Bibliografie tematiche / Stock markets

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Letteratura scientifica selezionata sul tema "Stock markets"

Autore: Grafiati
Pubblicato: 4 giugno 2021
Ultima modifica: 27 luglio 2024

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Articoli di riviste sul tema "Stock markets"

1

Yaya, OlaOluwa, Olayinka Adenikinju e Hammed A. Olayinka. "African stock markets’ connectedness: Quantile VAR approach". Modern Finance 2, n. 1 (6 febbraio 2024): 51–68. http://dx.doi.org/10.61351/mf.v2i1.70.

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The present paper investigates African stock markets’ linkages by considering stocks in the continent’s largest economies, specifically Egypt, Kenya, Morocco, Nigeria, South Africa, and Tunisia. Using a dataset that spanned November 25, 2008, to September 18, 2023, the quantile connectedness approach of Chatziantoniou et al. (2021) is employed, and the results unfold these interesting dynamics of African market connectivity: (i) In the bearish market phase, South African stock dominated the entire network, transmitting shocks to the remaining stocks, while Moroccan and Kenyan stocks played similar role mildly. (ii) In the bullish market phase, Nigerian stock dominated the market as a major net transmitter of shock supported by South African and Kenyan stock markets. (iii), The Egyptian and Tunis stock markets are net shock receivers in both the bear and bull market phases. (iv), At the median quantile value, stocks become less riskier and the Kenyan stock market becomes the most vulnerable while Nigerian, Egyptian, and South African stock markets are influenced by other stock markets when markets are calm. (v), Though, African stocks are underperforming, interested portfolio managers will learn from the trading strategies to be adopted to maximize their returns. These findings will benefit portfolio managers, international stakeholders, and regulators.
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Kirkulak Uludag, Berna, e Muzammil Khurshid. "Volatility spillover from the Chinese stock market to E7 and G7 stock markets". Journal of Economic Studies 46, n. 1 (7 gennaio 2019): 90–105. http://dx.doi.org/10.1108/jes-01-2017-0014.

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PurposeThe purpose of this paper is to examine volatility spillover from the Chinese stock market to E7 and G7 stock markets. Using the estimated results, the authors also analyze the optimal weights and optimal hedge ratios for the portfolios including stocks from E7 and G7 countries.Design/methodology/approachThe authors employed generalized vector autoregressive-generalized autoregressive conditional heteroskedasticity approach, developed by Ling and McAleer (2003), in order to analyze daily data on the national stock indices. Considering the late establishment of some E7 stock markets, the sampling covers the period from 1995 through 2015.FindingsThe findings indicate significant volatility spillover from the Chinese stock market to E7 and G7 stock markets. In particular, the Chinese stocks highly co-move with the stocks of countries within a same geographical region. While the highest volatility spillover occurs between China and India among E7 countries, the highest volatility spillover occurs between China and Japan among G7 countries. Furthermore, the examination of optimal weights and hedge ratios suggest that investors should hold more stocks from G7 countries than E7 countries for their portfolios.Originality/valueTo the best of the authors’ knowledge, this is the first study which investigates the volatility spillover in the stock markets of G7 and E7 countries. Moreover, the current study contributes particularly to the existing limited literature on the Chinese stock market. Since the Chinese stock market is not fully integrated to other markets and it is subject to intense government interventions, there is a widely accepted belief that the contagion effects from the Chinese stock market to other stock markets are not influential. This view discourages and limits the prospect studies. However, the findings of this paper refute this view and indicate significant interaction among the Chinese stock market and E7 and G7 stock markets.
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Robiyanto, Robiyanto. "Indonesian Stock Market’s Dynamic Integration with Asian Stock Markets and World Stock Markets". Jurnal Pengurusan 52 (2018): 181–92. http://dx.doi.org/10.17576/pengurusan-2018-52-15.

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Sharma, Gunjan. "A STUDY ON PERFORMANCE OF STOCKS OF BLUE CHIP COMPANIES IN INDIA". BSSS Journal of Management 14, n. 1 (30 giugno 2023): 110–64. http://dx.doi.org/10.51767/jm1410.

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The main aims of this paper are to explain the discriminatory variables between the top 10 blue chip companies stocks in stock markets of the India. . Since there is relatively less empirical research on the stock selection in markets, with even less studies on the markets in the transition economies of India, this paper is designed to shed some light on the identification of blue chip stocks from Indian stock market. Results presented in this paper provide confirmatory evidence that the blue chip stocks from the selected stock markets of the Indian stock market can be identified by examining their dividend payout , Market price of share , EPS and relevant ratios were analyzed and research tools like Mean etc. The variables were tested with the help of hypothesis testing on the basis of ANNOVA to determine the performance of the selected stocks.
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Yousaf, Imran, Shoaib Ali e Wing-Keung Wong. "An Empirical Analysis of the Volatility Spillover Effect between World-Leading and the Asian Stock Markets: Implications for Portfolio Management". Journal of Risk and Financial Management 13, n. 10 (25 settembre 2020): 226. http://dx.doi.org/10.3390/jrfm13100226.

