Gotowe bibliografie tematyczne / Listed markets

Gotowa bibliografia na temat „Listed markets”

Autor: Grafiati
Data publikacji: 4 czerwca 2021
Data aktualizacji: 20 lutego 2023

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Artykuły w czasopismach na temat "Listed markets"

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Rodriguez, Javier, i Herminio Romero. "Diversification and market risk exposure of single-listed versus dual-listed ADRs". Managerial Finance 42, nr 11 (14.11.2016): 1125–35. http://dx.doi.org/10.1108/mf-02-2016-0043.

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Purpose The purpose of this paper is to contrast market risk exposure and diversification of single-listed American depository receipts (“ADRs”) with those of dual-listed ADRs from the same geographical region during 2004-2012. Design/methodology/approach The study uses orthogonal returns in two-factor models to infer exposure to the US and ADRs’ home markets. Findings The authors found that both ADR types provide no diversification and are significantly exposed to US market risk. The authors also found that portfolios of both single- and dual-listed ADRs behave significantly differently than their home markets. Originality/value Only several academic papers discuss single-listed ADRs, and to the best of the knowledge, this study is the first to assess their diversification value.
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Rodríguez, Javier, i Wilfredo Toledo. "Chinese single-listed ADRs: returns and volatility". International Journal of Managerial Finance 11, nr 4 (7.09.2015): 480–502. http://dx.doi.org/10.1108/ijmf-07-2014-0103.

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Purpose – Single-listed American depositary receipts (ADRs) are traded in US markets, while their underlying share is not listed in the firm’s home market. The purpose of this paper is to empirically examine the factors affecting the returns and volatility of a sample of Chinese single-listed ADRs, in comparison with traditional Chinese ADRs. Design/methodology/approach – The methods used in this paper are similar to those used in the examination of traditional or dual-listed Chinese ADRs. However, motivated by the very nature of single-listed ADRs, the authors estimate a base model which includes factors from the two presumably most important markets for single-listed Chinese ADRs (i.e. the Chinese and US markets). In all of the estimations, the authors follow a two-step procedure. First, the authors estimate a GARCH(1,1) model with the mean equation modeled as an AR(p) process and from those models estimate GARCH (conditional) variances. Findings – In line with the evidence on traditional Chinese ADRs, the authors find that both the Chinese and the US markets are important predictors of single-listed ADR returns. The results are robust to variations in the model specifications. Originality/value – Single-listed ADR return behavior is still an under-researched topic. In this paper, the authors contribute to the literature on Chinese single-listed ADRs by empirically examining the determinants of their mean return and volatility.
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Tegtmeier, Lars. "Testing the Efficiency of Globally Listed Private Equity Markets". Journal of Risk and Financial Management 14, nr 7 (8.07.2021): 313. http://dx.doi.org/10.3390/jrfm14070313.

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This study is the first to investigate the efficient market hypothesis in its weak form and the random walk behaviour of globally listed private equity (LPE) markets represented by nine global, regional, and style indices based on weekly data covering the period from January 2004 to December 2020. Autocorrelation tests, variance ratio tests, and a non-parametric runs test are employed. The results of the autocorrelation tests and the variance ratio tests tend to correspond for all indices, and they reject the random walk hypothesis for the returns of all LPE indices under investigation. In contrast, the runs test for direct weak-form market efficiency cannot reject the null hypothesis of a random walk process for almost all LPE indices under investigation. Furthermore, there is no evidence that the market efficiency of globally listed private equity markets has improved after the global financial crisis. Due to the fact that the rapidly growing asset class of LPE as a form of private equity is still relatively unknown, the implications of the results of our paper are relevant for investors, policy makers, and academics alike. In addition, the results provide valuable insights to better understand the emerging asset class of LPE.
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Chen, Jun, Alireza Tourani-Rad i Ronghua Yi. "Short sales and price discovery of Chinese cross-listed firms". International Journal of Managerial Finance 12, nr 4 (1.08.2016): 408–21. http://dx.doi.org/10.1108/ijmf-02-2015-0025.

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Purpose – The purpose of this paper is to investigate the impact of short selling and margin trading on the price discovery and price informativeness of cross-listed firms, using a sample of Chinese firms listed on the China and Hong Kong stock exchanges. Design/methodology/approach – The sample consists of 67 Chinese cross-listed firms on A-share and H-share markets out of which 18 firms are allowed to be sold short/ traded on margin since March 2010. Using pre- and post-event period, the authors compare and contrast various market microstructure variables. The contributions of the home (A-share) and overseas (H-share) markets to the incorporation of new information into prices are calculated following the permanent-transitory approach of Gonzalo and Granger (1995) as well as the adverse selection component of Lin et al. (1995). Findings – The findings indicate that for the group of Chinese cross-listed firms that are not allowed to be sold short or bought on margin, the home (A-share) market contributes more to the price discovery process over time. However, for the group of cross-listed firms that are eligible for short selling and margin trading, the authors observe no significant difference in the contribution of either A- or H-share markets to the price discovery. The contribution of home market for these firms is even lower around the announcement of major events. The authors further find that while the short sale activities appears to be informative, measured by the adverse selection (AS) component of spread, on the whole they have not led the A-share markets to be more informative. Research limitations/implications – The sample of cross-listed Chinese firms that are allowed to be sold short or bought on margin are rather limited. Hence, the results should be read with some caution. Practical implications – The removal of short selling constraints appears to improve the contribution of the respective markets to the process price discovery, in the case for larger cross-listed firms. Originality/value – The authors shed new lights on how the introduction of short selling and margin trading impacts on the price discovery of the Chinese cross-listed firms. A further contribution of the study is the use of high frequency data, while most of the previous studies on the Chinese markets use daily data.
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Yang, Ming Jing. "Risk-Return Dynamics of Cross-listed Stocks". Accounting and Finance Research 6, nr 4 (25.10.2017): 294. http://dx.doi.org/10.5430/afr.v6n4p294.

