Log in

Relevant bibliographies by topics / Relative financial indices / Journal articles

To see the other types of publications on this topic, follow the link: Relative financial indices.

Journal articles on the topic 'Relative financial indices'

Author: Grafiati

Published: 3 June 2025

Last updated: 31 July 2025

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

Select a source type:

Consult the top 50 journal articles for your research on the topic 'Relative financial indices.'

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.

Browse journal articles on a wide variety of disciplines and organise your bibliography correctly.

1

Badea, Leonardo, Daniel Ştefan Armeanu, Dan Costin Nițescu, Valentin Murgu, Iulian Panait, and Boris Kuzman. "A Study of the Relative Stock Market Performance of Companies Recognized for Supporting Gender Equality Policies and Practices." Sustainability 12, no. 9 (2020): 3558. http://dx.doi.org/10.3390/su12093558.

Full text

Abstract:

This paper explores the relative stock market performance of well-diversified gender equality equity indices in comparison with the overall market, taking both a cross-sectoral and a financial sector approach, for the period January 2017 to March 2020, with a sample of 11 indices and 834 daily observations, and using several different statistical and econometric methods. Our results show a high level of dynamic conditional correlation of daily returns among the gender equality and the overall indices. We also found comparable levels of conditional volatility (resulting from an Exponential Gene

APA, Harvard, Vancouver, ISO, and other styles

2

Huang, Chun-Sung, Chun-Kai Huang, and Knowledge Chinhamu. "Assessing The Relative Performance Of Heavy-Tailed Distributions: Empirical Evidence From The Johannesburg Stock Exchange." Journal of Applied Business Research (JABR) 30, no. 4 (2014): 1263. http://dx.doi.org/10.19030/jabr.v30i4.8675.

Full text

Abstract:

<p>It has been well documented that the empirical distribution of daily logarithmic returns from financial market variables is characterized by excess kurtosis and skewness. In order to capture such properties in financial data, heavy-tailed and asymmetric distributions are required to overcome shortfalls of the widely exhausted classical normality assumption. In the context of financial forecasting and risk management, the accuracy in modeling the underlying returns distribution plays a vital role. For example, risk management tools such as value-at-risk (VaR) are highly dependent on th

APA, Harvard, Vancouver, ISO, and other styles

3

Ghent, Andra C., Walter N. Torous, and Rossen I. Valkanov. "Commercial Real Estate as an Asset Class." Annual Review of Financial Economics 11, no. 1 (2019): 153–71. http://dx.doi.org/10.1146/annurev-financial-110118-123121.

Full text

Abstract:

We survey the properties of commercial real estate (CRE) as an asset class. We first illustrate its importance relative to the US economy and to other asset classes. We then discuss CRE ownership patterns over time. While the academic literature has emphasized Real Estate Investment Trusts, about two-thirds of the value of CRE is owner occupied. We next study the return properties of CRE indices and discuss what is known about the returns to individual properties. We briefly discuss CRE debt before turning to property derivatives. Finally, we consider how including CRE in a portfolio affects t

APA, Harvard, Vancouver, ISO, and other styles

4

Ahsan, Amirul. "Financial crisis and central bank independence and governance (CBIG) in the Asia Pacific." Corporate Ownership and Control 8, no. 2 (2011): 313–35. http://dx.doi.org/10.22495/cocv8i2c2p7.

Full text

Abstract:

This paper examines the impact of financial crisis on central bank independence and governance in 36 Asia Pacific countries. It constructs a unique CBIG index for fifteen years (1991-2005); which has an overall index and six sub-indices covering all the necessary aspects of central banking operations. These indices are ranked first to measure the relative positions of the central banks and then statistically tested their relationship with inflation, economic growth and financial crisis of 1997. It applies a panel data pooled regression model and finds a robust negative relation of CBIG with in

APA, Harvard, Vancouver, ISO, and other styles

5

Šmída, Zbyněk. "Entrepreneurial subjects in forestry and data mining from accounting data in the Czech Republic." Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis 52, no. 5 (2004): 131–46. http://dx.doi.org/10.11118/actaun200452050131.

Full text

Abstract:

Forests owned by the state in the Czech Republic are managed by Forests of the Czech Republic, state enterprise with its headquarters in Hradec Králové. The private companies (established during the economic reform in 1992 and privatization in 1994) carry out silvicultural and logging activities in state forests on the basis of contracts. This study is focused on forest enterprises (contractors); the current situation of business environment in the Czech Republic was studied. There have been found 38 236 forestry entrepreneurs in the Czech Republic, and divided according to legal title, to num

APA, Harvard, Vancouver, ISO, and other styles

6

Chowdhry, Bhagwan, Richard Roll, and Yihong Xia. "Extracting Inflation from Stock Returns to Test Purchasing Power Parity." American Economic Review 95, no. 1 (2005): 255–76. http://dx.doi.org/10.1257/0002828053828554.

Full text

Abstract:

Relative purchasing power parity (PPP) holds for pure price inflations, which affect prices of all goods and services by the same proportion, while leaving relative prices unchanged. Pure price inflations also affect nominal returns of all traded financial assets by exactly the same amount. Recognizing that relative PPP may not hold for the official inflation data constructed from commodity price indices because of relative price changes and other frictions that cause prices to be “sticky,” we provide a novel method for extracting a proxy for realized pure price inflation from stock returns. W

APA, Harvard, Vancouver, ISO, and other styles

7

Batra, Luckshay, and Harish Chander Taneja. "Comparison between Information Theoretic Measures to Assess Financial Markets." FinTech 1, no. 2 (2022): 137–54. http://dx.doi.org/10.3390/fintech1020011.

