Relevant bibliographies by topics / Financial market

Contents

  1. Journal articles
  2. Dissertations / Theses
  3. Books
  4. Book chapters
  5. Conference papers
  6. Reports

Academic literature on the topic 'Financial market'

Author: Grafiati
Published: 4 June 2021
Last updated: 8 June 2024

Create a spot-on reference in APA, MLA, Chicago, Harvard, and other styles

Select a source type:

Consult the lists of relevant articles, books, theses, conference reports, and other scholarly sources on the topic 'Financial market.'

Next to every source in the list of references, there is an 'Add to bibliography' button. Press on it, and we will generate automatically the bibliographic reference to the chosen work in the citation style you need: APA, MLA, Harvard, Chicago, Vancouver, etc.

You can also download the full text of the academic publication as pdf and read online its abstract whenever available in the metadata.

Journal articles on the topic "Financial market"

1

SEKARAN, Dr G. CHANDRA, and Mr G. GABRIEL PRABHU. "Financial Market." Global Journal For Research Analysis 3, no. 8 (June 15, 2012): 28–30. http://dx.doi.org/10.15373/22778160/august2014/9.

Full text
APA, Harvard, Vancouver, ISO, and other styles
2

Stryzhychenko, Kostyantyn. "Adaptation of Ukrainian financial market to the foreign financial market." Corporate Ownership and Control 11, no. 4 (2014): 699–706. http://dx.doi.org/10.22495/cocv11i4c7p12.

Full text
Abstract:
In the current work we investigation depend of Ukrainian financial markets segments from influences of the external financial market. In the article we propose the methodology of the investigation which includes three main units. The main ideas of these units are recognition of the most influential external financial market by indicators set, forecasting of the tendencies and influences of the foreign financial markets segments, construction of adaptation decision for the regulation of the Ukrainian financial market. We used the VAR models and variance analysis for the determination of the influences foreign financial market. The investigation of MosPrime Index and DAX Index as most influential indicators of external market allowed to define the adaptation type of the stock and credit segments of the Ukrainian financial market.
APA, Harvard, Vancouver, ISO, and other styles
3

Braasch, Bernd. "Financial market crisis and financial market channel." Intereconomics 45, no. 2 (March 2010): 96–105. http://dx.doi.org/10.1007/s10272-010-0327-6.

Full text
APA, Harvard, Vancouver, ISO, and other styles
4

Alijon Qizi, Alijonova Zarnigor. "INTERNATIONAL ISLAMIC FINANCIAL MARKET." European International Journal of Multidisciplinary Research and Management Studies 02, no. 05 (May 1, 2022): 27–30. http://dx.doi.org/10.55640/eijmrms-02-05-07.

Full text
Abstract:
Islamic finance is increasingly attrCovid-19 Impact on Islamic Financeacting attention among investors worldwide, especially in 2019 which saw a double-digit growth in assets. Despite the tumultuous year for global financial markets last year due to the COVID-19 pandemic, there is growing interest due to three reasons—greater appreciation around the role that Islamic finance plays in responsible investing; geographical interest in markets where Islamic finance is gaining prominence; as well as digital transformation, which makes Islamic investments more accessible.
APA, Harvard, Vancouver, ISO, and other styles
5

Pankova, V. A. "Retail financial markets as a driver for the development of financial sector." Voprosy Ekonomiki, no. 11 (November 4, 2021): 33–53. http://dx.doi.org/10.32609/0042-8736-2021-11-33-53.

Full text
Abstract:
The paper analyzes the influence of the dynamics of retail financial markets on the development of financial sector on the annual data for 39 countries, including developed and developing economies, for the period 1990—2018. To assess the general dynamics of retail markets development, a composite indicator was built. This indicator is included in the models for corporate lending market, stock market and non-life insurance market. The results show that, on the one hand, the development of retail markets (households credit market, life insurance market and private pension funds) stimulates the development of non-retail financial markets (corporate lending market, stock market and non-life insurance market) due to the expansion of their resources. On the other hand, overheating of retail credit market has a negative impact on the stability of the banking sector and subsequently leads to a reduction in the size of the corporate credit market, and the excessively rapid growth of life insurance market may hinder the development of its other segments.
APA, Harvard, Vancouver, ISO, and other styles
6

Chistyukhin, V. V. "Financial market as a category of financial law." Courier of Kutafin Moscow State Law University (MSAL)), no. 9 (December 24, 2021): 113–23. http://dx.doi.org/10.17803/2311-5998.2021.85.9.113-123.