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Since US has been playing a leading role in global economy and technology, any major price changes in the American stock market may affect other stock markets worldwide. The American Depositary Receipts (ADRs), being the substitutes for the foreign securities, provide American investors with appealing investment opportunities to form international portfolios and to achieve the international diversification benefits. These stocks cross-listed on different exchanges not only assist corporations in raising capital abroad, but also provide a better channel for firms to search for price efficiency across the international capital markets. Consequently, the objective of this study is to examine the risk and return dynamics between ADRs and their underlying securities. The empirical results of this study indicate that the mean and volatility spillover effects and information transmission between ADRs and their underlying securities are bi-directional for the Taiwanese securities, but uni-directional (from the underlying securities to their ADRs) for the Chinese securities. Furthermore, while the international center hypothesis and the home bias hypothesis are both supported for the Taiwanese securities cross-listed in US stock markets, this study also provides evidence more in favor of the home bias hypothesis for the Chinese ADRs and their underlying securities.
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Sana Hsieh, Hui-Ching. "The causal relationships between stock returns, trading volume, and volatility". International Journal of Managerial Finance 10, nr 2 (1.04.2014): 218–40. http://dx.doi.org/10.1108/ijmf-10-2013-0103.

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Purpose – The real estate markets in Asia have attracted significant investor attention as they have grown rapidly in recent years. Both local and foreign investors continue to display a strong appetite for Asian real estate investment projects. Given the different characteristics of listed real estate stocks, the purpose of this paper is to focus on the causal relations between the financial variables of these stocks. This financial analysis can help investors to understand the characteristics of listed real estate companies, provide implications for optimal asset allocation decisions, and also increase the predictability of portfolio returns. Design/methodology/approach – In this research, the paper investigates the contemporaneous and causal relations between stock returns, trading volume and volatility in a domestic market context and between different national markets for listed real estate companies in seven Asian economies. Findings – The paper finds that there are positive contemporaneous relations between trading volume and both returns and absolute returns. When the paper examines the causal relations between the financial variables, the evidence implies that current trading volume helps to explain the returns indirectly by leading return volatility; however, trading volume does not help to explain future returns directly. Extending the causality test to international markets, the listed real estate portfolios of the four Southeast Asian countries are found to be more closely correlated than those of the other three countries studied here. Among the four Southeast Asian countries, Singapore, the only developed country, is found to play an influential role, its current financial variables having predictive power for the other countries. Originality/value – This research provides global investors with a better understanding of the Asian listed real estate market, showing that trading volume contains important information regarding returns, that the characteristics of listed real estate companies are closer to those of the financial market than those of the real estate markets, and that the markets of the major economies have extensive influence over the smaller markets. Moreover, given the scarcity of research on the performance of Asian listed real estate companies themselves, this study improves the completeness of the academic literature.
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Galindo-Manrique, Alicia Fernanda, Esteban Pérez-Calderón i Martha del Pilar Rodríguez-García. "Eco-Efficiency and Stock Market Volatility: Emerging Markets Analysis". Administrative Sciences 11, nr 2 (6.04.2021): 36. http://dx.doi.org/10.3390/admsci11020036.

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Climate change, the accelerated industrialization of emerging countries, as well as the growing demand for transparency from stakeholders, are all factors that influence the environmental performance of companies. Thus, eco-efficient behavior can improve financial performance by increasing wealth generation and decreasing the volatility of listed financial assets. There is a lot of previous literature showing diverse results of the effect of eco-efficiency on corporate profitability, but this is not the case when we refer to risk. This study analyzes the relationship between eco-efficient behavior and the share price volatility of companies traded in emerging markets. For this purpose, a sample of 346 companies listed in 24 countries was studied for the period between 2010 and 2017. The results show a positive effect. Thus, the recommendation is that a clear commitment to eco-efficient investment can improve the environmental impact of companies, from the private, public, and institutional spheres.
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Turk, Brendan K., Charlie Shackleton i Kevin Whittington-Jones. "Prevalence of sustainability reporting practices of listed companies on established and emerging stock exchanges". South African Journal of Economic and Management Sciences 16, nr 1 (26.02.2013): 75–82. http://dx.doi.org/10.4102/sajems.v16i1.234.

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The business sector has a substantial role in addressing current environmental issues and concerns. Consequently, there is a growing adoption of corporate sustainability principles and practices across all market sectors. This study examined four developed and four emerging stock markets and the sustainability reporting practices of the top 20 and bottom 20 companies in each. The results illustrate that the developed market sector was more advanced in its corporate sustainability reporting, both in the proportion of companies issuing a sustainability report (approximately 60 per cent) and the proportion of company webpages dedicated to sustainability reporting. This difference was largely due to the effect of the top 20 companies. There was little difference between developed and developing markets when only the bottom 20 companies were considered, of which less than one-third provided sustainability reports. These results show that sustainability reporting is prevalent in both developed and developing markets, especially among market leading companies, but that overall, most developing markets have some catching up to do.
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Tutino, Marco. "Which metrics are relevant in European listed companies? Evidence from nineties". Corporate Ownership and Control 8, nr 2-5 (2011): 566–88. http://dx.doi.org/10.22495/cocv8i2c5p6.

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The paper investigates the relation between the Share Price and three performance indicators: Net Operating Profit expressed by EBIT, Cash Flow from Operation and Economic Value Added. The sample includes 42 listed industrial companies chosen in four European financial markets, such as United Kingdom, Germany, France and Italy, all listed in the period 1992-2001. The findings of this paper are consistent with the previous results in assessing the relevance of EVA in predicting future financial performance, but they ought to be interpreted with cautions due to two main limitations: (i) relatively small sample adopted, that is companies chosen are the highest in terms of Market Capitalisation within the markets they are listed in, but they might not be representative of the whole market; (ii) results, when tested for the presence of structural factors in each market might change in significance, due to some specific structural factors within each market. However, investigation of those factors in more depth is outside the scope of this paper.
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Bolek, Monika, Piotr Pietraszewski i Rafał Wolski. "Companies' growth vs. growth opportunity: Evidence from the regular and alternative stock markets in Poland". Acta Oeconomica 71, nr 2 (23.06.2021): 279–307. http://dx.doi.org/10.1556/032.2021.00014.

