Relevant bibliographies by topics / Stock exchanges Stock exchanges Investments Investments

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

Academic literature on the topic 'Stock exchanges Stock exchanges Investments Investments'

Author: Grafiati
Published: 4 June 2021
Last updated: 5 February 2022

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Journal articles on the topic "Stock exchanges Stock exchanges Investments Investments"

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PRDIĆ, NEDELJKO. "STOCK EXCHANGE INDICES AS AN INVESTMENT INDICATOR." Kultura polisa, no. 44 (March 8, 2021): 267–78. http://dx.doi.org/10.51738/kpolisa2021.18.1r.4.02.

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Stock exchanges are such specialised market institutions where standardised and tradable goods are traded and exchanged, which means precisely defining the quality and all other performances of goods. Trading is enabled by stock exchange customs and strict rules within the law. Stock exchange indices are the basic indicator of the importance of the stock market in the market on the basis of which decisions on investments in the stock market are made. The aim of this paper is to systematise the knowledge about the historical role of commodity exchanges on the market, but also to indicate the importance of the development of information technologies on the modern significance of stock exchanges. The results of the research show that stock exchange indices are the basic indicator of the state and development of the commodity market and investment tendencies. The conclusion is that stock exchange indices are an important factor in the development of the commodity market with special emphasis on their importance in agriculture. They are an indicator of economic trends and an indicator of investment.
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Khalikov, Ulugbek. "Role of Stock Exchanges in Economic Development of Uzbekistan." International Business Research 10, no. 1 (December 23, 2016): 172. http://dx.doi.org/10.5539/ibr.v10n1p172.

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The paper is devoted to study the contemporary role of investments to economic development in the context of Uzbek stock exchange. The comparative analysis of economic development and stock market trends in Uzbekistan, Kazakhstan and Russia for the period of 2000-2015 are conducted using documentary analysis, quantitative and qualitative analysis, and other statistical methods of research.The results reveal that Uzbekistan has made notable change in regulation and improvement of investment climate and has stable economic development trends for the studied period. However, Stock market development in Uzbekistan remains weak and recent government effort to accelerate privatization is expected to boost the market and support foreign investments attraction.
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Neumayer, Andreas. "There’s No Place Like Home: Investors’ Home Bias in Germany, 1898-1934." Jahrbuch für Wirtschaftsgeschichte / Economic History Yearbook 59, no. 2 (November 27, 2018): 447–69. http://dx.doi.org/10.1515/jbwg-2018-0015.

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Abstract This article studies investors’ expectations and investment decisions in regional stock exchanges in Germany from 1898 to 1934. Investments in stocks are particularly interesting, because research has identified a gap between model predictions of individual investment behaviour and actual investment behaviour. So far there is little information about individual investors or their characteristics in historical periods. To improve the interpretation of investors’ stock market behaviour, I look at investment behaviour and influences on that behaviour over time. I examine data on investors’ characteristics to understand local investment biases using data from regional stock exchanges in Germany from 1898-1934. The statistical analysis first indicates that local investment was clearly important during this period. Then, challenging these findings and analysing different sub-samples, it is suggested that investors’ home bias is potentially overestimated. Previous studies, which found evidence of local investment biases in Germany have presumably overestimated this effect.
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Abramov, Alexander, Alexander Radygin, and Maria Chernova. "Determinants of Private Investors’ Behavior on Russian Stock Market." Economic Policy 15, no. 3 (June 2020): 8–43. http://dx.doi.org/10.18288/1994-5124-2020-3-8-43.

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The article explores behavior features of different group of private investors on the Moscow and Saint Petersburg stock exchanges. It was found that the change in the size of the biggest group of registered broker clients on Moscow Exchange depended heavily on growth of real income and key characteristics of passive forms of income, such as deposit rates, government bond returns and stock dividend yield. Active broker clients on the Moscow stock exchange mainly focused on more speculative factors, such as equity premium, equity volatility, foreign stocks’ returns and exchange rate. The growth of individual investment accounts depended on factors of both active and speculative forms of income. The quantity of broker clients on Saint-Petersburg Exchange relied on an even wider set of factors, which included not only risk and returns on national markets, but also characteristics of foreign assets and exchange rates. The two Russian exchanges are interrelated. The bond and equity premium growth makes the national market more attractive than foreign assets. The expansion of private investors on the stock market in Russia, which began in 2018, is explained not only by a search for other investment instruments apart from deposits, especially under the ongoing decline in interest rates, but also by a growing interest in individual investment accounts. The latter represent a positive example of state influence on people’s savings through tax policy. Another factor of the raise of private investments was the implementation of modern investment platforms and active promotion of broker services by major banks. The financial crisis which begun in March 2020 can become a serious challenge for millions of private investors who had opened accounts in the previous two years.
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Prorokowski, Lukasz, and Paulina Roszkowska. "Comparison of practitioners' views on managing equity investments." Baltic Journal of Management 9, no. 2 (April 1, 2014): 153–67. http://dx.doi.org/10.1108/bjm-04-2013-0073.

