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Journal articles on the topic 'Capital market model'

Author: Grafiati

Published: 3 June 2025

Last updated: 31 July 2025

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1

Santosa, Budi. "INTEGRASI PASAR MODAL KAWASAN CINA - ASEAN." Jurnal Ekonomi Pembangunan: Kajian Masalah Ekonomi dan Pembangunan 14, no. 1 (2013): 78. http://dx.doi.org/10.23917/jep.v14i1.162.

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This study aims to analyze the level of capital market integration ASEAN and China. Analysis tool used is Vector Error Correction Model (VECM). The results showed that capital markets of Malaysia, Philippines, Singapore, Thailand, and China have a positive effect on Indonesian capital markets, but the Indonesian capital market does not affect the capital markets of other countries. Singapore capital market has a positive effect on capital markets of Indonesia, Malaysia, Thailand, and China, except for the Philippines. China's capital market only affects the capital market in Singapore. Singapo

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Evstigneeva, L., and R. Evstigneev. "Metamorphoses of Financial Capital." Voprosy Ekonomiki, no. 8 (August 20, 2013): 106–22. http://dx.doi.org/10.32609/0042-8736-2013-8-106-122.

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Financial capital is considered as a precondition of forming an integral market system. Based on financial capital a vertical market model is taking shape. It includes the following leading markets: strategic markets of financial capital, finance and money markets, markets of physical (cluster) capital, markets of social (consumers) capital. Markets of financial capital build the world reproduction model of synergetic character. Sustainability of the world market is maintained within the framework of the following types of big financial capital systems: cooperation of industrial and banking ca

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Khudoykulov, Khurshid. "Verifying capital asset pricing model in Greek capital market." International Journal of Economics and Accounting 7, no. 1 (2016): 55. http://dx.doi.org/10.1504/ijea.2016.076749.

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Sehrawat, Neeraj, Amit Kumar, Narander Kumar Nigam, Kirtivardhan Singh, and Khushi Goyal. "Test of capital market integration using Fama-French three-factor model: empirical evidence from India." Investment Management and Financial Innovations 17, no. 2 (2020): 113–27. http://dx.doi.org/10.21511/imfi.17(2).2020.10.

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Integration or segmentation of markets determines whether substantial advantages in risk reduction can be attained through portfolio diversification in foreign securities. In an integrated market, investors face risk from country-specific factors and factors, which are common to all countries, but price only the later, as country-specific risk is diversifiable. The aim of this study is two-fold, firstly, investigating the superiority of the Fama-French three-factor model over Capital Asset Pricing Model (CAPM) and later using the superior model to test for integration of Indian and US equity m

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Manjunatha, T., and T. Mallikarjunappa. "Bivariate Analysis of Capital Asset Pricing Model in Indian Capital Market." Vikalpa: The Journal for Decision Makers 34, no. 1 (2009): 47–60. http://dx.doi.org/10.1177/0256090920090104.

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Capital Asset Pricing Model (CAPM) establishes the relationship between risks and returns in the efficient capital markets. A review of studies conducted for various markets in the world reveals that researchers have used a number of methodologies to test the validity of CAPM. While some studies have supported the validity of CAPM, some others have revealed that beta alone is not a suitable determinant of asset pricing and that a number of other factors could explain the cross-section of returns. This paper has attempted to test the validity of the combination effect of the two parameter CAPM

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Paskaleva, Mariya, and Ani Stoykova. "GLOBALIZATION EFFECTS ON CONTAGION RISKS IN FINANCIAL MARKETS." Ekonomicko-manazerske spektrum 15, no. 1 (2020): 38–54. http://dx.doi.org/10.26552/ems.2021.1.38-54.

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Financial globalization has opened international capital markets to investors and companies worldwide. However, the global financial crisis also caused massive stock price volatility due in part to global availability of market information. We explore ten EU member states (France, Germany, the United Kingdom, Belgium, Bulgaria, Romania, Greece, Portugal, Ireland, and Spain), and the USA. The explored period is March 3, 2003 to June 30, 2016, and includes the effects of the global financial crisis of 2008. The purpose of the article is to determine whether there is a contagion effect between th

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Matisone, Anita, and Natalja Lace. "Effective Venture Capital Market Development Concept." Journal of Open Innovation: Technology, Market, and Complexity 7, no. 4 (2021): 218. http://dx.doi.org/10.3390/joitmc7040218.