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AbstractThe article discusses the ability of potential growth measures calculated basing on market share prices to predict the future growth of the companies listed on the primary and alternative exchange markets in Poland. Analysing the Polish exchange market and dividing the sample of companies due to the markets they are listed – the Warsaw Stock Exchange Main Market or the NewConnect Alternative Market – brought conclusive results. Company growth measured as the growth of total assets, equity, sales and, what is the most important, earnings per share, is related to the growth opportunity measures and other factors taken into account in the tested models. The differences between the results for the two separate markets are evident and the relationship between growth opportunity measures and the future growth seems to be stronger for larger companies listed on the main market, while the NewConnect smaller companies’ growth is less predictable. We add to the theory of the growth prediction a modified approach by sampling companies according to the exchange they are listed that helps to solve the companies’ “growth puzzle” and supplement the growth theory in the field of factors affecting this process in different growth stages. The originality of the paper is reflected in the modified approach to the problem and distinguishing the stages of development of the company taking into account the Polish stock market.
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Rozprawy doktorskie na temat "Listed markets"

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Hodgson, Victoria Louise, i n/a. "Linking Marketing to Shareholder Value in Listed and Non-Listed Markets". Griffith University. School of Marketing, 2004. http://www4.gu.edu.au:8080/adt-root/public/adt-QGU20040116.094444.

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In this thesis it is recognised that marketing has a dual role to satisfy both customer and shareholder objectives. The issue of shareholder value creation of marketing is an important and immediate agenda for marketing executives, management and academics. To date, marketers have not been able to adequately quantify and measure shareholder value creation through marketing assets and marketing expenditure. This has led to a dilution of marketing power and influence in the boardroom with management tending to treat marketing as discretionary expenditure and not as an asset. Academics have responded with conceptual models that relate marketing assets back to shareholder value, generally through cash flow or sales models. The creation of shareholder value through marketing assets and expenditure is then conceptualised and tested empirically. The conceptual model builds on the theory of agency and incomplete markets setting to illustrate the flow effects through marketing assets to shareholder value. The conceptual model also demonstrates that marketing expenditure can have stock and/or flow impacts on shareholder value. Flow effects are indirect effects that are mediated through sales, cash flows, and earnings and can be either temporary or longer term. It is concluded that in listed markets stock prices are the general surrogate for shareholder value, and risk adjusted earnings are the appropriate surrogate in non-listed markets. The thesis then empirically illustrates and tests the relationships between marketing communications expenditure on two data sets representing firms in listed and non-listed settings. The empirical results reveal that marketing expenditure does play an important role in the creation of shareholder value and that stock and flow effects are both present. Knowledge of the various empirical impacts from marketing across firm size, industry and listed and non-listed market settings observed in this thesis should prove highly valuable for marketers and managers. Finally, a conceptual understanding by marketers of the financial metrics that are required to be influenced in order to increase shareholder equity will provide greater clout in negotiations with management and boards of directors.
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Hodgson, Victoria Louise. "Linking Marketing to Shareholder Value in Listed and Non-Listed Markets". Thesis, Griffith University, 2004. http://hdl.handle.net/10072/367168.

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In this thesis it is recognised that marketing has a dual role to satisfy both customer and shareholder objectives. The issue of shareholder value creation of marketing is an important and immediate agenda for marketing executives, management and academics. To date, marketers have not been able to adequately quantify and measure shareholder value creation through marketing assets and marketing expenditure. This has led to a dilution of marketing power and influence in the boardroom with management tending to treat marketing as discretionary expenditure and not as an asset. Academics have responded with conceptual models that relate marketing assets back to shareholder value, generally through cash flow or sales models. The creation of shareholder value through marketing assets and expenditure is then conceptualised and tested empirically. The conceptual model builds on the theory of agency and incomplete markets setting to illustrate the flow effects through marketing assets to shareholder value. The conceptual model also demonstrates that marketing expenditure can have stock and/or flow impacts on shareholder value. Flow effects are indirect effects that are mediated through sales, cash flows, and earnings and can be either temporary or longer term. It is concluded that in listed markets stock prices are the general surrogate for shareholder value, and risk adjusted earnings are the appropriate surrogate in non-listed markets. The thesis then empirically illustrates and tests the relationships between marketing communications expenditure on two data sets representing firms in listed and non-listed settings. The empirical results reveal that marketing expenditure does play an important role in the creation of shareholder value and that stock and flow effects are both present. Knowledge of the various empirical impacts from marketing across firm size, industry and listed and non-listed market settings observed in this thesis should prove highly valuable for marketers and managers. Finally, a conceptual understanding by marketers of the financial metrics that are required to be influenced in order to increase shareholder equity will provide greater clout in negotiations with management and boards of directors.
Thesis (PhD Doctorate)
Doctor of Philosophy (PhD)
School of Marketing
Full Text
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Ghai, Gauri L. "Estimation of global systematic risk for securities listed in multiple markets". FIU Digital Commons, 1998. https://digitalcommons.fiu.edu/etd/3925.

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The market model is the most frequently estimated model in financial economics and has proven extremely useful in the estimation of systematic risk. In this era of rapid globalization of financial markets there has been a substantial increase in cross listings of stocks in foreign and regional capital markets. As many as a third to a half of the stocks in some major exchanges are foreign listed. The multiple listings of stocks has major implications for the estimation of systematic risk. The traditional method of estimating the market model by using data from only one market will lead to misleading estimates of beta. This study demonstrates that the estimator for systematic risk and the methodology itself changes when stocks are listed in multiple markets. General expressions are developed to obtain the estimator of global beta under a variety of assumptions about the error terms of the market models for different capital markets. The assumptions pertain both to the volatilities of the abnormal returns in each market, and to the relationship between the markets. Explicit expressions are derived for the estimation of global systematic risk beta when the returns are homoscedastic and also under different heteroscedastic conditions both within and/or between markets. These results for the estimation of global beta are further extended when return generating process follows an autoregressive scheme
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Suchard, Jo-Ann Clair Banking &amp Finance Australian School of Business UNSW. "The use of hybrid securities to raise capital in Australian listed markets". Awarded by:University of New South Wales. School of Banking and Finance, 2001. http://handle.unsw.edu.au/1959.4/30377.

