Bibliografie tematiche / Stock exchanges

Letteratura scientifica selezionata sul tema "Stock exchanges"

Autore: Grafiati
Pubblicato: 4 giugno 2021
Ultima modifica: 29 luglio 2024

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Articoli di riviste sul tema "Stock exchanges"

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Mrzygłod, Urszula, e Sabina Nowak. "Stock Exchanges Go Public. The Case of Warsaw Stock Exchange". JOURNAL OF INTERNATIONAL STUDIES 6, n. 2 (20 novembre 2013): 111–23. http://dx.doi.org/10.14254/2071-8330.2013/6-2/10.

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Nyasha, Sheilla, e Nicholas M. Odhiambo. "The Australian stock market development: Prospects and challenges". Risk Governance and Control: Financial Markets and Institutions 3, n. 2 (2013): 39–48. http://dx.doi.org/10.22495/rgcv3i2art3.

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This paper highlights the origin and development of the Australian stock market. The country has three major stock exchanges, namely: the Australian Securities Exchange Group, the National Stock Exchange of Australia, and the Asia-Pacific Stock Exchange. These stock exchanges were born out of a string of stock exchanges that merged over time. Stock-market reforms have been implemented since the period of deregulation, during the 1980s; and the Exchanges responded largely positively to these reforms. As a result of the reforms, the Australian stock market has developed in terms of the number of listed companies, the market capitalisation, the total value of stocks traded, and the turnover ratio. Although the stock market in Australia has developed remarkably over the years, and was spared by the global financial crisis of the late 2000s, it still faces some challenges. These include the increased economic uncertainty overseas, the downtrend in global financial markets, and the restrained consumer confidence in Australia.
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Shrimal, Dr Kapil. "Volatility Spillover Effect from Foreign Stock Exchanges to National Stock Exchanges". Scholars Journal of Economics, Business and Management 3, n. 6 (giugno 2016): 328–39. http://dx.doi.org/10.21276/sjebm.2016.3.6.4.

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PRDIĆ, NEDELJKO. "STOCK EXCHANGE INDICES AS AN INVESTMENT INDICATOR". Kultura polisa, n. 44 (8 marzo 2021): 267–78. http://dx.doi.org/10.51738/kpolisa2021.18.1r.4.02.

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Stock exchanges are such specialised market institutions where standardised and tradable goods are traded and exchanged, which means precisely defining the quality and all other performances of goods. Trading is enabled by stock exchange customs and strict rules within the law. Stock exchange indices are the basic indicator of the importance of the stock market in the market on the basis of which decisions on investments in the stock market are made. The aim of this paper is to systematise the knowledge about the historical role of commodity exchanges on the market, but also to indicate the importance of the development of information technologies on the modern significance of stock exchanges. The results of the research show that stock exchange indices are the basic indicator of the state and development of the commodity market and investment tendencies. The conclusion is that stock exchange indices are an important factor in the development of the commodity market with special emphasis on their importance in agriculture. They are an indicator of economic trends and an indicator of investment.
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Y. Uppal, Jamshed. "The Role of Satellite Stock Exchanges: A Case Study of the Lahore Stock Exchange". LAHORE JOURNAL OF ECONOMICS 14, n. 2 (1 luglio 2009): 1–47. http://dx.doi.org/10.35536/lje.2009.v14.i2.a1.