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This paper presents the results of the study on the venture capital (VC) market development drivers in small countries with underdeveloped VC markets. Based on the literature content analysis, the authors developed a comprehensive list of factors influencing VC market status. The relevance of the factors in countries with small, underdeveloped VC markets was studied between experts involved in shaping Latvian VC market. The study revealed that all factors (in total 73) delivered from the literature influence the VC market in the countries such as Latvia. Sixty-three factors have an impact abov

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Rokan, Mustapa Khamal. "State Role Model in Regulating Market in Indonesia on Islamic Perspective." Ijtimā'iyya: Journal of Muslim Society Research 1, no. 1 (2016): 37–62. http://dx.doi.org/10.24090/ijtimaiyya.v1i1.926.

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Background of this research is the traditional market alienation due to unbalance compete with modern market on the retail market in Indonesia. Limited capital, business management simple and limited networks make traditional markets are not able to compete with the modern market. This research use qualitative methods and use a case-based approach (statute approach) the Commission’s decision number 09/KPPU-L/2005 and the Commission’s Decision No. 03/ KPPU-LI /2000 and history approach, the history of the market Prophet Muhammad’s time and during the time of the Islamic empire. In addition, thi

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Osu, Bright O. "A Stochastic Model of the Variation of the Capital market Price." International Journal of Trade, Economics and Finance 1, no. 3 (2010): 297–302. http://dx.doi.org/10.7763/ijtef.2010.v1.53.

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Paskaleva, Mariya, and Ani Stoykova. "Globalization Effects on Contagion Risks in Financial Markets." SHS Web of Conferences 92 (2021): 03021. http://dx.doi.org/10.1051/shsconf/20219203021.

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Research background: Financial globalization has opened international capital markets to investors and companies worldwide. However, the global financial crisis has created big volatility in the stock prices that induces a restriction in the reflection of full information. We explore ten EU Member States (France, Germany, The United Kingdom, Belgium, Bulgaria, Romania, Greece, Portugal, Ireland, Spain), and the USA. The explored period is 03.03.2003 - 30.06.2016, as it includes the effects of the global financial crisis of 2008. Purpose of the article: To determine if there is a contagion effe

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Burzyński, Michał, and Krzysztof Malaga. "Neo-Schumpeterian Economic Growth Model Including the Capital Market." Gospodarka Narodowa 252, no. 11-12 (2011): 1–29. http://dx.doi.org/10.33119/gn/101063.

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Al-Jameel, dr Sarmad. "Application of Capital Asset Pricing Model in ALKWAIT Capital Market." TANMIYAT AL-RAFIDAIN 31, no. 94 (2009): 252–70. http://dx.doi.org/10.33899/tanra.2009.161821.

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Wiharno, Herma, Arief Surya Lesmana, Yasir Maulana, Dede Djuniardi, and Munir Nur Komarudin. "STOCK PORTFOLIO OPTIMIZATION IN BULLISH AND BEARISH CONDITIONS USING THE BLACK-LITTERMAN MODEL." Jurnal Manajemen dan Kewirausahaan 25, no. 2 (2023): 92–104. http://dx.doi.org/10.9744/jmk.25.2.92-104.

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Bullish and bearish phenomena characterize the development of the capital market. Therefore, this study aimed to identify and analyze bullish and bearish conditions in the Indonesian capital market to formulate an optimal portfolio. The sample consisted of 20 selected companies based on their substantial market capitali- zation. The results showed that from January 2011 to December 2020, the capital market experienced 77 bullish and 43 bearish months. The transition probability from bullish to bearish and bearish to bullish state was 15.67% and 56.14%. Furthermore, employing the Markov-switchi

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Dasril, Yuki Dwi Darma, Petiana Indriati, Pujiharta Pujiharta, Nani Hartati, and Meika Indriani. "Mampukah Model Enam Faktor Fama and French menggungguli Model Tiga Faktor Fama and French dengan Proksi Indeks Kompas 100." Jurnal Riset Akuntansi & Perpajakan (JRAP) 11, no. 1 (2024): 89–104. http://dx.doi.org/10.35838/jrap.2024.011.01.07.