Full text

Abstract:

Information theoretic measures were applied to the study of the randomness associations of different financial time series. We studied the level of similarities between information theoretic measures and the various tools of regression analysis, i.e., between Shannon entropy and the total sum of squares of the dependent variable, relative mutual information and coefficients of correlation, conditional entropy and residual sum of squares, etc. We observed that mutual information and its dynamical extensions provide an alternative approach with some advantages to study the association between se

APA, Harvard, Vancouver, ISO, and other styles

8

Bivainis, Juozas, and Kristina Garškaitė-Milvydienė. "The System of Diagnostics of Bankruptcy Threat to the Enterprises." Business: Theory and Practice 11, no. (3) (2010): 204–12. https://doi.org/10.3846/btp.2010.23.

Full text

Abstract:

The prepared system of diagnostics of bankruptcy threat to the enterprises, is presented in the article. . Herein, bankruptcy, threatening the enterprises, is being diagnosed as per three stages, i.e. the condition of the enterprise and the reasons, which have determined such condition, are being gradually concretized. The financial condition of the enterprises and the threat of bankruptcy are being evaluated at the first stage by applying the integrated model, which assists in achieving the generalized evaluation of the condition. The relative financial indices of the enterprise are being ana

APA, Harvard, Vancouver, ISO, and other styles

9

Li, Pengyu, Xiaohua Bao, Chengyu Hong, et al. "Evacuation Simulation and Fire-Risk Assessment on Underground Space of Guangzhou International Financial City." Fire 7, no. 9 (2024): 307. http://dx.doi.org/10.3390/fire7090307.

Full text

Abstract:

To explore the evacuation situation of the underground space in the Starting Area of Guangzhou International Financial City under fire, personal evacuation was simulated with Pathfinder in three zones. Then, the visual animation and the human flow rate diagram were obtained and analyzed. A fire-risk assessment model based on a combined weighting and the technique for order of preference by similarity to ideal solution (TOPSIS) is proposed to assess the fire risk of three zones. First, six second-level indices were determined from three aspects: regional safety evacuation, regional fire prevent

APA, Harvard, Vancouver, ISO, and other styles

10

Guo, Yalong, and Jun Wang. "Simulation and Statistical Analysis of Market Return Fluctuation by Zipf Method." Mathematical Problems in Engineering 2011 (2011): 1–13. http://dx.doi.org/10.1155/2011/253523.

Full text

Abstract:

We investigate the fluctuation behaviors of financial stock markets by Zipf analysis. In the present paper, the empirical research is made to describe ensembles and specifics of stock price returns for global stock indices, and the corresponding Zipf distributions are given. First we study the fluctuation behavior of global stock markets by(m,k)-Zipf method. Then we consider a dynamic stock price model, and we analyze the absolute frequencies and the relative frequencies for this financial model. Further, the Zipf distributions of returns for SSE Composite Index are studied for different time

APA, Harvard, Vancouver, ISO, and other styles

11

Wang, Janey Qian, and Kenneth A. Kriz. "Determinants of Debt Burdens: Evidence from California Counties." Public Finance and Management 15, no. 2 (2015): 91–107. http://dx.doi.org/10.1177/152397211501500201.

Full text

Abstract:

This study aims at developing a better understanding and measure of the relative debt burden of governments. We use panel data from California counties for the period of 1999–2011. The analysis consists of two steps. First, we use a lognormal regression model to analyze the relationship between debt levels and socio-economic, political and financial variables. Results indicate that larger counties, poorer counties, and counties with higher levels of capital investment and higher tax prices have higher debt burden levels. Next, we calculate debt burden indices for each county by dividing the ac

APA, Harvard, Vancouver, ISO, and other styles

12

R, Rajesh Ramkumar, and Madhu Prasad A. "Testing the Volatility Behaviour (GRACH Model) of Indian Stock Market Indices and Sample Companies: A Study with Special Reference to National Stock Exchange." Shanlax Internationa Journal of Management 6, S1 (2019): 54–63. https://doi.org/10.5281/zenodo.2567687.

Full text

Abstract:

Nowadays, in our country take part in an important role about the various sectors economic development. These sectors attain their earning of money from the public, like stock markets. Volatility is a measure of the price movements of financial instruments. It is the relative rate at which the price of a security moves up and down in the stock market. If the price of stock moves up and down rapidly over a short time, it has high volatility and if the price changes at lesser rate, it has  low volatility. In daily share price returns are influenced by various factors like government policy,

APA, Harvard, Vancouver, ISO, and other styles

13

Katanayev, N. T., E. V. Larina, and P. V. Maksimov. "Model of profitability of enterprises in the automotive industry." Izvestiya MGTU MAMI 7, no. 1-5 (2013): 162–66. http://dx.doi.org/10.17816/2074-0530-67857.

