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Zeitschriftenartikel zum Thema „Stocks“

Autor: Grafiati

Veröffentlicht am 4. Juni 2021

Zuletzt aktualisiert am 9. Juni 2025

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1

Sapari, Fransissco Nicolas, and Agus Zainul Arifin. "Studi Perbandingan Nilai Value at Risk Antara Saham Berbasis Syariah Dengan Saham Non Syariah Periode 2010-2012." Jurnal Dinamika Akuntansi dan Bisnis 3, no. 1 (July 24, 2016): 26–36. http://dx.doi.org/10.24815/jdab.v3i1.4394.

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This study aimed to empirically compare the risk between sharia and non-sharia based stock investment. The Sharia stocks are refereed to stocks that issued by companies listed in LQ-45, whereas the non-sharia stocks are defined as stocks that are issued by companies listed in Jakarta Indonesia Index (JII) between 2011 and 2012. In total, there were 25 companies listed in LQ-45 and 15 companies listed in JII which were involved in this study. This study used GARCH model to estimate the risk of every individual stock. The result showed that there was a difference in risk between sharia and non-s

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Eltahir, Yassin Ibrahim, Osama Azmi Sallam, Hussien Omer Osman, and Fethi Klabi. "Does Volatility Generate Major and Minor Stocks in Saudi Stocks Market?" Integrated Journal of Business and Economics 4, no. 1 (January 15, 2020): 14. http://dx.doi.org/10.33019/ijbe.v4i1.239.

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This study attempts to answer the main question: are there reciprocal effects between the variances of the stock returns in the Saudi market, also the answer to a sub-question. What are the leading stocks in the Saudi market?. Study selected a sample of five stocks representing the basic materials, banking, services, food and transport sectors (SABIC, Al Rajhi, Etisalat, Almarai and Al Bahri respectively). The data sample for the period from 2011 to 2016 is taken, which represents the lifespan of the five-year plan. Daily stock returns were calculated during this period. Study applies the M GA

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Liu, Mark H. "Analysts’ Incentives to Produce Industry-Level versus Firm-Specific Information." Journal of Financial and Quantitative Analysis 46, no. 3 (February 15, 2011): 757–84. http://dx.doi.org/10.1017/s0022109011000056.

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AbstractUsing stock returns around recommendation changes to measure the information produced by analysts, I find that analysts produce more firm-specific than industry-level information. Analysts produce more firm-specific information on stocks with higher idiosyncratic return volatilities. The amount of industry information produced by analysts increases with the absolute value of the stock’s industry beta and decreases with the stock’s idiosyncratic volatility. Other stocks in the industry also respond to the recommendation change, and the magnitude of the response increases with the absolu

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Kreidl, Felix. "Stock-Market Behavior on Ex-Dates: New Insights from German Stocks with Tax-Free Dividend." International Journal of Financial Studies 8, no. 3 (September 21, 2020): 58. http://dx.doi.org/10.3390/ijfs8030058.

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We examine stock prices and the number of stocks traded around ex-dividend dates of German stocks with tax-free dividend. Tax-free dividends are temporarily tax-exempt, as they reduce the initial purchasing price of a stock. With our analysis of this particular group of German stocks, we can make clear predictions regarding ex-date prices and analyze the number of stocks traded around ex-dates, doing so without the systematic bias of cum-ex trades over time. For XETRA, our empirical results indicate that ex-date prices decline, on average, by the amount of the dividend. We do not find a signif

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Färber, Leonie, Rob van Gemert, Øystein Langangen, Joël M. Durant, and Ken H. Andersen. "Population variability under stressors is dependent on body mass growth and asymptotic body size." Royal Society Open Science 7, no. 2 (February 2020): 192011. http://dx.doi.org/10.1098/rsos.192011.

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The recruitment and biomass of a fish stock are influenced by their environmental conditions and anthropogenic pressures such as fishing. The variability in the environment often translates into fluctuations in recruitment, which then propagate throughout the stock biomass. In order to manage fish stocks sustainably, it is necessary to understand their dynamics. Here, we systematically explore the dynamics and sensitivity of fish stock recruitment and biomass to environmental noise. Using an age-structured and trait-based model, we explore random noise (white noise) and autocorrelated noise (r

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Du, Sha, and Hailong Shen. "A Stock Prediction Method Based on Deep Reinforcement Learning and Sentiment Analysis." Applied Sciences 14, no. 19 (September 27, 2024): 8747. http://dx.doi.org/10.3390/app14198747.

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Most previous stock investing methods were unable to predict newly listed stocks because they did not have historical data on newly listed stocks. In this paper, we use the Q-learning algorithm based on a convolutional neural network and add sentiment analysis to establish a prediction method for Chinese stock investment tasks. There are 118 companies that are ranked in the Chinese top 150 list for two consecutive years in both 2022 and 2023. We collected all comments under the stock bar of these 118 stocks for each day from 1 January 2022 to 1 July 2024, totaling nearly 10 million comments. T

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Michielsens, Catherine G. J., Samu Mäntyniemi, and Pekka J. Vuorinen. "Estimation of annual mortality rates caused by early mortality syndromes (EMS) and their impact on salmonid stockrecruit relationships." Canadian Journal of Fisheries and Aquatic Sciences 63, no. 9 (September 1, 2006): 1968–81. http://dx.doi.org/10.1139/f06-095.

