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Journal articles on the topic 'Stock Exchange of Mauritius'

Author: Grafiati

Published: 22 February 2023

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1

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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2

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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4

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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5

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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7

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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8

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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9

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 authorâ€™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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10

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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11

K., Padachi, Urdhin H. R., and Ramen M. "Assessing Corporate Governance Practices of Mauritian Companies." International Journal of Accounting and Financial Reporting 6, no. 1 (April 8, 2016): 38. http://dx.doi.org/10.5296/ijafr.v6i1.9281.

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The aim of this study is to assess the CG practices of companies listed on the Stock Exchange of Mauritius (SEM) and non-listed banks. The Mauritius Code of Corporate Governance (MCCG) is used as a basis to collect both primary and secondary data. Survey questionnaires have been used to detect and analyse the extent to which the different sectors comply to CG as well as the assessment of the CG practices. The factors affecting CG practices as well as the importance of good CG have been identified. The data collected have been analysed using SPSS. Accordingly, the results have showed that there is a sectorial difference in the level of compliance and it has also been noted that varying results have been obtained with respect to variables including board of directors, committees, disclosure, social responsibilities, stakeholders as well as the importance of CG. However, the three main factors that affect CG practices include the governance framework, reporting and conduct and rewards.

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12

Islam, Md Ariful. "Stock Market Volatility: Comparison Between Dhaka Stock Exchange and Chittagong Stock Exchange." International Journal of Economics, Finance and Management Sciences 2, no. 1 (2014): 43. http://dx.doi.org/10.11648/j.ijefm.20140201.16.

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13

Njindan Iyke, Bernard. "MACRO DETERMINANTS OF THE REAL EXCHANGE RATE IN A SMALL OPEN SMALL ISLAND ECONOMY: EVIDENCE FROM MAURITIUS VIA BMA." Buletin Ekonomi Moneter dan Perbankan 21, no. 1 (September 3, 2018): 57–80. http://dx.doi.org/10.21098/bemp.v21i1.922.

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We assess the robust macro determinants of the real exchange rate in Mauritius under model uncertainty by utilizing Bayesian Model Averaging (BMA). We introduce a broader range of potential macro determinants of the real exchange rate in Mauritius. Then we tackle the issue of model uncertainty when identifying these macro determinants of the real exchange rate by exploring the impact of different priors on the model size, and different priors on model coefficients on the posterior estimates. We identify the real money supply, and the real productivity to be the robust macro determinants of the real exchange rate in Mauritius. Their coefficient signs are also theoretically consistent. The real money supply impact on the real exchange rate negatively, whereas the real productivity impact on it positively. Our results remain robust to different priors on the model size, and to different priors on model coefficients.

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14

Clark, Robert. "International Stock Exchange Linkages The Boston Stock Exchange and the Montreal Exchange." Quebec Studies 17 (October 1993): 1–12. http://dx.doi.org/10.3828/qs.17.1.1.

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15

Matadeen*, Jeevita, and Boopen Seetanah. "Stock market development and economic growth: Evidence from Mauritius." Journal of Developing Areas 49, no. 6 (2015): 25–36. http://dx.doi.org/10.1353/jda.2015.0120.

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16

Sirisha., N. "STOCK EXCHANGE ANALYSIS." International Journal of Advanced Research 5, no. 7 (July 31, 2017): 777–82. http://dx.doi.org/10.21474/ijar01/4780.

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17

Temir, Bahsayis. "Istanbul Stock Exchange." Revue d'économie financière 30, no. 3 (1994): 133–37. http://dx.doi.org/10.3406/ecofi.1994.2534.

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18

Venkatesan, P. "National Stock Exchange Vs Bombay Stock Exchange: A Comparative Analysis." International Journal of Trend in Scientific Research and Development Volume-3, Issue-1 (December 31, 2018): 659–61. http://dx.doi.org/10.31142/ijtsrd19030.