Full text

Abstract:

On the basis of the model of indices of the profitability, represented in the form of relative coordinates, the analysis of the financial-economic activity of joint stock company “KAMAZ” during the period from 2001 to 2011 is conducted. There is given the evaluation of the influence of internal factors on the profitability of enterprise and the conclusion according to the results of studies.

APA, Harvard, Vancouver, ISO, and other styles

14

Alfredo, Harold Kevin, Anita Anita, and Muhammad Irfan Pratama. "Should Investors Choose ESG? Empirical Evidence of The Shiller P/E Ratio." Eduvest - Journal of Universal Studies 4, no. 10 (2024): 8540–50. http://dx.doi.org/10.59188/eduvest.v4i10.38820.

Full text

Abstract:

This study investigates the CAPE Ratio values of stock issuers in the LQ-45 Index compared to those in the ESG Leaders Index, employing a quantitative approach to assess whether the ESG Leaders Index yields higher returns. The findings reveal that most issuers in both indices are undervalued relative to the LQ-45 Index, indicating potential for future returns. However, the LQ-45 Index has a greater number of overvalued issuers than the ESG Leaders Index. Notably, the study acknowledges limitations, including a lack of exploration into the relationship between the CAPE Ratio and non-financial f

APA, Harvard, Vancouver, ISO, and other styles

15

Dias, Rui, Rosa Galvão, Sandra Cruz, et al. "Testing the Diversifying Asset Hypothesis between Clean Energy Stock Indices and Oil Price." International Journal of Energy Economics and Policy 14, no. 6 (2024): 295–302. http://dx.doi.org/10.32479/ijeep.16988.

Full text

Abstract:

In theory, geopolitical risk and political uncertainty can directly affect energy markets. Fluctuations lead to the cost of clean energy sources as they compete with traditional energy. The purpose of this study is to analyse financial integration and test the diversifying asset hypothesis between clean energy indices, specifically the Clean Energy Fuels (CLNE), Nasdaq Clean Edge Green Energy (CELS), S&P Global Clean Energy (SPGTCLEN), TISDALE Clean Energy (TCEC.CN), Wilderhill (ECO) and West Texas Intermediate (WTI) stock indices, over the period from 1 January 2018 to 23 November 2023. A

APA, Harvard, Vancouver, ISO, and other styles

16

Yalçın, Galip Cihan, Karahan Kara, and Hamide Özyürek. "Evaluating Financial Performance of Companies in the Borsa Istanbul Sustainability Index Using the CRITIC-MABAC Method." Spectrum of Operational Research 2, no. 1 (2025): 323–46. https://doi.org/10.31181/sor21202530.

Full text

Abstract:

Companies need to monitor their financial performance and update their strategies to establish sustainable financial structures. Therefore, they analyze their financial performance using various analytical approaches. This study examines financial performance analysis using the MCDM (Multi-Criteria Decision-Making) approach to observe companies' financial performance and determine their performance levels relative to competitors within their respective indices. In this context, the CRITIC (Criteria Importance Through Intercriteria) - MABAC (Multi-Attributive Border Approximation Area Compariso

APA, Harvard, Vancouver, ISO, and other styles

17

Bowes, Jordan, and Marcel Ausloos. "Financial Risk and Better Returns through Smart Beta Exchange-Traded Funds?" Journal of Risk and Financial Management 14, no. 7 (2021): 283. http://dx.doi.org/10.3390/jrfm14070283.

Full text

Abstract:

Smart beta exchange-traded funds (SB ETFs) have caught the attention of investors due to their supposed ability to offer a better risk–return trade-off than traditionally structured passive indices. Yet, research covering the performance of SB ETFs benchmarked to traditional cap-weighted market indices remains relatively scarce. There is a lack of empirical evidence enforcing this phenomenon. Extending the work of Glushkov (“How Smart are “Smart Beta” ETFs? …”, 2016), we provide a quantitative analysis of the performance of 145 EU-domicile SB ETFs over a 12 year period, from 30 December 2005 t

APA, Harvard, Vancouver, ISO, and other styles

18

Fedotova, M. A., T. V. Tazihina, and A. S. Maltsev. "QUANTITATIVE METHODS OF FINANCIAL STABILITY DEPENDENCE ON THE COMPANY VALUE." Strategic decisions and risk management, no. 2 (October 25, 2014): 52–62. http://dx.doi.org/10.17747/2078-8886-2014-2-52-62.

Full text

Abstract:

The topics related to the financial stability assessment and market valuation of a business have received a detailed coverage in contemporary literature. However no approaches in meth-odology have been elaborated that would enable the quantitative assessment of the degree to which the financial stability indices and the market value of the company are linked together. Therefore, the econometric modelling of the dependence assessment between the cost factors and financial stability indicators poses a task relevant to present-day challenges.The authors of the article present the proof that the c

APA, Harvard, Vancouver, ISO, and other styles

19

Варналій, З. С., та А. М. Мехед. "ТЕОРЕОТИКО-МЕТОДИЧНІ ПІДХОДИ ДО ОЦІНКИ ФІНАНСОВОЇ БЕЗПЕКИ СУБ'ЄКТІВ ПІДПРИЄМНИЦТВА". Наукові записки Львівського університету бізнесу та права. Серія економічна. Серія юридична, № 32 (30 березня 2022): 203–11. https://doi.org/10.5281/zenodo.6639106.