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In many countries, capital markets are often served by multiple stock exchanges, typically with one national or dominant exchange and several regional or satellite exchanges. While multiple exchanges create a competitive landscape, they also lead to fragmented liquidity and diseconomies in operations. This paper examines the role of the Lahore Stock Exchange (LSE) in comparison with the country’s dominant exchange, the Karachi Stock Exchange (KSE), in four areas: (i) market efficiency in processing information, (ii) transaction costs, (iii) contribution to price discovery, and (iv) market integration. A comparative analysis of the exchange performance indicates the two exchanges to be at par in terms of informational efficiency and transaction costs. There is evidence of informational linkages and interdependencies between the two exchanges; the LSE appears to contribute to price discovery and competes to an appreciable extent. Against the background of proposals to merge the country’s three stock exchanges, a major consideration in evaluating public policy is the relative performance of the LSE and its viability as an effective competitor. Eliminating interexchange competition by merging the stock exchanges is predicted to lead to higher transaction costs, lower incentives for regulatory compliance, and diminished motivation for promoting capital market development.
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Adamska, Agata, Tomasz Dąbrowski, Magdalena Homa, Monika Mościbrodzka e Jacek Tomaszewski. "Demutualization, Corporatization, and Sustainability Initiatives: Evidence from the European Stock Exchange Industry". Central European Management Journal 30, n. 3 (15 settembre 2022): 2–35. http://dx.doi.org/10.7206/cemj.2658-0845.80.

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Purpose: The article analyzes the consequences of transformation in governance structures of stock exchanges on their CSR initiatives, in particular relations between their organizational forms and the number and nature of CSR initiatives as well as their influence on stock exchanges’ performance. Methodology: In our study covering 40 European stock exchanges, we identified 527 sustainability practices implemented between 1992 and 2019. We divided these practices into two categories: internal, applying to the stock exchange itself, and external, targeted at listed companies. Moreover, we proposed a synthetic indicator of stock exchange development to measure its economic performance. Findings: We found that publicly traded stock exchanges undertake a greater number of CSR initiatives and have a higher proportion of internal practices, than stock exchanges organized as non-public entities. Our study also indicates that a large number of implemented CSR practices positively affects the economic performance of stock exchanges, and furthermore, that internal practices have a greater impact than external ones. Research limitations: The surveyed European stock exchanges may differ from stock exchanges in other regions regarding their CSR policies. Originality: Our study proved that the corporatization of stock exchanges affect their CSR practices. It also showed that some types of sustainability activities affect performance in a more significant way than others.
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Gniadkowska-Szymańska, Agata. "The impact of trading liquidity on the rate of return on emerging markets: the example of Poland and the Baltic countries". e-Finanse 13, n. 4 (1 dicembre 2017): 136–48. http://dx.doi.org/10.1515/fiqf-2016-0042.

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AbstractEach type of investment has its own liquidity, i.e. the speed with which it can be converted into money. This can be seen with respect to various instruments (such as stocks or futures contracts), market segments, or even entire exchanges. The importance of liquidity has been acknowledged for a long time. A considerable number of studies have investigated stock liquidity, providing evidence that more illiquid stocks have higher returns, which may be deemed an ‚illiquidity premium’. In this paper I present various factors which have an effect on liquidity by presenting the results of research concerning relations between liquidity and stock return on the Warsaw Stock Exchange (WSE) and Nasdaq stock exchanges in Tallinn, Riga and Vilnius.
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Kumar, Shivam. "INVESTOR PERCEPTION TOWARDS THE STOCK MARKET". INTERANTIONAL JOURNAL OF SCIENTIFIC RESEARCH IN ENGINEERING AND MANAGEMENT 08, n. 04 (1 maggio 2024): 1–5. http://dx.doi.org/10.55041/ijsrem32943.

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A stock market is a market in which stocks are bought and sold. It is also called industrial securities market, because it is the market for the trading of company stocks i.e. corporate securities; both those securities listed on stock exchange as well as those only traded privately. The term ‘Stock Market’ is often used as synonymous to ‘Stock Exchange’. But there is a difference in the two terms. Stock exchange is a corporation in the business of bringing buyers and sellers of stocks together. It is a major part of stock market, but not whole of it. Because a stock market besides stock exchanges also includes the market for new issue of securities. Thus the stock market can be divided into two constituents as follows: - 1. Primary Market or New Issue Market 2. Secondary Market or Stock Exchange
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Bradfield, D. J. "A note on the seasonality of stock returns on the Johannesburg Stock Exchange". South African Journal of Business Management 21, n. 1/2 (31 marzo 1990): 7–9. http://dx.doi.org/10.4102/sajbm.v21i1.909.