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Purpose – The purpose of this paper is to examine the extent to which Central European emerging stock markets (focusing on Poland) have been affected by the recent international financial crisis, and how the current investment climate (barriers, risks, challenges and opportunities) influences appetite for investments in Polish equities. In doing so, the study aims to report timely findings in relation to the determinants of the safety and profitability of international portfolio diversification to the Polish stock market. Design/methodology/approach – Based on qualitative empirical research, the authors analyse the differences between the foreign (UK) and domestic (Poland) investors' views on equity investments in Poland. The study builds on questionnaires and interviews with practitioners associated with the Polish stock market. Findings – The authors report that the global financial crisis influenced changes to domestic and international investors' appetite for risk related to equity investments in emerging stock markets: investors are more prudent about emerging markets but the Polish stock market has shown substantial growth potential and positively distinguished itself from other Central European stock exchanges; particular types of investment risks associated with equity investments in the Polish stock market have abated. Polish equities are an attractive component of the international portfolio diversification, provided that trading strategies are adjusted to the contemporary investment environment. Originality/value – This paper addresses the absence of the academic literature devoted to the analysis of equity investments in the contemporary Central European emerging stock markets. The authors discuss the differences in appetite for risk between the UK and Polish investors and assumptions about investments in Poland. The authors also contribute to the international debate on investor protection and regulations that can improve investment processes.
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Alam, Lamia, and Muhammad Rehan Masoom. "‘Green Investing’ as an Approach to Make ‘Green Bangladesh’: the Role of Stock Exchanges." American Journal of Trade and Policy 5, no. 3 (December 31, 2018): 121–30. http://dx.doi.org/10.18034/ajtp.v5i3.443.

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Manufacturing various products and delivering numerous services have its respective impacts on the environment. Today, a range of eco-friendly economic instruments available worldwide, such as the eco-investment, green stocks, green investment, green banking, green bonds, green savings accounts, green mutual funds, green money market accounts and green certificates of deposit that have gained the positive reputation among many investors in the stock markets. Green investments are directed by corporations that invest in businesses committed to the environment. Some of these businesses either implement entire energy practices or good waste management systems. In the past, very few companies could have been called eco-friendly, along with several nations ensuring their support for the environment and creating environment-friendly policies, several companies have come forth with a clear objective of being responsive to the environment and lessen emissions. Bangladeshi mutual funds have not really presented much achievement in the green fund arena through the global counterparts is working in this sector. In this context, this paper intends to attract the attention of corporations towards green investments, which are effective for safe-environment and protection to earth. This paper focuses on various green investments and green investing companies in Bangladesh, and the primary focuses are: (1) to acquaint with nature of the companies involved in green funds and green investing, (2) to make an overview of different global green investing arrangements, (3) to suggest Bangladeshi companies to come forward in green investing to make Bangladesh green and pollution-free.
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Zadorozhna, Olha, and Bogna Gawronska-Nowak. "HOME BIAS: EVIDENCE FROM THE STOCK EXCHANGE." CBU International Conference Proceedings 6 (September 26, 2018): 503–9. http://dx.doi.org/10.12955/cbup.v6.1205.

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This paper deals with issues connected to the home bias, which is a tendency of investors to keep more domestic assets versus foreign ones. We use annual data on the value of share trading of 68 stock exchanges in 68 countries for the period of 2003-2015 to find out if home bias exists given domestic and foreign shares are traded under the same regulatory framework, with the same transaction costs and rules for information availability applied; and if it does, then what factors are responsible for it. We find that the home bias increases in periods of crisis and becomes lower in periods of relative stability. In addition, home bias tends to be smaller in countries with better control of corruption and that are more open to investments. A Hausman-Taylor estimation confirms this result and suggests that countries with better institutional environments tend to have smaller home bias. Moreover, countries that are more open to investments have more foreign companies listed on their stock exchanges.
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Agyei-Boapeah, Henry, Yuan Wang, Abongeh A. Tunyi, Michael Machokoto, and Fan Zhang. "Intangible investments and voluntary delisting." International Journal of Accounting & Information Management 27, no. 2 (May 7, 2019): 224–43. http://dx.doi.org/10.1108/ijaim-12-2017-0146.

