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Journal articles on the topic 'Investor Boom'

Author: Grafiati

Published: 2 June 2025

Last updated: 31 July 2025

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1

Dr., L. Jalaja. "An Unprecedented Surge: Understanding the Investor Boom in India." Indian Journal of Economics and Finance (IJEF) 5, no. 1 (2025): 102–7. https://doi.org/10.54105/ijef.A2617.05010525.

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<strong>Abstract:</strong> The COVID-19 pandemic has caused remarkable disturbances in the global financial markets, causing a ripple effect in investor behaviour. The Indian stock market has witnessed an investor boom amidst this crisis. This research paper aims to provide a refined understanding of the reasons behind this phenomenon and its profound implications. By focusing on the qualitative research method, such as interviews, questionnaires, and content analysis, this paper delves into the underlying psychological reasons behind the entry of new retail investors into the market during th

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2

Dr., L. Jalaja. "An Unprecedented Surge: Understanding the Investor Boom in India." Indian Journal of Economics and Finance (IJEF) 5, no. 1 (2025): 102–7. https://doi.org/10.54105/ijef.A2617.05010525/.

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<strong>Abstract: </strong>The COVID-19 pandemic has caused remarkable disturbances in the global financial markets, causing a ripple effect in investor behaviour. The Indian stock market has witnessed an investor boom amidst this crisis. This research paper aims to provide a refined understanding of the reasons behind this phenomenon and its profound implications. By focusing on the qualitative research method, such as interviews, questionnaires, and content analysis, this paper delves into the underlying psychological reasons behind the entry of new retail investors into the market during th

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3

B. Mahalakshmi, Manasvini Anand, Aghilan. M, and Dr. L. Jalaja. "An Unprecedented Surge: Understanding the Investor Boom in India." Indian Journal of Economics and Finance 5, no. 1 (2025): 102–7. https://doi.org/10.54105/ijef.a2617.05010525.

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The COVID-19 pandemic has caused remarkable disturbances in the global financial markets, causing a ripple effect in investor behaviour. The Indian stock market has witnessed an investor boom amidst this crisis. This research paper aims to provide a refined understanding of the reasons behind this phenomenon and its profound implications. By focusing on the qualitative research method, such as interviews, questionnaires, and content analysis, this paper delves into the underlying psychological reasons behind the entry of new retail investors into the market during the COVID-19 pandemic. The co

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4

Bayer, Patrick, Kyle Mangum, and James W. Roberts. "Speculative Fever: Investor Contagion in the Housing Bubble." American Economic Review 111, no. 2 (2021): 609–51. http://dx.doi.org/10.1257/aer.20171611.

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Historical anecdotes abound of new investors being drawn into a booming asset market, only to suffer when the market turns. While the role of investor contagion in asset bubbles has been explored extensively in the theoretical literature, causal empirical evidence on the topic is much rarer. This paper studies the recent boom and bust in the US housing market and establishes that many novice investors entered the market as a direct result of observing investing activity of multiple forms in their own neighborhoods and that “infected” investors performed poorly relative to other investors along

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5

Gennaioli, Nicola, Andrei Shleifer, and Robert Vishny. "Neglected Risks: The Psychology of Financial Crises." American Economic Review 105, no. 5 (2015): 310–14. http://dx.doi.org/10.1257/aer.p20151091.

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We model a financial market in which investor beliefs are shaped by representativeness. Investors overreact to a series of good news, because such a series is representative of a good state. A few bad news do not change investor minds because the good state is still representative, but enough bad news leads to a radical change in beliefs and a financial crisis. The model generates debt over-issuance, “this time is different” beliefs, neglect of tail risks, under- and over-reaction to information, boom-bust cycles, and excess volatility of prices in a unified psychological model of expectations

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Grabriel, Emmanuel Elgin, and Arvind Mohan. "To Investigate the Factors Influencing the Dehradun District Retail Investors Choice to Invest in Mutual Funds." Journal of Management World 2025, no. 2 (2025): 1–9. https://doi.org/10.53935/jomw.v2024i4.860.

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Investment attracts different types of investors for different reasons. There are two major types of investors in the capital market, the institutional investor and the retail investor. People who are employees of companies or organizations that make investments on behalf of others (usually other corporations and organizations) are known as institutional investors. Conversely, retail investors are those who use their funds to make investments, typically for their benefit. Over the past few years, it has been the boom time for retail participants in the capital markets trading, as a record numb

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7

Campbell, Gareth, and John D. Turner. "Dispelling the Myth of the Naive Investor during the British Railway Mania, 1845–1846." Business History Review 86, no. 1 (2012): 3–41. http://dx.doi.org/10.1017/s0007680512000025.

