Growth, Stock Price, </em></strong><strong><em>Investment</em></strong></p>
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3

Nkuah, Evans Fayol, e Hadrat Yusif. "Investigating the Effect of Dividend Policy on the Wealth of Stockholders of Listed Companies on the Ghana Stock Exchange". International Journal of Economics and Finance 8, n. 7 (23 giugno 2016): 47. http://dx.doi.org/10.5539/ijef.v8n7p47.

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This paper has examined the impact of dividend policy on the wealth of stockholders of selected registered companies on the Ghana Stock Exchange (GSE). Secondary data were collected on 25 listed firms using annual reports from 2005 to 2011. The dependent variable was wealth of stockholders proxied by market price per stock. The explanatory variables included dividend per stock (DPS), retained earning per stock (REPS), financial leverage (FLEV), and price earning ratio (PER). Fixed-effect model was fitted to the data. The regression results showed that dividend payment, retained earning, and price earning ratio have significant positive impact on the stock market price. It was also found that the impact of dividend is more pronounced than that of retained earning in the context of companies registered on the Ghana Stock Exchange. It is therefore recommended that optimal trade-off between dividend payment and retained earning be established by corporate management to maximise the wealth of stockholders.<br /><p> </p>
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Bouzouita, Raja, e Arthur Young. "Recent Evidence on Insurance Stock Interest Rate Sensitivity". Journal of Finance Issues 8, n. 1 (30 giugno 2010): 11–18. http://dx.doi.org/10.58886/jfi.v8i1.2364.

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A number of researchers analyzed the relationship between stock returns and interest rate risk for financial institutions with mixed results. The assets and liabilities holdings of insurance companies are regulated to reduce interest rate risk to policyholders, but not stockholders. Given the recent increase in the number of stock companies and the recent volatility in financial stocks, this paper reexamines the direction and characteristics of the relationship between interest rate risk and stock returns with more recent evidence. Our results have important policy implications for stock investors in insurance companies.
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ZHOU, TAO, PEI-LING ZHOU, BING-HONG WANG, ZI-NAN TANG e JUN LIU. "MODELING STOCK MARKET BASED ON GENETIC CELLULAR AUTOMATA". International Journal of Modern Physics B 18, n. 17n19 (30 luglio 2004): 2697–702. http://dx.doi.org/10.1142/s0217979204025932.

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An artificial stock market is established with the modeling method and ideas of cellular automata. Cells are used to represent stockholders, who have the capability of self-teaching and are affected by the investing history of the neighboring ones. The neighborhood relationship among the stockholders is the expanded Von Neumann relationship, and the interaction among them is realized through selection operator and crossover operator. Experiment shows that the large events are frequent in the fluctuations of the stock price generated by the artificial stock market when compared with a normal process and the price returns distribution is a Lévy distribution in the central part followed by an approximately exponential truncation.
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Babar, Samreen Fahim, Syeda Faizaq Urooj e Khalid Usman. "Does Herding Exist? Evidence from Pakistan’s Stock Exchange". Global Economics Review I, n. I (30 dicembre 2016): 13–23. http://dx.doi.org/10.31703/ger.2016(i-i).02.

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Herding transpires when an investor imitates the decision of other stockholders or shadow market consensus (Rizzi, 2008). The Chartered Financial Analyst Institute affirms “Herding Behavior Bias” as the principal presumption influencing the investor’s decision. (Kunte, S.2015). Herding behavior contradicts the validity of an Efficient Market Hypothesis (Famma and Franch, 1970). The investigation of herd behavior in the Pakistan stock market is indispensable as the inconsistent behavior of stockholders stems from the inefficient assets pricing and resource misallocation. The study’s result affirms the existence of herd behavior in the stock exchange of Pakistan and contradicts rational assets pricing model and stock price efficiency theory.
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Rathinasamy, R. S. "Stock repurchases by real estate investment trusts (REITS), stockholder returns and underperformance, free cash flow and capital restructuring motives". Corporate Ownership and Control 5, n. 1 (2007): 214–18. http://dx.doi.org/10.22495/cocv5i1c1p5.