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accompanying risks, many researchers have attempted to find financial asset valuation models. One of the most popular ones today is the Fama and French model. The initial model introduced was the Fama and French 3-factor model, which encountered various failures in some emerging market capital markets. In response, Fama and French improved their model, transforming it into a 6-factor model by adding aspects of profitability, investment, and momentum. This adjustment aimed to capture the relationship between the returns of securities or portfolios formed with systematic risk. However, the Fama

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Pietukhova, Olga, and Svetlana Esh. "Models of stock analysis in capital markets." Market Relations Development in Ukraine 98, no. 5-13 (2024): 6(77). https://doi.org/10.5281/zenodo.13764625.

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The subject of the study is a comprehensive assessment of stock analysis models on current capital markets, determining their comparative characteristics.The purpose of the study is to determine the essence and content of stock exchange analysis models, which helps business entities that operate in capital markets to determine their development trends and place in the market or in business Research methods. When writing the article, comparison methods, scientific and data generalization methods, as well as special research methods were used that help determine the essence of stock market

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Hasnita, Novia Tri, Dian Wahyuni, Norbaida Norbaida, Siti Ariska, and Joni Hendra K. "Pengenalan Pasar Modal." MANTAP: Journal of Management Accounting, Tax and Production 2, no. 2 (2024): 382–88. http://dx.doi.org/10.57235/mantap.v2i2.2792.

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This study aims to identify the character of Acehnese entrepreneurs and the model of introducing capital markets that are right for entrepreneurs. This study was analyzed using a quantitative descriptive approach. The research sample consisted of Aceh Taxable Personable Entrepreneurs, Aceh representative stock exchange leaders, exchange gallery managers, and lecturers who took care of investment courses. The research data was collected using questionnaires, interviews, and discussions. The results of the study show that Acehnese entrepreneurs are risk averse and consider Sharia principles in c

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МАНДРЫКИН, А. В., and Ю. В. ПАХОМОВА. "CAPITAL MARKET MODEL BASED ON INDUSTRY CLASSIFICATION." Экономика и предпринимательство, no. 1(150) (May 27, 2023): 227–32. http://dx.doi.org/10.34925/eip.2023.150.1.047.

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В статье представлена модель совокупности четырех широкодоступных отраслевых схем классификации, общих для исследований рынка капитала. Коды SIC в настоящее время заменяются кодами NAICS. Глобальный стандарт отраслевых классификаций (GICS). Система SM, совместно разработанная финансовых практиков, в то время как алгоритм Fama и French разработан учеными. Наши результаты показывают, что классификации GICS значительно лучше объясняют совместное изменение доходности акций, а также поперечные различия в оценке - мультипликаторы, прогнозируемые и реализованные темпы роста, расходы на НИОКР и различ

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Arnaut, Dino, Damir Becirovic, and Janez Kolar. "Improving attractiveness of frontier markets using blockchain technology." Facta universitatis - series: Electronics and Energetics 37, no. 1 (2024): 93–105. http://dx.doi.org/10.2298/fuee2401093a.

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Frontier capital markets are a specific category within emerging markets, characterized by lower market capitalization, liquidity, and fewer investment constraints. These markets do not offer opportunities for investment and their functionality for companies to finance their future endeavors is not efficient. This paper offers a comprehensive examination of smart contracts, including their functioning principles, prevalent platforms, and uses. Consequently, it suggests a model for a junior stock market that utilizes blockchainsupported smart contracts. The model gives a framework for organizin

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Triputra, Ilham Yusuf, Sufri Sufri, and Sherli Yurinanda. "PENERAPAN METODE ARIMA BOX-JENKINS UNTUK MEMPREDIKSI HARGA SAHAM DI PT ANEKA TAMBANG TBK." Prismatika: Jurnal Pendidikan dan Riset Matematika 5, no. 2 (2023): 257–73. http://dx.doi.org/10.33503/prismatika.v5i2.2727.