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Anecdotal evidence from the British Railway Mania and other historical financial bubbles suggests that many investors during such episodes are naive, thus contributing to the asset price boom. Using extensive investor records, we find that very few investors during the Railway Mania can be categorized as such. Although some interpretations of the Mania suggest that naive investors were expropriated by railway insiders, our evidence is inconsistent with this view as railway insiders contributed substantial amounts of capital, and their investments performed no better than those made by other ex

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8

Campbell, Gareth. "Deriving the railway mania." Financial History Review 20, no. 1 (2013): 1–27. http://dx.doi.org/10.1017/s0968565012000285.

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This article argues that the promotion boom which occurred in the railway industry during the mid 1840s was amplified by the issue of derivative-like assets, which let investors take highly leveraged positions in the shares of new railway companies. The partially paid shares which the new railway companies issued allowed investors to obtain exposure to an asset by paying only a small initial deposit. The consequence of this arrangement was that investor returns were substantially amplified, and many schemes could be financed simultaneously. However, when investors were required to make further

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9

Hasuike, Takashi, and Hideki Katagiri. "Risk-Controlled Multiobjective Portfolio Selection Problem Using a Principle of Compromise." Mathematical Problems in Engineering 2014 (2014): 1–7. http://dx.doi.org/10.1155/2014/232375.

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This paper proposes a multiobjective portfolio selection problem with most probable random distribution derived from current market data and other random distributions of boom and recession under the risk-controlled parameters determined by an investor. The current market data and information include not only historical data but also interpretations of economists’ oral and linguistic information, and hence, the boom and recession are often caused by these nonnumeric data. Therefore, investors need to consider several situations from most probable condition to boom and recession and to avoid th

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10

Bendig, David, Daniel Willmann, Steffen Strese, and Malte Brettel. "Share Repurchases and Myopia: Implications on the Stock and Consumer Markets." Journal of Marketing 82, no. 2 (2018): 19–41. http://dx.doi.org/10.1509/jm.16.0200.

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Investor demand has promoted share repurchases to the dominating payout instrument for U.S. firms. However, critics worry that the repurchase boom leads to firms neglecting long-term investments. Even worse, scholars have shown that investor pressure also motivates firms to cut marketing investments with the aim of boosting short-term income, a practice called myopic marketing management. Extant theory still lacks an understanding of whether and how the co-occurrence of share repurchases and myopic marketing affects firm stakeholders such as investors and consumers. Using a large-scale cross-i

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11

Chernenko, Sergey, Samuel G. Hanson, and Adi Sunderam. "Who neglects risk? Investor experience and the credit boom." Journal of Financial Economics 122, no. 2 (2016): 248–69. http://dx.doi.org/10.1016/j.jfineco.2016.08.001.

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12

Fink, Jason, Kristin E. Fink, Gustavo Grullon, and James P. Weston. "What Drove the Increase in Idiosyncratic Volatility during the Internet Boom?" Journal of Financial and Quantitative Analysis 45, no. 5 (2010): 1253–78. http://dx.doi.org/10.1017/s0022109010000487.

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AbstractAggregate idiosyncratic volatility spiked nearly fivefold during the Internet boom of the late 1990s, dwarfing in magnitude a moderately increasing trend. While some researchers argue that this rise in idiosyncratic risk was the result of changes in the characteristics of public firms, others argue that it was driven by the changing sentiment of irrational traders. We present evidence that the marketwide decline in maturity of the typical public firm can explain most of the increase in firm-specific risk during the Internet boom. Controlling for firm maturity, we find no evidence that

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13

Bayer, Patrick, Christopher Geissler, Kyle Mangum, and James W. Roberts. "Speculators and Middlemen: The Strategy and Performance of Investors in the Housing Market." Review of Financial Studies 33, no. 11 (2020): 5212–47. http://dx.doi.org/10.1093/rfs/hhaa042.

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Abstract Using data from the Los Angeles area from 1988 to 2012, we study the behavior and sources of returns of individual investors in the housing market. We document the existence of two distinct investor types. The first act as middlemen, purchasing substantially below and reselling above market prices throughout the cycle, improving liquidity and the existing capital stock in the process. The second act as speculators, who primarily enter during the boom, buying and selling at essentially market prices. Neither type anticipated the housing bust. We document similar behavior by speculators

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14

Amit, Rohilla. "Impact of Investor Sentiment on Portfolio Return -Do Economic and Market Conditions Matter?" Indian Journal of Economics and Finance (IJEF) 2, no. 2 (2022): 45–56. https://doi.org/10.54105/ijef.B2531.112222.