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Returns accruing to the stockholders of 149 Real Estate Investment Trusts (REITs) following the announcement of stock repurchases covering a five-year period from 1998 to 2002 are analyzed. Standard market model (Brown and Warner, 1985) was used to compute the excess returns. Results show that stockholders earn significant average abnormal returns (AARs) and cumulative average returns (CARs) following stock buy-backs. Further, evidence is uncovered providing support for various motives for REITs buyback, namely excess free cash flow, under-performance and capital restructuring motives.
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Babenko, Ilona, Yuri Tserlukevich e Pengcheng Wan. "Is Market Timing Good for Shareholders?" Management Science 66, n. 8 (agosto 2020): 3542–60. http://dx.doi.org/10.1287/mnsc.2019.3359.

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Corporations often transact in their own mispriced stock. This activity, known as equity market timing, can generate substantial profits and increase the long-term stock price. We challenge a closely related popular view that market timing always benefits firm shareholders. Opportunistic financing maneuvers by a firm can negatively affect its uninformed stock owners because of adverse selection and the change in the firm’s short-term price, whereas the long-term returns do not accumulate to departing stockholders. The negative effect of market timing on stockholders increases with the share turnover. Furthermore, the effect of timing is asymmetric: shareholders prefer that the firm corrects underpricing rather than overpricing. Our theory can be used to better interpret the observed stock issuance and repurchase activities of firms. This paper was accepted by Gustavo Manso, finance.
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Zhang, Xiaoyong, e Li Zhang. "Forecasting Method of Stock Market Volatility Based on Multidimensional Data Fusion". Wireless Communications and Mobile Computing 2022 (25 aprile 2022): 1–14. http://dx.doi.org/10.1155/2022/6344064.

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The volatility of the stock market is related to the vital interests of stockholders and is essential for maintaining a stable financial environment. Through the analysis of data changes, excellent professional traders can extract information about the direction of stock changes, whether it is worth investing, and long-term or short-term trading. This article aims to study the forecasting methods of stock market volatility, by integrating multiparty data, in-depth analysis of the direction of data changes, predicting the price changes of the stock market, and better guiding stockholders’ investment. This paper proposes a multisource data fusion method to analyze the stock market price changes and find the best risk prediction method. The experimental results in this paper show that multisource data fusion can better help the stock market predict stock changes and reduce financial investment risks by 20%. Comparing the obtained prediction results with the real data, the MSE predicted by the ARIMA model is calculated to be 2.35. It provides a new idea for effectively analyzing nonstationary time series data with complex trend fusion characteristics by rationally screening feature signals and trend signals and modeling probability distribution.
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Zhang, Xiaoyong, e Li Zhang. "Forecasting Method of Stock Market Volatility Based on Multidimensional Data Fusion". Wireless Communications and Mobile Computing 2022 (25 aprile 2022): 1–14. http://dx.doi.org/10.1155/2022/6344064.

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Abstract (sommario):
The volatility of the stock market is related to the vital interests of stockholders and is essential for maintaining a stable financial environment. Through the analysis of data changes, excellent professional traders can extract information about the direction of stock changes, whether it is worth investing, and long-term or short-term trading. This article aims to study the forecasting methods of stock market volatility, by integrating multiparty data, in-depth analysis of the direction of data changes, predicting the price changes of the stock market, and better guiding stockholders’ investment. This paper proposes a multisource data fusion method to analyze the stock market price changes and find the best risk prediction method. The experimental results in this paper show that multisource data fusion can better help the stock market predict stock changes and reduce financial investment risks by 20%. Comparing the obtained prediction results with the real data, the MSE predicted by the ARIMA model is calculated to be 2.35. It provides a new idea for effectively analyzing nonstationary time series data with complex trend fusion characteristics by rationally screening feature signals and trend signals and modeling probability distribution.
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Tesi sul tema "Stock and stockholders"

1

Saensuk, Smart. "The entry and exit of block shareholders : an analysis of block purchases and privately negotiated block repurchases /". free to MU campus, to others for purchase, 2003. http://wwwlib.umi.com/cr/mo/fullcit?p3115588.