Full text
Abstract:
This article is devoted to the study of the financial market as a category of financial law. The paper analyzes the doctrinal definitions of the concept under consideration, investigates the essence of the relations developing in the financial market, and classifies financial markets on various grounds.
APA, Harvard, Vancouver, ISO, and other styles
7

Mynhardt, Ronald Henry, Alexey Plastun, and Inna Makarenko. "Behavior of financial markets efficiency during the financial market crisis: 2007 – 2009." Corporate Ownership and Control 11, no. 2 (2014): 473–87. http://dx.doi.org/10.22495/cocv11i2c5p4.

Full text
Abstract:
This paper examines the behavior of financial markets efficiency during the recent financial market crisis. Using the Hurst exponent as a criterion of market efficiency we show that level of market efficiency is different for pre-crisis and crisis periods. We also classify financial markets of different countries by the level of their efficiency and reaffirm that financial markets of developed countries are more efficient than the developing ones. Based on Ukrainian financial market analysis we show the reasons of inefficiency of financial markets and provide some recommendations on their solution and thus improving the efficiency.
APA, Harvard, Vancouver, ISO, and other styles
8

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.

Full text
Abstract:
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 capital (Hilferding), international banks (Keynes), state monopoly of GDP (well known as far back, as in the USSR period). One can consider this framework as a political form of general equilibrium of the global market. A systemic function of financial capital is gathering power for ensuring endogenous evolution of economy and society on the principles of market self-organization. The authors believe this is the only way out of a deadlock for our economy and society.
APA, Harvard, Vancouver, ISO, and other styles
9

Liu, Yirou. "Positive Affect of Financial Derivatives onThe Stock Market." Advances in Economics, Management and Political Sciences 7, no. 1 (September 13, 2023): 163–70. http://dx.doi.org/10.54254/2754-1169/7/20230229.

Full text
Abstract:
The derivatives market is widely recognized in financial markets, and it has developed rapidly, but there is little evidence that it contributed to the development of financial and economic markets. This article investigates the dynamic relationship between the Indian derivatives market and the stock market to determine how it affects market pricing. This paper use the DCC-garCH model to examine the dynamics of India from the third quarter of 2018 to 2022, I find that the financial derivatives market is more financially contagious than the equity market. Therefore, I can analyse that the development of derivatives has a positive impact on economic growth.
APA, Harvard, Vancouver, ISO, and other styles
10

Carey, Mark, Anil K. Kashyap, Raghuram Rajan, and René M. Stulz. "Market institutions, financial market risks, and the financial crisis." Journal of Financial Economics 104, no. 3 (June 2012): 421–24. http://dx.doi.org/10.1016/j.jfineco.2012.02.003.

Full text
APA, Harvard, Vancouver, ISO, and other styles
More sources

Dissertations / Theses on the topic "Financial market"

1

Mohti, Wahbeeah. "Essays on frontier markets: financial integration, financial market efficiency, financial contagion." Doctoral thesis, Universidade de Évora, 2019. http://hdl.handle.net/10174/24579.