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In this paper, we demonstrate how information from broodstocks can be combined with lab information on alevins to obtain annual stock-specific mortality estimates from early mortality syndromes (EMS) using a probabilistic approach, how a hierarchical model structure can be used to predict these mortality rates for related, partly sampled, or unsampled stocks, and why these estimates should be used to remove the effect of this mortality on stockrecruit estimates. The approach has been illustrated for Atlantic salmon (Salmo salar) stocks in the Baltic Sea affected by the M74 syndrome. Results i

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Rasul, Dr Md Serajur. "Performance of Value and Growth Stocks: Returns of Stocks on Dhaka Stock Exchange." Indian Journal of Applied Research 3, no. 2 (October 1, 2011): 205–8. http://dx.doi.org/10.15373/2249555x/feb2013/71.

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Agarwal, Mehul. "Does Investment in Defensive Stocks Act as a Buffer during Market Downturns?" INTERANTIONAL JOURNAL OF SCIENTIFIC RESEARCH IN ENGINEERING AND MANAGEMENT 08, no. 04 (April 10, 2024): 1–5. http://dx.doi.org/10.55041/ijsrem30553.

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The study examines the performance of defensive stocks during market downturns in the Indian stock market. The research focuses on the period from January 2000 to December 2023. In this study selected stocks from the Fast-Moving Consumer Goods (FMCG) sector (HUL, ITC, Britannia Industries) and Pharma sector (Sun Pharmaceuticals Industries, Dr Reddy Laboratories and Cipla) have been taken into consideration. Five key metrics are covered to assess the stock’s performance: Stock return, Correlation, Beta Compound Annual Growth Rate (CAGR), and Dividend yield. For stock return a comparison is made

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Hui, Eddie C. M., Sheung-Chi Phillip Yam, and Si-Wei Chen. "SHIRYAEV-ZHOU INDEX – A NOBLE APPROACH TO BENCHMARKING AND ANALYSIS OF REAL ESTATE STOCKS." International Journal of Strategic Property Management 16, no. 2 (June 19, 2012): 158–72. http://dx.doi.org/10.3846/1648715x.2011.638946.

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Real estate markets and real estate stocks are interrelated and are important not only to the investors, but also to the academics. Real estate stocks are, in a sense, good measures of performance of the physical real estate market. The objective of this paper is to provide a preliminary study on gauging the performances of real estate stocks in Hong Kong using the Shiryaev-Zhou index. Evidence shows that the Shiryaev-Zhou index can gauge a real estate stock's performance, good or bad, according to the sign of the Shiryaev-Zhou index. Thus a trading strategy can be formulated as follows: buy a

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Anjana Raju, Guntur, and Sanjeeta Shirodkar. "Derivative trading and structural breaks in volatility in India: an ICSS approach." Investment Management and Financial Innovations 17, no. 2 (July 2, 2020): 334–52. http://dx.doi.org/10.21511/imfi.17(2).2020.26.

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Researchers argue that ignoring the structural breaks in the time-series variance can cause significant upward biases in the degree of persistence in estimated GARCH models. Against this backdrop, the present study empirically examines the effect of stock futures on the underlying stock’s volatility in India by incorporating the structural breaks with the help of ICSS test and AR (1)-GARCH (1, 1) model for 30 most liquid and actively traded underlying stocks and their associated futures contracts. The study period ranges from the 1st January 2000 or the listing date of the particular stock (wh

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Bauman, W. Scott, C. Mitchell Conover, and Robert E. Miller. "The Performance of Growth Stocks and Value Stocks in the Pacific Basin." Review of Pacific Basin Financial Markets and Policies 04, no. 02 (June 2001): 95–108. http://dx.doi.org/10.1142/s0219091501000358.

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Many studies show that value stock strategies outperform growth stock strategies in U.S. markets and in international markets. However, the evidence is not clear as growth stocks have had higher returns in a few countries. Because the behavior of stock markets vary between different geographic regions, it is possible that the performance of these strategies may differ in the Pacific Rim region. We examine the performance of value stocks and growth stocks, defined on the basis of market price to book value per share, over the 10-year period 1986-1996, for six Pacific Rim countries. Based on ove

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Frame, I. A., C. A. Ross, and A. G. Luckins. "Characterization ofTrypanosoma congolenseserodemes in stocks isolated from Chipata District, Zambia." Parasitology 101, no. 2 (October 1990): 235–41. http://dx.doi.org/10.1017/s0031182000063289.