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This study employs the Vector Autoregressive-Generalized Autoregressive Conditional Heteroskedasticity (VAR-AGARCH) model to examine both return and volatility spillovers from the USA (developed) and China (Emerging) towards eight emerging Asian stock markets during the full sample period, the US financial crisis, and the Chinese Stock market crash. We also calculate the optimal weights and hedge ratios for the stock portfolios. Our results reveal that both return and volatility transmissions vary across the pairs of stock markets and the financial crises. More specifically, return spillover was observed from the US and China to the Asian stock markets during the US financial crisis and the Chinese stock market crash, and the volatility was transmitted from the USA to the majority of the Asian stock markets during the Chinese stock market crash. Additionally, volatility was transmitted from China to the majority of the Asian stock markets during the US financial crisis. The weights of American stocks in the Asia-US portfolios were found to be higher during the Chinese stock market crash than in the US financial crisis. For the majority of the Asia-China portfolios, the optimal weights of the Chinese stocks were almost equal during the Chinese stock market crash and the US financial crisis. Regarding hedge ratios, fewer US stocks were required to minimize the risk for Asian stock investors during the US financial crisis. In contrast, fewer Chinese stocks were needed to minimize the risk for Asian stock investors during the Chinese stock market crash. This study provides useful information to institutional investors, portfolio managers, and policymakers regarding optimal asset allocation and risk management.
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Setiawan, Budi, e Muhammad Hidayat. "PENGARUH PASAR MODAL NEGARA G-3 TERHADAP PASAR MODAL ASEAN-5". Jurnal Ilmiah Ekonomi Global Masa Kini 8, n. 3 (8 gennaio 2018): 11–15. http://dx.doi.org/10.36982/jiegmk.v8i3.348.

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The stock market has captured the attention of many practitioners and scholars in the past decade. It has become one of the most vital aspects of a modern market economy. The stock market provides companies with access to capital and gives opportunity for investors to have a slice of company ownership. The present paper investigates the impact of G-3 stock markets (US, Japan and Europe) to ASEAN-5 stock markets (Indonesia, Malaysia, Philippines, Thailand and Singapore). The data coverage is composed of daily closing stock index at G-3 stock markets and ASEAN-5 stock markets over the period from January 4, 2000 to December 31, 2014. The historical stock market data were analyzed by using Structured Equation Model (SEM). The empirical results suggest that the G-3 stock markets have a positive and significant impact on ASEAN-5 stock markets. For further, the researcher could add other Asia stock markets such as Nikkei225 Index (Japan), Hang Seng Index (Hong Kong), Kospi Index (South Korea), and BSE Index (India).Keywords: G-3 Stock Markets, ASEAN-5 Stock Markets, Structured Equation Model, Stock Market Diversification; Contagious Effect.Â
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Shkolnyk, Inna, Serhiy Frolov, Volodymyr Orlov, Viktoriia Dziuba e Yevgen Balatskyi. "Influence of world stock markets on the development of the stock market in Ukraine". Investment Management and Financial Innovations 18, n. 4 (24 novembre 2021): 223–40. http://dx.doi.org/10.21511/imfi.18(4).2021.20.

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Viewing the development of the stock market in Ukraine, the economy, which world financial organizations characterize as small and open, is largely determined by the trends formed by the global stock markets and leading stock exchanges. Therefore, the study aims to analyze Ukraine’s stock market, the world stock market, stock markets in the regions, and to assess their mutual influence. The study uses the data of the World Federation of Exchanges and National Securities and Stock Market Commission (Ukraine) from 2015 to 2020. Stock market performance forecasts are built using triple exponential smoothing. Based on pairwise correlation coefficients, the existence of a significant dependence in the development of the world stock market on the development of the American stock market was determined. Regarding the Ukrainian stock exchanges, only SE “PFTS” demonstrated its dependence on the US stock market. The results of the regression model based on an exponentially smoothed series of trading volumes in all markets showed that variations in the volume of trading on the world stock market are due to the situation on the US stock markets. Trading volume dynamics on Ukrainian stock exchanges such as SE “PFTS” and SE “Perspektiva” is almost 50% determined by the development of stock markets in the American region. Although Ukraine is geographically located in Europe, the results show a lack of significant links and the impacts of stock markets in this region on the major Ukrainian stock exchanges and the stock market as a whole.
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Chi, Wei, Robert Brooks, Emawtee Bissoondoyal-Bheenick e Xueli Tang. "Classifying Chinese bull and bear markets: indices and individual stocks". Studies in Economics and Finance 33, n. 4 (3 ottobre 2016): 509–31. http://dx.doi.org/10.1108/sef-01-2015-0036.