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Evidence from studies on the major stock exchanges world-wide suggests that stocks listed on these markets earn abnormally high returns in the month of January. In this article the seasonality of stocks on the Johannesburg Stock Exchange is empirically investigated. Surprisingly no January effects are found, however, a significant December seasonal effect is documented. A plausible explanation for this finding is offered.
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Bradfield, D. J. "A note on the seasonality of stock returns on the Johannesburg Stock Exchange". South African Journal of Business Management 21, n. 1/2 (31 marzo 1990): 7–9. http://dx.doi.org/10.4102/sajbm.v21i1/2.909.

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Evidence from studies on the major stock exchanges world-wide suggests that stocks listed on these markets earn abnormally high returns in the month of January. In this article the seasonality of stocks on the Johannesburg Stock Exchange is empirically investigated. Surprisingly no January effects are found, however, a significant December seasonal effect is documented. A plausible explanation for this finding is offered.
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Tesi sul tema "Stock exchanges"

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Pang, Siu-kei. "Red-chips' (China-affiliated companies' shares) profitability, attractiveness and its implication to Hong Kong stock market". Hong Kong : University of Hong Kong, 1998. http://sunzi.lib.hku.hk/hkuto/record.jsp?B19873815.

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Altaf, Saadia, e Ghenadie Cospormac. "Demutualization of stock exchanges : A case study : London Stock Exchange and Hong Kong Stock Exchange". Thesis, University of Skövde, School of Technology and Society, 2009. http://urn.kb.se/resolve?urn=urn:nbn:se:his:diva-3129.

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The focus of this study is to evaluate the impact of corporate ownership structure on the overall performance of stock exchanges. This study distinguishes in particular mutual versus demutualized ownership. London Stock Exchange and Hong Kong Stock Exchange are chosen as study cases, because London Stock Exchange is one of the world leading stock exchanges and Hong Kong Stock Exchange is definitely one of the most important emerging market stock exchanges. That is why the results obtained by comparing these two stock exchanges could serve as good indicator in understanding the effects of demutualization process on the whole stock exchange sector and retain the subtle differences in micro-behavior of the stock exchanges undergone the same transformation.

In this paper the simple descriptive statistics is used as the method of analysis, in association to a profound review of the literature in this area. The data illuminate the fact that demutualized stock exchanges hold a stronger operating performance and a better performance in term of shareholder’s return than mutual exchanges. The result is generally in line with the basic theories in the area of corporate governance and empirical studies in this specific area like Aggarwal (2006), Mendiola and O’Hara (2003) and Hart and Moore (1996).

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Wong, Tak Po. "Two essays on the study of the microstructure of the Stock Exchange of Hong Kong /". View Abstract or Full-Text, 2002. http://library.ust.hk/cgi/db/thesis.pl?FINA%202002%20WONG.

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Marashdeh, Hazem Ali. "Financial integration of the MENA emerging stock markets". Access electronically, 2006. http://www.library.uow.edu.au/adt-NWU/public/adt-NWU20061025.155946/index.html.

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Thesis (Ph.D.)--University of Wollongong, 2006.
Typescript. "Middle East and North Africa (MENA) region, namely, Egypt, Turkey, Jordan and Morocco." -- Abstract. Includes bibliographical references: leaf 247-261.
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Wang, Hanfeng. "Essays on stock trading volume, volatility and information". Click to view the E-thesis via HKUTO, 2007. http://sunzi.lib.hku.hk/hkuto/record/B38826185.

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Chu, Kuok Kun. "Nonlinear time series analysis of Chinese stock markets : Shanghai stock exchanges & Shenzhen stock exchanges". Thesis, University of Macau, 2000. http://umaclib3.umac.mo/record=b1636220.

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Wong, Michael C. S. "Technical analysis and market inefficiency a study of the Hong Kong stock market /". online access from ProQuest databases, 1997. http://libweb.cityu.edu.hk/cgi-bin/er/db/pqdiss.pl?9907800.

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Farago, Stephen Glen. "An investigation of the impact of an international listing on a firm's share price". Thesis, University of British Columbia, 1988. http://hdl.handle.net/2429/27696.