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Six stocks ofTrypanosoma congolensewere cloned from 17 stocks isolated from Eastern Zambia and used to initiate insect-formin vitrocultures producing metacyclic trypanosomes. Serological assays were then developed using thesein vitro-derived metacyclics as a reference collection of antigens. Monoclonal antibodies recognized 8 metacyclic variable antigen types (M-VATs) of one stock,T. congolenseTREU 1885, representing 70–80% of that stock's M-VAT repertoire, and in an indirect fluorescent antibody test (IFAT) there were no cross-reactions between them and the metacyclic trypanosomes of the othe

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Dr P Suresh, Dr. R S Ch Murthy Chodisetty. "Volatilityspillover Of Pharmaceutical Stocks In Indian Stock Market Listed In The Nse During The Russian &Ukrainewar- An Event Analysis." Journal of Information Systems Engineering and Management 10, no. 29s (March 29, 2025): 458–71. https://doi.org/10.52783/jisem.v10i29s.4497.

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Purpose: The volatility of a stock price is defined as the percentage change from one period to another in the stock price. Increased stock price volatility is indicative of more risk and provides investors with a better idea of the possible future swings. A stock's volatility indicates the possible range of price movements over a certain time period and is calculated as the standard deviation of the stock's annualized returns.Design/Methodology/Approach: The study mainly focusses on the Volatility of Share Prices of selected pharmaceutical stock in the NSE-India during the Russian & Ukrai

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Bima E, Fikral, and Chandra Wijaya. "Value Stocks versus Growth Stocks: An Examination Indonesia Stock Exchange." Eduvest - Journal of Universal Studies 5, no. 3 (March 20, 2025): 3083–90. https://doi.org/10.59188/eduvest.v5i3.50069.

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This study aims to build a portfolio of value stocks and growth stocks and identify the existence of a value premium on the Indonesia Stock Exchange during 2019-2023. T-test and Mann-Whitney U test are needed in this study to analyze performance and determine whether there is a significant difference in the returns generated by the value portfolio and the growth portfolio. The secondary data used are LQ45 companies listed on the IDX for the 2019-2023 period. The results of the study showed that there was no significant difference in returns between the value stock portfolio and the growth stoc

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Shackman, Joshua, Paul Lambert, Phoenix Benitiez, Nathan Griffin, and David Henderson. "Maritime Stock Prices and Information Flows: A Cointegration Study." Transactions on Maritime Science 10, no. 2 (October 21, 2021): 496–510. http://dx.doi.org/10.7225/toms.v10.n02.018.

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In this study, the issue of how global maritime stock prices influence the stock prices of large transportation companies in the U.S. and other large markets is examined. Maritime stocks are chosen because they are central in global trade and thus may be good indicators of future global stock market and economic trends. Maritime companies are often owned by families or governments and are traded in stock markets with lower standards of accountability, hence information flows from maritime stocks may be slower than flows from other stocks. Cointegration and vector error-correction analysis is u

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Rosciszewski-Dodgson, Michael J., and Giuseppe T. Cirella. "Fishery stock dynamics in the Baltic Sea: The dichotomy between total allowable catch limits and spawning stock biomass." Fisheries & Aquatic Life 32, no. 3 (September 1, 2024): 137–54. https://doi.org/10.2478/aopf-2024-0013.

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Abstract When managing heavily exploited fisheries, the primary objective is ensuring the long-term sustainability of stocks. Policy makers employ various measures to achieve this, with one important approach being the establishment of total allowable catch (TAC) limits for commercial fish stocks. These limits are set to maintain a target level that can sustain or rebuild the spawning stock biomass (SSB), which is an indicator of a stock’s reproductive capacity. Ideally, a strong correlation between TAC quotas and SSB exists, indicating that reductions in TAC are positively impacting SSB. Howe

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Abd-Alla, Mustafa Hussein. "COVID-19 crisis as a systematic risk: an empirical study in the egyptian stock market." Journal of Financial Studies 5, no. 9 (November 15, 2020): 94–108. http://dx.doi.org/10.55654/jfs.2021.5.9.08.

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"This paper examines the ability of beta (β) to measure the systematic risks posed by the COVID-19 crisis and analyzes the impact of the COVID-19 crisis on stock returns for a sample of 50 stocks, grouped on the basis of size and value in the Egyptian Stock Market. CAPM beta of the stock was used to represent the systematic risk stocks, market capitalization was used to construct the large and small stocks portfolios and the book-to-market equity ratio was used to construct high medium and small portfolios. The results showed that systematic risks measured by beta increased after COVID-19 cris

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Sari, Eka Maya, and Tri Gunarsih. "Apakah Kinerja Saham Syariah Lebih Baik Dibandingkan Saham Non-Syariah pada Tahun 2018-2019?" Telaah Bisnis 21, no. 1 (April 16, 2021): 57. http://dx.doi.org/10.35917/tb.v21i1.202.