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19

Umoru, David, Williams Omokhudu Odiwo, Oseremen Ebhote, Sadiq Oshoke Akhor, Anthonia Ighiebemhe Otsupius, Godwin Ohiokha, Benjamin Olusola Abere, Ehis Taiwo Omoluabi, Agbonrha-Oghoye Imas Iyoha, and Rafat Hussaini. "Measuring non-linear effects of exchange rate movements on reserve holdings." Corporate and Business Strategy Review 4, no. 1 (2023): 131–41. http://dx.doi.org/10.22495/cbsrv4i1art12.

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Due to flaws in fiscal and financial structures, currency rate changes have detrimental effects on emerging economies. The lack of financial protection tools and insufficient levels of financial market development leaves African nations exposed to such harmful consequences of rates of exchange volatility. This study attempted to investigate the impact of exchange rate movements on the volume of reserves held by African countries struggling to maintain enough earnings to warrant floating their currency against the dollar. The non-linear autoregressive distributed lag (NARDL) of Shin et al. (2014) filters movements in exchange rates into the negative and positive partial sum, respectively. We found that devaluation weakens reserve volume in Morocco, Namibia, Nigeria, South Africa, Zambia, Kenya, Malawi and Mauritius. Exchange rate appreciation significantly decreases Ghana, Kenya, South Africa, and Mauritius reserves. The magnitude of exchange rate devaluation, 0.94, 0.85, and 0.91 in Nigeria, Malawi, and Zambia, as reported by the positive cumulative sum of the changes in the exchange rate, exceeded the magnitude of appreciation, 0.12, 0.10, and 0.17, respectively. Accordingly, the effects of exchange rates on reserves in Ghana, Malawi, Morocco, Nigeria, Namibia, and Zambia are asymmetric, while the impact in Egypt, Kenya, South Africa, and Mauritius is symmetric.

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20

D., Baichoo, Seetanah B., Seetah K., Bhattu-Babajee R., and Gopy-Ramdhany N. "DOES FDI COMPLEMENT OR SUBSTITUTE STOCK MARKET DEVELOPMENT IN MAURITIUS." International Journal of Business Research 16, no. 4 (October 1, 2016): 120–29. http://dx.doi.org/10.18374/ijbr-16-4.10.

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21

Ke, Mei-Chu, and Yen-Sheng Huang. "Exchange holidays and stock price behavior on the Taiwan stock exchange." Journal of Statistics and Management Systems 10, no. 1 (January 2007): 129–45. http://dx.doi.org/10.1080/09720510.2007.10701243.

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22

Abakah, Emmanuel Joel Aikins, Paul Alagidede, Lord Mensah, and Kwaku Ohene-Asare. "Non-linear approach to Random Walk Test in selected African countries." International Journal of Managerial Finance 14, no. 3 (June 4, 2018): 362–76. http://dx.doi.org/10.1108/ijmf-10-2017-0235.

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Purpose The purpose of this paper is to re-examine the weak form efficiency of five African stock markets (South Africa, Nigeria, Egypt, Ghana and Mauritius) using various tests to assess the impact of non-linearity effect and thin trading which are prevalent in African markets on market efficiency. Design/methodology/approach The weekly returns of S&P/IFC return indices for five African countries over the period 2000-2013 were obtained from DataStream and analyzed. The study adopted the newly developed Non-Linear Fourier unit root test advanced by Enders and Lee (2004, 2009) which allows for an unknown number of structural breaks with unknown functional forms and non-linearity in data generating process of stock prices series to test the Random Walk Hypothesis (RWH) for the five markets, and an augment regression model. Findings In light of the empirical evidence the author(s) using Non-linear Fourier Unit Root Test only fail to reject the RWH for South Africa, Nigeria and Egypt leading to the conclusion that these markets follow the RWH and weak-form efficient whilst Ghana and Mauritius are weak-form inefficient. Besides, evaluating non-linear models without adjusting for thin trading effect shows that, South Africa and Ghana markets are weak-form efficient while Nigeria, Egypt and Mauritius are not. However, after accounting for thin trading effect, the author(s) find that South Africa and Egypt markets follow the RWH. The findings imply that market efficiency results depend on the methodology used. Originality/value This paper provides further evidence on stock market efficiency in emerging markets. The finding suggests that thin trading and non-linearity effect influences markets efficiency tests in African stock markets. Thus, recent structural adjustment and liberalization policies have not enhanced stock market operations in Africa. This paper therefore has implications for policy makers and international investors.