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The internationalization of world equity markets is frequently discussed in the financial press. One of the most significant trends in this internationalization is the growth in the number of firms listing their shares on a foreign stock exchange. The purpose of this paper was to analyze the impact of multiple listing on a firm's share price. A review of the popular financial press suggested many reasons for listing internationally. These explanations included; a perquisite argument added attention from security analysts, market segmentation, increasing the market value of the firm, decreasing financing costs, different securities laws and trading practices, increased demand for the shares, and externalities such as increased name recognition in foreign markets. An event study methodology was employed to analyse the reaction of the share price to the announcement and the actual listing of the shares. Three samples were selected for this study using daily data. These were Canadian firms listing on American exchanges, North American firms listing on the Tokyo Stock Exchange, and American firms listing on the London (International) Stock Exchange. A related study has analysed stock price reactions associated with moving from the Over-The-Counter Market to the New York Stock Exchange [Sanger and McConnell 1987]. These studies had found that there is a significant run up in price after the announcement of the listing. They also found that after the listing there was a statistically significant decline in price. Howe and Kelm [1987] have recently used the same methodology to test the multiple listing effect on smaller European exchanges. They found a negative return prior to and after listing. The three samples in this paper all earned statistically significant positive returns in the ten days prior to the listing. However, the run up in the Canadian sample seemed to depend on whether the firm listed on the NYSE or the ASE. The NYSE firms had a far more significant run up. The experience after the listing is also more similar to the American findings which have found a significant decline after listing. The Japanese sample loses almost all of its gains in the four weeks following listing, while the UK sample suffers a smaller but still significant decrease. Finally, the result for the American sample seems to depend on the market portfolio used. Using a Canadian market index, share prices decline after listing while we do not observe significant negative post-listing returns using an American market index. The net result then over the entire period then appears to be statistically insignificant. No clear signal is provided by the market as to whether the new listing is viewed positively. Yet the result is interesting when compared to both the McConnell and Sanger, and the Howe and Kelm papers.
Business, Sauder School of
Graduate
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Xia, Le. "Two essays in financial economics". Click to view the E-thesis via HKUTO, 2007. http://sunzi.lib.hku.hk/HKUTO/record/B39557546.

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Cooper, Mary Comerford. "Returning shares to the people? the politics of the stock market in China /". online access from Digital dissertation consortium, 2002. http://libweb.cityu.edu.hk/cgi-bin/er/db/ddcdiss.pl?3068264.

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Libri sul tema "Stock exchanges"

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Wendt, Karen. Social Stock Exchanges. Cham: Springer International Publishing, 2022. http://dx.doi.org/10.1007/978-3-030-99720-5.

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Ben, Davies, a cura di. European stock exchanges. London: Euromoney Publications, 1987.

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Rose, Simon. Fair shares: A layman's guide to buying and selling stocks and shares. London: W.H. Allen and Co., 1986.

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Rose, Simon. Fair shares: The layman's guide to buying and selling stocks and shares. 3a ed. Chalford, Glos: Management Books 2000, 1995.

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1952-, Chen Qiwei, e Shanghai Yazhou yan jiu suo., a cura di. Da niu dou xiong: Zhongguo gu shi tou shi. Xianggang: San lian shu dian (Xianggang) you xian gong si, 1992.

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Bryant, Margot. Taking stock: Johannesburg Stock Exchange, the first 100 years. Johannesburg: Jonathan Ball Publishers, 1987.

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Corporation, Standard and Poor's. Standard & Poor's stock reports: New York Stock Exchange, American Stock Exchange, Nasdaq Stock Market and regional exchanges. New York, NY: Standard & Poor's, 1998.

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Mechanisms, United States Presidential Task Force on Market. Report of the Presidential Task Force on Market Mechanisms: Submitted to The President of the United States, The Secretary of the Treasury, and The Chairman of the Federal Reserve Board. Washington, D.C: [Treasury Dept.], 1988.