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Argyros, Robert. "The power of investor sentiment: an analysis of the impact of investor confidence on South African financial markets". Thesis, Rhodes University, 2013. http://hdl.handle.net/10962/d1004169.

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Whether investor sentiment has any authority over financial markets has long been a topic of discussion in the field of finance. This study investigates the relationship between investor sentiment and share returns in South Africa. Determining this relationship will add to the existing work which has documented important determinants of share returns on the stock exchange in South Africa, as well adding to the inconclusive link between sentiment and the South African financial markets. Does sentiment influence share returns or do share returns influence sentiment? Using quarterly data for the period 1996-2010, the study makes use of the FNB/BER Consumer Confidence Index as a proxy for investor sentiment, and the FTSE/JSE All Share Index to represent the South African financial markets. A regression analysis was conducted along with granger-causality tests, impulse response functions and variance decompositions in order to determine the nature of this relationship. The results showed that investor sentiment has a statistically significant relationship with share returns in South Africa. However, sentiment is only able to account for a very small portion of the variation in returns, with returns able to account for a larger portion of the variation in sentiment. Therefore investor sentiment is not a suitable predictor of share returns in South Africa. In addition, granger-causality tests indicate that returns are actually the leading indicator, suggesting that changes in South African investors’ confidence levels occur following changes in the state of the JSE. The limitations of the study include the infrequent nature of the sentiment measure used, thereby failing to capture important changes in sentiment and their immediate impact on financial markets. In addition, the sentiment of foreign investors must be taken into account due to the large foreign investment in the JSE.
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Korte, Otto. "Zur mißbräuchlichen Wahrnehmung der aktienrechtlichen Anfechtungsbefugnis /". Frankfurt am Main [u.a.] : Lang, 2003. http://www.gbv.de/dms/spk/sbb/recht/toc/365005320.pdf.

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Ellis, R. Barry. "What insight do market participants gain from dividend increases?" Thesis, University of North Texas, 2000. https://digital.library.unt.edu/ark:/67531/metadc2536/.

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This study examines the reactions of market makers and investors to large dividend increases to identify the motives for dividend increases. Uniquely, this study simultaneously tests the signaling and agency abatement motivations as explanations of the impact of dividend increases on stock prices and bid-ask spreads. The agency abatement hypothesis argues that increased dividends constrict management's future behavior, abating the agency problem with shareholders. The signaling hypothesis asserts that dividend increases signal that managers expect higher or more stable cash flows in the future. Mean stock price responses to dividend increase announcements during 1995 are examined over both short ( _1, 0) and long ( _1, 504) windows. Changes in bid-ask spreads are examined over a short ( _1, 0) window and an intermediate (81 day) period. This study partitions dividend increases into a sample motivated by agency abatement and a sample motivated by cash flow signaling. Further, this study examines the agency abatement and cash flow signaling explanations of relative bid-ask spread responses to announcements of dividend increases. Estimated generalized least squares models of market reactions to sampled events support the agency abatement hypothesis over the cash flow signaling hypothesis as a motive for large dividend increases as measured by Tobin's Q and changes in the distribution of cash flows.
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Bagchee, Deepika. "Investor response to sell-side analyst revisions in IPO recommendations : do they correct expectations? /". Thesis, Connect to this title online; UW restricted, 2003. http://hdl.handle.net/1773/8818.

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Woodland, Angela M. "The effects of tracking stock issuances on operating performance, shareholder wealth, and the informativeness of accounting fundamentals /". free to MU campus, to others for purchase, 2001. http://wwwlib.umi.com/cr/mo/fullcit?p3025667.

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Maslo, Armin. "Interessenwahrung und Rechtsschutz der Aktionäre beim Bezugsrechtsausschluss im Rahmen des genehmigten Kapitals /". Berlin : Duncker und Humblot, 2006. http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&doc_number=014859464&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA.

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Шестопалов, Р. М. "Захист прав учасників акціонерного товариства в контексті організації та проведення загальних зборів акціонерів". Thesis, Українська академія банківської справи Національного банку України, 2005. http://essuir.sumdu.edu.ua/handle/123456789/61771.