Full text
Abstract:
This thesis investigates financial integration, market efficiency, and financial contagion in frontier markets in order to evaluate the potentiality of portfolio diversification. The first essay evaluates Asian frontier and emerging equity markets’ regional and global integration using Gregory and Hansen co-integration tests and detrended cross correlation analysis (DCCA). The results suggest that Asian emerging markets show some evidence of integration with both regional and global markets. From Asian frontier markets, Pakistan is the only one with evidence of integration with both benchmarks. The second essay appraises weak form efficiency of frontier markets to investigate the global correlation and long-range dependence, applying mutual information and Detrended Fluctuation Analysis (DFA). The results indicate that Slovenia is the only case where there is evidence compatible with weak form efficiency. The third essay investigates contagion from the US subprime financial crisis to frontier stock markets using Copula models to investigate dependence structures between US and frontier stock markets, before and during US subprime financial crisis. The results show that Croatia and Romania are the ones, most affected by the US subprime crisis. Subsequently, the forth essay investigates the contagion from both recent crises; US subprime financial crisis and European debt crisis to frontier stock market, applying DCCA correlation coefficients to investigate the linkage between crisis originating country stock markets (US and Greece) and those of frontier markets, to assess whether the correlation coefficients significantly increase with the crises. The results indicate that from US subprime crisis, European frontier markets are the ones most affected, followed by Middle Eastern markets. In case of European debt crisis (originated in Greece), the findings show that contagion effect is weaker in frontier markets; Ensaios sobre Mercados de Fronteira: Integração Financeira, Eficiência de Mercados, Contágio Financeiro Sumário: Esta tese investiga a integração financeira, eficiência de mercado e contágio financeiro nos chamados “mercados de fronteira”, a fim de avaliar o respetivo potencial de diversificação internacional de carteiras. O primeiro ensaio avalia a integração regional e global dos mercados de capitais emergentes e globais Asiáticos, sendo utilizados o teste de cointegração de Gregory e Hansen e a detrended cross correlation analysis (DCCA). Os resultados sugerem que os mercados emergentes asiáticos mostram algumas evidências de integração com os mercados regional e global. Dos mercados de fronteira asiática, o Paquistão é o único com evidências de integração com os dois benchmarks. O segundo ensaio avalia a eficiência da forma fraca dos mercados de fronteira para investigar a correlação global e a dependência longa, aplicando a informação mútua e a Detrended Fluctuation Analysis (DFA). Os resultados indicam que a Eslovénia é o único caso em que há evidências compatíveis com a hipótese d eficiência na forma fraca. O terceiro ensaio investiga o contágio da crise financeira subprime dos EUA para os mercados de fronteira, sendo usados modelos Copula para investigar as estruturas de dependência entre os mercados de ações dos EUA e os mercados de fronteira, antes e durante a crise financeira dos Estados Unidos. Os resultados mostram que a Croácia e a Roménia são os mercados mais afetados pela crise do subprime dos EUA. Posteriormente, o quarto ensaio investiga o contágio de ambas as crises recentes; crise financeira subprime dos EUA e crise da dívida europeia para os mercados de fronteira, aplicando coeficientes de correlação DCCA para investigar a ligação entre os mercados de ações de países EUA e Grécia e mercados de fronteira. Os resultados indicam que, relativamente à crise do subprime nos EUA, os mercados de fronteira europeus são os mais afetados, seguidos pelos mercados do Médio Oriente. Relativamente à crise da dívida soberana (originada na Grécia), os resultados mostram que o efeito de contágio é menor nos mercados de fronteira analisados.
APA, Harvard, Vancouver, ISO, and other styles
2

Rahman, Rizwan Tanvir. "Market integrity issues in financial markets." Thesis, The University of Sydney, 2013. http://hdl.handle.net/2123/12552.

Full text
Abstract:
This dissertation investigates market integrity issues across a range of financial markets. The essays investigate the leakage of information, information asymmetry, market manipulation, and off-market trading across the carbon, equity, and option markets. The study spans across the European Union Emissions Allowances (EUA) futures market, the Australian Securities Exchange (ASX) equity market, and the Australian Securities Exchange (ASX) option market (AOM). The first essay examines the impact of European Union emissions trading scheme (EU ETS) national allocation plan (NAP) announcements on carbon markets. The findings show that Phase II announcements have an influence on both Phase I & II front futures and sole Phase II futures carbon returns. In addition, the results indicate that the announcements have no significant impact on volatility. Together, the findings suggest a systematic leakage of information across all types of announcements. The second essay examines trade cancellations on the Australian Securities Exchange (ASX). Trade cancellations are trades that are determined to have been made in error by both parties, and are subsequently cancelled. Results indicate return reversal patterns consistent with manipulative activity following the initial trades. Findings on volume, return, and volatility around the trades are also consistent with the empirical findings on market manipulation in the literature. The final essay examines the impact of large off-market option trades on the Australian Options Market (AOM). The results reveal that large off-market option trades receive price improvement when compared to the quoted prices at the time of the trade. Further, although large off-market trades experience some temporary price effects there is no evidence of significant leakage or permanent price effects. Finally, cumulative abnormal returns in the days surrounding the trades reveal no significant price patterns.
APA, Harvard, Vancouver, ISO, and other styles
3