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23

Johnson, Robert, and Luc A. Soenen. "The Jakarta Stock Exchange." Journal of Investing 5, no. 1 (February 29, 1996): 37–46. http://dx.doi.org/10.3905/joi.5.1.37.

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24

Daruka, Istvan. "Publication Stock Exchange (PSX)." Europhysics News 48, no. 1 (January 2017): 28–29. http://dx.doi.org/10.1051/epn/2017104.

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25

Minier, Jenny. "Opening a stock exchange." Journal of Development Economics 90, no. 1 (September 2009): 135–43. http://dx.doi.org/10.1016/j.jdeveco.2008.10.002.

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26

Ali, Bayad Jamal, and Govand Anwar. "Stock Exchange Investment: A Study of Factors That Influence Stock Exchange Investment." International Journal of Engineering, Business and Management 5, no. 3 (2021): 39–46. http://dx.doi.org/10.22161/ijebm.5.3.4.

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27

Aşçıoğlu, Aslı, Mehmet Oğuz Karahan, and Neslihan Yılmaz. "Price Discovery Between the New York Stock Exchange and Istanbul Stock Exchange." Emerging Markets Finance and Trade 51, no. 1 (January 2, 2015): 247–58. http://dx.doi.org/10.1080/1540496x.2015.1011542.

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28

Zaman, Shafir. "Weak form market efficiency test of Bangladesh Stock Exchange: an empirical evidence from Dhaka Stock Exchange and Chittagong Stock Exchange." Journal of Economics, Business & Accountancy Ventura 21, no. 3 (March 27, 2019): 285. http://dx.doi.org/10.14414/jebav.v21i3.1615.

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Investors need to have an idea about stock market before making investment whether the stock markets are efficient or not to take investment decision in stock market. For that reason, measurement of market efficiency of stock market bears significance to investors. Bearing it in mind, the study is undertaken to find out the existence of weak form efficiency prevails in largest stock market of Bangladesh. In order to get perfect result Parametric and Non Parametric tests were conducted of DSE & CSE for 2013 to 2017. It was found from all tests that Dhaka and Chittagong Stock exchange are not weak form efficient. Therefore, the result of the study will act as a helping hand to researchers to find out the reason of Bangladesh stock market not being weak form efficient as well as providing measurement to make the stock market weak form efficient.

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Ali, Asad, and Saqib Sharif. "Stock market efficiency: the Pakistan Stock Exchange merger." Afro-Asian J. of Finance and Accounting 12, no. 4 (2022): 455. http://dx.doi.org/10.1504/aajfa.2022.10049875.

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30

Ali, Asad, and Saqib Sharif. "Stock market efficiency: the Pakistan Stock Exchange merger." Afro-Asian J. of Finance and Accounting 12, no. 4 (2022): 455. http://dx.doi.org/10.1504/aajfa.2022.125060.

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31

Ahmed, Jamil. "Net Stock Issue Effect on Karachi Stock Exchange." Journal of Independent Studies and Research-Management, Social Sciences and Economics 13, no. 2 (December 31, 2015): 135–46. http://dx.doi.org/10.31384/jisrmsse/2015.13.2.9.

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32

Tse, Y. K. "Stock returns volatility in the Tokyo stock exchange." Japan and the World Economy 3, no. 3 (November 1991): 285–98. http://dx.doi.org/10.1016/0922-1425(91)90011-z.

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33

Pippenger, John. "Modeling foreign exchange intervention: stock versus stock adjustment." Journal of International Financial Markets, Institutions and Money 13, no. 2 (April 2003): 137–56. http://dx.doi.org/10.1016/s1042-4431(02)00041-0.