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A capital market is a market in which long-term trading of financial assets takes place, or a market in which various financial instruments are traded. The development of capital markets promotes the economic development of the country. The form of investment in the capital market is in the form of shares. Because stock prices are constantly fluctuating, capital market participants need analysis to help predict future stock prices. PT Aneka Tambang TBK or ANTM for short is one of the stocks traded in Indonesia's capital market. This study applied the Box-Jenkins ARIMA method for the period fro

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Geng, Xiaoyuan. "Transmission Effectiveness of Resource Allocation Efficiency in Multitier Capital Market System." Discrete Dynamics in Nature and Society 2021 (August 6, 2021): 1–8. http://dx.doi.org/10.1155/2021/4977398.

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With the continuous development of the capital market, in order to study the effectiveness of the multilevel capital market, the operation status of the multilevel capital market is used as the research object, and the Pareto analysis paradigm is used to study the effectiveness of the transmission mechanism of the resources allocation efficiency of the multilevel capital market. Research has shown that Pareto analysis model can be used to analyze the multilevel capital markets. Investors’ irrationality and lack of professionalism further aggravate market volatility. Research on resource alloca

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Hodnett, Kathleen, and Heng-Hsing Hsieh. "Capital Market Theories: Market Efficiency Versus Investor Prospects." International Business & Economics Research Journal (IBER) 11, no. 8 (2012): 849. http://dx.doi.org/10.19030/iber.v11i8.7163.

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This paper reviews the development of capital market theories based on the assumption of capital market efficiency, which includes the efficient market hypothesis (EMH), modern portfolio theory (MPT), the capital asset pricing model (CAPM), the implications of MPT in asset allocation decisions, criticisms regarding the market portfolio and the development of the arbitrage pricing theory (APT). An alternative school of thought proposes that investors are irrational and that their trading behaviors are driven by psychological biases such as greed and fear. Prospect theory and the role of behavio

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SeTin, SeTin, Riki Martusa, and Meythi Meythi. "An exploration of sustainable innovation investment in emerging markets: An archival study." International Journal of Management and Sustainability 13, no. 4 (2024): 963–75. https://doi.org/10.18488/11.v13i4.3982.

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This study aims to examine the relationship between asymmetric cost behavior and innovation of listed firms in emerging markets, i.e., listed firms in the Indonesian capital market. The Sustainable Development Goals (SDGs) topic has become a hot issue worldwide. Innovation, as a part of SDGs, is a prerequisite to reducing the carbon emissions in a country, including the listed firms on the Indonesian capital market. This study employs quantitative method. To investigate Indonesian-listed firms investment in innovation, we use innovation scores from Thomson Reuters to investigate the investment

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Trusov, N. V., and A. A. Shananin. "Mathematical Model of Human Capital Dynamics." Журнал вычислительной математики и математической физики 63, no. 10 (2023): 1747–60. http://dx.doi.org/10.31857/s0044466923100150.

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A mathematical description of household economic behavior is studied. On the one hand, households are consumers that seek to maximize the discounted utility function in an imperfect market of savings and consumer loans. On the other hand, households are workers in the labor market; they receive a wage and seek to enhance their skills to receive a higher wage. An increase in the level of worker’s skill is achieved via investment in human capital. In this paper, a mathematical model of the worker’s behavior in the labor market is represented in the form of an infinite-horizon optimal control pro

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Barbu, Teodora Cristina, and Adina Ionela Străchinaru. "Capital Markets Union: Opportunities and Impact on the European Financial Market." Studies in Business and Economics 11, no. 2 (2016): 140–57. http://dx.doi.org/10.1515/sbe-2016-0028.