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Purpose This paper aims to investigate Chinese bull and bear markets. The Chinese stock market has experienced a long period of bear cycle from early 2000 until 2006, and then it fluctuated greatly until 2010. However, the cyclical behaviour of stock markets during this period is less well established. This paper aims to answer the question why the Chinese stock market experienced a long duration of bear market and what factors would have impacted this cyclical behaviour. Design/methodology/approach By comparing the intervals of bull and bear markets between stocks and indices based on a Markov switching model, this paper examines whether different industries or A- and B-share markets could lead to different stock market cyclical behaviour and whether firm size can determine the relationship between the firm stock cycles on the market cycles. Findings This paper finds a high degree of overlapping of bear cycles between stocks and indices and a high level of overlapping between the bear market and a fraction of stock with increasing stock prices. This leads to the conclusion that the stock performance and trading behaviour are widely diversified. Furthermore, the paper finds that the same industry may have different overlapping intervals of bull or bear cycles in the Shanghai and Shenzhen stock markets. Firms with different sizes could have different overlapping intervals with bull or bear cycles. Originality/value This paper fills the literature gap by establishing the cyclical behaviour of stock markets.
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Chang, Ruiqian. "Financial Technology: China’s Stock Markets vs U.S. Stock Markets". E3S Web of Conferences 275 (2021): 01006. http://dx.doi.org/10.1051/e3sconf/202127501006.

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This paper provides a detailed analysis of the difference between the Chinese stock market and the U.S. stock market under the development of financial technology. In conclusion, we find that the Chinese stock market is more dominated by retail investors, but the United States owns more stocks, mostly held by institutional investors, and has a better financial mindset. The behavior of investors in the Chinese stock market is mainly the excessive speculation of investors in the Chinese market. This is one of the reasons for the many fluctuations in the Chinese stock market. Due to the speculative nature of China’s stock market, the floating ratio reflects the management mechanism of China’s stock market and helps to observe the correlation with the U.S. stock market. And technology and digitalization affect the trading of the stock market. This research is correlational, and there is no causality implied.
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Imhanzenobe, Japhet Osazefua. "Historical Development of Frontier Stock Markets in Sub-Saharan Africa". International Journal of Professional Business Review 8, n. 7 (10 luglio 2023): e02659. http://dx.doi.org/10.26668/businessreview/2023.v8i7.2659.

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Purpose: The purpose of this research is to review and compare the development of the three major frontier stock markets in Sub-Saharan Africa over time. The study provides some narrative around the historical development of each market as well as a theoretical backdrop for stock market development studies. Theoretical framework: The adaptive market hypothesis was used as the theoretical backdrop for the study. The adaptive market suggests that stock markets develop in an evolutionary manner (similar to natural selection). This evolution of stock market development is influenced by changes in investors’ behavior and regulatory standards. Design/methodology/approach: Data was collected from 1993 to 2020 on the IMF market efficiency score, the value of stocks traded, aggregate market capitalization, and the number of listed companies for the sample markets. The study used descriptive statistics and trend analysis to discuss and compare the stock market development indicators across the different selected frontier markets. Findings: The study discovered an improvement in stock market performance across the sample period. The Johannesburg Stock Exchange was found to be the most developed of the three stock exchanges. The Nigerian Stock Exchange was second while the Nairobi Stock Exchange was third. Some factors that erode the performance of these stock markets were also discussed. The practical and social implications: The sample stock markets are the major frontier markets, and so are often the first stop for foreign investors that want to penetrate the Sub-Saharan African markets. The performance of these markets often determines the level of foreign direct investment (FDI) and foreign portfolio investment (FPI) that flow into Africa. Originality/ Value: Few studies have investigated the performance of stock markets in Sub-Saharan Africa. Also, the few studies that investigate the performance of these markets rarely proceed to discuss the market-wide factors that erode the performance of these markets compared to those of developed economies. Some factors like the size of the economy, low financial literacy, misplaced government policies, poor investment culture, buy-and-hold-tight attitude, and high transaction costs were identified and discussed.
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Tesi sul tema "Stock markets"

1

Wongbangpo, Praphan. "Dynamic analysis on ASEAN stock markets". access full-text online access from Digital dissertation consortium, 2000. http://libweb.cityu.edu.hk/cgi-bin/er/db/ddcdiss.pl?9982126.

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Kwan, Wai-ching Josephine. "Trend models for price movements in financial markets /". [Hong Kong] : University of Hong Kong, 1994. http://sunzi.lib.hku.hk/hkuto/record.jsp?B13841397.

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Wan, Hakman Alberick. "On the agent market model of stock markets". Thesis, University of Sunderland, 1999. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.288016.

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Zhang, Qingjing. "Liquidity in stock markets". Thesis, Durham University, 2014. http://etheses.dur.ac.uk/10926/.