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Studies on the use of hybrid securities by listed firms to raise capital in international markets have been limited. The existing evidence on the seasoned capital raising process has concentrated on straight equity and debt issues in the United States (US) market. The Australian market provides a unique comparative capital raising environment as it has a number of operating and structural features that are different to many other markets. These differences include the method of issuing securities (rights issues), underwriting contracts (standby contracts), the trading volume of securities (thin trading), the industry makeup of listed firms (a high number of resource firms) and characteristics of capital raising instruments (convertible debt is non callable and is the only type of listed debt instrument, options are used as stand alone instruments to raise capital). This research focuses on how these differences give rise to differences in the share price reaction to security issues, the relevant explanations of the share price reaction, the security choice decision and the demand for underwriter services in the Australian market, compared to other markets. The impact of the announcement of hybrid security issues is examined using event study methodology adjusted for thin trading (as per Maynes and Rumsey(1993). Australian markets have differing characteristics to international markets including differing issue and issuer characteristics of hybrid security issues. However, the announcement effect evidence for Australian hybrid issues is consistent with international evidence for convertible debt issues but is inconsistent for company issued options and preference shares. Announcements of convertible debt are met with a significant negative share market response, a positive pre announcement runup and negative post announcement dnft, similar to US and UK issues. Although the announcement of an option issue can be viewed as an issue of delayed equity, option issues are met with a significant positive share price response rather than the negative share price response found for international equity issues. Announcements of preference share issues are met with an insignificant positive share price response which is in contrast to US and UK results. The results of the analysis of the explanation of the announcement effect of issuing new hybrid securities in the Australian market, suggest that different variables are significant explanators for the Australian market compared to international markets. The results of the models developed for the explanations of the announcement effect of Australian hybrid issues differ across security type. In general, the results for Australian issues of hybrid securities provide the greatest support for variants of the information asymmetry hypothesis. Convertible debt issues are best explained by the general information asymmetry hypothesis and the information asymmetry : external monitoring hypothesis. Option issues are best explained by information asymmetry : rights issues information asymmetry : signalling and agency cost hypotheses. Preference share issues are best explained by information asymmetry : rights issues, information asymmetry : external monitoring and the information asymmetry : signalling hypothesis. The security choice decision between hybrid securities is examined using logit regression analysis. When the choice is restricted to options and convertible debt, firms with high financial risk (leverage) and firm nsk (share volatility) are more likely to issue equity or in this study, equity like securities (options) and firms with higher pre announcement returns and larger issue size are more likely to issue debt or debt like securities (convertible debt). When the choice is extended to include preference shares, firms with high firm risk are more likely to choose options and firms making a relatively large issue are less likely to choose options (when financial risk is measured as long term debt over total assets) or more likely to choose convertible debt (when financial risk is measured as long term debt over equity). The determinants of underwriter use are examined using logit regression analysis for option issues as they are the only type of hybrid instruments that are not mostly underwritten. The results for the demand for underwriter services show that issue size, trading frequency and market risk are the determinants of the use of underwriters for Australian option issuers. This implies that mangers are more likely to choose to use an underwriter, the higher the amount of capital to be raised, the higher the trading frequency of the shares and the lower the market risk. The results are similar to partial results found for New Zealand and Norwegian equity issues where subscription price discount, issue size, firm risk, trading frequency, shareholder concentration and shareholder precommitments are determinants of underwriter use.
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Fagerlund, Elias, i Talukder Mashrukh. "Where to Invest? : Choosing the optimal stock market for investing in a cross-listed Nordic firm". Thesis, Umeå universitet, Företagsekonomi, 2012. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-60556.

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The purpose of this study is to investigate whether the location of buying stocks in a Nordic cross-listed company matters in terms of 1) earning abnormal returns, or 2) gaining in optimizing the amount spent by buying the specific stock cheap. Nowadays, markets are becoming more integrated and if we believe in the efficient market hypothesis, prices of the same class of stocks paying the same dividend annually, of an MNC must be the same irrespective of the stock exchange it is listed upon. Though efficient market hypothesis exists in theory, market imperfection is a reality. All the Nordic (Swedish, Finnish, Norwegian, Danish and Icelandic) firms listed on foreign stock exchanges in addition to their home market have been included in the sample. In fact, this sample represents 100% of the population. The daily prices of cross-listed stocks have been analyzed and conclusions have been drawn based on the mean returns and mean prices along with Wilcoxon Signed-Rank test statistics. The data have been analyzed over the last ten years capturing the recent economic cycle. The whole period has also been divided into three sub-periods to establish comparisons with the whole period. This paper reports that even though returns on cross-listed stocks are statistically same over all periods, prices of the stocks vary according to the location of listing. That is, investors can buy from a stock exchange where the specific stock is underpriced thereby decreasing the amount invested in absolute term and optimizing the amount spent if not the return. The returns and prices have analyzed using the local currency of the MNC’s country of origin and Special Drawing Rights (SDRs). No considerable differences on the returns or pattern of price movements have been observed while using two currencies.
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Hong, Fang. "Cross-listed shares in Hong Kong and mainland China stock markets : time series evidence". Thesis, University of Macau, 2010. http://umaclib3.umac.mo/record=b2144049.

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Suwardi, Eko. "Exploring the relationship between market values and accounting numbers of firms listed in an emerging market". Thesis, Queensland University of Technology, 2004. https://eprints.qut.edu.au/15986/1/Eko_Suwardi_Thesis.pdf.