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There are two considerations that investors need to notice if they want to invest in the capital market, namely, return and risk. An investor needs to diversify to gain benefits and minimize risk by forming the optimal stock portfolios. This research analyzes the differences between Islamic stock (based on JII) and non-Islamic stock (based on LQ45) stock portfolio investment using the single index model. The samples were consistently listed on the JII and LQ45 stock indices in January 2018-December 2019. There are 35 stocks for the LQ45 stock index and 25 stocks on the JII stock index. Sharia

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Punt, André E., David C. Smith, and Anthony D. M. Smith. "Among-stock comparisons for improving stock assessments of data-poor stocks: the “Robin Hood” approach." ICES Journal of Marine Science 68, no. 5 (May 1, 2011): 972–81. http://dx.doi.org/10.1093/icesjms/fsr039.

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Abstract Punt, A. E., Smith, D. C., and Smith, A. D. M. 2011. Among-stock comparisons for improving stock assessments of data-poor stocks: the “Robin Hood” approach. – ICES Journal of Marine Science, 68: 972–981. An approach is outlined for conducting stock assessments in which parameters are estimated for multiple stocks at the same time. Information from data-rich stock assessments, e.g. trends in fishing mortality, and values for parameters of selectivity functions are provided to data-poor assessments in the form of penalties on the estimated parameters, which leads to stock assessments fo

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Hilborn, R. "Apparent Stock Recruitment Relationships in Mixed Stock Fisheries." Canadian Journal of Fisheries and Aquatic Sciences 42, no. 4 (April 1, 1985): 718–23. http://dx.doi.org/10.1139/f85-092.

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When several stocks of differing productivities are fished together and combined for stock recruitment analysis, the estimated productivity and size of the stock depends strongly on the previous exploitation history. As a mixed stock is harvested harder, it appears smaller in total size but more productive per individual. I analysed the mechanism behind this change. Passive feedback management policies perform well on mixed stocks, when starting from unexploited conditions. When starting from an overexploited condition, passive feedback management will fail to allow the less productive stocks

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Wang, Yilin. "Machine Learning Based Stock Market Trend Prediction and Analysis." Transactions on Computer Science and Intelligent Systems Research 5 (August 12, 2024): 219–26. http://dx.doi.org/10.62051/9tqz2p11.

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Stock price prediction can help investors to create initial pre-scenarios. The topic of this research is to predict the stock market scenario through machine learning methods. By successfully predicting the stock market situation, the movement of different stocks, etc., the possibility of buying the wrong stocks can be greatly reduced, making it possible to make huge profits by buying and selling stocks. The purpose of the research is threefold. This paper uses a market capitalization weighted index consisting of the most important 40 stocks out of the top 100 stocks with the largest market ca

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Larasati, Btari Gavrilla, C. Ambar Pujiharjanto, and Nilmawati Nilmawati. "Analysis Of Stock Return Anomaly On The Indonesia Stock Exchange Based On Market Capitalization." Journal of Business Innovation and Research 2, no. 2 (April 3, 2024): 195. http://dx.doi.org/10.31315/jubir.v2i2.12031.

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There has been a well-known market anomaly in the stock market called the firm size effect. This theory explains that small-cap stocks may provide greater stock returns than big-cap stocks. This research aimed to test the firm size effect theory on 827 stocks listed on the Indonesia Stock Exchange (IDX) during January 2 to June 27, 2023. The research sample was divided into big-cap and small-cap categories based on the calculation of average market capitalization, then the average value of stock returns from both categories were statistically compared. The result showed that the average values

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Mehrara, Mohsen, Yazdan Gudarzi Farahani, Farzan Faninam, and Abbas Rezazadeh Karsalari. "The Effect of Macroeconomic Variables on the Stock Market Index of the Tehran Stock Exchange." International Letters of Social and Humanistic Sciences 71 (July 2016): 17–24. http://dx.doi.org/10.18052/www.scipress.com/ilshs.71.17.

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This paper examines the relationship between stock market index and macroeconomic policies (Fiscal and Monetary) on Iran's economy using quarterly data in the period 1999-2013. This study employed cointegration test and vector autoregressive models (VAR) to examine relationships between the stock market index and the macroeconomic variables. The empirical results reveal that a positive money shock can increase stocks return. According to impulse responses, the government expenditure had a slight impact on stocks return in the short term. But the government expenditure has a positive effect on

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Ho, Trang-Thi, and Yennun Huang. "Stock Price Movement Prediction Using Sentiment Analysis and CandleStick Chart Representation." Sensors 21, no. 23 (November 29, 2021): 7957. http://dx.doi.org/10.3390/s21237957.

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Determining the price movement of stocks is a challenging problem to solve because of factors such as industry performance, economic variables, investor sentiment, company news, company performance, and social media sentiment. People can predict the price movement of stocks by applying machine learning algorithms on information contained in historical data, stock candlestick-chart data, and social-media data. However, it is hard to predict stock movement based on a single classifier. In this study, we proposed a multichannel collaborative network by incorporating candlestick-chart and social-m

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Aqbar, Khaerul, Sulkifli Herman, and Muhammad Ichvan Mahmud. "Tinjauan Wakaf Saham dalam Perspektif Hukum Islam." BUSTANUL FUQAHA: Jurnal Bidang Hukum Islam 3, no. 1 (April 7, 2022): 100–130. http://dx.doi.org/10.36701/bustanul.v3i1.528.