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34

Nazar, Mohamad Rafki. "Investor Sentiment Stock Price on Indonesia Stock Exchange." International Journal of Entrepreneurship and Business Management 1, no. 2 (December 1, 2022): 139–45. http://dx.doi.org/10.54099/ijebm.v1i2.376.

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This study aims to obtain the results of how much value is formed from the relationship between issues and stock prices, and how the dynamics that occur between issues on stock prices and any increase or decrease in stock prices are related to repetitive issues. The technique used in this research is using Social Network analysis, Investment, Market Effiesient, Market Analysis, sentiment analysis, the data used is based on User Generated Content (UGC), where the data is taken from social media which contains content created in looking for issues related to stock prices, and the movement of rising and falling stock prices taken from the IDX. The result of this research are stock issues are influenced by positive sentiment from the market with a positive response of 81% and a negative 19%. In addition, 63% are influenced by micro (small) scale external issues. The classification results generated using the Suppori Vector Machine (SVM) model are more suitable than the Naïve Bayes Classifier (NBC)

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35

Jamil, Diyar Abdulmajeed, Saif Qudama Younus, Zaid Saad Ismail, Idrees Sadeq Kanabi, Baban Jabbar Othman, Hawta Tareq Faieq, Rozhgar Khorsheed Mahmood, Bayar Gardi, and Swran Jawamir Jwmaa. "Investing on the Stock Exchange: determining the essential factors affecting Stock Exchange Investment." International Journal of Chemistry, Mathematics and Physics 6, no. 3 (2022): 11–17. http://dx.doi.org/10.22161/ijcmp.6.3.2.

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The goal of this study is to look into the factors that influence stock exchange investment in Kurdistan, namely in Erbil. Emerging countries can leverage these marketplaces to develop their economies as well, however some developing countries may be unfamiliar with the process. For firms looking for profitable investment opportunities, the stock exchange is a popular option. Investors typically take their chances in these markets based on researching predicted profits and dangers associated with those investments, as these marketplaces are where monetary transactions are done. Investors typically shun high-revenue investments due to the significant dangers associated with them, opting instead for low-risk, low-revenue ventures. The current research was analyzed using a quantitative manner. Erbil was the location of the research. Only 71 questionnaires were received and completed properly after the researcher distributed 100 surveys. In order to uncover factors influencing stock exchange investment, the researcher employed single regression analysis. The data show that the supply and demand element that influences stock has the highest value, followed by the economy factor, the third component, competition, and finally the politic element, which has the lowest value. According to the findings, supply and demand seems to play an important impact in stock exchange investment in Kurdistan.

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36

RYDZEWSKA, Alina. "Analysis of stock exchange operating costs on the example of Warsaw Stock Exchange." Scientific Papers of Silesian University of Technology. Organization and Management Series 2020, no. 142 (2020): 285–94. http://dx.doi.org/10.29119/1641-3466.2020.142.21.

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37

Shah, Bansi Rajnikant. "A Comparative Study of Bombay Stock Exchange (BSE) and National Stock Exchange (NSE)." International Journal of Scientific Research 1, no. 7 (June 1, 2012): 26–31. http://dx.doi.org/10.15373/22778179/dec2012/11.

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38

da Costa, José Rodrigues, and Maria Eugénia Mata. "Serving SMEs Via the Stock Exchange: Historical Lessons from the Lisbon Stock Exchange." Journal of Economic Issues 50, no. 3 (July 2, 2016): 851–71. http://dx.doi.org/10.1080/00213624.2016.1213593.

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Kavinda, D. D. C., and P. A. N. S. Anuradha. "Directors’ stock-purchases on stock performance: Evidence from Colombo Stock Exchange." International Journal of Financial, Accounting, and Management 3, no. 4 (March 4, 2022): 317–34. http://dx.doi.org/10.35912/ijfam.v3i4.777.