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Studies of the relationship between market values and accounting numbers have long been a part of an established theme in capital markets research (CMR). These studies have taken various forms, most being conducted on a cross sectional basis, tied closely with the assumptions of equilibrium behaviour and efficient markets. Explanatory variables for market value have been dominated by firm-specific variables without incorporating macroeconomic variables. Recently, however, some studies have employed macroeconomic variables and dynamic specification in assessing the relationship between market values and accounting numbers (e.g. Bilson et al. 2001, Nissim and Penman, 2003, and Willett, 2003). The objective of this thesis is to investigate the nature of the relationship between share prices and accounting numbers on the Jakarta Stock Exchange for the period 1992-2002, using dynamic modelling principles in addition to the more usual cross sectional analysis. The approach to regression modelling (general-to-specific strategy)incorporated in this thesis relies less heavily than most CMR on prior economic theories of equilibrium behaviour. Apart from these novel aspects of approach and method, the study also provides valuable information about the emerging financial markets of Indonesia. The results of this thesis show that cointegration and the accompanying equilibrium correction relationship between market and book values for firms listed on the Jakarta Stock Exchange (JSX) can often be identified using accounting and macroeconomic regressors. The models are typically more informative, plausible and consistent than cross sectional models and are useful in interpreting the context in which the market to book relationship exists in Indonesia. A possibly surprising result is that in Indonesia, compared to similar models estimated using US data, the book value of net assets seems to have a stronger relationship with market value. This may be a function of the relative importance of financial statements as a source of information on the JSX.
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Suwardi, Eko. "Exploring the relationship between market values and accounting numbers of firms listed in an emerging market". Queensland University of Technology, 2004. http://eprints.qut.edu.au/15986/.

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Studies of the relationship between market values and accounting numbers have long been a part of an established theme in capital markets research (CMR). These studies have taken various forms, most being conducted on a cross sectional basis, tied closely with the assumptions of equilibrium behaviour and efficient markets. Explanatory variables for market value have been dominated by firm-specific variables without incorporating macroeconomic variables. Recently, however, some studies have employed macroeconomic variables and dynamic specification in assessing the relationship between market values and accounting numbers (e.g. Bilson et al. 2001, Nissim and Penman, 2003, and Willett, 2003). The objective of this thesis is to investigate the nature of the relationship between share prices and accounting numbers on the Jakarta Stock Exchange for the period 1992-2002, using dynamic modelling principles in addition to the more usual cross sectional analysis. The approach to regression modelling (general-to-specific strategy)incorporated in this thesis relies less heavily than most CMR on prior economic theories of equilibrium behaviour. Apart from these novel aspects of approach and method, the study also provides valuable information about the emerging financial markets of Indonesia. The results of this thesis show that cointegration and the accompanying equilibrium correction relationship between market and book values for firms listed on the Jakarta Stock Exchange (JSX) can often be identified using accounting and macroeconomic regressors. The models are typically more informative, plausible and consistent than cross sectional models and are useful in interpreting the context in which the market to book relationship exists in Indonesia. A possibly surprising result is that in Indonesia, compared to similar models estimated using US data, the book value of net assets seems to have a stronger relationship with market value. This may be a function of the relative importance of financial statements as a source of information on the JSX.
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Eliwa, Yasser Ahmed Mohamed. "The impact of earnings quality on aspects of capital markets : evidence from UK listed firms". Thesis, Heriot-Watt University, 2015. http://hdl.handle.net/10399/3005.

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This thesis investigates the association between four accounting-based earnings quality proxies and three capital market aspects of UK listed firms after applying the International Financial Reporting Standards (IFRS). The three capital market aspects are: the cost of equity capital; information symmetry; and analysts’ information environment (number of analysts following, the dispersion of analysts’ forecasts and the accuracy of analysts’ forecasts). It finds evidences that firms with low earnings quality have a higher cost of equity capital, higher information asymmetry, lower number of analysts following, a higher dispersion of analysts’ forecasts and less accurate analysts’ forecasts than firms with high earnings quality. Also, the results show that the innate component of each earnings quality proxy, driven by economic fundamentals, has a larger impact on the three aspects of capital market than the discretionary component, driven by management choices. This is consistent with the theoretical framework of IFRS which the UK adopted in 2005 for listed firms. These findings shed light on the important role of earnings quality in helping analysts and investors to make better financial investment decisions. Theory suggests that this role is achieved by increasing the informativeness of firms’ information environment, improving the precision of financial information, reducing estimation risk and information asymmetry; these are expected to lead to a lower cost of equity capital.
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Mbuyi, Etienne. "An investigation into the harmony of accounting practices by listed companies on leading stock markets". Master's thesis, University of Cape Town, 2006. http://hdl.handle.net/11427/5625.

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Książki na temat "Listed markets"

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Accountants)), Young (Arthur (Chartered. Focus on capital markets: Prospectuses and circulars of listed companies, checklistsof contents. (London): The Company, 1986.

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Guido, Ferrarini, Hopt Klaus J. 1940- i Wymeersch E, red. Capital markets in the age of the euro: Cross-border transactions, listed companies, and regulation. The Hague: Kluwer Law International, 2002.

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Earp, Martin K. Listed companies: Law & market practice. Sydney: LBC Information Services, 1996.

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Chandratre, K. R. Bharat's SEBI compendium: A guide to listed companies. Wyd. 4. New Delhi: Bharat Law House, 2010.

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Javid, Attiya Y. Stock market reaction to catastrophic shock: Evidence from listed Pakistani firm. Islamabad: Pakistan Institute of Development Economics, 2007.

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Newell, Graeme. Linkages between listed UK property company performance and direct property market returns. London: RICS, 1997.

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Lynden-Bell, R. Listing and values: a study of the listed houses market in central Hampshire. Oxford: Oxford Brookes University, 1995.

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Letta, Corrado G. M. Listen to the emerging markets of Southeast Asia: Long term strategies for effective partnerships. Chichester: John Wiley & Sons, 1996.

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Dance, Debbie. Conservation in the market: The importance of re-use and occupation to redundant listed buildings. Oxford: Oxford Brookes University, 1993.

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Plotnikov, Viktor, i Olesya Plotnikova. Concept of accounting theory. ru: INFRA-M Academic Publishing LLC., 2020. http://dx.doi.org/10.12737/1009590.