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<strong>Abstract:</strong> Purpose: In a first of its kind, this paper tries to explore the relationship between investors sentiment and BSE Sensex return over the period January 2010 to December 2021 and under different market and economic conditions. Design/Methodology/Approach: The paper uses 32 market and macroeconomic variables as proxy to the investor sentiment. Principal component analysis has been used and the first 11 principal components with eigenvalue more than 1, have been selected to create investor sentiment sub-indices. Weighted/generalized least squares (GLS) method has been u

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15

Singleton, Kenneth J. "Investor Flows and the 2008 Boom/Bust in Oil Prices." Management Science 60, no. 2 (2014): 300–318. http://dx.doi.org/10.1287/mnsc.2013.1756.

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16

Seay, Martin C., Somer G. Anderson, Andy T. Carswell, and Robert B. Nielsen. "Characteristics of Rental Real Estate Investors During the 2000s." Journal of Financial Counseling and Planning 29, no. 2 (2018): 369–82. http://dx.doi.org/10.1891/1052-3073.29.2.369.

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Using data from the 2001, 2004, and 2008 panels of the Survey of Income and Program Participation (SIPP), this research examines the characteristics of households that invested in rental real estate during the 2000s. Given the tumultuous real estate market during that decade, rental real estate investment was investigated during the early part of the housing market boom (2001), the height of the boom (2004), and after the market began to decline (2008). Results reveal relative stability with slight investment increases in rental real estate (4.57% in 2001 to 5.00% in 2004 to 5.08% in 2008), an

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17

Zeman, Petr, and Martin Maršík. "High-frequency data and the effectiveness of the spot exchange rate EUR/USD." Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis 61, no. 7 (2013): 2965–71. http://dx.doi.org/10.11118/actaun201361072965.

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The boom of information technology in recent years significantly influenced the development of the financial markets. Financial markets have become accessible to the public, and increased demand for financial instruments is inevitably reflected in the advanced menu of securities dealers who currently offer a wide variety of investment in the underlying assets and through financial leverage allows investors to profit from tiny price changes of the underlying asset. Shortening of trading period and increasing the frequency of the trades clearly contributes to the growth of profits of securities

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18

Kish, Zenia, and Madeleine Fairbairn. "Investing for profit, investing for impact: Moral performances in agricultural investment projects." Environment and Planning A: Economy and Space 50, no. 3 (2017): 569–88. http://dx.doi.org/10.1177/0308518x17738253.

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The recent global boom in agricultural investment has spurred much normative critique of “land grabbing,” but amidst this critical scrutiny investor morality has remained a black box. This article examines the role of ethical narratives in advancing the financialization of nature by comparing how agricultural investment projects are pitched and implemented among two different groups of investors: mainstream agricultural investors and impact investors. We analyze the different discursive strategies used by these distinct financial communities to position themselves as ethical investor-subjects

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19

Rohilla, Amit. "Impact of Investor Sentiment on Portfolio Return - Do Economic and Market Conditions Matter?" Indian Journal of Economics and Finance 2, no. 2 (2022): 45–56. http://dx.doi.org/10.54105/ijef.b2531.112222.

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In a first of its kind, this paper tries to explore the relationship between investors sentiment and BSE Sensex return over the period January 2010 to December 2021 and under different market and economic conditions. Design/Methodology/Approach: The paper uses 32 market and macroeconomic variables as proxy to the investor sentiment. Principal component analysis has been used and the first 11 principal components with eigenvalue more than 1, have been selected to create investor sentiment sub-indices. Weighted/generalized least squares (GLS) method has been used to achieve the objectives of the

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20

Regan, Priscilla M., and Elsa Talat Khwaja. "Mapping the political economy of education technology: A networks perspective." Policy Futures in Education 17, no. 8 (2019): 1000–1023. http://dx.doi.org/10.1177/1478210318819495.