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Abstract Purpose: This study examines how directors’ stock-purchase transactions would result in stock performance, assessing whether directors’ stock-purchase transactions are rapidly reflected in stock prices in Colombo Stock Exchange, Sri Lanka. Moreover, it studies how stock-purchase transactions based on directors’ gender, would result in stock performance. Research Methodology: The analysis covers a period from March 2013 to March 2019, and includes 141 directors’ stock purchases. Research issues are investigated using an event-study methodology. Results: Significant negative abnormal returns follow directors’ stock-purchase transactions, which indicates they are not rapidly reflected in stock prices. Gender-wise, male directors’ stock-purchase transactions result in significantly negative abnormal returns, whereas for its female counterpart, no significantly abnormal returns are observed. Further, both male and female directors’ stock-purchase transactions are not rapidly reflected in stock prices. Limitation: The study does not consider the number of shares purchased. Certain director stock purchases have to be omitted due to a lack of data. Contribution: Policy-makers could implement actions to prevent harmful trading activities and to improve the reporting timelines of directors' stock purchases. Consequently, the information asymmetry could be minimized. Hence, investors could engage in stock purchases confidently, which results in mitigating the company’s cost of capital.

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40

Verena Tandrayen-Ragoobur and Anjulee Chicooree. "Exchange Rate Pass Through to Domestic Prices: Evidence from Mauritius." Journal of Economic Research (JER) 18, no. 1 (May 2013): 1–33. http://dx.doi.org/10.17256/jer.2013.18.1.001.

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41

Carey, Dwight. "Creole Architectural Translation: Processes of Exchange in Eighteenth-Century Mauritius." Art in Translation 10, no. 1 (January 2, 2018): 71–90. http://dx.doi.org/10.1080/17561310.2018.1424306.

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42

Laksmiwati, Mia, and Ivo Rolanda. "THE EFFECT OF FIVE STOCK EXCHANGE MOVEMENT FROM 25 BIGGEST STOCK EXCHANGE IN THE WORLD TOWARD INDONESIA STOCK EXCHANGE PERIOD 2012 - 2017." EAJ (ECONOMICS AND ACCOUNTING JOURNAL) 2, no. 3 (October 3, 2019): 190. http://dx.doi.org/10.32493/eaj.v2i3.y2019.p190-197.

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The IDX is inseparable from the influence of the global stock market, because globalization makes a country's economic system open. For Indonesia and several stock exchanges where the market capitalization is relatively small, optimism and pessimism of foreign stock investors is expected to greatly affect the movement of stock indexes. The fall of the global market has become a negative sentiment for the JCI movement. This study aims to determine the effect of the movement of five stock exchanges in the world on the ICI. In this study used multiple linear regression method using SPSS 25.0 statistical software. The results showed that SSE had no significant effect on CSPI while Nikkei 225, DJIA, S&P BSE Sansex, and STI had a significant effect on ICI during 2012 - 2017.

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43

Polčák, Radim. "Stock Exchange Interconnections and Legal Issues in Data Exchange." Masaryk University Journal of Law and Technology 11, no. 2 (September 30, 2017): 351–62. http://dx.doi.org/10.5817/mujlt2017-2-7.

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If philosophical cybernetics was interested in stock exchanges, it would probably treat them as relatively simple information structures. From that perspective, stock exchanges can be viewed as places where data on supply and demand of various negotiable instruments are processed. Besides that, stock exchanges, as institutions, provide respective transactions with additional informational (organisational) value that mostly consist of trust regarding the traders, clearing etc.Consequently, a stock exchange interconnection can be seen as very natural process providing for bigger pool of useful data. One of key tasks in the establishment of exchange schemes is then not to hinder or diminish the added information value, i.e. to at least keep the existing level of trust. In that sense, one of the most important components of interconnection design is the legal compliance.In the comment, we will examine some of the most emerging legal issues in data sharing between stock exchanges that were subject to examination under recently concluded project ‘Creating a legal and regulatory framework for interconnections between stock exchanges: A comparative study of the UK and Taiwan’ funded by the British Academy (UK) and the Ministry of Science and Technology, Taiwan. We will particularly focus in this comment on compliance issues in cross-border transfers of personal data and newly emerging regulatory phenomenon of cybersecurity.

