Relevant bibliographies by topics / Stock Exchange of Mauritius

Contents

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

Academic literature on the topic 'Stock Exchange of Mauritius'

Author: Grafiati
Published: 22 February 2023

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Journal articles on the topic "Stock Exchange of Mauritius"

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Subadar Agathee, Ushad. "Momentum strategies on the stock exchange of Mauritius." African Journal of Economic and Management Studies 3, no. 2 (September 14, 2012): 227–39. http://dx.doi.org/10.1108/20400701211265018.

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Amelot, Lydie Myriam Marcelle, Subadar Agathee Ushad, and Mattew Lamport. "Capital Structure and Political Risk in an Emerging Market: Evidence from Companies Listed on the Stock Exchange of Mauritius." Business and Economic Research 8, no. 3 (July 30, 2018): 104. http://dx.doi.org/10.5296/ber.v8i3.13367.

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Cashman, Harrison and Scheiler (2014) stated that companies with less political risk will use more debts than other organisations in other countries with more exposure to political risk. In particular, when there are low political risks, there will be more leverage and when there is high political uncertainty, there will be low debts indicating a negative relationship between financial leverage and political risk (Cashman, 2015). To this effect, this study will investigate the link between capital structure and political risk in an emerging market such as Mauritius. The data sample includes 30 financial and non- financial companies listed on the Stock exchange of Mauritius over a time frame ranging from 2011 to 2015 with a total number of 135 observations. The political risk was based on two World Bank indicators, namely political change index and corruption perceptions index. Based on a panel regression model, the empirical results show an insignificant relationship between financial leverage and political risk. In particular, it is implied that there is little evidence on the importance of political risk on firms’ decision in Mauritius due to the fact that Mauritian companies consider other types of risks to be more relevant when taking on more debts. The study adds to the existing literature on emerging markets and highlights the specificity of the Mauritian equity market relative to other developed markets.
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Agathee, Ushad Subadar, Raja Vinesh Sannassee, and Chris Brooks. "The underpricing of IPOs on the Stock Exchange of Mauritius." Research in International Business and Finance 26, no. 2 (May 2012): 281–303. http://dx.doi.org/10.1016/j.ribaf.2012.01.001.

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Ushad, Subadar Agathee. "Seasonality, returns and volatility on the Stock Exchange of Mauritius." Applied Economics Letters 16, no. 5 (March 2, 2009): 545–48. http://dx.doi.org/10.1080/17446540802277153.

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Subadar, Ushad Agathee, and Muhammad Anas Hossenbaccus A. R. "Profitability of Contrarian Strategies: Evidence From the Stock Exchange of Mauritius." Organizations and Markets in Emerging Economies 1, no. 2 (December 31, 2018): 123–39. http://dx.doi.org/10.15388/omee.2010.1.2.14300.

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The aim of this paper is to assess the profitability of contrarian strategies on the Stock exchange of Mauritius. Using data from 2001 till 2009 for all 40 listed companies on the official market, the study shows little support in favour of the contrarian effect. In particular, the losers portfolio seems to outperform the winners portfolio in one out of nine strategies. However, when considering the market return, negative excess returns are noted for all portfolios across all strategies, providing strong support for a passive portfolio management strategy and weak support for overreaction hypothesis. In addition, the Size, Price, Earnings to Price (E/P) and Book to Market (B/M) Effect has been tested. The results suggest that the average market return is greater than size-based portfolios and price-based portfolios. However, when accounting for the E/P and the B/M effect, there seems to be a strategy which can beat the market. Nevertheless, most strategies for E/P and B/M portfolios indicate insignificant excess returns. In general, the results of this paper are undoubtedly in sharp contrast with most popular studies in developed markets. However, it is observed that investors on the SEM may not possess similar characteristics to those of well-advanced markets. In particular, according to Harvey (1995), emerging market countries are sometimes relatively isolated from capital markets of other countries.
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Mohamudally-Boolaky, Aleesha, Teemulsingh Luchowa, and Kesseven Padachi. "Applying the Support Vector Machine for Testing Pricing Inefficiency on the Stock Exchange of Mauritius." Applied Economics and Finance 6, no. 5 (August 29, 2019): 177. http://dx.doi.org/10.11114/aef.v6i5.4495.