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Участь у АТ породжує виникнення в особи сукупності прав, які мають назву корпоративні. Одним із таких прав, передбачених чинним законодавством України, є право акціонера на управління справами АТ, яке здебільшого реалізується шляхом участі акціонера в загальних зборах акціонерів.
Participation in AT generates the onset of persons of a set of rights, called corporate. One of those the rights stipulated by the current legislation of Ukraine is a right a shareholder in the management of affairs of JSC, which is mostly implemented by participating in a general meeting of shareholders.
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Iqbal, Zahid. "Information Content of Managerial Decisions, Change in Risk, and Complimentary Signals: Evidence on New Bond Issue, Exchange Offer, and Dividend Payments". Thesis, University of North Texas, 1988. https://digital.library.unt.edu/ark:/67531/metadc332069/.

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The effect of a change in capital structure on the risk and return of common stockholders is investigated. Also, the information content of dividends when a firm goes for new outside financing is examined. Data used in the study are collected from the Moody's Bond Survey, the Prentice Hall's Capital Adjustments, the Wall Street Journal Index, and the Center for Research in Security Prices Tape. The study uses an event study methodology. The risk (beta) of common stock before an issuance of debt securities is compared with the risk after the issue. The stock market reaction to the issuance of new debt securities is measured using after-the-event risk. The information content of dividend announcement before a new debt issue is compared to that of after the issue. The findings show that debt issue reduces stock holders' risk if the issuer is a dividend paying company. Also, debt securities issued through an exchange offer increase stockholders' wealth. Finally, issuance of new debt does not affect the information content of dividends.
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Chowdhury, Rashedur Rob. "Reconceptualizing the dynamics of the relationship between marginalized stakeholders and multinational firms". Thesis, University of Cambridge, 2013. https://www.repository.cam.ac.uk/handle/1810/252303.

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Libri sul tema "Stock and stockholders"

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American Institute of Certified Public Accountants, a cura di. Accounting for stock options and other stock-based compensation: Sfas no. 123. Lewisville, Tex: American Institute of Certified Public Accountants, 2007.

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Hong, Harrison G. Social interaction and stock-market participation. Cambridge, MA: National Bureau of Economic Research, 2001.

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Library of Congress. Congressional Research Service, a cura di. Individual investors in the stock market. [Washington, D.C.]: Congressional Research Service, Library of Congress, 1992.

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Baker, Malcolm. Investor sentiment and the cross-section of stock returns. Cambridge, MA: National Bureau of Economic Research, 2004.

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Library of Congress. Congressional Research Service, a cura di. Stock market "short-termism": Implications for corporate planning horizons. [Washington, D.C.]: Congressional Research Service, Library of Congress, 1991.

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Library of Congress. Congressional Research Service, a cura di. Stock market "short-termism": Implications for corporate planning horizons. [Washington, D.C.]: Congressional Research Service, Library of Congress, 1991.

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7

Entretiens, du 25e anniversaire de la COB "Quels actionnaires pour l'entreprise?" 1992 Paris France). Les Entretiens du 25e anniversaire de la COB "Quels actionnaires pour l'entreprise?" 19 novembre 1992. [Paris]: Commission des opérations de bourse, 1993.

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Lázaro, Enrique Luque de. La sociedad anónima y el derecho de los accionistas minoritarios en Venezuela. Caracas: [s.n.], 1987.

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Noack, Ulrich. Gesellschaftervereinbarungen bei Kapitalgesellschaften. Tübingen: J.C.B. Mohr, 1994.

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United States. Securities and Exchange Commission, a cura di. Microcap stock: A guide for investors. [Washington, D.C.]: U.S. Securities and Exchange Commission, 2004.

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Capitoli di libri sul tema "Stock and stockholders"

1

"New Stock Offerings and Stockholders’ Returns". In Capital Structure and Firm Performance, 65–73. Routledge, 2017. http://dx.doi.org/10.4324/9781315081793-6.

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"Federal Law On The Peculiarities Of The Legal Status Of Joint-Stock Societies Of Workers (People’S Enterprises) (19 July 1998, as amended)". In Russian Company And Commercial Legislation, a cura di W. E. Butler, 300–316. Oxford University PressOxford, 2003. http://dx.doi.org/10.1093/oso/9780199261529.003.0010.