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Purpose Drawing on a cost–benefit perspective, this paper aims to explore the relation between information asymmetry and the decision to delist from stock exchanges during periods of uncertainty. Specifically, it investigates the role of firms’ intangible investments and the availability of alternative sources of finance on the decision to delist from foreign stock markets. Design/methodology/approach The study takes advantage of a natural experiment in which cross-listed Chinese firms facing uncertainty in US markets because of widespread allegations of accounting fraud decide on whether to remain listed or voluntarily delist. The decision to delist is modelled as a function of the level of information asymmetry between firms and their stakeholders and the availability of alternative financing, while controlling for other drivers of firms’ delisting decision. The data used in the empirical analyses cover a hand-collected sample of 91 Chinese firms voluntarily delisting from US stock markets between 2010 and 2016. This sample is matched with an equal sample of Chinese firms, which remained listed in US stock markets during the same period. A probit regression model accounting for fixed effects is used. Findings There is a significant positive relationship between investments in intangible assets and firms’ decision to delist. Moreover, the positive intangibles−delisting nexus is accentuated by the availability of alternative sources of financing. Collectively, the results are consistent with the theoretical argument that the higher information asymmetry associated with intangible assets may increase the cost of staying listed on stock exchanges, particularly in periods of uncertainty (captured in this study by accounting fraud allegations targeting cross-listed firms). The results have important implications for corporate managers, capital market participants and policymakers. Practical implications Policymakers and standard setters must continue to work to improve the accounting regulations of intangible assets and to promote the adoption of global accounting standard across both emerging and advanced economies. Originality/value The study exploits a unique natural experimental setting to explore why cross-listed firms delist. The underlying theoretical framework to explain delisting is new. This framework captures the role of information asymmetry, uncertainty and alternative financing in explaining the cost and benefits of remaining listed on a foreign market.
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Chariri, Anis, Mohammad Nasir, Indira Januarti, and Daljono Daljono. "Determinants and consequences of environmental investment: an empirical study of Indonesian firms." Journal of Asia Business Studies 13, no. 3 (July 8, 2019): 433–49. http://dx.doi.org/10.1108/jabs-05-2017-0061.

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PurposeThis study aims to examine the effect of institutional ownership, audit committee and types of industry on environmental investment. Furthermore, this research investigates the consequences of environmental investments on firm financial performance.Design/methodology/approachThe sample consisted of 145 companies listed on the Indonesia Stock Exchanges and receiving PROPER awards issued by the Ministry of Environment, Republic of Indonesia in the year 2009-2015. The data were then analyzed using ordinal logistic regression and multiple regression.FindingsThe findings showed that environmental investment was significantly affected by types of industry. However, institutional ownership and audit committee did not influence environmental investment. Finally, the finding indicated that environmental investments positively affected firm financial performance.Research limitations/implicationsThis research only covered companies listed on the Indonesia Stock Exchanges and receiving PROPER awards. Thus, the findings cannot be generalized for all companies in Indonesia and other markets.Originality/valueThis study is the first effort intended to investigate the determinants and consequences of environmental investment which have been ignored by previous studies, especially in the Asian emerging markets. This study at least provides us with two main contributions. First, the findings on determinants of environmental investment can be used by governments in Asian countries, especially Indonesia as a reference in making policies concerning the obligations of companies to the environmental problems. Second, the finding on the relationship of environmental investment and financial performance can be used by companies as strategies to generate profits without destroying the environment.
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Farias Guimarães Júnior, Francisco Roberto, Charles Ulises De Montreuil Carmona, and Luciana Gondim de Almeida Guimarães. "Strategy of asset portfolio risk diversification through value drivers." REBRAE 8, no. 1 (July 27, 2015): 53. http://dx.doi.org/10.7213/rebrae.08.001.ao04.