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A popular Machine Learning Technique called the Support Vector Machine (SVM) is adopted on the Stock Exchange of Mauritius (SEM) to determine if stock market returns are predictable based on information from past prices, allowing arbitrage opportunities for abnormal profit generation. The serial correlation test, used as benchmark, and the SVM technique show evidence that previous information on share prices as well as the indicators constructed are useful in predicting share price movements. The implications of the study are that investors have the prospect of adopting speculative strategies and profits from trading based on information and advanced techniques and models are possible.
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Subadar Agathee, Ushad, Chris Brooks, and Raja Vinesh Sannassee. "Hot and cold IPO markets: The case of the Stock Exchange of Mauritius." Journal of Multinational Financial Management 22, no. 4 (October 2012): 168–92. http://dx.doi.org/10.1016/j.mulfin.2012.06.004.

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Agathee, Ushad Subadar, Raja Vinesh Sannassee, and Chris Brooks. "The long-run performance of IPOs: the case of the Stock Exchange of Mauritius." Applied Financial Economics 24, no. 17 (June 11, 2014): 1123–45. http://dx.doi.org/10.1080/09603107.2014.924294.

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Ramlall, Indranarain. "Broad Money Demand in Mauritius with Implications for Monetary Policy." Journal of Economics and Behavioral Studies 4, no. 8 (August 15, 2012): 436–48. http://dx.doi.org/10.22610/jebs.v4i8.345.

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This paper employs ECM approach to investigate the long run and short-run components of the broad money demand function in Mauritius for the period spanning from 2000 to 2009. To the author’s best knowledge, no study has been undertaken over broad money in Mauritius since 1992, with an update being long overdue. Results show that M2 is positively elastic with respect to GDP, with the elasticity coefficient revolving around 2.80%, clearly showing that Mauritius is not endowed with a fully developed financial system with monetization moving faster than output. The low adjustment coefficient for VECM furthers substantiates the fact that there is indeed a lack of alternative assets to M2 and above all fully justifies the transition from monetary targeting to interest rate targeting. Evidence is found in favor of foreign asset substitution but only through the exchange rate channel. Findings further show that the local stock market does not act as a substitute to local money holdings. Overall, the study points out a rather stable demand for money function in Mauritius so that the monetary authority can contemplate using it as a complementary tool but chiefly for long-run policy assessments.
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Odit, Mohun Prasadsing, and Hemant B. Chittoo. "Does Financial Leverage Influence Investment Decisions? The Case Of Mauritian Firms." Journal of Business Case Studies (JBCS) 4, no. 9 (July 5, 2011): 49. http://dx.doi.org/10.19030/jbcs.v4i9.4807.

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This paper primarily focuses on the impact of financial leverage on investment decisions of firms and it is an attempt to explore the impact of financial leverage on investment levels using firm-level panel data in Mauritius. We expect to contribute to the existing literature by bringing evidence from a panel data set, which comprises 27firms, all listed on the Stock Exchange of Mauritius (SEM), sampled over a 15 year-period (i.e. from 1990 to 2004). In addition, we demarcate between two types of firms, namely: (i) high-growth firms; and (ii) low-growth firms. The results reveal a significant negative relationship between leverage and investment. More interestingly, while we found a negative relationship between leverage and investment for low growth firm, our econometric results reveal an insignificant relationship between the two variables for high growth firm.
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Dissertations / Theses on the topic "Stock Exchange of Mauritius"

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Santos, Paulo Manuel B. R. "A.I. stock exchange." Master's thesis, Porto : [s. n.], 2007. http://hdl.handle.net/10216/64162.

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Santos, Paulo Manuel B. R. "A.I. stock exchange." Dissertação, Porto : [s. n.], 2007. http://catalogo.up.pt/F?func=find-b&local_base=FCB01&find_code=SYS&request=000101328.