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44

Khan, Muhammad Akram. "Commodity Exchange and Stock Exchange in Islamic Economy." American Journal of Islam and Society 5, no. 1 (September 1, 1988): 91–114. http://dx.doi.org/10.35632/ajis.v5i1.2882.

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IntroductionThe main objective of this paper is to review contemporary practicesin commodity, currency and corporate stock trading in the light of Islamiceconomic framework and to suggest bare outlines of the Islamic alternativesin these areas. Trade in commodities, currencies and stocks involves forwardand htures contracts. Arbitrage, hedging and speculation are also essentialelements of these markets. We shall try to examine these practices to determinetheir compatibility with the Islamic law. We shall also try to find out theexact point where they deviate from the Islamic framework and suggest somemechanism to perform the same economic function in the Islamic economy.Our main conclusions are summarized below:First, by and large the trade in spot and forward markets iscovered by the Islamic law.Second, futures trading is alien to the Islamic law as it involvestrading without actual transfer of the commodity or stock to thebuyer which is explicitly prohibited by the Prophet (SAAS).Third, speculation by itself is not unlawful in Islam but theIslamic economic framework does not allow professional speculatorsto thrive.Fourth, the Islamic condition of transfer of the commoditystock to the buyer is a mechanism to boost the real sector.Fifth, stability in the foreign exchange market can be achievedby cooperation of the international community. It would necessitateabolition of al riba and scrapping of trade restrictions over bordersbesides accepting money as a medium of exchange only, ratherthan a commodity.Sixth, to discourage negative effects of speculation, informationregarding commodities and corporations needs to be widely andfreely disseminated. No amount of restrictive regulations can ...

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Alam, Md Zahangir. "Nexus between Stock Exchange Index and Exchange Rates." International Journal of Economics, Finance and Management Sciences 1, no. 6 (2013): 330. http://dx.doi.org/10.11648/j.ijefm.20130106.20.

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Beer, Francisca M., and Frank Lin. "Sports Sentiment and Stock Returns: The Bombay Stock Exchange." ACRN Journal of Finance and Risk Perspectives 8, no. 1 (2019): 56–70. http://dx.doi.org/10.35944/jofrp.2019.8.1.003.

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Problem/Relevance: This study is motivated by psychological evidence of a strong connection between sporting event outcomes and mood. To evaluate this connection, we analyze the Indian stock market reaction to sudden changes in investors’ mood captured by India’s cricket results. By focusing on a rarely studied mood variable and a very infrequently studied stock exchange, this study adds to our understanding of the association between sporting event outcomes and mood. Research Objective/Questions: In this study, we investigate the impact of cricket wins and losses on the Bombay Stock Exchange. We hypothesize that cricket wins or losses will drive investors’ mood substantially and unambiguously so that the game outcomes will be powerful enough to impact asset prices. We also evaluate the hypothesis that losses are psychologically more powerful than wins. Methodology: We analyze the daily data from the Bombay Stock Exchange using the methodology of Edmonds et al. (2007). This methodology has the advantages of capturing the Bombay Stock Exchange stock returns timevarying volatility through a GARCH model. Major Fundings: Our findings show that cricket wins and losses do not impact the Bombay Stock Exchange. On the exchange, stock prices reflect relevant information. Our results are thus consistent with the Efficient Market Hypothesis. Implication(s): Our results imply that on the Bombay Stock Exchange, cricket wins and losses cannot be reliably used by investors and portfolio managers to achieve returns in excess of the average market returns on a risk-adjusted basis.

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Kadi, Xhensila. "Advantages Of Stock Exchange Lıstıng." European Scientific Journal, ESJ 12, no. 4 (February 28, 2016): 190. http://dx.doi.org/10.19044/esj.2016.v12n4p190.