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This thesis uses liquidity to examine some stock market phenomena. It begins by researching the role of liquidity in explaining the “disappearing dividend puzzle” across several financial markets. Then, it examines the cash/stock dividend payouts and their determinants in China. Finally, this paper investigates the interplay among illiquidity, variance risk premium and stock market returns. The research studies the disappearing dividend puzzle with a large sample of firms representing eighteen countries over the sample period from 1989 to 2011. Our investigation finds that risk is an important determinant of firms’ dividend payout policy. For firms in the US, France, UK and other European markets, liquidity plays an additional role in explaining the changes in propensity to pay. Then we test the explanatory power of liquidity, risk and catering incentives in the “disappearing dividend puzzle”. The thesis finds support for catering theory among firms in common law countries but not those in civil law countries. The catering incentives persist even after adjusting the propensity to pay for liquidity. However, after controlling for risk, the significant explanatory power of catering incentives in the changes in propensity to pay disappears. Our results indicate that catering incentives capture the risk difference between dividend payers and non-dividend payers. Then, the research studies the payout patterns of both cash and stock dividend in China over the sample period 1999-2013. The Chinese stock market is a fast-growing market with some special characteristics, such as complicated corporate ownership structures. The specific characteristics of Chinese firms might affect the dividend payout policy in China. We first study the determinants of Chinese firms’ dividend payout policy. Our results indicate that lifecycle, risk and liquidity are important determinants of firms’ cash/stock dividend policy. We find that firms with larger board size and fewer annual board meetings are more likely to pay cash dividends and less likely to pay stock dividends. Also, the research notes that managerial stake is insignificant in explaining Chinese firms’ cash/stock dividend payouts. Then, we investigate the catering theory in China. Our findings show that catering incentives matter in explaining the unexpected percentage of dividend payers if we do not control for liquidity/risk. However, once we control for liquidity/risk, the catering incentives contribute little toward explaining the changes in propensity to pay cash/stock dividends. Our results imply that Chinese firms’ cash/stock dividend policy is influenced by the board, rather than managers or investors. Finally, this thesis investigates the interplay among illiquidity, variance risk premium and market returns. Previous studies that test whether liquidity is useful in forecasting market returns ignore the question of whether variance risk premium might also be useful for this purpose. As a result, these papers potentially overestimate the role of liquidity in predicting market returns. This thesis tests whether liquidity and variance risk premium are useful for return forecasting by comprehensively investigating the interplay among illiquidity, variance risk premium and market returns. We adopt monthly US data from January 1992 to December 2010. The results show that variance risk premium, reflecting investors’ risk aversion to volatility risk, causes variations in stock returns, and in turn causes market illiquidity, rather than vice versa. Furthermore, we find that variance risk premium has substantial forecasting power over future market returns, while liquidity measure does not. Additionally, our results indicate that variance risk premium impacts equity returns by acting on the risk factors, i.e. market risk premium, value factor and momentum factor.
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Söderberg, Jonas. "Essays on the Scandinavian stock markets /". Växjö : Växjö University Press, 2009. http://urn.kb.se/resolve?urn=urn:nbn:se:vxu:diva-2449.

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Carmo, João Pedro Rodrigues do. "Modeling stock markets through the reconstruction of market processes". Master's thesis, Instituto Superior de Economia e Gestão, 2017. http://hdl.handle.net/10400.5/15048.

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Mestrado em Economia
Existem duas maneira possíveis de interpretar a aparente natureza estocástica dos mercados financeiros: a Hipótese do mercado eficiente (HME) e um conjunto de factos estilizados que conduzem o comportamento dos mercados. Apresentamos evidência para alguns dos factos estilizados como a existência de um fenómeno de memória na volatilidade dos preços a curto prazo, um comportamento em lei de potência e dependências não lineares nos retornos. Considerando isto, construímos um modelo do mercado através de cadeias de Markov. Em seguida, desenvolvemos um algoritmo que pode ser generalizado para qualquer alfabeto de N símbolos e cadeia de Markov de comprimento K. Com esta ferramenta, somos capazes de mostrar que é, pelo menos, sempre melhor que um modelo completamente aleatório como o Passeio Aleatório. O código está escrito em MATLAB e é mantido no GitHub.
There are two possible ways of interpreting the seemingly stochastic nature of financial markets: the Efficient Market Hypothesis (EMH) and a set of stylized facts that drive the behavior of the markets. We show evidence for some of the stylized facts such as memory-like phenomena in price volatility in the short term, a power-law behavior and non-linear dependencies on the returns. Given this, we construct a model of the market using Markov chains. Then, we develop an algorithm that can be generalized for any N-symbol alphabet and K-length Markov chain. Using this tool, we are able to show that it's, at least, always better than a completely random model such as a Random Walk. The code is written in MATLAB and maintained in GitHub.
info:eu-repo/semantics/publishedVersion
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Zebedee, Allan A. "The flow of information in financial markets : a market microstructure examination /". Diss., Connect to a 24 p. preview or request complete full text in PDF format. Access restricted to UC campuses, 2001. http://wwwlib.umi.com/cr/ucsd/fullcit?p3026388.

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Dong, Wei, e 董炜. "Two essays on stock markets". Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2013. http://hub.hku.hk/bib/B50662211.