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The risk diversification of an asset portfolio of investments is underlying in the idea that all securities have an idiosyncratic behavior which allows compensating a specific stock loss by the gain achieved by other stock into the portfolio. However, we know that the portfolio selection process should excel for choosing assets capable of creating and generating value on the long term. Thus, the objective of this research was to verify if the portfolios selected through their value drivers present the diversification benefits that were determined in prior researches. We had used the data available at Economatica data base of the following Stock Exchanges: Argentina; Brazil; Chile; and Mexico. To select the portfolios by value drivers we used a model based upon the weighted factors decision matrix where the securities were hierarchized by their grades. The variables used as factors, were the Tobin’s Q, Beta, Leverage, Price/Earning Ratio, and the Price Sales Ratio. All portfolios were compared with that selected through Markowitz (1952) model. The results show us that the portfolios selected through value drivers have obtained the benefits of the diversification process convergent with prior researches. On the other hand, we verified that the stocks amount into portfolios constructed through Markowitz (1952) model have had high positive correlation with the stocks amount in the Stock Exchange what resulted in portfolios with 44 assets, for instance. For future studies we suggest: the using of generalized linear model instead the multiple regressions to figure out the factor weights; to use others fundamentalist variables; to apply this study in other Stock Exchanges.
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Dissertations / Theses on the topic "Stock exchanges Stock exchanges Investments Investments"

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Tian, Lijun. "Modeling risk and return in China's stock market." Diss., Restricted to subscribing institutions, 2007. http://proquest.umi.com/pqdweb?did=1417810931&sid=1&Fmt=2&clientId=1564&RQT=309&VName=PQD.

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Hao, Jia. "Essays on the importance of market rules." online access from Digital Dissertation Consortium, 2007. http://libweb.cityu.edu.hk/cgi-bin/er/db/ddcdiss.pl?3258572.

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Argyros, Robert. "The power of investor sentiment: an analysis of the impact of investor confidence on South African financial markets." Thesis, Rhodes University, 2013. http://hdl.handle.net/10962/d1004169.

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Whether investor sentiment has any authority over financial markets has long been a topic of discussion in the field of finance. This study investigates the relationship between investor sentiment and share returns in South Africa. Determining this relationship will add to the existing work which has documented important determinants of share returns on the stock exchange in South Africa, as well adding to the inconclusive link between sentiment and the South African financial markets. Does sentiment influence share returns or do share returns influence sentiment? Using quarterly data for the period 1996-2010, the study makes use of the FNB/BER Consumer Confidence Index as a proxy for investor sentiment, and the FTSE/JSE All Share Index to represent the South African financial markets. A regression analysis was conducted along with granger-causality tests, impulse response functions and variance decompositions in order to determine the nature of this relationship. The results showed that investor sentiment has a statistically significant relationship with share returns in South Africa. However, sentiment is only able to account for a very small portion of the variation in returns, with returns able to account for a larger portion of the variation in sentiment. Therefore investor sentiment is not a suitable predictor of share returns in South Africa. In addition, granger-causality tests indicate that returns are actually the leading indicator, suggesting that changes in South African investors’ confidence levels occur following changes in the state of the JSE. The limitations of the study include the infrequent nature of the sentiment measure used, thereby failing to capture important changes in sentiment and their immediate impact on financial markets. In addition, the sentiment of foreign investors must be taken into account due to the large foreign investment in the JSE.
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Poon, Hing Chuen. "The performance of non-index individual stocks and stock portfolios relative to the index." HKBU Institutional Repository, 2020. https://repository.hkbu.edu.hk/etd_oa/891.

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Extensive empirical evidence shows that passively managed index-tracking mutual funds and exchange-traded funds (ETFs) outperform actively managed portfolios. On the other hand, there are abundant findings that stocks admitted to an index outperform those deleted from the index. This study tests an issue that has been largely ignored in academic studies but is highly related to the above two seemingly disparate areas of researches. The paper examines the long-term performance of non-index individual stocks and stock portfolios relative to the index. The study proposes that the inclusion and maintenance criteria for index component stocks are long-term performance indicators. Therefore, an index can be regarded as a passively managed and highly diversified portfolio of expected outperformers. Using a complete set of H-shares listed on HKEx for the period 2001 to 2017, the study finds that 44.25% (55.75%) of individual stocks have positive alphas (negative alphas) relative to the index. The average alpha for the family of all non-index stock is negative but statistically insignificant, i.e., 77 positive alphas and 97 negative alphas. Most alphas are statistically insignificant, but only 5 are positive, and 2 are negative at 5% significance level. From the risk and return perspective, the index dominates two-third of the non-index H-shares. Regression analyses show that H-index outperforms non-index H-shares in general and the market capitalization and turnover ratio play an important role in determining the long-term performance of H-shares, which are the major factors for the admission and maintenance criteria of H-index. The findings strongly support our conjecture that the index admission and maintenance criteria are the quality assurance of individual constituent stocks of an index. The paper provides incremental evidence on the widely documented result that index trackers outperform actively managed portfolios. Nevertheless, the study extends the recent literature on the long-term performance of stocks that are admitted to (or excluded from) an index. The findings of the study have significant implications for securities markets participants, including index providers and ETF issuers
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Lui, Man Chee Ian. "The myths and beliefs of foreign investors in Asian emerging stock markets : the case of Malaysia /." View thesis View thesis, 2001. http://library.uws.edu.au/adt-NUWS/public/adt-NUWS20030506.132049/index.html.