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The Stock Exchange is a regulated market of securities where contracts for the sale and purchase of the financial instruments are stipulated. The financial instruments such as stocks, bonds, derivatives with a definite price are traded and exchanged in the Stock Exchange. In this case the price is determined by the balance of supply and demand. If we would describe the Stock Exchange with an image, we would think a square in which some companies with public offer or companies with public participation operate. In particular, in it we may found industrial companies, financial companies, banks, services companies, etc. If we refer to history, the first and real trade of securities occurred around the year 1500 in Bruges. Nevertheless, Antwerp has been considered the first Stock Exchange, as the one of Bruges cannot be defined a genuine Stock Exchange. In Albania, till the end of 2014 we have had the Tirana Stock Exchange (TSE). The Tirana Stock Exchange was founded in 2002 in the form of a joint stock company, and has operated in accordance with the provisions of the Law No. 9901 dated 14.04.2008 “On the Entrepreneurs and trading companies” and the Law no. 9879, date 21.02.2008 “On Securities”. Initially, the listing of securities on the stock exchanges, for many entrepreneurs, meant an advertisement for the company, while now it is a widespread phenomenon in the world. If we refer to our country, we believe that the listing in the stock exchange has an important role towards the awareness of our companies regarding finding different manners from the traditional ones about their liquidity. Through this paper, it is aimed to answer to a fundamental question as the one related to the reasons why companies should be listed on the stock exchange. Each of the actions related to trading on the stock exchange is one of the steps in the process of investment, therefore we can say that this kind of financial transactions is not just about buying or selling a particular security.

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Siddikee, Md Noman, and Noor Nahar Begum. "Volatility of Dhaka Stock Exchange." International Journal of Economics and Finance 8, no. 5 (April 25, 2016): 220. http://dx.doi.org/10.5539/ijef.v8n5p220.

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We apply GARCH (p, q) and ARCH(m) model to the daily return of DSE general index (DGEN) ranging from 1<sup>st</sup> January, 2002 to 30<sup>th</sup> July 2013 for examining market volatility. Besides, we calculate year wise standard deviation of daily return of DGEN for the same period. The result of GARCH (1, 1) process and standard deviation of the daily return confirms an abnormal volatility episode from 2009 to 2012. The highest per day volatility was observed in the first half of 2011 in both investigations. The volatility rate found in GARCH (1, 1) process is 2.44% in 2011 followed by 2.00% and 1.99% in 2009 and 2012 respectively. The highest standard deviation of return is 2.99% in 2011 followed by 2.08% in 2012 authenticate the highest volatile periods of the study. We apply ARCH (m) model in 2004 and 2013 for volatility estimate due to inapplicability of GARCH (p, q) process in those market return. The results of ARCH (m) model confirm reliable estimates of market volatility, 1.10% and 1.46% respectively. This is a part of our total research work where our main focus is to detect the factors affecting market volatility and its spillover effects in emerging markets.

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Farid, Aslam, and Javed Ashraf. "Volatility at Karachi Stock Exchange." Pakistan Development Review 34, no. 4II (December 1, 1995): 651–57. http://dx.doi.org/10.30541/v34i4iipp.651-657.

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Frequent “crashes” of the stock market reported during the year 1994 suggest that the Karachi bourse is rapidly converting into a volatile market. This cannot be viewed as a positive sign for this developing market of South Asia. Though heavy fluctuations in stock prices are not an unusual phenomena and it has been observed at almost all big and small exchanges of the world. Focusing on the reasons for such fluctuations is instructive and likely to have important policy implications. Proponents of the efficient market hypothesis argue that changes in stock prices are mainly dependent on the arrival of information regarding the expected returns from the stock. However, Fama (1965), French (1980), and French and Rolls (1986) observed that volatility is to some extent caused by trading itself. Portfolio insurance schemes also have the potential to increase volatility. Brady Commission’s Report provides useful insights into the effect of portfolio insurance schemes. It is interesting to note that many analysts consider the so-called “crashes” of Karachi stock market as a deliberate move to bring down prices. An attempt is made in this study to examine the effect of trading on the volatility of stock prices at Karachi Stock Exchange (KSE). Findings of the study will help understand the mechanism of the rise and fall of stock prices at the Karachi bourse.

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Sarkar, Mainak. "London Stock Exchange Midday Auction." Journal of Trading 12, no. 1 (December 31, 2016): 22–34. http://dx.doi.org/10.3905/jot.2017.12.1.022.

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