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 This thesis contains two pieces of empirical study on market efficiency. The first essay tests the semi-strong form of market efficiency in the U.S. We use sell-side analyst target prices as publically available information and test the performance of a mean-variance optimized portfolio which is based on the Treynor and Black model. We focus on constituents of S&P 500 index as our sample universe. During the period of beck-testing from 2004 to 2010, we find that the dynamically rebalanced portfolio beats the market in 6 out of 7 years and that the strategy generates significant risk-adjusted abnormal returns. In the second essay we study the post-earnings-announcement drift (PEAD) phenomenon, a well-documented market anomaly, on the French stock market. Our empirical study devises a difference-in-difference policy experiment to test if trading activities by individual investors contribute to the magnitude of PEAD. We exploit a recent policy reform on the French stock market, which significantly increased speculative trading costs of individual investors and reduced their trading activities. The impact of reform is found twice as large on individual contrarian traders than momentum traders. Using a group of unaffected stocks to control for potential non-experimental factors, we find magnitude of PEAD dropped significantly after the reform in the experimented group but not in the experimented group but not in the control group.
published_or_final_version
Economics and Finance
Doctoral
Doctor of Philosophy
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Andersson, Maria. "Social influence in stock markets". Gothenburg : Department of Psychology, University of Gothenburg, 2009. http://gupea.ub.gu.se/dspace/handle/2077/20506.

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Singh, Vikkram. "Financial Integration: Pervasiveness, Effect of Culture and Impact on Policy Effectiveness". Thesis, Griffith University, 2017. http://hdl.handle.net/10072/373044.

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The studies in this thesis examine financial integration: its extent across regions and market cycles, how culture affects it and how the levels of market linkages impact the effectiveness of policy decisions during periods of market crisis. This investigation is undertaken in four separate but interrelated studies. The first study (Chapter 3) uses a novel approach, partial correlations within a complex network framework, to examine the degree of globalization and regionalization of stock market linkages and how these linkages vary across different economic or market cycles. The results show that geography influences network linkages differently across market cycles. During normal times, regional factors shape market linkages; however, during periods of turbulence, global rather than regional factors drive these linkages. Also, the network traffic increases during times of turmoil, but contrary to previous results, the results do not indicate a consistent or overwhelming increase in positive linkages between markets. Also, contrary to expectations, financial centers such as the US, China, Japan, and the UK command a greater regional rather than global influence. These findings have implications for portfolio management and policy decision-making. The second study (Chapter 4) examines linkages between stock markets across market cycles by combining network and cointegration analysis. The results show that long-run linkages are likely to be global rather than regional and that market turbulence increases linkages. However, no widespread common stochastic trends between markets are detected. Also, the major financial markets fail to influence long-run network linkages. The third study (Chapter 5) conducts a comprehensive study on the effect of culture on stock market linkages. A quantile regression model uses data from 25 national stock markets to estimate the determinants of market linkages. It controls for distance, economic and legal variables while using culture variables such as language, religion, and Hofstede’s culture dimensions. The study tests whether the effects of culture hold across regions, in markets with higher liquidity, and if changes occur during periods of market crisis. The main conclusion is that culture preferences shape investor choices, which affects the integration between stock markets. Equity markets with similar cultural characteristics tend to increase market linkages; however, differences are observed across regions. Furthermore, liquidity and economic uncertainty does not impact the significance of culture variables as determinants of market linkages. The fourth study (Chapter 6) tests the hypothesis that policy interventions during periods of stress are less effective when markets are globally integrated. The tests are conducted in the context of the Chinese and Russian stock markets, which depict varying levels of linkages with the US market and were subject to policy interventions during the Global Financial Crisis. Using an event study in combination with dynamic conditional correlation and Markov regime switching methodology, a negative relationship exists between the degree of market linkages and the effectiveness of market interventions. The findings indicate that the market response in the Chinese market, which was less financially integrated with the US (than with Russia), was more effective. Thus, the study lends support to the hypothesis that policy interventions in equity markets become less effective when markets are integrated. This study is the first to investigate the impact of international market linkages on the effectiveness of stock market interventions. The results from this research show that tighter market integration shapes the changing market networks due to structural changes and the forces of globalization. The dynamics of the market networks draw attention to the impact of contagion on market efficiencies, which has far-reaching negative consequences on policy decisions during periods of market crisis. Although these disruptive market crises are difficult to prevent, a deeper understanding of market networks can empower policy decision-makers in dealing with these fallouts. The financial networks can also have a far-reaching impact on arbitrage and portfolio risk management strategies. The findings of the research also highlight the role of behavioral variables such as culture, which affects not only the development of financial markets but also how the financial linkages are shaped.
Thesis (PhD Doctorate)
Doctor of Philosophy (PhD)
Dept Account,Finance & Econ
Griffith Business School
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Libri sul tema "Stock markets"

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Drobetz, Wolfgang. Global Stock Markets. Wiesbaden: Deutscher Universitätsverlag, 2000. http://dx.doi.org/10.1007/978-3-663-08529-4.