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This study aims to determine the concept of stock waqf and its law in the view of Islamic law. This research uses descriptive qualitative research (non-statistical) by using library research method (library review) and using normative and juridical normative approaches. The research results found are as follows; first, stock waqf is the same waqf as other types of waqf, except that stock waqf is in the form of securities. Stock waqf has a similar concept to cash waqf. In this case, the waqif may waqf in the form of money and then nazir converts it in the form of stocks or the waqif can waqf di

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Støttrup, J. G., and C. R. Sparrevohn. "Can stock enhancement enhance stocks?" Journal of Sea Research 57, no. 2-3 (February 2007): 104–13. http://dx.doi.org/10.1016/j.seares.2006.09.005.

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Gao, Jingyu. "Using Machine Learning Models to Predict the Uber Stock." Advances in Economics, Management and Political Sciences 45, no. 1 (December 1, 2023): 157–63. http://dx.doi.org/10.54254/2754-1169/45/20230269.

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This paper aims to describe how to use machine learning models to predict the situation changing of stocks. This paper will use linear regression and random forest model to predict the Uber stocks stock's future closing price and probability of rise and fall. This paper firstly collected stock related information from Kaggle. The data of Uber stocks are from May 10, 2019 to March 24, 2022. The closing price and the future closing price are divided by taking 80% as the training set and 20% as the proportion of the test set. Then setting some technical indicators to analyze the accuracy and devi

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Xaviera, Athena, and Risna Wijayanti. "VALUATION OF STOCKS LISTED ON IDX HIGH DIVIDEND 20 INDEX (2018-2020) USING DISCOUNTED CASH FLOW (DCF) MODEL." Jurnal Management Risiko dan Keuangan 1, no. 3 (December 7, 2022): 159–66. http://dx.doi.org/10.21776/jmrk.2022.01.3.02.

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This research’s background was based on the increasing number of investors in Indonesia’s capital market – including stock investment – especially in 2020. With such growth and enthusiasm regarding stock investment, the stock valuation may take place so investors can attain benefits and avoid loss. IDX High Dividend 20 (IDXHIDIV20) has good performance, and investors actively trade its stocks in the market; hence, stock valuation was deemed necessary. Discounted Cash Flow (DCF) was used to determine whether stocks are undervalued, fair valued, or overvalued. The type of this research was descr

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Aliu, Florin, Artor Nuhiu, Besnik Krasniqi, and Fisnik Aliu. "Modeling the Optimal Portfolio: the Case of the Largest European Stock Exchanges." Comparative Economic Research. Central and Eastern Europe 23, no. 2 (June 30, 2020): 41–51. http://dx.doi.org/10.18778/1508-2008.23.11.

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Portfolio optimization is the main concern for portfolio managers. Financial securities are placed within the portfolio based on the investor’s risk tolerance. The study measures the risk-reward relationship when the number of stocks in the portfolio increases. Six diverse portfolios have been created with a different number of stocks, such as portfolios with 47 stocks, 95 stocks, 142 stocks, 190 stocks, 239 stocks, and 287 stocks. Stock prices and trading volume were collected on a weekly basis from the six largest European stock exchanges (FTSE100, CAC40, FTSE MIB, IBEX35, DAX, and MDAX). Ma

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Kope, Robert G. "Optimal Harvest Rates for Mixed Stocks of Natural and Hatchery Fish." Canadian Journal of Fisheries and Aquatic Sciences 49, no. 5 (May 1, 1992): 931–38. http://dx.doi.org/10.1139/f92-103.

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Optimal harvest rates were computed using dynamic programming for mixed-stock fisheries exploiting two stocks of either natural or hatchery origin. Natural stocks were described by a Ricker spawner–recruit relationship and hatchery stocks were described by a rectilinear spawner–recruit relationship. Harvest rates were optimized for both risk-neutral and risk-averse utility functions. For two natural stocks with low productivities, optimal harvest rates generally appeared to favor the stronger stock for a risk-neutral utility function and the weaker stock for a risk-averse utility function. For

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Febi Amelia Putri, Nurman Nurman, Annisa Paramaswary Aslam, Anwar Ramli, and Anwar Anwar. "Penggunaan Capital Asset Pricing Model (CAPM) untuk Menilai Kelayakan Investasi pada Saham Indeks IDX30 di Bursa Efek Indonesia (BEI) Tahun 2019-2023." JURNAL MANAJEMEN DAN BISNIS EKONOMI 3, no. 2 (February 7, 2025): 01–17. https://doi.org/10.54066/jmbe-itb.v3i2.3025.