Das, Sanmay. "Intelligent Market-Making in Artificial Financial Markets." Thesis, Massachusetts Institute of Technology, 2003. http://hdl.handle.net/1721.1/5570.

Full text
Abstract:
This thesis describes and evaluates a market-making algorithm for setting prices in financial markets with asymmetric information, and analyzes the properties of artificial markets in which the algorithm is used. The core of our algorithm is a technique for maintaining an online probability density estimate of the underlying value of a stock. Previous theoretical work on market-making has led to price-setting equations for which solutions cannot be achieved in practice, whereas empirical work on algorithms for market-making has focused on sets of heuristics and rules that lack theoretical justification. The algorithm presented in this thesis is theoretically justified by results in finance, and at the same time flexible enough to be easily extended by incorporating modules for dealing with considerations like portfolio risk and competition from other market-makers. We analyze the performance of our algorithm experimentally in artificial markets with different parameter settings and find that many reasonable real-world properties emerge. For example, the spread increases in response to uncertainty about the true value of a stock, average spreads tend to be higher in more volatile markets, and market-makers with lower average spreads perform better in environments with multiple competitive market-makers. In addition, the time series data generated by simple markets populated with market-makers using our algorithm replicate properties of real-world financial time series, such as volatility clustering and the fat-tailed nature of return distributions, without the need to specify explicit models for opinion propagation and herd behavior in the trading crowd.
APA, Harvard, Vancouver, ISO, and other styles
4

Morales, Raffaello. "Unwinding financial market complexity." Thesis, King's College London (University of London), 2014. https://kclpure.kcl.ac.uk/portal/en/theses/unwinding-financial-market-complexity(915c2237-8f7c-4fe7-831f-2bca1a0f6f68).html.

Full text
Abstract:
Complex systems are characterised by different distinguishing aspects often associated with completely separate behaviours. In financial markets, paramount example of complex systems, two of these aspects stand out in characterising the statistical properties of the many constituents: one is multifractality, a feature which describes the departure of financial time series from purely random processes and is therefore a measure of complexity of the prices; the other is the cross-correlation structure between assets, which encloses information about the market organisation and can reveal dominant factors as well as hierarchical properties. In this thesis I have studied the relationship between these two distinctive properties of financial markets. I have first unveiled new empirical properties of stock returns, casting new light on the latent mechanism governing price dynamics and interactions, and I have then proposed a model which reproduces the observed properties. I have investigated multifractality dynamically on stock returns after having introduced the weighted generalised Hurst exponent, a study that has revealed remarkable increasing trends in the dynamical scaling exponents for firms bailed-out after the 2008 financial crisis. I have then tested the significance of dynamical fluctuations of multifractality against a well-established multifractal model, the Multifractal Random Walk (MRW). The hypothesis of constant multifractality in financial markets has been rejected in many cases revealing a much more complex behaviour of financial time series. I have then linked the multifractal behaviour in financial markets to the cross-correlation structure, showing that the two properties are indeed related. I have investigated the relationship between a proxy of multifractality and cross-correlation hierarchical properties on different markets which have confirmed the result. After having thoroughly reviewed the existing literature on multivariate models, I have proposed a dynamical multivariate model able to reproduce the empirical facts reported in this thesis along with an array of other well-established stylised facts, thus unifying correlation and multifractality in a unique coherent framework.
APA, Harvard, Vancouver, ISO, and other styles
5

Cândido, Maria Teresa. "Financial market liquidity, asset pricing, and financial crises /." Diss., Connect to a 24 p. preview or request complete full text in PDF format. Access restricted to UC campuses, 1998. http://wwwlib.umi.com/cr/ucsd/fullcit?p9914068.