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Ahmed, Ayaz. Stock market interlinkages in emerging markets. Islamabad: Pakistan Institute of Development Economics, 1998.

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Corporation, International Finance, a cura di. Emerging stock markets factbook. Washington, DC: International Finance Corporation, 1995.

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International Finance Corporation. Capital Markets Department., a cura di. Emerging stock markets factbook. Washington, D. C: World Bank, 1992.

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5

1953-, Keim Donald Bruce, e Ziemba W. T, a cura di. Security market imperfections in worldwide equity markets. Cambridge ; New York: Cambridge University Press, 2000.

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Alagidede, Paul. Stock return dynamics in Africa's emerging stock markets. Hauppauge, NY: Nova Science Publishers, 2010.

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Singh, Ajit. The stock-market and economic development: Should developing countries encourage stock-markets? Geneva, Switzerland: United Nations Conference on Trade and Development, 1992.

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Jess, Lederman, e Park Keith K. H, a cura di. The Global equity markets. Chicago, Ill: Probus Pub. Co., 1990.

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ltd, Reuters, a cura di. An introduction to equity markets. Singapore: Wiley (Asia), 1999.

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Kurakin, Roman. Stock markets in African States. ru: INFRA-M Academic Publishing LLC., 2018. http://dx.doi.org/10.12737/monography_5acf852e0ac927.73879824.

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Capitoli di libri sul tema "Stock markets"

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Poncet, Patrice, e Roland Portait. "Stocks, Stock Markets, and Stock Indices". In Springer Texts in Business and Economics, 255–308. Cham: Springer International Publishing, 2022. http://dx.doi.org/10.1007/978-3-030-84600-8_8.

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Armstrong-Taylor, Paul. "Stock Markets". In Debt and Distortion, 99–116. London: Palgrave Macmillan UK, 2016. http://dx.doi.org/10.1057/978-1-137-53401-9_9.

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Orr, Bill. "Stock Markets". In The Global Economy in the 90s, 209–17. London: Palgrave Macmillan UK, 1992. http://dx.doi.org/10.1007/978-1-349-13009-2_11.

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Geisst, Charles R. "Stock Markets". In A Guide to the Financial Markets, 7–40. London: Macmillan Education UK, 1989. http://dx.doi.org/10.1007/978-1-349-20348-2_2.

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Drobetz, Wolfgang. "Introduction". In Global Stock Markets, 1–7. Wiesbaden: Deutscher Universitätsverlag, 2000. http://dx.doi.org/10.1007/978-3-663-08529-4_1.

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Drobetz, Wolfgang. "Theory of asset pricing". In Global Stock Markets, 9–70. Wiesbaden: Deutscher Universitätsverlag, 2000. http://dx.doi.org/10.1007/978-3-663-08529-4_2.

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Drobetz, Wolfgang. "Theory of international asset pricing". In Global Stock Markets, 71–100. Wiesbaden: Deutscher Universitätsverlag, 2000. http://dx.doi.org/10.1007/978-3-663-08529-4_3.

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Drobetz, Wolfgang. "Time varying expected returns and the business cycle on international stock markets". In Global Stock Markets, 101–53. Wiesbaden: Deutscher Universitätsverlag, 2000. http://dx.doi.org/10.1007/978-3-663-08529-4_4.

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Drobetz, Wolfgang. "Testing a conditional version of the consumption-based asset pricing model". In Global Stock Markets, 155–208. Wiesbaden: Deutscher Universitätsverlag, 2000. http://dx.doi.org/10.1007/978-3-663-08529-4_5.

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Drobetz, Wolfgang. "Volatility bounds for stochastic discount factors on global financial markets". In Global Stock Markets, 209–58. Wiesbaden: Deutscher Universitätsverlag, 2000. http://dx.doi.org/10.1007/978-3-663-08529-4_6.

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Atti di convegni sul tema "Stock markets"

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Kvietkauskienė, Alina, e Raimonda Martinkutė-Kaulienė. "Performance Evaluation of Stock Markets". In Contemporary Issues in Business, Management and Education. Vilnius Gediminas Technical University, 2017. http://dx.doi.org/10.3846/cbme.2017.071.

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Abstract (sommario):
The authors concentrate their attention on the performance evaluation of stock markets. The markets evaluation and selection is the important part of investment decision making. In order to develop a conceptual framework for investment decisions in financial markets, it is important to establish a logical model for market selection. The main purpose of the article – to propose the scheme of stock market evaluation and selection for investment portfolio formation. The authors propose the scheme, according to that, it is possible to analyse the issue of the market value and to select markets that may potentially generate a sustainable investment return for investor, taking into account that sustainable investment return is the stable investment return for a long period. According to the analysis of selected stock markets and their evaluation using three-dimension utility function, the authors identified the most stable markets to investors for investment portfolio formation.
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Tasevska, Ivona. "EMPIRICAL RESEARCH ON THE INFORMATION EFFICIENCY OF THE MACEDONIAN STOCK EXCHANGE". In Economic and Business Trends Shaping the Future. Ss Cyril and Methodius University, Faculty of Economics-Skopje, 2022. http://dx.doi.org/10.47063/ebtsf.2022.0027.