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This study aims to assess the feasibility of investing in stocks included in the IDX30 index using the Capital Asset Pricing Model (CAPM). By analyzing 53 stocks from various industries categorized on the Indonesia Stock Exchange (IDX). through historical stock data for the period 2019 to 2023, this study evaluates individual return (Ri), systematic risk (beta/β), and expected return or E(Ri). The analysis results show that overall these stocks provide a positive return of 0.00658 which indicates that these stocks are profitable for investors. However, there were 19 stocks that experienced neg

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Lee, Eun-Joo, Noah Klumpe, Jonathan Vlk, and Seung-Hwan Lee. "Modeling Conditional Dependence of Stock Returns Using a Copula-based GARCH Model." International Journal of Statistics and Probability 6, no. 2 (February 13, 2017): 32. http://dx.doi.org/10.5539/ijsp.v6n2p32.

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Investigating dependence structures of stocks that are related to one another should be an important consideration in managing a stock portfolio, among other investment strategies. To capture various dependence features, we employ copula to overcome the limitations of traditional linear correlations. Financial time series data is typically characterized by volatility clustering of returns that influences an estimate of a stock’s future price. To deal with the volatility and dependence of stock returns, this paper provides procedures of combining a copula with a GARCH model which leads to the c

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Edelweiss, Agatha, Joanne Emmanuel, and Ricky Siregar. "RESPONSIBILITY OF INFLUENCERS WHO CONDUCT STOCK POMMS AS A LAW ENFORCEMENT MEASURE FOR INVESTORS." JURNAL ILMIAH ADVOKASI 12, no. 1 (April 7, 2024): 124–38. http://dx.doi.org/10.36987/jiad.v12i1.4855.

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Many stock investment influencers often engage in stock pumping and dumping on social media. "Pompom" is a term for "pump and dump" which involves individuals or groups. Those involved in stock pumping and dumping frequently share information about stocks they already own or plan to buy. This indirectly shapes opinions and captures the attention of their followers to buy stocks as per their desires, often enhanced by enticing details. This attracts people to invest in the recommended stocks. Pompom influencers target millennial and novice stock investors, as these groups seek quick and substan

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Choi, Insu, and Woo Chang Kim. "Detecting and Analyzing Politically-Themed Stocks Using Text Mining Techniques and Transfer Entropy—Focus on the Republic of Korea’s Case." Entropy 23, no. 6 (June 9, 2021): 734. http://dx.doi.org/10.3390/e23060734.

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Politically-themed stocks mainly refer to stocks that benefit from the policies of politicians. This study gave the empirical analysis of the politically-themed stocks in the Republic of Korea and constructed politically-themed stock networks based on the Republic of Korea’s politically-themed stocks, derived mainly from politicians. To select politically-themed stocks, we calculated the daily politician sentiment index (PSI), which means politicians’ daily reputation using politicians’ search volume data and sentiment analysis results from politician-related text data. Additionally, we select

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Jayanti, Dwi Nur, and Asfi Manzilati. "STUDI KOMPARASI KINERJA SAHAM UNGGUL DAN SAHAM LIKUID SEBELUM DAN SAAT PANDEMI." Contemporary Studies in Economic, Finance and Banking 2, no. 2 (June 23, 2023): 217–36. http://dx.doi.org/10.21776/csefb.2023.02.2.04.

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The pandemic Covid-19 is a pandemic that attacks public health so that it has an impact on the economy, especially the capital market. The pandemic Covid-19 resulted in a weakening of the IHSG by up to 26.96%, apart from the weakening of the IHSG there were superior and liquid stocks which were the stocks most in demand by investors because they had the best performance and had a high probability of providing high profits. The purpose of this research is to compare the performance of superior stocks and liquid stocks before and during the pandemic by using stock returns, transaction volume and

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Amalia, Farah, Ari Kristin Prasetyaningrum, and Nur Aini Fitriya Ardiani Aniqoh. "Do Unethical Stocks Win in Developing Country? Evidence From Indonesia." Equilibrium: Jurnal Ekonomi Syariah 11, no. 1 (June 4, 2023): 77. http://dx.doi.org/10.21043/equilibrium.v11i1.19366.

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Ethical investing in various countries is increasingly popular following the number of ethical investors. However, the performance of ethical investments in many developed countries is lower than the performance of the opposite category, unethical stock, or researchers called it as sin stock. This study examines whether the performance of sin stocks in Indonesia is as good as the performance of sin stocks in developed countries considering the very different cultures and religions. This study comprehensively measures the performance of all sin stocks and ethical stocks using the risk-adjusted

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Bevanda, Lea-Marija, Azra Zaimović, and Almira Arnaut-Berilo. "Performance of Value and Growth Stocks in the Aftermath of the Global Financial Crisis." Business Systems Research Journal 12, no. 2 (December 1, 2021): 268–83. http://dx.doi.org/10.2478/bsrj-2021-0032.

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Abstract Background: Due to strong empirical evidence from different markets, existence of value premium became a financial theory standpoint. Although previous studies found that value stocks beat growth stocks in bearish and bullish markets, during the GFC, value stocks underperformed growth stocks. Objectives: This paper aims to examine the performance of value and growth stock portfolios after the GFC. Subjects of our analysis are constituent companies of the DJIA index, out of which portfolios of large-cap value and growth stocks have been constructed and evaluated. Methods/Approach: We m

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Gao, Jianliang, Xiaoting Ying, Cong Xu, Jianxin Wang, Shichao Zhang, and Zhao Li. "Graph-Based Stock Recommendation by Time-Aware Relational Attention Network." ACM Transactions on Knowledge Discovery from Data 16, no. 1 (July 3, 2021): 1–21. http://dx.doi.org/10.1145/3451397.