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Abstract The present Federal Law shall determine the peculiarities of the creation and legal status of joint-stock societies of workers (people’s enterprises) (hereinafter: people’s enterprises), the rights and duties of their stockholders, and also ensure the defense of the rights and interests of the stockholders.
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Crist, William Dale. "Corporate Governance, Public Policy, and Private Investment Decisions, 2002". In Corporate Governance and Capital Flows in a Global Economy, 383–400. Oxford University PressNew York, NY, 2003. http://dx.doi.org/10.1093/oso/9780195167054.003.0016.

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Abstract The fact that shareholders did not have any genuine say in the operation of US corporations, and that corporate management was accountable only to the board of directors, who, practically speaking, were accountable only to themselves, was pointed out by scholars as early as 1932 (Berle and Means, 1968). Nevertheless, by 1934, and again in 1940, Benjamin Graham and David Dodd, the founders of fundamental stock analysis, made the observation that an investor should take just as much care in being a stockholder as in becoming a stockholder (Graham and Dodd, 1940, p. 594). In the eyes of corporate management and the public in general, this academic plea for stockholder participation obviously was way before its time. Forty years later, the economic historian Alfred Chandler, Jr. made it very clear that US corporations were controlled by corporate management and not by stockholders, either directly or indirectly (Chandler, 1977).
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"Federal Law On Joint-Stock Societies (26 December 1995, as amended)". In Russian Company And Commercial Legislation, a cura di W. E. Butler, 300–316. Oxford University PressOxford, 2003. http://dx.doi.org/10.1093/oso/9780199261529.003.0009.

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Abstract In accordance with the Civil Code of the Russian Federation, the present Federal Law determines the procedure for the creation, reorganization, and liquidation, and the legal status of joint-stock societies, the rights and duties of their stockholders, and also ensures the defence of the rights and interests of stock holders [as amended by Federal Law No. 120-&lt;1&gt;3, 7 August 2001].
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Cornelius, Peter K. "Foreign Bank Ownership and Corporate Governance in Emerging-Market Economies". In Corporate Governance and Capital Flows in a Global Economy, 241–66. Oxford University PressNew York, NY, 2003. http://dx.doi.org/10.1093/oso/9780195167054.003.0010.

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Abstract Traditionally, efficient corporate governance is seen as being best achieved by enabling stockholders to exercise control. According to this view, the objective of introducing good corporate governance should be addressed by promoting the development of well-functioning securities markets, breeding active and influential stock-holders, and legislating corporate laws that would assure stockholders a controlling position on corporate boards. In the literature, following the Berle and Means (1932) tradition, the widely held firm is used as the standard assumption underlying the corporate governance problem that is, weak, dispersed shareholders have to deal with self-interested management. In practice, however, most firms have a dominant owner.
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Brock, Dan W., e Allen Buchanan. "Ethical Issues in For-Profit Health Care". In Justice And Health care, 105–40. Oxford University PressNew York, NY, 2009. http://dx.doi.org/10.1093/oso/9780195394061.003.0006.

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Abstract The American health-care system is undergoing a rapid socioeconomic revolution. Within a general environment of heightening competition, the number of investor-owned for-profit hospitals has more than doubled in the past 10 years, while the number of independent proprietary for-profit hospitals has declined by half. Investor-owned for-profit corporations are controlled ultimately by stockholders who appropriate surplus revenues either in the form of stock dividends or increased stock values. Independent proprietary institutions are for-profit entities owned by an individual, a partnership, or a corporation, but which are not controlled by stockholders. Nonprofit corporations are taxexempt and are controlled ultimately by boards of trustees who are prohibited by law from appropriating surplus revenues after expenses (including salaries) are paid. Although the increase in investor-owned hospitals has been most dramatic and publicized, a rise in investor-owned health-care facilities of other types, from dialysis clinics to outpatient surgery and “urgent care” centers has also occurred.
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Gunderson, Anna. "Do Private Prison Firms Respond to Successful Prison Litigation?" In Captive Market, 107–28. Oxford University Press, 2022. http://dx.doi.org/10.1093/oso/9780197624135.003.0005.