Full text
APA, Harvard, Vancouver, ISO, and other styles
6

Hui, Zizhen <1993&gt. "Analysis of the differences between the U.S. financial market and the Chinese financial market." Master's Degree Thesis, Università Ca' Foscari Venezia, 2022. http://hdl.handle.net/10579/20731.

Full text
Abstract:
In recent years, the epidemic has swept the globe, with manufacturing, consumption and investment, everywhere severely damaged. The world economy is in the worst position it has been in since the Great Depression. While the disease was occurring, the world's economies were slowly recovering. Changes in the financial structure are driving the financial economy as economic growth and financial activity go hand in hand. The financial structure is an important indicator of a country's financial development and has become an important driver of economic growth. This paper describes in detail the financial development of the U.S. and Chinese financial markets from the perspective of historical development and provides an in-depth study of the financial structure of the U.S. and China. The purpose of this paper is to compare the major differences between the U.S. and Chinese financial markets and to further examine the impact of the different financial structures of the U.S. and China on economic growth.
APA, Harvard, Vancouver, ISO, and other styles
7

Davies, Ryan. "Topics in financial market microstructure." Thesis, National Library of Canada = Bibliothèque nationale du Canada, 2001. http://www.collectionscanada.ca/obj/s4/f2/dsk3/ftp05/NQ63416.pdf.

Full text
APA, Harvard, Vancouver, ISO, and other styles
8

Wu, Ding Ph D. Massachusetts Institute of Technology. "Essays on financial market imperfections." Thesis, Massachusetts Institute of Technology, 2007. http://hdl.handle.net/1721.1/39721.

Full text
Abstract:
Thesis (Ph. D.)--Massachusetts Institute of Technology, Dept. of Economics, 2007.
Includes bibliographical references.
This dissertation consists of three chapters on financial market imperfections, in particular, information imperfections. Chapter 1 studies how the existence of a fixed cost per transaction faced by uninformed investors hampers information revelation through price and exacerbates adverse selection. The exacerbated adverse selection explains one long-standing puzzle in finance - the momentum anomaly. Properly adjusting stock returns for adverse selection by using data on trading volume substantially mitigates momentum-based arbitrage profits for the sample period from 1983 to 2004. Chapter 2 studies how information asymmetry prevents perfect risk-sharing and offers insights on stock return behavior. Chapter 3 explores the idea of Tobin's tax in the context of an emerging market and in particular examines the cost effects on speculation in the Chinese stock market.
by Ding Wu.
Ph.D.
APA, Harvard, Vancouver, ISO, and other styles
9

Hollstein, Fabian [Verfasser]. "Market beta and factor risk premia in financial markets / Fabian Hollstein." Hannover : Technische Informationsbibliothek (TIB), 2015. http://d-nb.info/1081961864/34.

Full text
APA, Harvard, Vancouver, ISO, and other styles
10

Paudyal, Krishna N. "Macro economic announcements and financial asset markets : tests of market efficiency." Thesis, University of Strathclyde, 1990. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.293214.

Full text
APA, Harvard, Vancouver, ISO, and other styles
More sources

Books on the topic "Financial market"

1

Kevin, Koy, ed. Markets and market logic. Chicago: Porcupine Press, 1986.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
2

Kolb, Robert W. Financial markets. Cambridge, Mass., USA: Blackwell Business, 1996.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
3

Sornette, Didier, Sergey Ivliev, and Hilary Woodard, eds. Market Risk and Financial Markets Modeling. Berlin, Heidelberg: Springer Berlin Heidelberg, 2012. http://dx.doi.org/10.1007/978-3-642-27931-7.

Full text
APA, Harvard, Vancouver, ISO, and other styles
4

Sornette, Didier. Market Risk and Financial Markets Modeling. Berlin, Heidelberg: Springer Berlin Heidelberg, 2012.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
5

Tatom, John A., ed. Financial Market Regulation. New York, NY: Springer New York, 2011. http://dx.doi.org/10.1007/978-1-4419-6637-7.