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United States. Presidential Task Force on Market Mechanisms. Report of the Presidential Task Force on Market Mechanisms. Washington: U.S. Government Printing Office, 1988.

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United States. Presidential Task Force on Market Mechanisms. Report of the Presidential Task Force on Market Mechanisms: Submitted to the president of the United States, the secretary of the Treasury, and the chairman of the Federal Reserve Board. Washington, D.C: The Task Force, 1988.

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Capitoli di libri sul tema "Stock exchanges"

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Valdez, Stephen. "Stock Exchanges". In An Introduction to Global Financial Markets, 188–225. London: Macmillan Education UK, 1997. http://dx.doi.org/10.1007/978-1-349-25298-5_9.

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Valdez, Stephen. "Stock Exchanges". In An Introduction to Western Financial Markets, 172–205. London: Palgrave Macmillan UK, 1993. http://dx.doi.org/10.1007/978-1-349-22961-1_9.

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Valdez, Stephen. "Stock Exchanges". In An Introduction to Global Financial Markets, 160–202. London: Macmillan Education UK, 2007. http://dx.doi.org/10.1007/978-0-230-20719-6_7.

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Valdez, Stephen, e Philip Molyneux. "Stock Exchanges". In An Introduction to Global Financial Markets, 201–47. London: Macmillan Education UK, 2013. http://dx.doi.org/10.1007/978-1-137-08887-1_8.

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Draze, Dianne. "Stock Exchanges". In The Stock Market Game, 22–23. New York: Routledge, 2021. http://dx.doi.org/10.4324/9781003238935-7.

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Alshebli, Abdullah. "Stock Exchanges". In Comparative Securities Law, 49–64. London: Routledge, 2022. http://dx.doi.org/10.4324/9781003301875-5.

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Valdez, Stephen, e Philip Molyneux. "Stock Exchanges". In An Introduction to Global Financial Markets, 185–234. London: Macmillan Education UK, 2010. http://dx.doi.org/10.1007/978-0-230-36487-5_7.

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Wendt, Karen. "Traditional Stock Exchanges". In Social Stock Exchanges, 61–76. Cham: Springer International Publishing, 2022. http://dx.doi.org/10.1007/978-3-030-99720-5_3.

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Wendt, Karen. "Literature Review". In Social Stock Exchanges, 7–59. Cham: Springer International Publishing, 2022. http://dx.doi.org/10.1007/978-3-030-99720-5_2.

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Wendt, Karen. "Introductions". In Social Stock Exchanges, 1–5. Cham: Springer International Publishing, 2022. http://dx.doi.org/10.1007/978-3-030-99720-5_1.

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Atti di convegni sul tema "Stock exchanges"

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Huang, L., e D. Marciano. "Interdependence Relationship of Internationalization—Performance in Manufacturing Firms Listed in Indonesia Stock Exchange and Chinese Stock Exchanges". In Proceedings of the 17 th International Symposium on Management (INSYMA 2020). Paris, France: Atlantis Press, 2020. http://dx.doi.org/10.2991/aebmr.k.200127.085.

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Małecka, Joanna. "Alternative Securities Markets as Financing Sources for SMEs – Selected Aspects of AIM and NC". In Contemporary Issues in Business, Management and Education. Vilnius Gediminas Technical University, 2017. http://dx.doi.org/10.3846/cbme.2017.072.