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Chapter 5 considers the perspective of private prison firms and analyzes how the stock performance of these companies varies as successful lawsuits are announced. To what degree do stockholders pay attention to these lawsuits? The author finds no effect in the aggregate and that court orders in general do not predict stock price changes. However, the author does find a significant and negative effect on the announcement of a lawsuit in states that have increasing numbers of private prisons. This suggests that investors are savvy and are particularly concerned about the legal climate in the states that privatize the most.
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French, Derek. "12. Marketable loans". In Mayson, French & Ryan on Company Law. Oxford University Press, 2017. http://dx.doi.org/10.1093/he/9780198797234.003.0012.

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This chapter is about arrangements by which a company borrows a large sum of money long term from investors, who in turn expect to receive interest payments in addition to the principal. Marketable loans are typically issued to financial institutions and specialist investors, and considered wholesale rather than retail investments, and the interests they generate are termed ‘debt securities’, ‘bonds’, or ‘debentures’. This chapter discusses transfers of debt securities, the nominal value of stocks, the duty of trustees to stockholders, the issuance of stock certificates in connection with marketable loans and convertibles. Regulations governing contracts for the allotment of debt securities, information for debenture holders and prospectuses and listing particulars are also examined.
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Roe, Mark J. "Introduction". In Missing the Target, 1–12. Oxford University Press, 2022. http://dx.doi.org/10.1093/oso/9780197625620.003.0001.

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The Introduction begins by recounting the popular view that stock-market-driven short-termism severely damages the US economy. Firms forgo the R&D they need, cut capital spending, and starve themselves of cash by excessively buying back stock to satisfy Wall Street. Stock market pressure means directors and managers cannot manage for the long-term when their shareholders furiously trade their companies’ stocks, they cannot invest enough when stockholders demand rising quarterly profits, they must slash R&D when investors demand that precious cash be used to buy back stock, and they cannot even strategize about the long-term when shareholder activists demand immediate results. If that weren’t bad enough, the stock market’s short-termism is also blamed for environmental degradation, for contributing to global warming, and for employee mistreatment. Due to short-termism, corporations are less socially responsible, in a widely-held view. The Introduction exemplifies these perceptions with statements from national political leaders. However, the Introduction then states, the case for deeply pernicious results from stock market short-termism is weaker on the evidence and on the logic of how markets work than the view popular among pundits and lawmakers. Those lawmakers and pundits who aim at stock-market-driven short-termism can readily miss more likely targets for attacking the ills often attributed to stock market short-termism. For example, stock market short-termism is said to severely damage corporate R&D spending and thereby hold the economy back. But a look at the numbers points to other causes and more propitious targets for improving American R&D. And the environmental, climate, and social responsibility failures emanate from selfishness—externalities in the technical vocabulary—more than from truncated time horizons. The Introduction closes with suggestions that the prominent perception of pernicious short-termism is explained largely by political and social currents: first, targeted interests benefit when stock markets are blamed and, second, a wide but diffuse public dissatisfaction with economic arrangements overall, including discomfort with increasing uncertainty and instability in the workplace, and a generalized disorientation from the rapidity of technological change, which often looks like short-termism but is not.
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Roe, Mark J. "Looking for the Economy-Wide Impact". In Missing the Target, 28–51. Oxford University Press, 2022. http://dx.doi.org/10.1093/oso/9780197625620.003.0003.

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Chapter 2 considers whether basic data supports the significance of those channels through which stock market short-termism is seen as seriously damaging the economy. One purported channel from the stock market to economic weakness is that said to be that its impatience with R&D induces less of it and corporations are cutting it; but corporate R&D has been steadily rising, and it’s rising faster than the economy is growing; this widespread view of severe R&D cutbacks is simply false. That reality lowers the policy stakes, by making the question not whether corporate R&D is being cut (it isn’t) but whether it’s rising fast enough and whether a differently-configured stock market would induce it to rise faster. Another purported channel is that the stock market’s short-termism forces business to invest less in new factories and equipment unwisely. While the United States is indeed investing less, its weakening investment is no less than that in wealthy economies that do not rely as heavily on stock markets. Something else seems to be at work. As for the third channel—forcing corporations to drain away their cash to stockholders, mostly via stock buybacks, thereby crippling our economic future—a full analysis of the buyback transaction shows that buybacks, when fully accounted for, are not draining cash out of US corporations. None of these channels to economic degradation receives strong support from the data. Some versions are simply incorrect.
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Atti di convegni sul tema "Stock and stockholders"