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Abstract In developing this study we started from challenges and debates that capital markets union project engages, launched by the European Commission during 2015, both in academia and the specialists, regulators and investors. The article is structured in three parts, as follows: in the first part are highlighted theoretical and conceptual issues on the need for a union of capital markets, the second part presents empirical evidence from literature relating to this issue and in the third an econometric model is described, which aims to demonstrate the potential that Capital Markets Union ma

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ROSTAMI CHERI, POURIA, REZVAN POURMANSOURI, ELHAM MASTERI FARAHANI, RAMONA BIRAU, CRISTI SPULBAR, and ANCA IOANA IACOB (TROTO). "Investigating the effects of Information and Communication Technology (ICT) on capital market uncertainty by considering its impact on the textile industry: a case study for Iran." Industria Textila 74, no. 06 (2023): 667–87. http://dx.doi.org/10.35530/it.074.06.2022136.

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Information and Communication Technology (ICT) plays a vital role in sharing information and greater participation in exchanges and trading of investors' shares. Because the use of information and communication technology in financial markets reduces marketing costs, it has a significant role. Therefore, the primary purpose of this research article is to investigate the impact of ICT on capital market uncertainty in Iran. In this study, the GARCH model has been used to estimate the capital market uncertainty index. The results of ARDL model estimation using quarterly data in the period 2011: 1

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Bonga-Bonga, Lumengo, and Sefora Motena Rangoanana. "Carry Trade and Capital Market Returns in South Africa." Journal of Risk and Financial Management 15, no. 11 (2022): 498. http://dx.doi.org/10.3390/jrfm15110498.

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This paper assesses the extent to which carry trade operations affect the performance of equity and bond markets in a target country, South Africa, by considering the US and the euro area as the funding countries. A two- and three-factor capital asset pricing model (CAPM) is employed to assess whether the pricing of equity and bond markets in South Africa depends on the US dollar/rand and euro/rand carry trade returns. Moreover, the paper uses the quantile regression technique to assess whether this pricing varies with the distribution of the equity and bond returns. The findings support that

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Zaimović, Azra. "Testing the CAPM in Bosnia and Herzegovina with Continuously Compounded Returns." South East European Journal of Economics and Business 8, no. 1 (2013): 35–43. http://dx.doi.org/10.2478/jeb-2013-0006.

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Abstract The capital markets of neighboring transitional Western Balkan countries have attracted a lot of interest from domestic and international investors in the last decade, who view them as an attractive alternative to investing in more developed markets. These markets are characterized by higher returns, and higher volatility of stock returns as compared to those of developed markets. The recent economic and financial crises devastated capital markets worldwide. The new Bosnian capital market faced its hardest times following the withdrawal of international investors. The aim of this pape

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Setiawan, Kusdhianto. "Stock Market Integration: Are Risk Premiums of International Assets Equal?" Gadjah Mada International Journal of Business 16, no. 1 (2014): 39. http://dx.doi.org/10.22146/gamaijb.5466.

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This paper studies previous research on capital market integration and applies a simple international capital asset pricing model by considering the incompleteness in market integration and heteroscedasticity of the market returns. When we disregarded those two factors, we found that stock markets were integrated and the law of one price on risk premiums prevails. However, when the factors were considered, the markets were just partially integrated.

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Qizam, Ibnu, Abdul Qoyum, and Misnen Ardiansyah. "Global Financial Crisis and Islamic Capital Market Integration among 5-ASEAN Countries." Global Review of Islamic Economics and Business 2, no. 3 (2015): 207. http://dx.doi.org/10.14421/grieb.2015.023-04.

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Islamic Capital Market is important part of Financial System in ASEAN countries especially in the context of AEC. The objective of this paper is to investigate interconnection long run equilibrium of Islamic Capital Market in ASEAN Countries. Using daily closing price for from September 2007 to October 2012, this study examine five Islamic Capital markets in ASEAN namely Indonesia, Malaysia, Philippines, Singapore and Thailand. This study examines on Integration among these Islamic Capital markets by relies a simple correlation test, Granger causality test and co-integration test using error c

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Hungund, Bilal, and Shilpa Rastogi. "Predictive Optimized Model on Money Markets Instruments With Capital Market and Bank Rates Ratio." International Journal of Data Analytics 4, no. 1 (2023): 1–20. http://dx.doi.org/10.4018/ijda.319024.