Full text

Abstract:

The key result of the business entity is the indicators of its financial condition, which signal the level of financial security established at the enterprise. However, the difficulty of assessing the level of financial security of business entities is complicated by the lack of a unified approach to the assessment of financial security. This, in turn, makes it difficult to choose indicators that serve as criteria for assessing the financial security of the enterprise and determining indicators of levels of financial security of the enterprise. The paper examines various scientific approaches

APA, Harvard, Vancouver, ISO, and other styles

20

Degiannakis, Stavros, and Apostolos Kiohos. "Multivariate modelling of 10-day-ahead VaR and dynamic correlation for worldwide real estate and stock indices." Journal of Economic Studies 41, no. 2 (2014): 216–32. http://dx.doi.org/10.1108/jes-06-2012-0082.

Full text

Abstract:

Purpose – The Basel Committee regulations require the estimation of value-at-risk (VaR) at 99 percent confidence level for a ten-trading-day-ahead forecasting horizon. The paper provides a multivariate modelling framework for multi-period VaR estimates for leptokurtic and asymmetrically distributed real estate portfolio returns. The purpose of the paper is to estimate accurate ten-day-ahead 99%VaR forecasts for real estate markets along with stock markets for seven countries across the world (the USA, the UK, Germany, Japan, Australia, Hong Kong and Singapore) following the Basel Committee req

APA, Harvard, Vancouver, ISO, and other styles

21

Liu, Feiyan, Jianbo Gao, and Yunfei Hou. "Identifying Systemic Risks and Policy-Induced Shocks in Stock Markets by Relative Entropy." Proceedings 46, no. 1 (2019): 24. http://dx.doi.org/10.3390/ecea-5-06689.

Full text

Abstract:

Systemic risks have to be vigilantly guided against at all times in order to prevent their contagion across stock markets. New policies also may not work as desired and even induce shocks to market, especially those emerging ones. Therefore, timely detection of systemic risks and policy-induced shocks is crucial to safeguard the health of stock markets. In this paper, we show that the relative entropy or Kullback–Liebler divergence can be used to identify systemic risks and policy-induced shocks in stock markets. Concretely, we analyzed the minutely data of two stock indices, the Dow Jones Ind

APA, Harvard, Vancouver, ISO, and other styles

22

Zhang, Xuan. "Investment Research on Individual Stocks in Large Research Industry Enterprises." Highlights in Business, Economics and Management 43 (December 5, 2024): 155–60. https://doi.org/10.54097/1ynsvt89.

Full text

Abstract:

As technology continues to develop, the influence of the technology industry on the market cannot be ignored. This study aims to explore the trends and fluctuations of key representative technology stocks, specifically focusing on Advanced Micro Devices (AMD), Oracle Corporation (ORCL), and Qualcomm Incorporated (QCOM). By meticulously analyzing the publicly available balance sheets and income statements of these companies, we will extract pertinent financial indices and conduct a comprehensive financial analysis. The analysis will include key financial metrics such as revenue growth, profit m

APA, Harvard, Vancouver, ISO, and other styles

23

Maslak, O. I., and V. G. Nikitiuk. "Studying the Current State and Trends in Developing Logistics Activities at Machine-Building Enterprises." PROBLEMS OF ECONOMY 2, no. 48 (2021): 149–58. http://dx.doi.org/10.32983/2222-0712-2021-2-149-158.

Full text

Abstract:

The current state and trends in developing logistics activities at machine-building enterprises is studied through evaluating the efficiency of financial flows. It is noted that studying the current state and trends in the logistics activities at machine-building enterprises is a necessary condition for the revival of mechanic engineering in our country. It is noted that the machine-building industry has specific features in management, which are associated with high costs for raw materials, energy, transportation, and labor resources. Mostly, products of machine-building enterprises have a fa

APA, Harvard, Vancouver, ISO, and other styles

24

Śliwiński, Paweł, and Maciej Łobza. "The impact of global risk on the performance of socially responsible and conventional stock indices." Equilibrium 12, no. 4 (2017): 657–74. http://dx.doi.org/10.24136/eq.v12i4.34.

Full text

Abstract:

Research background: In the last decades social responsible investment has evolved into an important and influential investment class. What supports then the development of SRI? The neoclassical approach suggests that the attractiveness of investment should result from the risk-return relationship that is satisfying for the investor. However, the performance analysis of SRI vs. conventional investment, conducted in numerous research papers, often delivers contradictory conclusions. If financial factors could not explain the phenomenon of SRI, nonfinancial factors may have played a decisive rol

APA, Harvard, Vancouver, ISO, and other styles

25

Kuang, Yao, and Raphael Douady. "Crisis risk prediction with concavity from Polymodel." Journal of Dynamics & Games 9, no. 1 (2022): 97. http://dx.doi.org/10.3934/jdg.2021027.

Full text

Abstract:

<p style='text-indent:20px;'>Financial crises are an important research topic because of their impact on the economy, businesses, and populations. However, prior research tends to generate reactive systemic risk measures, in the sense that the measure surges after the crisis starts. Few of them succeed in warning of financial crises in advance. In this paper, we first sketch a toy model that produces normal mixture distributions based on a dynamic regime switching model. We derive that the relative concavity among various indices tends to increase before a crisis. Using Polymodel theory,

APA, Harvard, Vancouver, ISO, and other styles

26

Nepal, Achyut, Vishnu Khanal, and Ruhanita Maelah. "Relative Importance of Risks in Hydropower Projects and Project Finance in Nepal." Journal of Advanced Academic Research 8, no. 1 (2021): 1–21. http://dx.doi.org/10.3126/jaar.v8i1.38409.