Full text
APA, Harvard, Vancouver, ISO, and other styles
6

Menkhoff, Lukas, and Norbert Tolksdorf. Financial Market Drift. Berlin, Heidelberg: Springer Berlin Heidelberg, 2001. http://dx.doi.org/10.1007/978-3-642-56581-6.

Full text
APA, Harvard, Vancouver, ISO, and other styles
7

Bernardo, Antonio E. Financial market runs. Cambridge, MA: National Bureau of Economic Research, 2002.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
8

Financial market analytics. Westport, Conn: Quorum Books, 1999.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
9

Paul, Jefferies, and Hui Pak Ming, eds. Financial market complexity. Oxford: Oxford University Press, 2003.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
10

United States. Dept. of Agriculture. Economic Research Service, ed. Financial market intervention. [Washington, D.C.?]: U.S. Dept. of Agriculture, Economic Research Service, 1993.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
More sources

Book chapters on the topic "Financial market"

1

Goodhart, Charles A. E. "Financial Markets." In The Market, 49–94. London: Palgrave Macmillan UK, 1992. http://dx.doi.org/10.1007/978-1-349-12492-3_3.

Full text
APA, Harvard, Vancouver, ISO, and other styles
2

Jithendranathan, Thadavillil. "Financial Market Contagion." In Market Microstructure in Emerging and Developed Markets, 115–33. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2013. http://dx.doi.org/10.1002/9781118681145.ch7.

Full text
APA, Harvard, Vancouver, ISO, and other styles
3

Errington, Charles. "Market Fundamentals." In Financial Engineering, 1–29. London: Palgrave Macmillan UK, 1994. http://dx.doi.org/10.1007/978-1-349-13268-3_1.

Full text
APA, Harvard, Vancouver, ISO, and other styles
4

Milton, Gregory B. "A Financial Market." In Market Power, 71–95. New York: Palgrave Macmillan US, 2012. http://dx.doi.org/10.1057/9781137012753_5.

Full text
APA, Harvard, Vancouver, ISO, and other styles
5

Rush, Philip. "Financial Plumbing." In Real Market Economics, 123–35. London: Palgrave Macmillan UK, 2017. http://dx.doi.org/10.1057/978-1-349-95278-6_7.

Full text
APA, Harvard, Vancouver, ISO, and other styles
6

Andraszewicz, Sandra. "Stock Markets, Market Crashes, and Market Bubbles." In Psychological Perspectives on Financial Decision Making, 205–31. Cham: Springer International Publishing, 2020. http://dx.doi.org/10.1007/978-3-030-45500-2_10.

Full text
APA, Harvard, Vancouver, ISO, and other styles
7

Advani, Reuben. "Stock Market Investing." In Financial Freedom, 109–16. Berkeley, CA: Apress, 2012. http://dx.doi.org/10.1007/978-1-4302-4540-7_15.

Full text
APA, Harvard, Vancouver, ISO, and other styles
8

Advani, Reuben. "Bond Market Investing." In Financial Freedom, 117–21. Berkeley, CA: Apress, 2012. http://dx.doi.org/10.1007/978-1-4302-4540-7_16.

Full text
APA, Harvard, Vancouver, ISO, and other styles
9

Gastineau, Gary L., and John F. Marshall. "The Equity Market." In Financial Engineering, 131–57. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2012. http://dx.doi.org/10.1002/9781118266854.ch6.

Full text
APA, Harvard, Vancouver, ISO, and other styles
10

Lu, Helen, and Cara M. Marshall. "The Commodity Market." In Financial Engineering, 191–214. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2012. http://dx.doi.org/10.1002/9781118266854.ch8.

Full text
APA, Harvard, Vancouver, ISO, and other styles

Conference papers on the topic "Financial market"

1

Qi, Ji, and Carmine Ventre. "Incentivising Market Making in Financial Markets." In ICAIF '22: 3rd ACM International Conference on AI in Finance. New York, NY, USA: ACM, 2022. http://dx.doi.org/10.1145/3533271.3561706.