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One of the basic hypotheses in modern finance that defines financial markets is the Efficient Market Hypothesis. The existence of information efficient markets, where all information is incorporated in the price of financial instruments is the basis of rational economic theory. There may be an upward or downward trend in the financial markets, but after the inclusion of new information in the financial instruments, they would stabilize until the next new information. In addition to the definition of efficient markets, the hypothesis of random walk has a significant application, which explains that the market cannot be beaten and that prices and returns move in a random upward or downward direction. The paper includes two methodologies to confirm the efficiency of the financial markets. The first research was conducted in order to confirm the hypothesis of a random walk implementing a coefficient of variance test. The test was conducted using a large series of data of the returns’ movement of stock exchange indices on the Macedonian, Belgrade, Zagreb, Sofia and Ljubljana Stock Exchange, as well as the American S&P500 index. The second research which is including the model of market multipliers was conducted for the most liquid stocks on the Macedonian Stock Exchange and selected stocks from the US Stock Exchange Markets, in order to show the underestimation or overestimation in relation to the market value of stocks, thus to show the sentiment that investors have when trading a certain type of stock. The results of the research show that the regional financial markets, as well as the domestic ones, do not follow the random walk, giving an opportunity to the possibility of using alternative behavioral approaches to explain the reasons for the deviation. For the second survey, where significant differences in the fundamental and market value of the stocks appear, the reason for the deviation is the expectations of investors.
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Balaji, Ch, B. Pavan Vara Prasad e T. Harshitha. "A comparative analysis of Indian stock market with international stock markets". In CONTEMPORARY INNOVATIONS IN ENGINEERING AND MANAGEMENT. AIP Publishing, 2023. http://dx.doi.org/10.1063/5.0158538.

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Samarawickrama, I. D. W., e A. Pallegedara. "A Long-Term Relationship Between Sri Lankan Stock Market and Global Stock Markets: A Time Series Analysis". In SLIIT International Conference on Advancements in Sciences and Humanities 2023. Faculty of Humanities and Sciences, SLIIT, 2023. http://dx.doi.org/10.54389/avnd4327.

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A stock market plays a vital role in the capital generation of a nation. With increased financial integration, factoring the regional and international dynamics shared in stock markets assist investors in portfolio diversification decisions and assist policy makers in implementing appropriate policies during a turmoil period. Thus, the study intended to identify the dynamic relations of the Colombo Stock Exchange (CSE) with other prominent global markets to provide insights in making appropriate investment and policy decisions. The study analysed the daily returns of All Share Price Index (ASPI), the broad market index of Sri Lanka and six international stock markets of US, UK, China, Japan, Germany, and India from May 1992 to December 2020. Owing to the non-stationarity of data, a Vector Error Correction Model (VECM) was developed. The stationarity and the presence of cointegration among ASPI and all selected stock markets were identified except the Chinese stock market. German and Indian stock markets were negatively integrated with ASPI in the long run contrasting to the Japanese, US, and UK stock markets positively cointegrated with ASPI. The study provided evidence for trade links and national level trade and cooperation leading to higher market integrations. Furthermore, the study extended the empirical evidence on geographically and economically closer countries being highly integrated in the long-term. Therein, on contrary to previous studies, study identified that CSE as a frontier market gets affected by larger stock markets in the long run. Hence, study insights were imperative in investor and policy maker decisions on the long run relations present among ASPI and the selected stock markets.
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Horng, Wann-Jyi, Liu-Hsiang Hsu e Hui-Hsin Hsu. "An Influence of U.S. and U.K. Stock Market Returns for Two Stock Markets: An Evidence Case by Singapore and Japan's Stock Markets". In 2010 International Conference on Management and Service Science (MASS 2010). IEEE, 2010. http://dx.doi.org/10.1109/icmss.2010.5578218.

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Yuksel, Sadettin Aydin, Asli Yuksel e Riza Demirer. "THE U.S. TERM STRUCTURE AND STOCK MARKET VOLATILITY: EVIDENCE FROM EMERGING STOCK MARKETS". In 48th International Academic Conference, Copenhagen. International Institute of Social and Economic Sciences, 2019. http://dx.doi.org/10.20472/iac.2019.048.060.

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Devi, M. Uma, P. Akilandeswari e M. Eliazer. "Stock Market Ontology-Based Knowledge Management for Forecasting Stock Trading". In International Research Conference on IOT, Cloud and Data Science. Switzerland: Trans Tech Publications Ltd, 2023. http://dx.doi.org/10.4028/p-02laqd.