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The field of education technology (edtech) has emerged as a complex, multimillion-dollar industry, with various hubs in the USA leading the boom. This exploratory article uses a networks perspective to reveal the power dynamics of investor firms in edtech. The analysis examines the current top venture capitalists and their edtech companies, based on primary funding relationships. The article begins with an explanation of how edtech emerged, an overview of the K-12 environment, and an analysis as to why edtech companies have become vital players in the education sector in the USA. This study hi

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21

Göhringer, Peter. "Leichtgewichte für hohe Hallen." HLH 74, no. 09 (2023): 48–49. http://dx.doi.org/10.37544/1436-5103-2023-09-48.

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Mit dem schier endlosen Boom des Internet-Handels wächst auch der Bedarf an Lager- und Logistik-Immobilien. Herzstück vieler Logistikzentren ist das Hochregallager. Für deren Beheizung favorisieren Logistikplaner bei der Wahl des Heizsystems oft gasbefeuerte Dunkelstrahler. Sie werden platzsparend im Firstbereich der Halle installiert. Modulbauweise und betriebsfertige Vormontage verkürzen die Bauzeit. Obendrein ersparen Dunkelstrahler dem Investor den Bau einer Heizzentrale mit Schornstein sowie das Rohrnetz für die Wärmeverteilung.

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22

Zhou, Ziyi. "The Problems and Countermeasures in China's A-Share Market." Highlights in Business, Economics and Management 39 (August 8, 2024): 734–38. http://dx.doi.org/10.54097/xemtfm44.

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The Chinese domestic market, A-share, an integral part of the national economic boom is confronted with obstacles, which may threaten the long-term stability of the market. This paper explores three major hurdles: volatile market cycles, lack of transparency and abnormal retail investors’ strategy. These determinants build the unstable atmosphere framework for investors and businesspeople. The solutions are going to be a multi-prong approach. Stability through long-term focus, market efficiency, internationalization, and diversity are key to managing market volatility. Meanwhile, listing requi

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23

Kelly, Lynne. "House Price Appreciation: The Impact Of No Income Verification Loans And Investor Activity." Journal of Business & Economics Research (JBER) 9, no. 6 (2011): 51. http://dx.doi.org/10.19030/jber.v9i6.4379.

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This paper examines house price appreciation in the US from 2004 through 2009, a period marked by a boom-and-bust cycle for house prices, to investigate the impact of the extensive use of no income verification loans and investor activity on house price movements. House price appreciation for each state and Washington, DC is modeled in cross-sectional time series regressions using macroeconomic variables and loan type intensities. The findings suggest that widespread use of no income verification loans and non-owner occupied loans directly impacts house price movements and significantly explai

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24

X. H. Bao, Helen, and Steven Haotong Li. "Investor Overconfidence and Trading Activity in the Asia Pacific REIT Markets." Journal of Risk and Financial Management 13, no. 10 (2020): 232. http://dx.doi.org/10.3390/jrfm13100232.

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Overconfidence is one of the most robust behavioral anomalies in financial markets. By attributing investment gains to their ability, investors become overconfident and trade aggressively in subsequent periods. Evidence from stock markets shows that overconfidence leads to excessive trading and, subsequently, inferior investment performance. However, studies on overconfidence effect are lacking in the real estate sector, which is particularly true for Asia Pacific real estate investment trust (REIT) markets. Thus, this study examines the overconfidence effect in six Asia Pacific REIT markets,

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25

Evans, John, and Pierre Habbard. "From shareholder value to private equity – the changing face of financialisation of the economy." Transfer: European Review of Labour and Research 14, no. 1 (2008): 63–75. http://dx.doi.org/10.1177/102425890801400107.

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Across the OECD, a process of financialisation of the economy can be observed. Defined as the increasing dominance of the finance industry over the real economy and workers, financialisation can take different forms, including: growing instability and opacity of financial markets, increasing focus on shareholder value and the rise of alternative investors. This article reviews in particular the challenges to trade unions posed by the rise of the shareholder value model of governance in listed companies – as seen during the review of the OECD Corporate Governance Principles in 2004 – and more r

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26

Ozili, Peterson K. "Bank loan loss provisions, investor protection and the macroeconomy." International Journal of Emerging Markets 13, no. 1 (2018): 45–65. http://dx.doi.org/10.1108/ijoem-12-2016-0327.

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Purpose The purpose of this paper is to investigate the non-discretionary determinants of bank loan loss provisions in Africa after controlling for macroeconomic fluctuation, financial development and investor protection. Design/methodology/approach The author uses static and dynamic regression estimation to test for the determinants of bank loan loss provisions. Findings The author finds that non-performing loans (NPL), loan-to-asset ratio and loan growth are significant non-discretionary drivers of bank provisions in the African region. The author observes that bank provision is a positive f

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27

Du, Ding, and Xiaobing Zhao. "Financial investor sentiment and the boom/bust in oil prices during 2003–2008." Review of Quantitative Finance and Accounting 48, no. 2 (2016): 331–61. http://dx.doi.org/10.1007/s11156-016-0553-5.