Full text
APA, Harvard, Vancouver, ISO, and other styles
2

"Financial Market Revisited." In Emirates Research Publishing. Emirates Research Publishing, 2015. http://dx.doi.org/10.17758/erpub.e1115093.

Full text
APA, Harvard, Vancouver, ISO, and other styles
3

MASHKINA, N. "THE SPECIFIC FEATURES OF RUSSIAN FINANCIAL MARKET AND INTERNATIONAL FINANCIAL MARKETS." In 6th SWS International Scientific Conference on Social Sciences ISCSS 2019. STEF92 Technology, 2019. http://dx.doi.org/10.5593/sws.iscss.2019.2/s04.040.

Full text
APA, Harvard, Vancouver, ISO, and other styles
4

Xiao, Xiao. "Bank-Based versus Market-Based Financial Systems: Effect on Financial Markets." In 2011 International Conference on Management and Service Science (MASS 2011). IEEE, 2011. http://dx.doi.org/10.1109/icmss.2011.5998506.

Full text
APA, Harvard, Vancouver, ISO, and other styles
5

Abioye, Olukorede Eliza, Babis Theodoulidis, George Dimitrkopoulos, Nikolaos, Stuart Hyde, and David Diaz. "Managing Risks in Financial Markets: A Market Simulation Approach." In 2012 Third International Conference on Services in Emerging Markets (ICSEM). IEEE, 2012. http://dx.doi.org/10.1109/icsem.2012.18.

Full text
APA, Harvard, Vancouver, ISO, and other styles
6

Moroshkina, Marina V. "Financial And Insurance Market Trends." In Conference on Land Economy and Rural Studies Essentials. European Publisher, 2021. http://dx.doi.org/10.15405/epsbs.2021.07.68.

Full text
APA, Harvard, Vancouver, ISO, and other styles
7

Jovanovski, Kiril, and Hristina Tanevska. "Information Efficiency in Small and Underdeveloped Financial Market." In 8th International Scientific Conference ERAZ - Knowledge Based Sustainable Development. Association of Economists and Managers of the Balkans, Belgrade, Serbia, 2022. http://dx.doi.org/10.31410/eraz.2022.95.

Full text
Abstract:
Testing the efficient market hypothesis can always bring interest­ing points regarding the functions of the financial markets. Every investor wants to beat the market, and therefore he is trying to find information that will gain him some privileges. On the other side, the stock exchanges and reg­ulatory agencies are striving to eliminate those information privileges. This is where market efficiency, its theory, and its forms come into question. Until to­day one can find research on testing the efficiency of different developed mar­kets. However, there are still a lot of gaps in research involving small and un­derdeveloped markets. This research may put the developing markets on the investment opportunities map of international investors. The purpose of this paper is to show how information efficiency relates to the Macedonian stock market by testing the weak form efficiency, using the augmented Dickey-Full­er (ADF) test to observe whether they contain a unit root or not. The results will be used to show the opportunities for adopting a profitable investment strat­egy using the technical analysis of the Macedonian stock exchange. Addition­ally, the results show that by using the mouthy price differences one cannot beat the market as the prices are moving with a random walk, which is not the case if investors are analyzing daily price differences.
APA, Harvard, Vancouver, ISO, and other styles
8

Kuznetsova, Natalia, Zhanna Pisarenko, and Liudmila Lobanova. "FINANCIAL CONGLOMERATE IDENTIFICATION BY FINANCIAL MARKETS REGULATORS: CASE OF DEVELOPED AND EMERGING MARKET ECONOMIES." In Business and Management 2018. VGTU Technika, 2018. http://dx.doi.org/10.3846/bm.2018.49.