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Altaf, Saadia, and Ghenadie Cospormac. "Demutualization of stock exchanges : A case study : London Stock Exchange and Hong Kong Stock Exchange." Thesis, University of Skövde, School of Technology and Society, 2009. http://urn.kb.se/resolve?urn=urn:nbn:se:his:diva-3129.

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The focus of this study is to evaluate the impact of corporate ownership structure on the overall performance of stock exchanges. This study distinguishes in particular mutual versus demutualized ownership. London Stock Exchange and Hong Kong Stock Exchange are chosen as study cases, because London Stock Exchange is one of the world leading stock exchanges and Hong Kong Stock Exchange is definitely one of the most important emerging market stock exchanges. That is why the results obtained by comparing these two stock exchanges could serve as good indicator in understanding the effects of demutualization process on the whole stock exchange sector and retain the subtle differences in micro-behavior of the stock exchanges undergone the same transformation.

In this paper the simple descriptive statistics is used as the method of analysis, in association to a profound review of the literature in this area. The data illuminate the fact that demutualized stock exchanges hold a stronger operating performance and a better performance in term of shareholder’s return than mutual exchanges. The result is generally in line with the basic theories in the area of corporate governance and empirical studies in this specific area like Aggarwal (2006), Mendiola and O’Hara (2003) and Hart and Moore (1996).

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Chen, Chi-Chih. "Virtual Sports Stock Exchange." CSUSB ScholarWorks, 2005. https://scholarworks.lib.csusb.edu/etd-project/2740.

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The goal of this project is to create a web application to help people learn about the stock market. The Virtual Sports Stock Exchange (VSSX) simulates market trading based on the world of sports. It allows users to experiment with different economic models. Virtual Sports Stock Exchange (VSSX) uses HTML and Java Server Page to generate the output and calculations and it uses Java Servlet to interact with the Oracle 9i database.
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Kroha, Petr, and Ricardo Baeza-Yates. "Classification of Stock Exchange News." Universitätsbibliothek Chemnitz, 2004. http://nbn-resolving.de/urn:nbn:de:swb:ch1-200401576.

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In this report we investigate how much similarity good news and bad news may have in context of long-terms market trends. We discuss the relation between text mining, classification, and information retrieval. We present examples that use identical set of words but have a quite different meaning, we present examples that can be interpreted in both positive or negative sense so that the decision is difficult as before reading them. Our examples prove that methods of information retrieval are not strong enough to solve problems as specified above. For searching of common properties in groups of news we had used classifiers (e.g. naive Bayes classifier) after we found that the use of diagnostic methods did not deliver reasonable results. For our experiments we have used historical data concerning the German market index DAX 30
In diesem Bericht untersuchen wir, wieviel Ähnlichkeit gute und schlechte Nachrichten im Kontext von Langzeitmarkttrends besitzen. Wir diskutieren die Verbindungen zwischen Text Mining, Klassifikation und Information Retrieval. Wir präsentieren Beispiele, die identische Wortmengen verwenden, aber trotzdem recht unterschiedliche Bedeutungen besitzen; Beispiele, die sowohl positiv als auch negativ interpretiert werden können. Sie zeigen Probleme auf, die mit Methoden des Information Retrieval nicht gelöst werden können. Um nach Gemeinsamkeiten in Nachrichtengruppen zu suchen, verwendeten wir Klassifikatoren (z.B. Naive Bayes), nachdem wir herausgefunden hatten, dass der Einsatz von diagnostizierenden Methoden keine vernünftigen Resultate erzielte. Für unsere Experimente nutzten wir historische Daten des Deutschen Aktienindex DAX 30
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Islam, Md Amirul, Biplob Chowdhury, and Md Amirul Islam. "The behavior of stock price on ex-dividend day : A study on New York Stock Exchange and London Stock Exchange." Thesis, Umeå universitet, Handelshögskolan vid Umeå universitet, 2011. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-44996.