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28

Hassan, Shafiqul, Mohsin Dhali, Saghir Munir Mehar, and Fazluz Zaman. "Islamic Securitization as a Yardstick for Investment in Islamic Capital Markets." International Journal of Service Science, Management, Engineering, and Technology 13, no. 1 (2022): 1–15. http://dx.doi.org/10.4018/ijssmet.315592.

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The paper shows that Islamic securitization through Sukuk securities is vital in fostering the Islamic capital market. Sukuk investments entail investors and issuers to follow a set of nuanced moral and ethical principles beyond maximizing profit. As measured by social trust, investor trust could be critical in the worldwide Sukuk investment boom. Therefore, the primary objective of the article is to demonstrate the impact of Islamic securitization through the Sukuk bonds in guaranteeing investment in the Islamic capital market. The study employs a systematic literature review and qualitative

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29

McIntyre, Anthony P. "Home Truths: Property TV, Financialization, and the Housing Crisis in Contemporary Ireland." Television & New Media 22, no. 1 (2020): 65–82. http://dx.doi.org/10.1177/1527476420975755.

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This article examines how a specific form of lifestyle programming indexes both national concerns and transnational financial trends as well as diffuse social fissures in Irish life. Emerging in the late 1990s amid a construction boom, Irish property television adapted and thrived through the subsequent post-2008 crash, the concomitant implementation of austerity policies and an ensuing housing crisis. This boom-to-bust cycle was precipitated by the financialization of property within Ireland, a process whereby housing and commercial property became embedded in transnational financial market c

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30

Bhusawale, A. N. "Stock Market Boom or Bust? Analyzing Global and Indian Market Trends and Future Projections." International Journal of Arts, Social Sciences and Humanities 02, no. 03 (2024): 04–06. https://doi.org/10.5281/zenodo.14906258.

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The global and Indian stock markets remain critical indicators of economic health, influencing investment decisions, corporate strategies, and economic policies. This research article explores the current trends in global and Indian stock markets, key driving factors, market volatility, and potential future projections. By analyzing economic indicators, geopolitical influences, and investor sentiment, this study aims to provide insights into whether the stock market is poised for continued growth or an imminent downturn.

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31

Wuthisatian, Rattaphon, Federico Guerrero, and James Sundali. "Gain attraction in the presence of social interactions." Review of Behavioral Finance 9, no. 2 (2017): 105–27. http://dx.doi.org/10.1108/rbf-09-2016-0062.

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Purpose The purpose of this paper is to suggest that a fundamental cause of market booms and busts is that investor risk attitudes change during market booms. Specifically, the authors propose that an investor’s risk aversion falls as (s)he attempts to “keep up with the Joneses.” This paper studies changing risk attitudes induced by social interactions, and shows that risk-seeking behavior that is initially successful may induce copycat behavior and lead individuals in the same peer group to reduce their degree of risk aversion to attempt to obtain similar rewards, a phenomenon we call “Gain a

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32

van Eyden, Reneé, Rangan Gupta, Xin Sheng, and Joshua Nielsen. "Predicting Multi-Scale Positive and Negative Stock Market Bubbles in a Panel of G7 Countries: The Role of Oil Price Uncertainty." Economies 13, no. 2 (2025): 24. https://doi.org/10.3390/economies13020024.

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While there is a large body of literature on oil uncertainty-equity prices and/or returns nexus, an associated important question of how oil market uncertainty affects stock market bubbles remains unanswered. In this paper, we first use the Multi-Scale Log-Periodic Power Law Singularity Confidence Indicator (MS-LPPLS-CI) approach to detect both positive and negative bubbles in the short-, medium- and long-term stock markets of the G7 countries. While detecting major crashes and booms in the seven stock markets over the monthly period of February 1973 to May 2020, we also observe similar timing

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33

RUTTERFORD, JANETTE, and DIMITRIS P. SOTIROPOULOS. "The Rise of the Small Investor in the United States and United Kingdom, 1895 to 1970." Enterprise & Society 18, no. 3 (2017): 485–535. http://dx.doi.org/10.1017/eso.2016.25.