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The money market and the capital market of the Indian financial markets have a symbiotic relationship in the development of the Indian economy. The nature and the characteristics of the markets differ to a large extent as the money market ensures liquidity in the system through the monetary policy by the regulators; capital markets propel and act as the engine driver for the economy in the long term. Therefore, the final throughput of the economy is the aggregation of the output of both the markets. Does that imply that the development of both markets is parallel in nature or is any one superi

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Takouachet, Rania. "Capital asset pricing model." Finance and Business Economies Review 4, no. 1 (2020): 165–89. http://dx.doi.org/10.58205/fber.v4i1.645.

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This study aims to identify the model of capital asset pricing (CAPM), which occupies a privileged positionin the stock market because it is one of the analysis tools that take into account the relationship betweenreturn and risk in securities and capital investments in general. Which is considered one of the mostimportant discoveries in the modern financial economy where despite the many criticisms of this model, thebasic model has simplicity, speed and ease. This feature has kept this model in use today and on a largescale by most specialists in the financial field.

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Wu, Ning. "Analysis on the Impact of Short-Term International Capital Flows on Chinese Stock Market on the Basis of VAR Model." International Journal of Economics and Finance 10, no. 8 (2018): 77. http://dx.doi.org/10.5539/ijef.v10n8p77.

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With the continuous development of global economic integration and financial markets, international capital flows more and more frequently, the frequent flow of international capital will inevitably affect the yield of Chinese stock market. This article uses short-term international capital inflows SS and Shanghai composite index R as research objects. Based on monthly data from January 2002 to October 2017, VAR model was constructed using Eviews8.0 to study the impact of short-term international capital flows on Chinese stock market. Empirical studies have found that short-term international

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Purboyo, Lamsah, and Aida Vitria. "ADOPSI TECHNOLOGY ACCEPTANCE MODEL (TAM) TERHADAP PERILAKU MINAT GENERASI MILENIAL DALAM BERINVESTASI DI PASAR MODAL." JWM (JURNAL WAWASAN MANAJEMEN) 8, no. 2 (2020): 100–113. http://dx.doi.org/10.20527/jwm.v8i2.41.

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This study aims to determine the effect of technology acceptance on the interests of the millennial generation to invest in the capital market. The adoption of the TAM model was used in this study, with a quantitative descriptive method approach, data collection using a questionnaire with a sample of 135 people based on calculations with the Slovin formula. Data were analyzed using smart partial least square. The results of this study provide answers to the proposed hypothesis in which the variable perceived ease of use, perceived usefulness, perceived enjoyment have a positive and signi

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Arif Kusnedi Saragih, Askur Hamid Nasution, and Wicaksana Dwi Prasetiyo. "Adopsi Technology Acceptance Model (TAM) Terhadap Perilaku Minat Generasi Milenial dalam Berinvestasi di Pasar Modal." Jurnal Riset dan Inovasi Manajemen 1, no. 3 (2023): 155–75. http://dx.doi.org/10.59581/jrim-widyakarya.v1i3.788.

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This study aims to determine the effect of technology acceptance on the interests of the millennial generation to invest in the capital market. The adoption of the TAM model was used in this study, with a quantitative descriptive method approach, data collection using a questionnaire with a sample of 135 people based on calculations with the Slovin formula. Data were analyzed using smart partial least square. The results of this study provide answers to the proposed hypothesis in which the variable perceived ease of use, perceived usefulness, perceived enjoyment have a positive and significant

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Basak, Suleyman. "An Intertemporal Model of International Capital Market Segmentation." Journal of Financial and Quantitative Analysis 31, no. 2 (1996): 161. http://dx.doi.org/10.2307/2331178.

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Lee, Jae-hyuck. "Civil Society and Civic Capital: Market-Relationship Model." Society and Theory 10 (May 31, 2007): 213. http://dx.doi.org/10.17209/st.2007.05.10.213.

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Magiera, Frank T. "The Capital Asset Pricing Model and Market Microstructure." CFA Digest 29, no. 4 (1999): 96. http://dx.doi.org/10.2469/dig.v29.n4.589.