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The main aim of this thesis is to analyze the behavior of stock price on ex-dividend day in London Stock Exchange and New York Stock Exchange and draw a conclusion about the market efficiency based. We collect 200 sample companies dividend, ex-dividend day and cum dividend day stock price to compare with NYSE composite index and FTSE 100 for London Stock Exchange.   To answer the research question and specific purpose of our thesis we developed five null hypothesis based on raw price ratio (RPR), market-adjusted price ratio (MAPR), raw price drop ratio (RPD), market-adjusted price drop ratio (MAPD) and market-adjusted abnormal return (MAAR). We used t-statistic to find the mean differences between observed values and standard values. We also show multiple regression analysis to show the relationship between ex-dividend day stock price and dividend, cum-dividend day stock price.   This thesis documented that same amount of stock price drop in 2008 New York Stock Exchange compare with dividend amount. In this case our null hypothesis accepted. On the other hand in London Stock Exchange shows higher drop of stock price than dividend amount in 2008 against the taxation rate rules of prior study. In 2007 both stock market shows the less drop of stock price than dividend amount. Therefore our null hypothesis rejected. We also documented that London Stock Exchange more volatile than New York Stock Exchange to consider the MAAR, tax rate and standard deviation. So we find significant evidence of market abnormal return which create an opportunity of market inefficiency and arbitrage opportunity for investors.   So, our thesis output shows mixed evidence for London Stock Exchange and New York Stock Exchange.
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Yilmaz, Isil Sevilay. "An Analysis Of Stock Splits In The Istanbul Stock Exchange." Thesis, METU, 2003. http://etd.lib.metu.edu.tr/upload/1269380/index.pdf.

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The primary purpose of this study is to test the validity of the trading range hypothesis as a basis for stock split decisions of Turkish companies. In the first part, the liquidity effects of stock splits on Turkish stocks are examined. Second, the optimal trading ranges for different-sized firms and firms with different investor bases are determined. Finally, the main empirical question of the study is analyzed by testing whether or not Turkish firms whose share prices rise above their optimal trading ranges are more likely to split their stock compared to firms whose share prices are at or below their optimal trading ranges. The empirical findings about the level of liquidity indicate that there is a slight decline in liquidity in the post-split periods. Analysis of the relationship between firm characteristics and share prices shows that firm size has a positive effect on share prices. The effect of investor base on share prices could not be identified. Finally, the estimation of the logit model utilized in the study to determine the probability of firms to split does not reveal any statistically significant result.
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Ozdemir, Duygu. "Stock Market Liquidity Analysis: Evidence From The Istanbul Stock Exchange." Master's thesis, METU, 2011. http://etd.lib.metu.edu.tr/upload/12613789/index.pdf.

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The purpose of this thesis is to identify the factors playing a key role in the determination of the Turkish stock market liquidity in aggregate terms in a time series context and discuss the joint dynamics of the market-wide liquidity with its selected determinants and the trade volume. The main determinants tested are the level of return, the return volatility and the monetary stance of the Central Bank of the Republic of Turkey. The expected positive relationship between the liquidity and the return is confirmed, while the negative effect of the volatility on liquidity appears one-week later. The behavior of various liquidity variables are also examined around the macroeconomic data announcement dates, during the 2008 financial crisis, and after the tick size change in the Istanbul Stock Exchange (ISE). The time series dynamics between the trade volume, return, volatility and the liquidity are put forward within the Vector Autoregression analysis framework. The GARCH modeling of the return series, which is an input to the liquidity model estimations, is a byproduct of this thesis. It is observed that the return series exhibits volatility clustering, persistence, leverage effects and mean reversion. In addition, while the level of the ISE market return decreased, the volatility of the return increased during the 2008 crisis. Accordingly, EGARCH model assuming normally distributed error terms and allowing a shift in the variance during the crisis period is chosen as the best model.
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Haniff, Mohd Nizal. "Modelling intraday stock price dynamics on the Malaysian stock exchange." Thesis, Cardiff University, 2006. http://orca.cf.ac.uk/54319/.