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Small and medium-sized enterprises are the foundation for the development of each contemporary national economy. Their number affects macroeconomic indices of economies and directly translates into the labour market created by SMEs. This article aims to investigate the key conditionings behind the macroeconomic significance and legal factors of the financial market operation in Poland and the UK, with particular emphasis on the stock exchange as the fundamental element of the capital market. Both AIM and NewConnect are platforms dedicated to SMEs, which have been allowed easier access to this capital market segment by minimising mandatory legal conditions. This study analyses the number of listed companies and their capitalisation values in 1999–2015, covering: the rules of the financial market operation, with a special focus on the legal bases of the stock market operation in the economies investigated; legal conditions for the development of this economic segment; and a detailed analysis of the number of participants and capitalisation values achieved on the Warsaw and London Stock Exchanges, in particular AIM and NewConnect. This paper builds on source data from various annual reports and stock exchange publications drawn up and made available by stock exchanges and financial supervisors. The attempt to compare the indices and capacities of the WSE and the NC with the biggest European player is motivated by the fact that the Warsaw Stock Exchange is classified as the largest and most dynamically growing stock exchange in Central and Eastern Europe.
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Silva, Natacha, e Maria José Palma Lampreia Dos Santos. "Impact of China-Pakistan Economic Investment on Volatility of Stock Exchanges in Pakistan and Shanghai". In 14th International Conference on Applied Human Factors and Ergonomics (AHFE 2023). AHFE International, 2023. http://dx.doi.org/10.54941/ahfe1003733.

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This paper aims to analyse the impact of the China-Pakistan Economic Corridor (CPEC) on the volatility of the Pakistan Stock Exchange and Shanghai Stock Exchanges, namely, to analyse the pre and post impact of China investments in Pakistan in the energy sector on the stock exchanges of the respective countries. The methods used include an econometric analysis, namely, the GARCH model, and univariate statistical analysis, from 4th January 2010 to 2nd January 2019. The results present a significant difference in volatilities of the pre and post returns of both indices. Stock prices increased post-CPEC announcement in Pakistan, and there was a growth in the stock market. However, the mean return post-CPEC announcement is lower than Pre-announcement tenure, combined with higher volatility. This shows investor under confidence due to secrecy and non-transparent deals done under CPEC. Face to these results, we recommend a more transparent process in CPEC.
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Suryanto, Dede, e Nunny Chania Wardah. "Comparison of Daily Transaction Performance of Indonesia Stock Exchange against Singapore, Thailand, and Philippines Stock Exchanges during the COVID-19 Pandemic". In International Conference on Vocational Education Applied Science and Technology. Basel Switzerland: MDPI, 2023. http://dx.doi.org/10.3390/proceedings2022083070.

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Garnia, Erna, Rachmat Sudarsono, Dian Masyita e Ina Primiana. "Trading Activity as a Liquidity Measure In Indonesia Stock Exchanges". In International Conference on Economics and Banking. Paris, France: Atlantis Press, 2015. http://dx.doi.org/10.2991/iceb-15.2015.24.

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W. L. Fong, Michelle. "Online Securities Trading in China". In InSITE 2005: Informing Science + IT Education Conference. Informing Science Institute, 2005. http://dx.doi.org/10.28945/2852.

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This paper looks at the adoption of information technology in the Chinese stock exchanges and for online securities trading in China. Because these stock exchanges do not have any major preexisting technology to consider when they automate their operations, they are able to adopt advanced technology. However, the potential and advantages offer by this technology cannot be fully harvested without fundamental structures and proper corporate governance mechanisms in place.
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Kolte, Ashutosh, Jewel Kumar Roy, Deepak Tulsiram Patil, Avinash Pawar e Pratik Sharma. "Global Financial Crisis in 21st Century: A Brief Analysis of Stock Exchanges". In 2021 International Conference on Computational Intelligence and Knowledge Economy (ICCIKE). IEEE, 2021. http://dx.doi.org/10.1109/iccike51210.2021.9410680.

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Richard, Agung Trisetyarso, Wayan Suparta, Chul-Ho Kang e Bahtiar Saleh Abbas. "Crypto-governance in Stock Exchanges: Towards Efficient and Self-regulated Trading System". In 2019 International Conference on contemporary Computing and Informatics (IC3I). IEEE, 2019. http://dx.doi.org/10.1109/ic3i46837.2019.9055638.

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Gligorić, Maja, Vule Mizdraković, Marija Kostić e Jasmina Gržinić. "Mandatory Audit: Who Performs Audits of Public Companies on Belgrade Stock Exchanges". In FINIZ 2019. Belgrade, Serbia: Singidunum University, 2019. http://dx.doi.org/10.15308/finiz-2019-62-67.