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The role of the small shareholder has been largely ignored in the literature, which has tended to concentrate on controlling shareholders and family ownership. Yet, focus on the importance of small shareholders can capture significant aspects of financial development. Pre-1970 debates and policy conflicts linked to stock exchange development concentrated on shareholder democracy and diffusion as key indicators. This article explores the so-called democratization of investment and the factors behind it through the lens of trends in estimates of the UK and U.S. shareholding populations between 1

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34

Koto, Irvan, and Lise Asnur. "Strategi Pengembangan Prasarana dan Sarana Objek Wisata Hot Water Boom Sapan Maluluang Kabupaten Solok Selatan." JURNAL KAJIAN PARIWISATA DAN BISNIS PERHOTELAN 2, no. 2 (2021): 225–33. http://dx.doi.org/10.24036/jkpbp.v2i2.18872.

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Penelitian ini dilatar belakangi sebab kurangnya keberadan prasarana dan sarana di objek wisata Hot Water Boom Sapan Maluluang. Tujuan penelitian adalah menentukan strategi pengembangan prasarana dan sarana objek wisata Hot Water Boom Sapan Maluluang. Penelitian ini merupakan penelitian deskriptif dengan data kualitatif dan kuantitatif. Teknik pengumpulan data menggunakan metode observasi, wawancara, dokumentasi dan angket. Penentuan informan menggunakan teknik purpose sampling yaitu: dua orang pengelola (Dinas Pariwisata Kabupaten Solok Selatan), empat orang masyarakat sekitar, empat or

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35

Ilkevich, S. V. "BEHAVIORAL AND COGNITIVE FACTORS IN THE FORMATION OF THE HEURISTIC MODEL OF THE EFFECTIVE INTERPRETER IN INVESTING IN HIGH-TECH COMPANIES." Strategic decisions and risk management 14, no. 2 (2023): 198–212. http://dx.doi.org/10.17747/2618-947x-2023-2-198-212.

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The article presents a systematisation of the main factors of cognitive distortions and behavioural heuristics that make the switch to the effective interpreter model irreversible in portfolio investments, especially in high-tech companies. As the heuristic model of the effective interpreter can be perceived as generally increasing the risks in the system for all stakeholders at the current stage of the evolution of the investment system, the author focuses on the most negative manifestations of cognitive and behavioural factors in his description in the publication. However, this does not mea

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36

Zhao, Aping. "Financial Risk Evaluation of Digital Currency Based on CART Algorithm Blockchain." Mobile Information Systems 2022 (June 28, 2022): 1–10. http://dx.doi.org/10.1155/2022/1356480.

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In recent years, digital currencies based on blockchain technology have brought about a boom in the research of encrypted digital currencies with the design concept of peer-to-peer trading and decentralization, but due to the lack of supervision and obvious speculative characteristics of the digital currency market, the sharp fluctuations in the market can easily trigger investor sentiment fluctuations, which in turn will lead to social instability and even financial system risks. In this paper, through the analysis of the financial risk source factors of blockchain digital currency, the evalu

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37

Shaikh, Imlak. "DOES POLICY UNCERTAINTY AFFECT EQUITY, COMMODITY, INTEREST RATES, AND CURRENCY MARKETS? EVIDENCE FROM CBOE’S VOLATILITY INDEX." Journal of Business Economics and Management 21, no. 5 (2020): 1350–74. http://dx.doi.org/10.3846/jbem.2020.13164.

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Economic policy drives investment, production, employment, and other macroeconomic indicators of the economy. The study examines the equity, commodity, interest rates, and currency markets, taking into consideration the US economic policy uncertainty (EPU) index. The present work determines the association among policy uncertainty and volatility index, expressed in terms of generalized autoregressive conditional heteroscedasticity and period of empirical work spanning from 2000 to 2018. The results suggest that equity markets’ volatility tends to be very high based on a high degree of policy u

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38

Chen, Jiaming. "Can Gold Hedge Stock Market and Inflation Simultaneously?" International Journal of Economics and Finance 12, no. 4 (2020): 1. http://dx.doi.org/10.5539/ijef.v12n4p1.

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The hedging property of gold against single asset has been greatly demonstrated in literature. Gold-stock hedge suggests gold as &lsquo;safe haven&rsquo; for stock market. Unlike gold-stock hedge which requires zero or negative correlation between their returns, gold-inflation hedge refers to the positive co-movement or &rsquo;peg&rsquo; between gold return and inflation. Thus, this is the first paper to address whether gold can hedge stock market and inflation simultaneously since stock market boom often comes with moderate inflation which creates puzzle in gold price dynamics

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39

Goldstein, Adam. "The Social Ecology of Speculation: Community Organization and Non-occupancy Investment in the U.S. Housing Bubble." American Sociological Review 83, no. 6 (2018): 1108–43. http://dx.doi.org/10.1177/0003122418808212.