Full text

Abstract:

Hydropower is the sole internal source of electricity in Nepal. Since the government policy of private participation in hydropower sector launched, Independent Power Producers (IPPs) have gained significant presence under Public-Private Partnership (PPP) model of infrastructure development. Risk management is crucial in PPP projects as mishandling of any risk threatens sustainability and may result in project failure. This study analyses four major risks including Hydropower Sector Specific Risks, Project Finance Specific Risks, Hydropower Project Financing Risks and Country Specific Political

APA, Harvard, Vancouver, ISO, and other styles

27

Adu, Abraham, and Keshab Bhattarai. "IMPACT OF FINANCIAL LIBERALIZATION ON CONCENTRATION AND COMPETITION IN THE GHANAIAN BANKING SYSTEM: A PANZAR-ROSSE ANALYSIS." JOURNAL OF DEVELOPMENT ECONOMICS AND FINANCE 3, no. 2 (2022): 253–73. http://dx.doi.org/10.47509/jdef.2022.v03i02.01.

Full text

Abstract:

This paper empirically investigated the evolution of market concentration in Ghana. It tests market competitiveness in banking systems post financial sector reforms. Using unbalanced panel data of 24 banks in the period 2003-2012, a period characterized with deregulation, liberalization and consolidation of the banking sector in Ghana. Market concentration in the Ghanaian banking sector is measured by the Hirschman-Herfindahl indices as well as CR3 and CR5 with this panel data. Both CR3 and CR5 had a decreasing trend indicating falling market concentration ratios and increasing rate of competi

APA, Harvard, Vancouver, ISO, and other styles

28

Zhou, Lei, and Jun Cui. "Dynamic Connectedness of Green Bond Markets in China and America: A R2 Decomposed Connectedness Approach." International Journal of Global Economics and Management 6, no. 2 (2025): 144–58. https://doi.org/10.62051/ijgem.v6n2.14.

Full text

Abstract:

This study investigates the connectedness of two key green bond markets: the Shanghai Stock Exchange Green Bond Index (SSEGB) in China and the S&P U.S. Municipal Green Bond Index (SPMGB) in the United States. Using an R2 decomposed connectedness approach, we analyze the distinct dynamics between these indices. SSEGB demonstrates relative independence, driven by China's policy-oriented stability, making it attractive for long-term sustainable investments. In contrast, SPMGB exhibits heightened sensitivity to global shocks, offering short-term portfolio adjustment opportunities. These comple

APA, Harvard, Vancouver, ISO, and other styles

29

Zagoruiko, Ivan, and Lesia Petkova. "Asymmetry indices of international position of countries: Geometric approach." Proceedings of Scientific Works of Cherkasy State Technological University Series Economic Sciences 25, no. 1 (2024): 32–47. https://doi.org/10.62660/ebcstu/1.2024.32.

Full text

Abstract:

The article is devoted to the substantiation and testing of a new method for assessing the international position of countries. On the one hand, one of common methods of international comparative research is to construct a convex hull of the states of countries on the plane of certain indicators. Data Envelopment Analysis is the most well-known example of this approach. In particular, this method is used to build a world technology frontier. On the other hand, one of universal methods of initial indicators conversion is to normalise them. The method proposed in the article combines the constru

APA, Harvard, Vancouver, ISO, and other styles

30

Kosarchyn, Mariya. "Global financial cycle: Impact on Ukraine." DEVELOPMENT MANAGEMENT 21, no. 4 (2023): 16–24. http://dx.doi.org/10.57111/devt/4.2023.16.

Full text

Abstract:

Global financial fluctuations that arise in the financial centres – the US and the EU through international channels of monetary transmission affect the financial markets of peripheral countries, including Ukraine, where the assessment and consideration of such an impact is an important element of monetary policy. Therefore, the purpose of the article was to assess the impact of cyclical fluctuations of the global financial situation on the financial sector of Ukraine’s economy. As a result of correlation analysis, a direct relationship between leverage indicators in Ukraine and the Chicago Bo

APA, Harvard, Vancouver, ISO, and other styles

31

Mokrzycka, Justyna, and Anna Pajor. "Formal Comparison of Copula-AR(1)-t-GARCH(1,1) Models for Sub-Indices of the Stock Index WIG." Przegląd Statystyczny 63, no. 2 (2016): 123–48. http://dx.doi.org/10.5604/01.3001.0014.1156.

Full text

Abstract:

Copulas have become one of most popular tools used in modelling the dependencies among financial time series. The main aim of the paper is to formally assess the relative explanatory power of competing bivariate Copula-AR-GARCH models, which differ in assumptions on the conditional dependence structure represented by particular copulas. For the sake of comparison the Copula-AR-GARCH mod-els are estimated using the maximum likelihood method, and next they are informally compared and ranked according to the values of the Akaike (AIC) and of the Schwarz (BIC) information criteria. We apply these

APA, Harvard, Vancouver, ISO, and other styles

32

Alshawarbeh, Etaf, Alanazi Talal Abdulrahman, and Eslam Hussam. "Statistical Modeling of High Frequency Datasets Using the ARIMA-ANN Hybrid." Mathematics 11, no. 22 (2023): 4594. http://dx.doi.org/10.3390/math11224594.