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The introduction of the Autoregressive Conditional Heteroskedasticity (ARCH) model in 1982 by Engle revolutionized the econometric treatment of volatility. The Generalized ARCH (GARCH) model and its variants have proved to be useful in capturing stylised facts about financial markets, which include volatility clustering, leptokurtosis in the distribution of returns, mean reversion tendencies and leverage effects. The Periodic GARCH (PGARCH) variants proposed by Bollerslev and Ghysels (1996), in particular, made it possible to explicitly incorporate the effects of periodicity in financial time series into the parameters of the volatility models. An investigation of return volatility using high frequency Kuala Lumpur Composite Index (KLCI) returns data shows that the intraday volatility pattern follows the double U-shaped pattern, which is consistent with the findings of other studies on markets that are closed during the lunch hour. The study also investigates the best technique for modelling and forecasting the intraday periodicity on the Kuala Lumpur Stock Exchange (KLSE), using both the jointly estimated and the two-step filtration approaches with different PGARCH structures. The results indicate that the PGARCH models produce superior model fit, better forecasting performances and superior forecast quality than the standard GARCH equivalents. However, the results suggest that Value-at-Risk (VaR) models, constructed from the PGARCH forecasts, produce poor results. This study also investigates the integrated realized volatility measure introduced by Andersen and Bollerslev (1998a), which can be constructed by summing up intraday squared returns. The results suggest that the daily integrated realized volatilities constructed using different intraday return sampling frequencies, produce superior forecasting performances for the GARCH models when compared with the results of the same models using the daily squared returns. The VaR models constructed from the GARCH forecasts and the Autoregressive and Moving Average (ARMA) forecasts appear to satisfy the requirements of the framework for interval forecast evaluation.
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Karlsson, Christopher, and Renteln Alexander von. "Stock price volatility and dividend policy: The German stock exchange." Thesis, Jönköping University, IHH, Nationalekonomi, 2021. http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-53018.

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The objective of this research is to analyse if there is a negative relationship between dividend policy and stock price volatility in the German stock market.  The data that was collected for this research consists of the 30 biggest companies listed on the German stock exchange Deutscher Aktienindex known as DAX 30 for the period 2000-2020. Fixed effect model estimated by panel data was applied to find the results of this research. The findings showed that the main variables of dividend policy (dividend yield and payout ratio) were negatively significant correlated with stock price volatility which provides evidence for our hypothesis. The results showed that the control variable earnings volatility had a positive significant relationship with stock price volatility. However, asset growth resulted in an insignificant relationship but the rest of the control variables such as leverage, market value and free float percentage showed a significant negative relationship with stock price volatility.
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Books on the topic "Stock Exchange of Mauritius"

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Bundoo, Sunil K. An analysis of stock market anomalies and momentum strategies on the stock exchange of Mauritius. Nairobi: African Economic Research Consortium, 2011.

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Consortium, African Economic Research, ed. Asset price developments in an emerging stock market: The case of Mauritius. Nairobi: African Economic Research Consortium, 2011.

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Bundoo, Sunil K. Asset price developments in an emerging stock market: The case of Mauritius. Nairobi: African Economic Research Consortium, 2011.

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Mauritius. The Companies Act: The Stock Exchange Act ; The Mauritius Offshore Business Activities Act ; The Offshore Trusts Act ; The Freeport Act. Port Louis: Business Publications Ltd., 1993.

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Birža, Rīgas Fondu. Riga Stock Exchange. Riga: Riga Stock Exchange, 1994.

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Kŏreaeso, Han'guk Chŭngkwŏn. Korea Stock Exchange. Seoul: Korea Stock Exchange, 1990.

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Borsasi, Istanbul Menkul Kiymetler. Istanbul Stock Exchange. Istanbul: The Stock Exchange, 1993.

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Hilton, Dudley. Stock Exchange reporting. London: Butterworths, 1994.

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Peagam, Norman. Amsterdam stock exchange. London: Euromoney, 1988.

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rse, Frankfurter Wertpapierbo. Stock exchange statistics. Frank am Main: Frankfurter Wertpapierbo rse., 1988.

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Book chapters on the topic "Stock Exchange of Mauritius"

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Ramlall, Indranarain. "The Behaviour of Foreign Investments in the Stock Exchange of Mauritius." In Economics and Finance in Mauritius, 97–134. Cham: Springer International Publishing, 2017. http://dx.doi.org/10.1007/978-3-319-39435-0_5.