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Pötzelberger, Klaus, and Leopold Sögner. "Sample autocorrelation learning in a capital market model." Journal of Economic Behavior & Organization 53, no. 2 (2004): 215–36. http://dx.doi.org/10.1016/s0167-2681(03)00071-4.

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Boyd, John H., and Bruce D. Smith. "Capital market imperfections in a monetary growth model." Economic Theory 11, no. 2 (1998): 241–73. http://dx.doi.org/10.1007/s001990050187.

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Karadzic, Vesna, and Tamara Backovic-Vulic. "The Montenegrin capital market: Calendar anomalies." Ekonomski anali 56, no. 191 (2011): 107–21. http://dx.doi.org/10.2298/eka1191107k.

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Many researchers have shown that capital markets in CEE countries are weakly efficient in terms of calendar anomalies. The goal of this paper is to investigate whether the capital market in Montenegro is efficient regarding some of these anomalies. The main characteristics of the Montenegrin capital market are briefly explained. The empirical analysis is done on the daily values data of stock market index NEX20. An investigation of the January effect is implemented with the graphical representation of the rate of return for all the months of the seven-year period and by estimation of a regress

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Jasienė, Meilė, Arvydas Paškevičius, and Ieva Astrauskaitė. "BOND MARKET ANALYSIS: THE MAIN CONSTRAINTS IN THE RESEARCH OF 21ST CENTURY." Business, Management and Education 11, no. 2 (2013): 224–40. http://dx.doi.org/10.3846/bme.2013.13.

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Searching for alternative source of bank financing, the view on capital market is taken. Recent research on capital market issues are arranged into four dimensions: theory and assumptions of efficient capital market, government’s role in it, other distortions and global interrelatedness. Main investigations are decentralized and visualized in “theoretical eight” model. Conclusions made on the diversity of interpretation of market efficiency, strongly expressed demand of information symmetry, soft actions of governments and the value of foreign performance in domestic markets. Furthermore, new

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Abelian, Ridlo, and Jafril Khalil. "Determinants that Influence the Decision of Nazhir in Investing in the Sharia Capital Market." Jurnal Multidisiplin Madani 4, no. 1 (2024): 152–67. http://dx.doi.org/10.55927/mudima.v4i1.7850.

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The Islamic capital market is one of the Islamic financial instruments, the development of the Islamic capital market is quite good in Indonesia, but investors from nazir waqf have not been very active in investing in the Islamic capital market. The purpose of this study was to examine the effect of the variables knowledge, motivation, and minimum capital on investment on the Nazhir Decision variable in developing waqf assets in the Islamic capital market. The research object is Islamic capital market while the population is Islamic capital market Nazir, the sampling technique uses random samp

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Qian, Kun. "The Application of Asset Pricing Models in the Capital Market." Highlights in Business, Economics and Management 40 (September 1, 2024): 887–92. http://dx.doi.org/10.54097/m8d86m08.

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With the development of China's financial and capital markets, more and more investors will choose to use different asset pricing models to analyze the effectiveness of their investments. Under the background of efficient markets hypothesis (EMH), this paper will use Fama-French three-factor model, GARCH family model and Heston model to analyze the validity and feasibility of these three commonly used models in Chinese market. Through empirical analysis, descriptive statistics and other research methods, it is found that all three models are effective but have certain limitations. It is found

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Ovechkin, Danila V., and Natalia B. Boldyreva. "Modification of Capital Assets Pricing Model for a non-equilibrium capital market." Tyumen State University Herald. Social, Economic, and Law Research 5, no. 1 (2019): 131–43. http://dx.doi.org/10.21684/2411-7897-2019-5-1-131-143.

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SHAO, XIAO, and LI H. CHAI. "A STATISTICAL DYNAMIC APPROACH TO STRUCTURAL EVOLUTION OF COMPLEX CAPITAL MARKET SYSTEMS." International Journal of Modern Physics B 25, no. 13 (2011): 1807–21. http://dx.doi.org/10.1142/s021797921110031x.