Full text

Abstract:

The core objective of this work is to predict stock market indices’ using autoregressive integrated moving average (ARIMA), artificial neural network (ANN) and their combination in the form of ARIMA-ANN. Financial data are, in fact, trendy, noisy and highly volatile. To tackle their chaotic nature and forecast the three considered stock markets, namely Nasdaq stock exchange, United States, Nikkei stock exchange, Japan, and France stock exchange data (CAC 40 index), we use novel approaches. The data are taken from the Yahoo Finance website for the period from 4 January 2010 to 20 August 2021. T

APA, Harvard, Vancouver, ISO, and other styles

33

González-Núñez, Enrique, Luis A. Trejo, and Michael Kampouridis. "A Comparative Study for Stock Market Forecast Based on a New Machine Learning Model." Big Data and Cognitive Computing 8, no. 4 (2024): 34. http://dx.doi.org/10.3390/bdcc8040034.

Full text

Abstract:

This research aims at applying the Artificial Organic Network (AON), a nature-inspired, supervised, metaheuristic machine learning framework, to develop a new algorithm based on this machine learning class. The focus of the new algorithm is to model and predict stock markets based on the Index Tracking Problem (ITP). In this work, we present a new algorithm, based on the AON framework, that we call Artificial Halocarbon Compounds, or the AHC algorithm for short. In this study, we compare the AHC algorithm against genetic algorithms (GAs), by forecasting eight stock market indices. Additionally

APA, Harvard, Vancouver, ISO, and other styles

34

Malkina, M. Yu. "Contagion in Commodity Markets under Financial Stress." Finance: Theory and Practice 28, no. 3 (2024): 194–205. http://dx.doi.org/10.26794/2587-5671-2024-28-3-194-205.

Full text

Abstract:

The relevance of the study is due to the fact that in the conditions of the financialization of the economy, shocks arising in one market can spread rapidly and intensively to other markets, generating the effects of financial contagion. This fully applies to the commodity markets, which occupy a large share of exchange trading. The resulting excess volatility risks should be taken into account both by financial market players when developing optimal portfolio strategies, and by the state when adjusting anti-crisis policy. The purpose of the study is to identify financial contagion in commodit

APA, Harvard, Vancouver, ISO, and other styles

35

Volokhin, E. A., and S. P. Syrygin. "THE IMPACT OF MACROECONOMIC FACTORS ON THE SYSTEMATIC RISK OF THE RUSSIAN STOCK MARKET." Social’no-ekonomiceskoe upravlenie: teoria i praktika 21, no. 1 (2025): 18–28. https://doi.org/10.22213/2618-9763-2025-1-18-28.

Full text

Abstract:

The article is dedicated to the characteristics of systematic risk in the Russian stock market. It provides an analysis of macroeconomic factors influencing the Russian stock market, highlighting the causal relationships between economic factors and market dynamics. These factors include exchange rates, oil prices, inflation, the monetary policy of the Central Bank of Russia, the M2 money supply, and geopolitical factors. The sample of daily data covers the period from December 13, 2019, to May 6, 2024. Using the Asymmetric Generalized Autoregressive Conditional Heteroskedasticity model with D

APA, Harvard, Vancouver, ISO, and other styles

36

Smerichevskyi, S., T. Kosova, O. Tryfonova, O. Bezgina, and G. Solomina. "Financial and accounting support of marketing strategies for energy efficiency of coal mines." Naukovyi Visnyk Natsionalnoho Hirnychoho Universytetu, no. 1 (February 28, 2022): 163–69. http://dx.doi.org/10.33271/nvngu/2022-1/163.

Full text

Abstract:

Purpose. Identification of the approaches to improve financial and accounting support of marketing strategies as a subsystem of energy management of coal mines. Methodology. Methods are to formalize theoretically energy management of coal mines based upon GOST and ISO requirements; generalize empirically electricity costs relying upon decade management reporting of fifteen mines in Donetsk coal field; formulate them consistently on the basis of price indices of industrial product manufacturers in the field of electric supply; and evaluate efficiency of energy management of coal mines while cal

APA, Harvard, Vancouver, ISO, and other styles

37

Licandro, Oscar, José Luis Vázquez Burguete, Luis Camilo Ortigueira-Sánchez, and Patricia Correa. "Corporate Social Responsibility and Financial Performance: A Relationship Mediated by Stakeholder Satisfaction." Administrative Sciences 14, no. 1 (2024): 15. http://dx.doi.org/10.3390/admsci14010015.

Full text

Abstract:

Research work on the relationship between Corporate Social Responsibility and financial performance has been going on for seven decades. Even when the prevailing studies are those that found a positive influence of social responsibility on financial performance, strong conclusive results are still unavailable. Some explanations for this situation are based, among other reasons, on the fact that the variables have a relation mediated by multiple factors. Additionally, it is still unknown whether the results obtained can be extrapolated to all types of companies since the majority of studies hav

APA, Harvard, Vancouver, ISO, and other styles

38

Roberts, John, John Deen, Thomas Johnson, and Jay Levine. "Utilizing alternative indices to compare the conformance of market hogs across three packers." Journal of Swine Health and Production 11, no. 6 (2003): 284–90. http://dx.doi.org/10.54846/jshap/384.