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Darnowska, Magdalena. "International accounting standards in assessing the financial condition of business entities". In Conferința științifică internațională studențească „Provocările contabilității în viziunea tinerilor cercetători”, ediția VII. Academy of Economic Studies of Moldova, 2023. http://dx.doi.org/10.53486/issc2023.33.

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The article describes the impact of International Accounting Standards on the assessment of the financial condition of business entities. In Poland, the provisions of the Accounting Act are mandatory. In the absence of regulations in the Act, the company should be guided by national accounting standards, and only then by International Accounting Standards. However, all companies listed on the stock exchanges of the Member States of the European Union, and thus also on the Warsaw Stock Exchange, must prepare consolidated financial statements in accordance with IFRS. The Polish Accounting Act also imposed this requirement on all banks. For this reason, IAS have a very large impact on the assessment of the financial condition of these entities.
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Rapporti di organizzazioni sul tema "Stock exchanges"

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Schmid, Juan Pedro. Addressing Debt Overhang: Experiences from Two Debt Operations in Jamaica. Inter-American Development Bank, dicembre 2016. http://dx.doi.org/10.18235/0008462.

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Jamaica entered the world economic downturn in 2008 from a position of ongoing weak economic performance and high, increasing debt levels. As a result, Jamaica's fiscal situation quickly became unsustainable. Starting in 2010, the government made important efforts, including two domestic debt exchanges, to bring its debt trajectory on a sustainable path. This brief assesses the two debt exchanges and explores whether their design was appropriate to address Jamaica's debt sustainability. A major issue in the case of Jamaica is the high exposure of the financial sector to government debt, creating a link between the fiscal situation and financial sector stability. In addition, the composition of Jamaica's debt restricts debt operations to domestic government securities, which comprise around half of total debt. Any attempt to restructure the debt stock through a debt action, such as a haircut, is likely to have a substantial impact on the domestic financial sector, which has a sizeable exposure to sovereign securities. Any losses of the financial sector would likely have negative multiplier effects on GDP growth, employment, and poverty. As such, the brief concludes that the scope of fiscal savings from debt restructuring in the absence of financial sector crisis was always small.
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2

Dassanayake, Wajira, Xiaoming Li e Klaus Buhr. A Revisit of Price Discovery Dynamics Across Australia and New Zealand. Unitec ePress, agosto 2015. http://dx.doi.org/10.34074/rsrp.039.

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Abstract (sommario):
This study re-investigates the price discovery dynamics of selected stocks cross-listed on the Australian Stock Exchange (ASX) and the New Zealand Stock Exchange (NZX) during a bear trading phase from January 2008 to December 2011. A differing price discovery dynamic in a bear market versus a bull market may occur because of variations in investor sentiments and disparities in the role of the stock prices. Using intraday data, we employ the vector error correction mechanism, Hasbrouck’s (1995) information share and Grammig et al.’s (2005) conditional information share methods. Consistent with previous research, we find that price discovery takes place mostly on the home market for the Australian firms and for all but one of the New Zealand firms. However, not seen in existing studies, we show that the NZX has grown in importance for both the Australian and New Zealand firms. This suggests that the NZX is deviating from being a pure satellite market.
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3

Dassanayake, Wajira, Xiaoming Li e Klaus Buhr. A Revisit of Price Discovery Dynamics Across Australia and New Zealand. Unitec ePress, agosto 2015. http://dx.doi.org/10.34074/rsrp.039.

Testo completo
Abstract (sommario):
This study re-investigates the price discovery dynamics of selected stocks cross-listed on the Australian Stock Exchange (ASX) and the New Zealand Stock Exchange (NZX) during a bear trading phase from January 2008 to December 2011. A differing price discovery dynamic in a bear market versus a bull market may occur because of variations in investor sentiments and disparities in the role of the stock prices. Using intraday data, we employ the vector error correction mechanism, Hasbrouck’s (1995) information share and Grammig et al.’s (2005) conditional information share methods. Consistent with previous research, we find that price discovery takes place mostly on the home market for the Australian firms and for all but one of the New Zealand firms. However, not seen in existing studies, we show that the NZX has grown in importance for both the Australian and New Zealand firms. This suggests that the NZX is deviating from being a pure satellite market.
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4