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The tutorial examines the fundamental concepts of accounting theory. Basic concepts of accounting are listed by increasing degree of complexity: the traditional concept of the facts of economic life; the market concept of the contract (constructive) obligations; holding the concept of consolidated financial statements; vision business accounting and integrated reporting. Meets the requirements of Federal state educational standards of higher education of the last generation. Designed for undergraduates, graduate students, doctoral students and teachers of economic faculties and universities, courses of improvement of qualification and retraining.
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Części książek na temat "Listed markets"

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Suárez, José Luis. "Indirect Investment in Real Estate: Listed Companies and Funds". W European Real Estate Markets, 113–51. London: Palgrave Macmillan UK, 2009. http://dx.doi.org/10.1057/9780230582460_5.

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Tarczyński, Waldemar, i Małgorzata Tarczyńska-Łuniewska. "Beta Coefficient and Fundamental Strength in Companies Listed on the Warsaw Stock Exchange". W Effective Investments on Capital Markets, 239–56. Cham: Springer International Publishing, 2019. http://dx.doi.org/10.1007/978-3-030-21274-2_17.

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Lisboa, Inês, i Alexandra Costa. "The Impact of Corporate Governance on Earnings Management of Portuguese Listed Firms". W Approaches to Global Sustainability, Markets, and Governance, 81–99. Singapore: Springer Singapore, 2020. http://dx.doi.org/10.1007/978-981-15-6370-6_5.

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Cao, Honghui, i Huazhao Liu. "An Appraisal of the Impacts of Non-tradable Shares Reform on Large Shareholders’ Behavioral Modes of Listed Companies in the A-Share Market". W China's Emerging Financial Markets, 617–34. Boston, MA: Springer US, 2009. http://dx.doi.org/10.1007/978-0-387-93769-4_21.

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Liu, Jing. "Political Connection of State-Owned Enterprises: An Analysis Based on the Listed Companies of Shanghai and Shenzhen Stock Markets". W The 19th International Conference on Industrial Engineering and Engineering Management, 1009–18. Berlin, Heidelberg: Springer Berlin Heidelberg, 2013. http://dx.doi.org/10.1007/978-3-642-38427-1_106.

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Nuthall, Peter L. "Past and future." W Farm business management: the decisive farmer, 1–10. Wallingford: CABI, 2021. http://dx.doi.org/10.1079/9781800620124.0001.

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Abstract This chapter discusses how regular farm walks and inspections are critical to efficient management as one farmer, Ben, clearly recognizes. One needs to know the current state of affairs to enable making the decisions appropriate for the current situation. Both farm walks and reviewing the outside world for situations that influence decisions (e.g. world markets, government/local body rules and regulations) require keen observation skills. Through being part of a group of farmers who meet to review decisions and accordingly help each other, with the support of professionals, Ben learnt a lot about the many principles of making good decisions. With practice these principles became part of his inherent thinking. This led to improved decision intuition. The core of the lessons learnt by the farmers, as concluded by the farmers, is listed in this chapter.
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Rehsmann, Julia. "Lists in Flux, Lives on Hold? Technologies of Waiting in Liver Transplant Medicine". W Immobility and Medicine, 15–37. Singapore: Springer Singapore, 2020. http://dx.doi.org/10.1007/978-981-15-4976-2_2.

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Abstract This chapter examines waiting in liver transplant medicine, a field characterized by immediacy, urgency and delay. By taking a close look at waiting lists, allocating algorithms and mobile phones, it engages with the technological and material features that generate, shape and mediate waiting and hope when livers fail. Based on ethnographic research in Germany, I analyse the powerful workings of ephemeral waiting lists and discuss how these lists in flux put the lives of those looking for an organ on hold. By doing so, I contribute to understandings of how immobilities are produced and their affective dimensions. I approach waiting lists for liver transplants as part of transplant medicine’s invisible digital infrastructure and contend that the mobile phone becomes a critical feature therein, significantly affecting those waiting for a transplant. Firstly, I discuss the wait list as bureaucratic technology, marker of eligibility and symbol for patients’ chances to receive live-saving treatment. I then show, secondly, how complex algorithms create these ephemeral lists. Thirdly, I turn in more detail to the experiences of a patient listed for a transplant. I demonstrate how, in this time of waiting-in-uncertainty, the mobile phone becomes an extension and tangible manifestation of this ephemeral list as well as a reminder of one’s dependency on medical care. I show how the mobile phone transforms from a mere communication tool to an ambivalent marker of people’s simultaneous mobility and immobility during their wait.
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Zhongguancun Listed Companies Assoc. "Overview of Zhongguancun NEEQ Market". W The Growth Report of Zhongguancun NEEQ Listed Firms (2018), 5–20. Singapore: Springer Singapore, 2019. http://dx.doi.org/10.1007/978-981-13-7568-2_2.

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Weian, Li, i Hao Chen. "Corporate Governance Evaluation Research of China’s Listed Companies". W The Chinese Stock Market Volume II, 190–287. London: Palgrave Macmillan UK, 2015. http://dx.doi.org/10.1057/9781137464699_4.

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Firth, Michael, Man Jin i Yuanyuan Zhang. "Information Asymmetry and the Diversification Discount: Evidence from Listed Firms in China". W Developing China's Capital Market, 8–41. London: Palgrave Macmillan UK, 2013. http://dx.doi.org/10.1057/9781137341570_2.

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Streszczenia konferencji na temat "Listed markets"

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Sönmezer, Sıtkı, i İlyas Sözen. "How to Increase Market Capitalization in Eurasian Markets?" W International Conference on Eurasian Economies. Eurasian Economists Association, 2014. http://dx.doi.org/10.36880/c05.01060.