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Zhang, Caiyu, Guoqing Huo e Keping Lu. "How to Calculate the Stockholders' Cost of Stock Option Incentive". In 2009 International Conference on Business Intelligence and Financial Engineering (BIFE). IEEE, 2009. http://dx.doi.org/10.1109/bife.2009.88.

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2

Mockus, Jonas, Igor Katin e Joana Katina. "On stochastic simulation of stock-exchange". In International Workshop of "Stochastic Programming for Implementation and Advanced Applications". The Association of Lithuanian Serials, 2012. http://dx.doi.org/10.5200/stoprog.2012.15.

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A simple Stock Exchange Game Model (SEGM) was introduced in (Mockus, 2003) to simulate the behaviour of several stockholders using fixed buying-selling margins at fixed bank yield. In (Mockus, 2010, 2012; Mockus and Raudys, 2010), the theoretical description of the updated model USEGM was presented and illustrated by the results of experimental investigation obtained by the software developed for the early version SEGM. The new elements of the model is the evaluation of the transaction costs and addition of the minimizer of absolute residuals representing the risk-neutral users. Experimental investigation of the updated USEGM model produced new results. In this paper, we discuss them. The results were compared with real data. They show that the traditional estimators of the minimal prediction errors, such as MSE or MAE, do not necessarily provide maximal average profits. However, contrary to the traditional stock rate prediction models, the main objective of USEGM is not forecasting, but simulation of financial time series that are affected by predictions of the participants.
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Ruzhnikov, Alexey, Edgar Echevarria e Choon Kit Phan. "Digitalization and Automation of the Planning and Execution of Well Construction Process". In IADC/SPE Asia Pacific Drilling Technology Conference and Exhibition. SPE, 2022. http://dx.doi.org/10.2118/209883-ms.

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Abstract Well construction process can be presented as a set of the routine and repetitive actions which should be repeated at the planning, execution and evaluation stages. The manuscript describes how in the effort with major operating company the well planning stage was converted to a complete digital path; and how the digitalization of the planning was further transferred to the automated execution. Planning a well normally done with different computer software, where the data gathered from different engineering software should be input, as well as required drilling fluid, cementing and directional job plans and limits etc., followed by the written operational sequence. In the reviewed case all the planning was shifted to the cloud environment, including all simulations and reviews, where no "merge" of the data was required. All the required simulations are performed automatically, flagging those with the results out of the limit. The operational steps were detailed, and further connected to the rig Variable Frequency Drives (VFD) system, where multiple operations started to be performed in automatic mode, without any intervention from the rig crew (like survey, drilling parameters automatically adjusted to the sock and vibration, stick and slip, seeking for the best rate of penetration, driller's tasks while drilling, backreaming of stand etc.). The implementation of the digital planning allowed to align all stockholders involved during design stage, minimize human mistakes, and significantly decrease the planning time. The noticeable side effect is absence of any physical paper and as well as higher transparency during preparation. At the execution stage at the begging of the implementation the main benefit came from the standardization of the practices at the rig, what lead to absence of discrepancies. It further resulted in delivery of the all the wells under the same time with very minimum difference. And the final positive result came from the absence of any major service quality event (like stuck pipe) during automated operations. As of now the different levels of digitalization are implemented in 16 rigs, with further current expansion. The manuscript provides the novel information on the digitalization and automation of the well construction process. The explained methodology can be implemented at any project worldwide.
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Rapporti di organizzazioni sul tema "Stock and stockholders"

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Kahl, Matthias, Jun Liu e Francis Longstaff. Paper millionaires: How valuable is stock to a stockholder who is restricted from selling it? Cambridge, MA: National Bureau of Economic Research, maggio 2002. http://dx.doi.org/10.3386/w8969.

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