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The housing boom of the mid-2000s saw the widespread popularization of non-occupant housing investment as an entrepreneurial activity within U.S. capitalism. In 2005, approximately one sixth of all mortgage-financed home purchases in the United States were for investment purposes. This article develops a sociological account that links the geographic distribution of popular investment to the social and institutional organization of communities. Regression analyses of 1,566 municipalities from 2000 to 2006 indicate that non-occupant investment (but not conventional owner-occupant investment) oc

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Farhan, Muhamad, and Sung Suk Kim. "Pengaruh Kepemilikan Investor Institusi Asing Terhadap Volatilitas Harga Saham di Indeks Kompas100." Owner 7, no. 2 (2023): 1382–90. http://dx.doi.org/10.33395/owner.v7i2.1403.

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This journal investigates the effect of foreign institutional investor ownership on share price volatility with a sample of 207 companies between 2008 and 2021 that are included in the Kompas100 Index. The empirical results of this study indicate that foreign institutional investor ownership reduces share price volatility in Indonesia with control variables: market capitalization, turnover, leverage, and market to book. In addition, we also document the results of research that the greater the market capitalization of a company, the lower the volatility of its share price and foreign investors

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Aliber, Robert. "Why did the United States Evolve from the Largest International Creditor in 1980 to the Largest International Debtor in 1990?" Atlantic Economic Journal 48, no. 4 (2020): 405–11. http://dx.doi.org/10.1007/s11293-020-09695-x.

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AbstractRemarkable transformation of the U.S. international investment position occurred over the last 40 years. U.S. net foreign assets were larger than combined net foreign assets of all other creditors. By 1990, foreign-owned U.S. securities and real assets were larger than U.S. owned foreign securities and assets. This change occurred without the U.S. Treasury borrowing in foreign currency and few U.S. firms borrowing, reflecting a surge in foreign purchases of U.S. securities. Inferences from the currency composition of portfolio changes of those who acquired U.S. dollar securities sugges

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Huang, Linpei, Tengwei Cai, Shuai Feng, and Zhecheng Xie. "Quantitative Trading Strategy Based on Simplified DPG." Highlights in Business, Economics and Management 13 (May 29, 2023): 10–20. http://dx.doi.org/10.54097/hbem.v13i.8616.

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In recent years, investment has become more and more popular, and asset management has also received more and more attention. At the same time, with the development of computer science, more and more machine learning or deep learning algorithms can be used for investment management, such as price forecasting, portfolio and quantitative trading strategies. First of all, in the trading market, most of the ups and downs are cyclical, but they are easily affected by factors such as policies and investment fever, which brings great challenges to the establishment of a reasonable price forecasting m

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Wang, Gaoshan, Guangjin Yu, and Xiaohong Shen. "The Effect of Online Investor Sentiment on Stock Movements: An LSTM Approach." Complexity 2020 (December 2, 2020): 1–11. http://dx.doi.org/10.1155/2020/4754025.

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With more and more investors exerting their voices through network forums or social media platforms, the relationships between online investor sentiment and stock movements have drawn more and more attention. In this paper, we crawl stock comments from China’s most popular online stock forum, East Money (www.eastmoney.com), and then develop a sentiment classifier using the LSTM method. Using the online investor sentiment of the stock forum, we explore the effect of online investor sentiment on the stock movements of CSI300. The results show that online investor sentiment has a significant posi

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Santa, Santa ompusunggu, Erni Setiawati, Novi Yanti, and Devy Putri Milanda. "PENGARUH FAKTOR FUNDAMENTAL TERHADAP HARGA SAHAM." OBOR: Oikonomia Borneo 6, no. 1 (2024): 88–98. https://doi.org/10.24903/obor.v6i1.2499.

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This study aims to analyze the impact of fundamental factors, namely Earnings Per Share (EPS), Price to Book Value (PBV), Return on Equity (ROE), and Debt to Equity Ratio (DER) on stock prices of companies in the food and beverage sector listed on the Indonesia Stock Exchange during the period of 2019-2022. The research utilizes a quantitative approach with data analysis conducted using SPSS software version 24. The results indicate that EPS and PBV have a positive significant effect on stock prices, suggesting that strong earnings per share performance and a higher market value relative to bo

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Shafique, Attayah, Usman Ayub, Muhammad Shariq, and Muhammad Ashfaq. "Does Voracious Behavior favor Efficient Market Hypothesis? Role of Performance Measures." Scientific Annals of Economics and Business 69, no. 4 (2022): 631–49. http://dx.doi.org/10.47743/saeb-2022-0029.