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The objective of the study is to put forth the difference between the characteristics of Eurasian markets and the developing country markets and test convergence hypothesis based on market capitalization. Factors that obstacle foreign investments into these markets are assessed and possible ways to eradicate the gap between these markets is discussed. Market based variables such as number of listed companies is combined with other variables that may shed light to the investment environment to have a better understanding of the factors affecting market capitalization. Multi regression analysis are done for the markets that succeed in coaxing foreign investors and domestic investors to their market and the study highlights the factors that countries need to focus in order to converge to the successful ones.
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Lapinskaite, Indre, Algita Miecinskiene i Ausra Michejeva. "Research on Impact of Listed Companies Sustainable Development on Company’s Value". W Contemporary Issues in Business, Management and Education. Vilnius Gediminas Technical University, 2017. http://dx.doi.org/10.3846/cbme.2017.064.

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In the paper, based on theoretical sources and empirical research data analysis, was studied sustainable development and its impact on the value created of listed companies. It is likely that the companies involved in sustainable development will increase the company's value by improving operating efficiency, competing in both Lithuanian and international markets and contributing to improving people’s quality of life. Main purpose of this paper is to evaluate what impact sustainable development has to the value of listed companies. Thesis theoretical part analyses listed companies’ sustainable development impact for enterprises value theoretic aspects, investigates sustainable development and value-creating relations. According to analysis results, hypotheses were raised. Methodological paper part analyses EVA, company value and EBITDA ratio, market capitalization and ROE rate theoretical aspects. The practical part of this paper evaluates sustainable development companies which are in listed NASDAQ OMX BALTIC stock exchange and joined UN Global Compact organization. Analysis covers what impact sustainable development has to the value of listed companies in 2011-2015 period. The results are interpreted, summarized and conclusions with recommendations are presented.
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"The significance of the emerging markets in the global listed property securities sector". W 21st Annual European Real Estate Society Conference. ERES, 2014. http://dx.doi.org/10.15396/eres2014_41.

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Zhang, Tianxin. "Small Firm Effect in Stock Markets: An Assessment of the Chinese Listed Firm". W 2022 7th International Conference on Financial Innovation and Economic Development (ICFIED 2022). Paris, France: Atlantis Press, 2022. http://dx.doi.org/10.2991/aebmr.k.220307.281.

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Murphy, Colin, i Chris Cloete. "DEBT CAPITAL MARKETS AS A FUNDING SOURCE FOR LISTED PROPERTY FUNDS IN SOUTH AFRICA". W 45th International Academic Conference, London. International Institute of Social and Economic Sciences, 2019. http://dx.doi.org/10.20472/iac.2019.045.026.

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Wan, Liangyong. "Internal Capital Markets in Business Groups and Financing Constraints: Evidence from China's Listed Companies". W 2009 International Conference on Management and Service Science (MASS). IEEE, 2009. http://dx.doi.org/10.1109/icmss.2009.5302740.

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Murphy, Colin, i Chris Cloete. "Debt Capital Markets as a Funding Source for Listed Property Funds in South Africa". W 25th Annual European Real Estate Society Conference. European Real Estate Society, 2016. http://dx.doi.org/10.15396/eres2016_183.

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Wade, D. C., E. Feldman, J. Sienicki, T. Sofu, A. Barak, E. Greenspan, D. Saphier i in. "ENHS: The Encapsulated Nuclear Heat Source — A Nuclear Energy Concept for Emerging Worldwide Energy Markets". W 10th International Conference on Nuclear Engineering. ASMEDC, 2002. http://dx.doi.org/10.1115/icone10-22202.

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A market analysis is presented which delineates client needs and potential market size for small turnkey nuclear power plants with full fuel cycle services. The features of Encapsulated Nuclear Heat Source (ENHS) which is targeted for this market are listed, and the status of evaluation technological viability is summarized.
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"THE SIGNIFICANCE AND PERFORMANCE OF LISTED PROPERTY COMPANIES IN DEVELOPED AND EMERGING MARKETS IN ASIA". W 17th Annual European Real Estate Society Conference: ERES Conference 2010. ERES, 2010. http://dx.doi.org/10.15396/eres2010_273.

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Düzakın, Hatice, i Heba Isleem. "Ownership concentration, Foreign shareholding, Audit quality and Stock Price Synchronicity: A Critical Review of literature and Evidence from BORSA Istanbul". W International Conference on Eurasian Economies. Eurasian Economists Association, 2021. http://dx.doi.org/10.36880/c13.02596.

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Stock price synchronicity is used to explain the co-movement of stock price in the same direction over a certain period with the market price. The aim of this seminar paper is critically review literatures which investigated the association between firm specific information such as ownership concentration, foreign shareholding, audit quality and stock price synchronicity. Most of research used to measure stock price synchronicity either classical synchronicity measure, R-square measure or zero return measure. Studies show that stock price synchronicity high in emerging markets comparing to developed markets. Poland, China, Taiwan, Malaysia, Turkey, Columbia and Mexico are among the highest synchronized countries and the reason to their higher synchronicity is poor property right controlling. Ownership concentration, foreign shareholding, audit quality are among the main factors which affected stock price synchronicity. Most of research on this topic are conducted in case of China stock markets due to china is the second higher synchronized country. The finding of reviewed literature indicated that there are negative relationships between ownership concentration, foreign shareholding, audit quality and stock price synchronicity, meaning that low ownership concentration, low foreign ownership and low audit quality resulted in high stock price synchronicity and vice versa. The paper also empirically investigated the association between stock price synchronicity and corporate governance factors such as ownership concentration, foreign shareholding and Percentage of independent directors in the board for 15 companies listed in Borsa Istanbul 30 indexe (BIST 30) covering the period between 2016 and 2019. The finding indicated that only leverage positively associated with stock price synchronicity and foreign ownership, ownership concentration and market to book ratio are negatively associated with stock price synchronicity.
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Raporty organizacyjne na temat "Listed markets"

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Kim, Cheonkoo, Jungsoo Park, Donghyun Park i Shu Tian. Heterogeneous Effect of Uncertainty on Corporate Investment: Evidence from Listed Firms in the Republic of Korea. Asian Development Bank, luty 2022. http://dx.doi.org/10.22617/wps220044-2.