Full text

Abstract:

Objectives: Generalized Taguchi indices were applied to compare the carcass quality performance of a group of marketed pigs against the quality requirements of three packing companies. Materials and methods: One hundred eighty pigs from a feeding facility were slaughtered at a packing plant. Carcass quality data was collected from the individual carcasses. Most packers determine individual carcass prices from a matrix that references carcass weight and the percent of lean meat in the carcass. Individual packers determine price using different algorithms applied to the matrices. Group carcass m

APA, Harvard, Vancouver, ISO, and other styles

39

Ghafoori, Eraj, Fernanda Mata, Kim Borg, Liam Smith, and Debora Ralston. "Retirement Confidence: Development of an Index." INQUIRY: The Journal of Health Care Organization, Provision, and Financing 58 (January 2021): 004695802110357. http://dx.doi.org/10.1177/00469580211035732.

Full text

Abstract:

Older workers who are confident about the changes accompanying retirement report higher well-being. We have developed an index to measure retirement confidence – the Retirement Confidence Index (RCI). A six-stage approach was used to develop the index items, including (i) a literature review to catalogue retirement confidence components; (ii) a consultation with a panel of experts to review the proposed indicators and combine components according to their meaning; (iii) normalisation of the selected components to make them comparable; (iv) weighting of the top-level dimensions using experts’ j

APA, Harvard, Vancouver, ISO, and other styles

40

Rashid, Abdul, and Maurizio Intartaglia. "Financial development – does it lessen poverty?" Journal of Economic Studies 44, no. 1 (2017): 69–86. http://dx.doi.org/10.1108/jes-06-2015-0111.

Full text

Abstract:

Purpose The purpose of this paper is to empirically examine the impact of financial development on poverty reduction in developing countries. The paper also investigates whether financial development affects poverty via institutional quality and GDP growth. Design/methodology/approach To take into account the dynamics nature of panel data and country-specific effects, the authors use a two-step system GMM estimator. The authors also employ a large array of measures of financial development in order to check the robustness of the results. The analysis is carried out for a sample of developing c

APA, Harvard, Vancouver, ISO, and other styles

41

Nieto, Belén, and Gonzalo Rubio. "The Effects of the COVID-19 Crisis on Risk Factors and Option-Implied Expected Market Risk Premia: An International Perspective." Journal of Risk and Financial Management 15, no. 1 (2022): 13. http://dx.doi.org/10.3390/jrfm15010013.

Full text

Abstract:

Institutional investors often have to decide which strategy to use across international business cycles. This is especially important during economic and financial crises. The exogenous nature of the outbreak of the dramatic COVID-19 crisis represents a unique opportunity to understand the performance of risk factors during severe economic times across international stock markets. Even more important is to analyze how these factors behave across very different economic crises, such as the COVID-19 pandemic and the Great Recession. Although, the overall results show that the momentum and qualit

APA, Harvard, Vancouver, ISO, and other styles

42

Kotarski, Kristijan, and Alexander C. Tan. "Measuring Currency Power from 2005 to 2018." Politička misao 56, no. 3-4 (2020): 241–68. http://dx.doi.org/10.20901/pm.56.3-4.11.

Full text

Abstract:

The main research goal of this paper is to empirically assess the state of US currency power relative to its main rivals in the period between 2005 and 2018. The most novel aspect of our inquiry is the design of three new composite indices called: Monetary Capability Index (MCI), Quality of Governance Index (QGI) and Currency Internationalization Index (CII). We argue that those indices are indispensable in an attempt to empirically measure the concept of currency power, both its underlying material and non-material resources, as well as the degree of their effective exploatation. Based on the

APA, Harvard, Vancouver, ISO, and other styles

43

Taliento, Marco, Christian Favino, and Antonio Netti. "Impact of Environmental, Social, and Governance Information on Economic Performance: Evidence of a Corporate ‘Sustainability Advantage’ from Europe." Sustainability 11, no. 6 (2019): 1738. http://dx.doi.org/10.3390/su11061738.

Full text

Abstract:

Both UN Agenda 2030 and the Directive n. 2014/95/EU have recently promoted a marked improvement in sustainability disclosure, especially for larger companies or groups. Starting from this premise, we carried out an original study on the financial materiality of the E-S-G (environmental, social and governance) information of primary companies listed on major European indices in Belgium, France, Germany, Italy and Spain (BEL, CAC, DAX, FTSE-MIB, IBEX). Within the Stakeholder Theory and the Corporate Social Responsibility (CSR)–Corporate Social Perfomance (CSP) framework, our empirical analysis e

APA, Harvard, Vancouver, ISO, and other styles

44

Sgammini, Ruschelle. "A Comparative Risk-adjusted Performance Evaluation of South African SRI Funds and the FTSE/JSE over the Covid-19 Period." International Journal of Economics and Financial Issues 13, no. 1 (2023): 46–55. http://dx.doi.org/10.32479/ijefi.13717.