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Ramlall, Indranarain. "Stock Market Analysis." In Economics and Finance in Mauritius, 75–96. Cham: Springer International Publishing, 2017. http://dx.doi.org/10.1007/978-3-319-39435-0_4.

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Pawley, Michael, David Winstone, and Patrick Bentley. "The Stock Exchange." In UK Financial Institutions and Markets, 203–34. London: Macmillan Education UK, 1991. http://dx.doi.org/10.1007/978-1-349-21660-4_11.

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Alexander, David. "Stock Exchange requirements." In Financial Reporting, 198–99. Boston, MA: Springer US, 1990. http://dx.doi.org/10.1007/978-1-4899-7118-0_15.

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Rutterford, Janette. "The stock exchange." In Introduction to Stock Exchange Investment, 1–23. London: Macmillan Education UK, 1993. http://dx.doi.org/10.1007/978-1-349-23045-7_1.

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Price, Terry. "The Stock Exchange." In Mastering Background to Business, 102–6. London: Macmillan Education UK, 1989. http://dx.doi.org/10.1007/978-1-349-19833-7_7.

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Tangian, Andranik. "Application to Stock Exchange Predictions." In Studies in Choice and Welfare, 479–504. Berlin, Heidelberg: Springer Berlin Heidelberg, 2013. http://dx.doi.org/10.1007/978-3-642-38724-1_13.

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Dhir, Sanjay, and Sushil. "National Stock Exchange of India." In Flexible Systems Management, 163–81. Singapore: Springer Singapore, 2019. http://dx.doi.org/10.1007/978-981-13-7064-9_10.

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Zarach, Stephanie. "The Stock Exchange and Stockbrokers." In Debrett’s Bibliography of Business History, 226–27. London: Palgrave Macmillan UK, 1987. http://dx.doi.org/10.1007/978-1-349-08984-0_46.

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Reid, Margaret. "The Government-Stock Exchange Accord." In All-Change in the City, 23–50. London: Palgrave Macmillan UK, 1988. http://dx.doi.org/10.1007/978-1-349-07005-3_2.

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Conference papers on the topic "Stock Exchange of Mauritius"

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Leiter, Akos. "Cloud Stock Exchange for Telecommunication." In 2018 International Symposium on Networks, Computers and Communications (ISNCC). IEEE, 2018. http://dx.doi.org/10.1109/isncc.2018.8531052.

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Bertone, Fabio, Luca Vassio, and Martino Trevisan. "The stock exchange of influencers." In ASONAM '21: International Conference on Advances in Social Networks Analysis and Mining. New York, NY, USA: ACM, 2021. http://dx.doi.org/10.1145/3487351.3488413.

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Tang, Qiang. "Multifractal Analysis of Shanghai Stock Exchange Composite Index and Shenzhen Stock Exchange Component Index." In 2009 Sixth International Conference on Fuzzy Systems and Knowledge Discovery. IEEE, 2009. http://dx.doi.org/10.1109/fskd.2009.329.

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Adesia, Andiasa, and Bona Christanto Siahaan. "Idiosyncratic Risk on Stock Performance in Indonesia Stock Exchange." In 5th Global Conference on Business, Management and Entrepreneurship (GCBME 2020). Paris, France: Atlantis Press, 2021. http://dx.doi.org/10.2991/aebmr.k.210831.024.

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Mueadkhunthod, Krittiyaporn, Natchaya Khunmood, Sirawit Khittiwichayakul, Watid Phakphisut, and Pornchai Supnithi. "Stock Analysis System for the Stock Exchange of Thailand." In 2019 34th International Technical Conference on Circuits/Systems, Computers and Communications (ITC-CSCC). IEEE, 2019. http://dx.doi.org/10.1109/itc-cscc.2019.8793357.

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Assagaf, Aminullah, Meithiana Indrasari, and Eddy Yunus. "Determinants of Stock Returns on the Indonesian Stock Exchange." In Proceedings of the 1st Asian Conference on Humanities, Industry, and Technology for Society, ACHITS 2019, 30-31 July 2019, Surabaya, Indonesia. EAI, 2019. http://dx.doi.org/10.4108/eai.30-7-2019.2287602.