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It finds that financial uncertainty has a significant negative effect on corporate investment and the effects are mixed across firms of different sizes. Small firms and large firms are more exposed to the negative uncertainty effects than medium-sized firms. Financial constraints and investment irreversibility amplify the negative effects of uncertainty. Small and medium-sized firms are more financially constrained and large firms’ investments are more irreversible in nature. The authors suggest that policies target the development of capital markets and bond markets for small and medium-sized firms and focus on competitiveness, not protection.
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Chang, Allan. Disclosure Standards of Large New Zealand Companies: A content analysis study of compliance with the FMA’s corporate governance guidelines. Unitec ePress, wrzesień 2017. http://dx.doi.org/10.34074/ocds.52017.

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This qualitative study is an attempt to gain some insights into the level of corporate governance disclosure in New Zealand. A sample of ten large publicly-listed companies was analysed to determine to what extent they fulfill the requirements of the corporate governance principles and guidelines as recommended by the Financial Markets Authority (FMA) of New Zealand. Even though compliance with the FMA’s recommendations is voluntary, a high overall percentage of compliance (74%) was recorded in this study. This indicates the seriousness with which New Zealand companies take investor concerns on issues of corporate governance.
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Broto, Carmen, Luis Fernández Lafuerza i Mariya Melnychuk. Do buffer requirements for European systemically important banks make them less systemic? Madrid: Banco de España, grudzień 2022. http://dx.doi.org/10.53479/24876.

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Buffers for systemically important institutions (SIIs) were designed to mitigate the risks posed by these large and complex banks. With a panel data model for a sample of listed European banks, we demonstrate that capital requirements for SIIs effectively reduce the perceived systemic risk of these institutions, which we proxy with the SRISK indicator in Brownlees and Engle (2017). We also study the impact of the adjustment mechanisms that banks use to comply with SII buffer requirements and their contribution to systemic risk. The results show that banks mainly respond to higher SII buffers by increasing their equity, as intended by the regulators. Once we control for the options SIIs employ to fulfil these requirements and SII characteristics (e.g. total asset size), we find a residual effect of having SII status. This result suggests that being an SII provides a positive signal to markets by further decreasing its contribution to systemic risk.
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Dueker, Michael J., i Thomas W. Miller Jr. Market Microstructure Effects on the Direct Measurement of the Early Exercise Premium in Exchange-Listed Options. Federal Reserve Bank of St. Louis, 1996. http://dx.doi.org/10.20955/wp.1996.013.

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

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

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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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Katzir, Nurit, Rafael Perl-Treves i Jack E. Staub. Map Merging and Homology Studies in Cucumis Species. United States Department of Agriculture, wrzesień 2000. http://dx.doi.org/10.32747/2000.7575276.bard.

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List of original objectives (1) Construct a saturated map of melon, using RFLP, SSR, RAPD and Inter-SSR genetic markers. (2) Study the homology between the genomes of cucumber and melon. (3) Add to the Cucumis map, biologically important genes that had been cloned in other plant systems. Background Cucumber and melon are important vegetable crops in Israel and the US. Genome analysis of these crops has lagged behind the major plant crops, but in the last few years genetic maps with molecular markers have been developed. The groups that participated in this program were all involved in initial mapping of cucurbit crops. This grant was meant to contribute to this trend and promote some of the more advanced applications of genome analysis, i.e., map saturation and comparative mapping between cucurbit species. Major achievements The main achievements of the research were (a) the construction of melon maps that include important horticultural traits and Resistance Gene Homologues, (b) the development of approximately 200 SSR markers of melon and cucumber, (c) the preliminary map merging of melon maps and of comparative mapping between melon and cucumber. Implications As a result of this program, we have a good estimate of the applicability of different types or markers developed in one cucurbit species to genetic mapping in other species. Since the linkage groups of melon and cucumber can now be related to each other, future identification of important genes in the two crops will be facilitated. Moreover, the further saturation of the maps with additional markers will now allow us to target several disease resistance loci, horticultural traits for marker-assisted selection, fine mapping and positional cloning.
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Heresi, Rodrigo, i Andrew Powell. Corporate Debt and Investment in the Post-Covid World. Inter-American Development Bank, wrzesień 2022. http://dx.doi.org/10.18235/0004464.

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We study the relationship between corporate debt, corporate risk and firm-level investment, using a sample of 25,000 listed companies across 47 countries over the last two decades. We find higher leverage reduces investment but show the effect varies with risk, as measured by firm time-varying distance to default. Firms with higher market valuations and lower volatility do not suffer a debt overhang at all, while the effect is exacerbated for riskier firms. Debt overhang effects worsen significantly in economic crises, and the effects may persist for two to three years after the shock. Given the rise in corporate leverage observed during the last decade and as a result of the Covid-19 pandemic, physical investment is expected to remain at low levels for some years to come, with impacts varying considerably depending on the economic sector and other risk determinants.
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Ham, Andrés, Angela Guarin i Juanita Ruiz. How Accurately are Household Surveys Measuring the Size and Inequalities for the LGBT Population in Bogota, Colombia? Evidence from a List Experiment. Inter-American Development Bank, luty 2023. http://dx.doi.org/10.18235/0004721.

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This paper studies whether household surveys precisely identify the LGBT population and are suitable to measure labor market discrimination in Colombia. We first quantify the size of the LGBT population and estimate labor market inequalities from these data, highlighting potential pitfalls from using this approach. We then present findings from a list experiment in Bogotá, Colombia. Results show that household surveys underestimate the size of the LGBT population and may yield biased estimates of labor market inequalities. While survey estimates range between 1-4%, we find that LGBT people constitutes around 12-22% of the total population. We find heterogeneous reporting by sex, age groups, educational attainment, and marital status. Our findings suggest that while current measurement practices are a step forward for the LGBT populations statistical visibility, additional steps are required before household surveys may be used to consistently estimate discrimination and guide policy responses to protect this population.
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Aksoy, Billur, Christopher Carpenter i Dario Sansone. Understanding Labor Market Discrimination Against Transgender People: Evidence from a Double List Experiment and a Survey. Cambridge, MA: National Bureau of Economic Research, wrzesień 2022. http://dx.doi.org/10.3386/w30483.

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