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Today’s markets are rather matured and arbitrage opportunities remain for a very short time. The main objective of the paper is to devise a stock market ontology-based novel trading strategy employing machine learning to obtain maximum stock return with the highest stock ratio. The paper aims to create a dynamic portfolio to obtain high returns. In this work, the impact of the applied machine learning techniques on the Chinese market was studied. The problem of investing a particular total amount in a large universe of stocks is considered. The Chinese stocks traded on Shanghai Stock Exchange and Shenzhen Stock Exchange are chosen to be the entire universe. The inputs that are considered are fundamental data and company-specific technical indicators unlike the macroscopic factors considered in the existing systems. In the stock market document repository, ontological constructs with Word Sense Disambiguation (WSD) algorithm improve the conceptual relationships and reduce the ambiguities in Ontological construction. The machine learning techniques Kernel Regression and Recurrent Neural Networks are used to start the analysis. The predicted values of stock prices from the Artificial Neural Network provided quite accurate results with an accuracy level of 97.55%. In this study, the number of nodes will be selected based on Variance-Bias plots by tracking the error on the in-sample data set and the validation data set.
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Silva, Natacha, Maria José Palma Lampreia Dos Santos e Nuno Baptista. "The impact of COVID-19 pandemic on South Asian Stock Markets". In 14th International Conference on Applied Human Factors and Ergonomics (AHFE 2023). AHFE International, 2023. http://dx.doi.org/10.54941/ahfe1003902.

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The main aim of this paper is to analyze the impact of the pandemic COVID-19 on the efficiency of capital markets in countries of South Asia, namely, the market efficiency of these stock markets in the pre and post-COVID-19 global wave. The methods include quantitative research and time series analysis. Information and data were collected from the stock indices of Pakistan (KSE), India (BSE), Bangladesh (DSE) and Sri Lanka (CSE) for the period from August 2018 to July 2021. The results confirm that all capital markets are efficient before the global outbreak. In a meanwhile, after the pandemic (COVID-19) all the financial markets present a low efficiency. Explain more in economic terms. This conclusion helps the regulators of markets and investors to take a step to make certain information in these economies, subsequently, returns of some stocks can be predictable and generate opportunities for abnormal earnings and arbitrage.
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Dghais, Amel Abdoullah Ahmed, e Mohd Tahir Ismail. "Dynamic Relationship between the US Stock Market and the Stock Markets of MENA Economics". In 2014 5th International Conference on Intelligent Systems, Modelling and Simulation (ISMS). IEEE, 2014. http://dx.doi.org/10.1109/isms.2014.67.

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Sharma, Rahul. "Interdependence among Indian stock market and the leading global stock markets – A statistical analysis". In 1ST INTERNATIONAL CONFERENCE ON COMPUTATIONAL APPLIED SCIENCES & IT’S APPLICATIONS. AIP Publishing, 2023. http://dx.doi.org/10.1063/5.0148319.

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Rapporti di organizzazioni sul tema "Stock markets"

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Goetzmann, William, e Philippe Jorion. A Century of Global Stock Markets. Cambridge, MA: National Bureau of Economic Research, gennaio 1997. http://dx.doi.org/10.3386/w5901.

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Jorion, Philippe, e William N. Goetzmann. A Century of Global Stock Markets. Cambridge, MA: National Bureau of Economic Research, febbraio 2000. http://dx.doi.org/10.3386/w7565.

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Chousakos, Kyriakos, Gary Gorton e Guillermo Ordoñez. The Macroprudential Role of Stock Markets. Cambridge, MA: National Bureau of Economic Research, maggio 2020. http://dx.doi.org/10.3386/w27113.

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King, Mervyn, e Sushil Wadhwani. Transmission of Volatility Between Stock Markets. Cambridge, MA: National Bureau of Economic Research, marzo 1989. http://dx.doi.org/10.3386/w2910.

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Chari, Anusha, Paige Ouimet e Linda Tesar. Acquiring Control in Emerging Markets: Evidence from the Stock Market. Cambridge, MA: National Bureau of Economic Research, novembre 2004. http://dx.doi.org/10.3386/w10872.

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Beck, Thorsten, e Ross Levine. Stock Markets, Banks, and Growth: Panel Evidence. Cambridge, MA: National Bureau of Economic Research, luglio 2002. http://dx.doi.org/10.3386/w9082.

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King, Mervyn, Enrique Sentana e Sushil Wadhwani. Volatiltiy and Links Between National Stock Markets. Cambridge, MA: National Bureau of Economic Research, maggio 1990. http://dx.doi.org/10.3386/w3357.

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Lo, Andrew, e A. Craig MacKinlay. Maximizing Predictability in the Stock and Bond Markets. Cambridge, MA: National Bureau of Economic Research, febbraio 1995. http://dx.doi.org/10.3386/w5027.

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Beber, Alessandro, e Michael Brandt. Resolving Macroeconomic Uncertainty in Stock and Bond Markets. Cambridge, MA: National Bureau of Economic Research, giugno 2006. http://dx.doi.org/10.3386/w12270.

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Caballero, Ricardo, e Alp Simsek. Central Banks, Stock Markets, and the Real Economy. Cambridge, MA: National Bureau of Economic Research, gennaio 2024. http://dx.doi.org/10.3386/w32053.

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