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Greed plays an important in the fluctuations of stock prices because investors want profits irrespective of the risk taken by them. This study aims to determine, whether, in times of rising trends in the market, greediness is good for the investor or not. Secondly, investors can get high profits by beating the market or not. The already formed deciles portfolios of listed companies on NYSE, AMEX, and NASDAQ based on size and book to market value are taken from the Kenneth R. French data library from Dec 1994 to Dec 2021. Sharpe, Treynor, and Sortino ratios are used as the measure of the perfor

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Bushee, Brian J., and Gregory S. Miller. "Investor Relations, Firm Visibility, and Investor Following." Accounting Review 87, no. 3 (2012): 867–97. http://dx.doi.org/10.2308/accr-10211.

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ABSTRACT We examine the actions and outcomes of investor relations (IR) programs in smaller, less-visible firms. Through interviews with IR professionals, we learn that IR strategies have a common goal of attracting institutional investors and that direct access to management, rather than increased disclosure, is viewed as the key driver of the strategy's success. We test for the effects of IR programs by examining small-cap companies that hired IR firms in a differences-in-differences research design with controls for changes in disclosure and determinants of the decision to initiate IR. Rela

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Garel, Alexandre, and Jean‐Florent Rérolle. "Fundamental Investors Reduce the Distraction on Management from Random Market “Noise”: Evidence from France." Journal of Applied Corporate Finance 30, no. 1 (2018): 62–69. http://dx.doi.org/10.1111/jacf.12278.

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The authors find that financial markets have real effects on corporate decisions but that, unfortunately, some temporary market enthusiasm, unrelated to firm intrinsic value, may cause management to make value‐destroying decisions as the result of random and uninformed stock market volatility. In particular, they are prone to making bad decisions after stock market overreactions to “surprise” earnings announcements.This study shows a positive effect of greater long‐term ownership on French listed firms. Fundamental investor ownership reduces the degree of market mispricing which serves long‐ru

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Feng, Guo, Jiayi Zhuo, Fangzhuo Hou, and Shuo Yan. "Judging a book by its cover: Fund investors’ physical attractiveness stereotypes and investor behavior." Journal of Behavioral and Experimental Finance 42 (June 2024): 100908. http://dx.doi.org/10.1016/j.jbef.2024.100908.

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Pratiwi, Ananta Dian, and Frandy E. F. Karundeng. "Relevansi Nilai Pengukuran Nilai Wajar Aset Non-Keuangan." Balance : Jurnal Akuntansi dan Manajemen 2, no. 1 (2023): 40–47. http://dx.doi.org/10.59086/jam.v2i1.270.

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    Informasi akuntansi dalam laporan keuangan merupakan salah satu informasi yang dibutuhkan oleh investor dalam pengambilan keputusan. Reaksi investor atas pengumuman informasi akuntansi menunjukkan tingkat relevansi nilai informasi akuntansi. Penelitian ini bertujuan untuk menguji relevansi nilai informasi akuntansi melalui laba, nilai buku ekuitas, dan pengukuran nilai wajar aset non-keuangan. Penelitian menggunakan sampel 18 perusahaan terdaftar dalam indeks LQ45 di Bursa Efek Indonesia (BEI) selama tahun 2019-2022. Regresi linier berganda digunakan sebagai alat an

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Banchit, Azilawati, Sazali Abidin, Sophyafadeth Lim, and Fareiny Morni. "Investor Sentiment, Portfolio Returns, and Macroeconomic Variables." Journal of Risk and Financial Management 13, no. 11 (2020): 259. http://dx.doi.org/10.3390/jrfm13110259.

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Investor sentiment is an important aspect of behavioural finance, which provides explanation of anomalies to the asset’s intrinsic values. Sentiments can easily affect individual investors. Historically, Australia is regarded as rich in resources but poor in capital, and this motivates the paper to further study and compare the effects of investor sentiment on performance returns. Aggregate and cross-sectional effects, as well as predictive regression analysis to forecast the relationships, while controlling for the macroeconomic variables, are used by employing Consumer Confidence Index (CCI)

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