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The stock market investors aim at maximizing their investment returns. Stock recommendation task is to recommend stocks with higher return ratios for the investors. Most stock prediction methods study the historical sequence patterns to predict stock trend or price in the near future. In fact, the future price of a stock is correlated not only with its historical price, but also with other stocks. In this article, we take into account the relationships between stocks (corporations) by stock relation graph. Furthermore, we propose a Time-aware Relational Attention Network (TRAN) for graph-based

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Lestari, Lestari, and Atty Erdiana. "Analisis Perbedaan Risk dan Return antara Saham Syariah dan Konvensional di Bursa Efek Indonesia." Jurnal Maksipreneur: Manajemen, Koperasi, dan Entrepreneurship 10, no. 2 (February 27, 2021): 227. http://dx.doi.org/10.30588/jmp.v10i2.727.

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<em>This study purposed to compare the Risk and Return between Islamic and conventional stocks listed on the Indonesia Stock Exchange. The object of this research is sharia and conventional stocks listed on the Indonesia Stock Exchange. The sampling method used in this study was purposive sampling with a sample size of 50 Islamic stocks and 50 conventional stocks. This research focused on the study of Islamic and conventional stock price data from 2015 to 2018. The analysis technique used to test the level of differences in risk and return in Islamic and conventional stock groups was the

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Zhao, Guoquan, Hao Zhang, and Xingyi Chen. "Trading Strategy Based on the Leading Effect of Leading Stocks: LLR Model and Correlation Coefficient Effect." Advances in Economics, Management and Political Sciences 106, no. 1 (July 31, 2024): 73–88. http://dx.doi.org/10.54254/2754-1169/106/20241598.

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Stocks is one of the most popular financial tools around the world, However, it is essential to determine which stock to buy and the moment we buy in and sell out, only catch up with the proper opportunity, then we can make fortune from the stock market. So how can we find out those stocks which has great potential to grow in the future? Our study focuses on the leading stocks effect, which refers to in a specific industry, when some stocks in that industry have reached their price limit, which we call leading stocks, and in the following trading days, the stocks from the same industry will be

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Vos, G. J., and P. R. Gardiner. "Antigenic relatedness of stocks and clones ofTrypanosoma vivaxfrom East and West Africa." Parasitology 100, no. 1 (February 1990): 101–6. http://dx.doi.org/10.1017/s0031182000060169.

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SummaryThe antigenic relationships of 7 stocks and 7 clones ofTrypanosoma vivaxfrom East and West Africa were compared by immune lysis. Sera from goats infected with different stocks and clones ofT. vivax, collected on days 40 and 80 after infection, were used in the immune lysis test with homologous and heterologous stocks and clones of trypanosomes. Sera from infected cattle were included to compare stocks and clones from Kenya. The parasites that were used as antigen in the immune lysis tests were collected from infected mice when variable antigen type (VAT) homogeneous populations were use

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Pasaribu, Dedy Than. "PENGARUH STOCK SPLIT TERHADAP ABNORMAL RETURN & LIKUIDITAS SAHAM BLUE CHIP." Contemporary Studies in Economic, Finance and Banking 2, no. 3 (September 1, 2023): 492–502. http://dx.doi.org/10.21776/csefb.2023.02.3.12.

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Stock split is a corporate action intended to raise stock liquidity. When stock prices are high, the shares become inaccessible to all capital market investors. The impact of stock splits on abnormal returns and stock liquidity should be re-evaluated due to the discrepancies in prior studies. This research evaluates the influence of stock splits on liquidity and abnormal stock returns. This research utilized a sample of 27 blue-chip companies listed on the IDX that underwent stock splits from 2010 to 2022. Blue chip stocks are often the market leaders for each sector and subsector of stocks in

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KIM, Jun Sik, Da-Hea KIM, and Sung Won SEO. "INDIVIDUAL MEAN-VARIANCE RELATION AND STOCK-LEVEL INVESTOR SENTIMENT." Journal of Business Economics and Management 18, no. 1 (February 5, 2017): 20–34. http://dx.doi.org/10.3846/16111699.2016.1252794.

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This research studies the effect of stock-level investor sentiment on individual stock returns’ mean-variance relation. Using unique buy and sell volume data of retail investors in Korean stock market, we find that a positive mean-variance relation is undermined among high-sentiment stocks, but holds among low-sentiment stocks. We adopt buy-sell imbalances of retail investors for individual stocks as a measure of stock-level investor sentiment. Further, our findings provide empirical evidence of a strong riskreturn trade-off among stocks with low retail concentration (e.g., large capitalizatio

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Koljonen, Marja-Liisa. "Distinguishing between resident and migrating Atlantic salmon (Salmo salar) stocks by genetic stock composition analysis." Canadian Journal of Fisheries and Aquatic Sciences 52, no. 4 (April 1, 1995): 665–74. http://dx.doi.org/10.1139/f95-067.