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As an important part of modern financial systems, capital market has played a crucial role on diverse social resource allocations and economical exchanges. Beyond traditional models and/or theories based on neoclassical economics, considering capital markets as typical complex open systems, this paper attempts to develop a new approach to overcome some shortcomings of the available researches. By defining the generalized entropy of capital market systems, a theoretical model and nonlinear dynamic equation on the operations of capital market are proposed from statistical dynamic perspectives. T

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Subhi, Citra Putri, and Fitriyah Fitriyah. "ANALISIS INTEGRASI PASAR MODAL KAWASAN ASIA-PASIFIK (APEC): IMPLIKASI DIVERSIFIKASI INTERNATIONAL." IQTISHODUNA 10, no. 2 (2016): 99–109. http://dx.doi.org/10.18860/iq.v10i2.3583.

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The purpose of this study was to determine the presence of capital market integration in the AsiaPacific region which has implications for portfolio diversification opportunities internationally. This studyuses quantitative methods to the analysis of the model using VECM (Vector Error correction model) with astationary test level level , different stationary , cointegration and correlation . The population is the entirecountry in the Asia -Pacific (APEC) which has a capital markets while the sample is 10 APEC countries whichinclude U.S. state (^ DJIA), Australia (^AORD), HongKong (^HSI), Japan

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Ortiz Quevedo, Carlos Humberto, and Rodrigo Castillo Rentería. "Breaking Say’s law in a simple market economy model." Cuadernos de Economía 39, no. 81 (2020): 897–918. http://dx.doi.org/10.15446/cuad.econ.v39n81.70883.

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This paper analyses a multi-sector market economy where preferences are non-homothetic and satiable. Capital and labour are the production factors. Food and manufactured goods are produced with a constant-returns-to-scale technology and an increasing-returns-to-scale technology, respectively. Results include: an original capital accumulation process is required for manufacturing industrialization to take place, a minimum market size is needed for the economy to operate, and capital property concentration diminishes aggregate demand. Full general equilibrium is possible for intermediate degrees

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Mukhlashin, Putri Auliana Rifqi, Anwar Fitrianto, Agus M. Soleh, and Wan Zuki Azman Wan Muhamad. "Ensemble learning with imbalanced data handling in the early detection of capital markets." Journal of Accounting and Investment 24, no. 2 (2023): 600–617. http://dx.doi.org/10.18196/jai.v24i2.17970.

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Research aims: This study aims to create an early detection model to predict events in the Indonesian capital market.Design/Methodology/Approach: A quantitative study comparing ensemble learning models with imbalanced data handling detected early capital market events. This study used five ensemble learning models—Random Forest, ExtraTrees, CatBoost, XGBoost, and LightGBM—to detect early events in the Indonesian capital market by handling imbalanced data, such as under sampling (RUS), oversampling (SMOTE, SMOTE-Broder, ADASYN), and over-under sampling (SMOTE-Tomek, SMOTE-ENN), weighted (class

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Buccella, Domenico. "A Simple Model for the Integration of Goods and the Capital Market with Unionized Labor Markets." Ekonomika 98, no. 1 (2019): 19–37. http://dx.doi.org/10.15388/ekon.2019.1.2.

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[full article and abstract in English] The present work analyzes the effects of goods and capital market integration on welfare. In an imperfectly competitive industry with unionized labor, openness to competition via exports, the possibility of holding minority stakes into a rival company and undertaking Greenfield Foreign Direct Investment (FDI) exemplify product and capital market liberalization, respectively. Challenging the “lieu commune” that liberalization a priori improves the social welfare of an economy, making use of a game-theoretic approach, it is shown that a domestic gover

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Dodig, Ante, and Milica Bugarčić. "Capital market efficiency in transitioning Southeastern European countries." Ekonomski vjesnik 36, no. 1 (2023): 57–73. http://dx.doi.org/10.51680/ev.36.1.5.

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Purpose: This paper is a continuation of research in the series that examines the weak form of the efficient capital markets theorem in Southeast European transitioning economies. Model modifications are based on learnings through the previously established inapplicability of foreign exchange metrics. At the same time, the model is being expanded by incorporating new research markets, extending the time coverage to the longest duration to date, between 2005 and 2021, to cover economic bust and recovery periods and research inherent improvements in the capital market context, and adding new var

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