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Pop, Claudia, Cristian Pop, Antal Marcel, Andreea Vesa, Teodor Petrican, Tudor Cioara, Ionut Anghel, and Ioan Salomie. "Decentralizing the Stock Exchange using Blockchain An Ethereum-based implementation of the Bucharest Stock Exchange." In 2018 IEEE 14th International Conference on Intelligent Computer Communication and Processing (ICCP). IEEE, 2018. http://dx.doi.org/10.1109/iccp.2018.8516610.

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"MARKET RESPONSE TO STOCK SPLITS IN THE NATIONAL STOCK EXCHANGE." In International Conference on Research in Business management & Information Technology. ELK ASIA PACIFIC JOURNAL, 2015. http://dx.doi.org/10.16962/elkapj/si.bm.icrbit-2015.3.

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Hendrawan, Riko, Rijikan, and Hiro Tugiman. "Stock Valuations in Cement Companies: Evidence from Indonesia Stock Exchange." In The 2nd International Conference on Inclusive Business in the Changing World. SCITEPRESS - Science and Technology Publications, 2019. http://dx.doi.org/10.5220/0008427400450054.

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Sridhar, Sashank, Siddartha Mootha, and Sudha Subramanian. "Decentralized Stock Exchange Implementation using Ethereum." In 2020 International Seminar on Intelligent Technology and Its Applications (ISITIA). IEEE, 2020. http://dx.doi.org/10.1109/isitia49792.2020.9163706.

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Reports on the topic "Stock Exchange of Mauritius"

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Hassan, Tarek Alexander, Thomas Mertens, and Tony Zhang. Not so Disconnected: Exchange Rates and the Capital Stock. Cambridge, MA: National Bureau of Economic Research, August 2015. http://dx.doi.org/10.3386/w21445.

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Li, Sida, Mao Ye, and Miles Zheng. Financial Regulation, Clientele Segmentation, and Stock Exchange Order Types. Cambridge, MA: National Bureau of Economic Research, February 2021. http://dx.doi.org/10.3386/w28515.

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Linton, Oliver, and James Brugler. Single stock circuit breakers on the London Stock Exchange: do they improve subsequent market quality? IFS, February 2014. http://dx.doi.org/10.1920/wp.cem.2014.0714.

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White, Eugene. Anticipating the Stock Market Crash of 1929: The View from the Floor of the Stock Exchange. Cambridge, MA: National Bureau of Economic Research, November 2006. http://dx.doi.org/10.3386/w12661.

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Hashimoto, Yuko, and Takatoshi Ito. High-Frequency Contagion Between the Exchange Rates and Stock Prices. Cambridge, MA: National Bureau of Economic Research, April 2004. http://dx.doi.org/10.3386/w10448.

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Reiss, Peter, and Ingrid Werner. Transaction Costs in Dealer Markets: Evidence From The London Stock Exchange. Cambridge, MA: National Bureau of Economic Research, May 1994. http://dx.doi.org/10.3386/w4727.

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Andersen, Torben, Tim Bollerslev, Francis Diebold, and Clara Vega. Real-Time Price Discovery in Stock, Bond and Foreign Exchange Markets. Cambridge, MA: National Bureau of Economic Research, May 2005. http://dx.doi.org/10.3386/w11312.

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Froot, Kenneth. Tests of Excess Forecast Volatility in the Foreign Exchange and Stock Markets. Cambridge, MA: National Bureau of Economic Research, August 1987. http://dx.doi.org/10.3386/w2362.

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Bernstein, Asaf, Eric Hughson, and Marc Weidenmier. Counterparty Risk and the Establishment of the New York Stock Exchange Clearinghouse. Cambridge, MA: National Bureau of Economic Research, September 2014. http://dx.doi.org/10.3386/w20459.

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Cappelli, Peter, and Martin Conyon. Stock Option Exercise and Gift Exchange Relationships: Evidence for a Large US Company. Cambridge, MA: National Bureau of Economic Research, February 2011. http://dx.doi.org/10.3386/w16814.

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