Carrasquilla-Barrera, Alberto, Arturo José Galindo-Andrade, Gerardo Hernández-Correa, Ana Fernanda Maiguashca-Olano, Carolina Soto, Roberto Steiner-Sampedro e Juan José Echavarría-Soto. Report of the Board of Directors to the Congress of Colombia - July 2020. Banco de la República de Colombia, febbraio 2021. http://dx.doi.org/10.32468/inf-jun-dir-con-rep-eng.07-2020.

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In Colombia, as well as in the rest of the world, the Covid-19 pandemic has seriously damaged the health and well-being of the people. In order to limit the damage, local and national authorities have had to order large sectors of the population to be confined at their homes for long periods of time. An inevitable consequence of isolation has been the collapse of economic activity, expenditure, and employment, a phenomenon that has hit many countries of the world affected by the disease. It is an unprecedented crisis in modern times, not so much for its intensity (which is undoubtedly immense), but because its origin is not economic. That is what makes it so unpredictable and difficult to manage. Naturally, its economic consequences are enormous. Governments and central banks from all over the world are struggling to mitigate them, but the final solution is not in the hands of the economic authorities. Only science can provide a way out. In the meantime, the economic indicators in Colombia and in the rest of the world cause concern. The output falls, the massive loss of jobs, and the closure of businesses of all sizes have become daily news. Added to this, there is the deterioration in global financial conditions and the increase in the risk indicators. Financial volatility has increased and stock indexes have fallen. In the face of the lower global demand, export prices of raw materials have fallen, affecting the terms of trade for producing countries. Workers’ remittances have declined due to the increase of unemployment in developed countries. This crisis has also generated a strong reduction of global trade of goods and services, and effects on the global value chains. Central banks around the world have reacted decisively and quickly with strong liquidity injections and significant cuts to their interest rates. By mid-July, such determined response had succeeded to revert much of the initial deterioration in global financial conditions. The stock exchanges stopped their fall, and showed significant recovery in several countries. Risk premia, which at the beginning of the crisis took an unusual leap, recorded substantial corrections. Something similar happened with the volatility indexes of global financial markets, which exhibited significant improvement. Flexibilization of confinement measures in some economies, broad global liquidity, and fiscal policy measures have also contributed to improve global external financial conditions, albeit with indicators that still do not return to their pre-Covid levels.
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5

Linton, Oliver, e James Brugler. Single stock circuit breakers on the London Stock Exchange: do they improve subsequent market quality? IFS, febbraio 2014. http://dx.doi.org/10.1920/wp.cem.2014.0714.

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6

Hassan, Tarek Alexander, Thomas Mertens e Tony Zhang. Not so Disconnected: Exchange Rates and the Capital Stock. Cambridge, MA: National Bureau of Economic Research, agosto 2015. http://dx.doi.org/10.3386/w21445.

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7

Li, Sida, Mao Ye e Miles Zheng. Financial Regulation, Clientele Segmentation, and Stock Exchange Order Types. Cambridge, MA: National Bureau of Economic Research, febbraio 2021. http://dx.doi.org/10.3386/w28515.

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8

White, Eugene. Anticipating the Stock Market Crash of 1929: The View from the Floor of the Stock Exchange. Cambridge, MA: National Bureau of Economic Research, novembre 2006. http://dx.doi.org/10.3386/w12661.

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9

Hashimoto, Yuko, e Takatoshi Ito. High-Frequency Contagion Between the Exchange Rates and Stock Prices. Cambridge, MA: National Bureau of Economic Research, aprile 2004. http://dx.doi.org/10.3386/w10448.

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10

Maynard, Julian D. Stack/Heat-Exchanger Research for Thermoacoustic Heat Engines. Fort Belvoir, VA: Defense Technical Information Center, giugno 1996. http://dx.doi.org/10.21236/ada327871.

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