Full text
Abstract:
The paper examines financial conglomerates as an innovative form of integration from different sec-tors of the world financial market. The authors reveal their features, advantages and risks. The goal of the paper is an empirical cross-country analysis of financial conglomerate identification by finan-cial markets regulators. There is no common approach to such a consolidated entity as financial con-glomerate among both researchers and regulators. The blurring of the dividing lines between financial sectors is of great importance too. The development of a conceptual apparatus, the theory and anal-ysis of a financial conglomerate has become of considerable importance.
APA, Harvard, Vancouver, ISO, and other styles
9

"FINANCIAL TECHNOLOGIES AND THEIR IMPACT ON THE FINANCIAL MARKET." In Russian science: actual researches and developments. Samara State University of Economics, 2020. http://dx.doi.org/10.46554/russian.science-2020.03-2-570/574.

Full text
APA, Harvard, Vancouver, ISO, and other styles
10

Diaz-Rainey, Ivan, Mathias Siems, and John K. Ashton. "The financial regulation of energy and environmental markets." In 2011 European Energy Market (EEM). IEEE, 2011. http://dx.doi.org/10.1109/eem.2011.5952995.

Full text
APA, Harvard, Vancouver, ISO, and other styles

Reports on the topic "Financial market"

1

Bernardo, Antonio, and Ivo Welch. Financial Market Runs. Cambridge, MA: National Bureau of Economic Research, October 2002. http://dx.doi.org/10.3386/w9251.

Full text
APA, Harvard, Vancouver, ISO, and other styles
2

Sklar, Maggie. “YOLOing the Market”: Market Manipulation? Implications for Markets and Financial Stability. Federal Reserve Bank of Chicago, 2021. http://dx.doi.org/10.21033/pdp-2021-01.

Full text
APA, Harvard, Vancouver, ISO, and other styles
3

Bollerslev, Tim, and Robert Hodrick. Financial Market Efficiency Tests. Cambridge, MA: National Bureau of Economic Research, June 1992. http://dx.doi.org/10.3386/w4108.

Full text
APA, Harvard, Vancouver, ISO, and other styles
4

Egan, Mark, Gregor Matvos, and Amit Seru. The Market for Financial Adviser Misconduct. Cambridge, MA: National Bureau of Economic Research, February 2016. http://dx.doi.org/10.3386/w22050.

Full text
APA, Harvard, Vancouver, ISO, and other styles
5

Malmendier, Ulrike, Demian Pouzo, and Victoria Vanasco. Investor Experiences and Financial Market Dynamics. Cambridge, MA: National Bureau of Economic Research, June 2018. http://dx.doi.org/10.3386/w24697.

Full text
APA, Harvard, Vancouver, ISO, and other styles
6

Greenwald, Bruce, and Joseph Stiglitz. Financial Market Imperfections and Business Cycles. Cambridge, MA: National Bureau of Economic Research, January 1988. http://dx.doi.org/10.3386/w2494.

Full text
APA, Harvard, Vancouver, ISO, and other styles
7

van Rooij, Maarten, Annamaria Lusardi, and Rob Alessie. Financial Literacy and Stock Market Participation. Cambridge, MA: National Bureau of Economic Research, October 2007. http://dx.doi.org/10.3386/w13565.

Full text
APA, Harvard, Vancouver, ISO, and other styles
8

Subrahmanyam, Avanidhar, and Sheridan Titman. Financial Market Shocks and the Macroeconomy. Cambridge, MA: National Bureau of Economic Research, August 2013. http://dx.doi.org/10.3386/w19383.

Full text
APA, Harvard, Vancouver, ISO, and other styles
9

Greenwald, Bruce, and Joseph Stiglitz. Financial Market Imperfections and Productivity Growth. Cambridge, MA: National Bureau of Economic Research, April 1989. http://dx.doi.org/10.3386/w2945.

Full text
APA, Harvard, Vancouver, ISO, and other styles
10

Zeckhauser, Richard, Jayendu Patel, and Darryll Hendricks. Nonrational Actors and Financial Market Behavior. Cambridge, MA: National Bureau of Economic Research, June 1991. http://dx.doi.org/10.3386/w3731.

Full text
APA, Harvard, Vancouver, ISO, and other styles
You might also be interested in the extended bibliographies on the topic 'Financial market' for particular source types:
Journal articles Dissertations / Theses Books
We offer discounts on all premium plans for authors whose works are included in thematic literature selections. Contact us to get a unique promo code!

To the bibliography