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The possibility of using the genetic stock identification (GSI) method to distinguish between individual Atlantic salmon (Salmo salar) stocks and stock groups in Finnish catches was studied. In the Baltic Sea, the Atlantic salmon is a target of a mixed-stock fishery, and information about stock composition would be valuable for the management of the species. The salmon catches on the Finnish west coast consist of two seasonally variable components: a group of northern stocks migrating through the area to the Baltic main basin and the resident Neva salmon. The migratory component includes two e

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M. Al-Qamaje, Haidar. "E'XCESS VOLUMES OF HEAVY OIL- STOCKS MIXTURES+ (KEROSENE OR XYLENE) AT 3O3 K." Iraqi Journal of Chemical and Petroleum Engineering 11, no. 4 (December 30, 2010): 47–57. http://dx.doi.org/10.31699/ijcpe.2010.4.5.

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Binary mixtures of three heavy oil-stocks had been subjected to density measurments. The data had been aquired on the volumetric behaviour of these systems. The heavy oil-stocks used were of good varity, namely 40 stock , 60 stock, and 150 stock, 40 stock is the lightest one with the API gravity 33.7 while 60 stock is middle type and 150 stock is heavy one, with API gravity 27.7 and 23.8 respectively. Stocks with Kerosene or Xylene for non-ideal mixtures for which excess volume can be positive or negative. Mixture of heavy-oil stocks with paraffinic spike (Kerosene) show negative excess volume

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Ryou, Heeseok, and Taeyeon Kim. "Is the Overheated Short-selling Stock Designation Regulation Properly Designed? Based on the Clustering Analysis of Overheated Short-selling Stocks." Korean Journal of Financial Studies 52, no. 6 (December 31, 2023): 911–45. http://dx.doi.org/10.26845/kjfs.2023.12.52.6.911.

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This paper examines whether the overheated short-selling stock designation regulation is effectively designed. The regulation prohibits short sales of overheated short-selling stocks for one day to call investors’ attention and prevent stock price declines. Comparing overheated short-selling stocks with control group, we find no statistically significant difference in their stock prices after the prohibition. This finding indicates that the one-day short sale ban is not effective in preventing stock price declines. We further show that the difference in short sale rates between overheated shor

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Maruanaya, Greghar Juan Tjether, Gandung Triyono, and Rita Fransina Maruanaya. "DEVELOPMENT OF A STOCK PURCHASE RECOMMENDATION SYSTEM APPLICATION." Jurnal Teknik Informatika (Jutif) 5, no. 4 (August 31, 2024): 685–93. https://doi.org/10.52436/1.jutif.2024.5.4.2322.

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Investing in stocks has become a significant source of passive income through indirect earnings with minimal activity. Choosing stocks for investment requires careful analysis. The Indonesia Stock Exchange has 866 listed stocks, divided into several indices, including IDXBUMN20, which includes 20 stocks from state-owned enterprises (BUMN), regional-owned enterprises (BUMD), and their affiliates. This index helps traders monitor the performance of BUMN stocks. The list of IDXBUMN20 stocks includes ADHI, ANTM, BBNI, AGRO, BBRI, BRIS, BBTN, BJBR, BMRI, MTEL, ELSA, JSMR, PGAS, PTBA, PTPP, SMGR, TI

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Janulevičienė, Alma. "The analysis of the stock of the Republican scientific-technical library." Knygotyra 22, no. 15-2 (August 27, 2024): 70–77. http://dx.doi.org/10.15388/knygotyra.1988.36564.

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Nowadays, the investigation of the questions of the scientific management of library stocks has gained great urgency (increased in importance). The tasks of increasing the efficiency of the formation and usage of library stocks highlight the necessity for systematic research into their peculiarities and tendencies of development. This article analyzes the peculiarities and tendencies of the development of the stocks of the Republican Scientific-Technical Library of Lithuania's Scientific-Research Institute of Scientific-Technical Information and Technical-Economic Research. The multifaceted re

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Yanti, Pitri, Indi Ramadhani, and Maya Sari. "ANALISIS CAPITAL ASSET PRICING MODEL PADA SEKTOR ENERGI PERIODE 2020-2022." Jurnal Ekonomi Manajemen 9, no. 2 (November 30, 2023): 115–22. http://dx.doi.org/10.37058/jem.v9i2.8724.

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This study used the capital asset pricing model (CAPM) to examine the return and risk levels of energy sector stock performance to identify efficient and inefficient groups of stocks. For the purpose of this study, a sample of 28 stocks from the energy sector listed on the Indonesia Stock Exchange for the 2020â€“2022 timeframe was chosen using a purposive sampling technique. Six out of the 28 equities, according to the analysis's findings, are considered to be high risk. PT Medco Energi Internasional and PT Perdana Karya Perkasa Tbk are the two stocks with the greatest and lowest respective le

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