Full text

Abstract:

Socially responsible investing is a growing investment philosophy that has gained profound interest in both the local and international context. Socially conscious investors are seeking alternative ways to make more responsible investment choices, especially since the Covid-19 pandemic. Although financial markets experienced a significant decrease owing to the pandemic, a more positive outcome was eminent by an increased demand in SRI products during this period. The aim of this study was to evaluate the performance of local SRI funds before, during and after the Covid-19 period. Comparatively

APA, Harvard, Vancouver, ISO, and other styles

45

Arya, Anil, Jonathan Glover, Brian Mittendorf, and Lixin Ye. "On the Use of Customized versus Standardized Performance Measures." Journal of Management Accounting Research 17, no. 1 (2005): 7–21. http://dx.doi.org/10.2308/jmar.2005.17.1.7.

Full text

Abstract:

Despite the influx of measures which can be customized to the demands of each business unit (e.g., customer satisfaction surveys and quality indices), many firms have been dogged in their reliance on standardized measures (e.g., conventional financial metrics) in performance evaluation. In this paper, we consider one justification: though customized measures may more accurately target the goals of a particular unit, standardized measures may offer more meaningful opportunities for relative performance evaluation. Standardized measures have a commonality in errors which is naturally absent amon

APA, Harvard, Vancouver, ISO, and other styles

46

Shalit, Haim. "Using the Shapley value of stocks as systematic risk." Journal of Risk Finance 21, no. 4 (2020): 459–68. http://dx.doi.org/10.1108/jrf-08-2019-0149.

Full text

Abstract:

Purpose This study aims to propose the Shapley value that originates from the game theory to quantify the relative risk of a security in an optimal portfolio. Design/methodology/approach Systematic risk as expressed by the relative covariance of stock returns to market returns is an essential measure in pricing risky securities. Although very much in use, the concept has become marginalized in recent years because of the difficulties that arise estimating beta. The idea is that portfolios can be viewed as cooperative games played by assets aiming at minimizing risk. With the Shapley value, inv

APA, Harvard, Vancouver, ISO, and other styles

47

Kravchuk, Igor. "Performance of Equity Fund Investment Strategies in Poland." Sustainability 14, no. 20 (2022): 13078. http://dx.doi.org/10.3390/su142013078.

Full text

Abstract:

The modern development of the investment funds industry is underpinned by the understanding of the efficiency and quality of asset management regarding the use of various investment strategies. The purpose of the article is to examine investment strategy performance in equity funds domiciled in Poland using standard relative and absolute measures. The proposed method uses the Sharpe ratios, the Treynor ratio and the Jensen ratios. The research covers investment funds, spanning the period 2017–2021. The study (using the Sharpe and Traynor ratios) finds that the financial instruments for investm

APA, Harvard, Vancouver, ISO, and other styles

48

Demilkhanova, B. A., A. V. Tadtaeva, and A. V. Olisaeva. "Russian Companies and Indicators of Their Role in Achieving the Global Sustainable Development Goals." SHS Web of Conferences 172 (2023): 03019. http://dx.doi.org/10.1051/shsconf/202317203019.

Full text

Abstract:

The activities of Russian sustainable development companies included in the base for calculating the index of the Moscow Exchange-RSPP Vector of Sustainable Development is the subject of the article. The purpose of the article was to assess the role and importance of Russian companies in regional sustainable development, their financial performance, which have a significant impact on the formation of profits / losses of economic sectors and are a source of financing for large social and environmental projects in the territories of presence, as well as a comparative analysis of the bases for ca

APA, Harvard, Vancouver, ISO, and other styles

49

Хайрутдинов, Ильдус Ринатович. "Comparative Analysis of Finance Indicators of Leading Petrochemical Companies of Russia, Saudi Arabia and USA." ЖУРНАЛ ПРАВОВЫХ И ЭКОНОМИЧЕСКИХ ИССЛЕДОВАНИЙ, no. 1 (March 15, 2020): 98–104. http://dx.doi.org/10.26163/gief.2020.36.26.017.

Full text

Abstract:

В условиях трансформации мировой нефтехимической отрасли, ее состояние в каждой стране можно оценить, проанализировав финансовое состояние компаний-лидеров. Сравнение по основным финансовым показателям показывает в каком направлении движутся компании, как они отреагировали на падение цен на энергоресурсы и позволяет проанализировать их перспективы развития. В статье, на основе официальных данных из финансовых отчетов компаний, представлен сравнительный анализ компаний-лидеров по абсолютным и относительным показателям, с оценкой причин роста и падения основных финансовых результатов. While glob

APA, Harvard, Vancouver, ISO, and other styles

50

L., Tata Hesti, Noordwijk Meine van, and Marinus Werger. "TREES AND REGENERATION IN RUBBER AGROFORESTS AND OTHER FOREST-DERIVED VEGETATION IN JAMBI (SUMATRA, INDONESIA)." JOURNAL OF FORESTRY 5, no. 1 (2008): 1–20. https://doi.org/10.20886/ijfr.2008.5.1.1-20.

Full text

Abstract:

The rubber  agroforests  (RAF)  of Indonesia provide  a dynamic interface  between natural  processes  of forest  regeneration and  human’s management   targeting  the harvesting  of latex  with  minimum investment  of time  and financial  resources.  The composition  and species richness  of higher  plants  across an intensification gradient from forest to monocultures of tree crops have been investigated  in six land use types (viz. secondary forest, RAF, rubber monoc

APA, Harvard, Vancouver, ISO, and other styles

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!