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Thesis (D.B.A.) -- University of Western Sydney, Nepean, 2001.
Thesis submitted for the degree of Doctor of Business Administration, University of Western Sydney, Nepean, 2001. Includes bibliographical references.
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Wu, Zhiguo, and 吴志国. "Two essays on China's stock markets." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2012. http://hub.hku.hk/bib/B48079765.

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China’s stock markets have become the second largest in the world after that of the United States. Both the Chinese institutional setting and the behaviors of the populous Chinese investors and listed firms provide novel opportunities to explore the classical theories in the field of economics and finance. Using two natural experiments, this thesis attempts to shed new light on these theories. The local bias puzzle was originally proposed from the analysis of investors’ investment portfolios. In the first essay, I test and confirm the hypothesis that local bias has already existed in investor attention subconsciously regardless of their investment. In contrast to literature which focuses on investment accounts, I examine local bias in investor attention by analyzing investor messages posted on China’s Internet stock message boards. I find that individual investors pay more attention to the stocks of local companies. This finding is strong and robust to local-bias proxy variables. By examining factors that affect investor attention local bias, I find that local bias is particularly strong in underdeveloped regions, for SOEs, for small-investor base and low-turnover stocks, and for stocks with name indicating locality. Furthermore, distance plays a significant role: the marginal effect of local bias is much stronger for distances within 500 kilometers. All these results are consistent with my explanation that local bias is affected by factors which can attract investors’ attention. Thus, investment local bias is the natural consequence of investor attention local bias, and I attribute the local bias puzzle to limited investor attention. Chinese stock market has plunged into an unlocking flood of non-tradable shares since June 2006. This radical transition provides a unique natural experimental setting to ascertain earnings management incentives. In the second essay, I explore whether earnings management behavior exists in listed Chinese firms during the unlocking process. I find that non-tradable shareholders opportunistically manipulate earnings upward to offset price pressures for subsequent selling. Firms have higher levels of accruals when unlocking incentive is higher. Furthermore, actual selling incentive is higher in firms which have higher levels of accruals. The results document a novel case that equity incentives give rise to the incidence of earnings management.
published_or_final_version
Economics and Finance
Doctoral
Doctor of Philosophy
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Al-hussieni, Sami. "Exchange listing and shareholder wealth: Canadian evidence." Ottawa, 1998.

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Lepori, Gabriele M. "Three essays on behavioral finance." Diss., Connect to online resource - MSU authorized users, 2008.

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Ozgen, Tolga. "Market efficiency and hedging foreign exchange risk : evidence from Turkey." Thesis, University of Aberdeen, 2014. http://digitool.abdn.ac.uk:80/webclient/DeliveryManager?pid=210802.

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Cen, Ling. "Information, market sentiment and corporate finance : the role of investors' attention /." View abstract or full-text, 2008. http://library.ust.hk/cgi/db/thesis.pl?FINA%202008%20CEN.

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Books on the topic "Stock exchanges Stock exchanges Investments Investments"

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Holloway, Clark. Stock market 101. Fremont, Calif: Jain Pub., 1996.

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K, Smith Richard. Investments. St. Paul: West, 1992.

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Lichello, Robert. How to make £1,000,000 in the stock market--automatically. 3rd ed. New York: Signet, 1992.

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How the stock market really works. 5th ed. Chichester, West Sussex, UK: Financial Times Prentice Hall, 2011.

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King, Nancy B. Stock market investing made E-Z. Deerfield, Fla: Made E-Z Products, 2000.

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Posel, Karl. Enjoy investing on the stock exchange. Durban: Butterworths, 1990.

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Omole, D. A. Financial deepening and stock market development in Nigeria. Ibadan, [Nigeria]: Nigerian Institute of Social and Economic Research (NISER), 1999.

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Demirgüç-Kunt, Aslı. Barriers to portfolio investments in emerging stock markets. Washington, DC (1818 H St., NW, Washington 20433): Country Economics Dept., World Bank, 1992.

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Hall, Alvin D. The stock market explained: Your guide to successful investing. London: Hodder & Stoughton, 2012.

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Han'guk chŭngsi, taep'oktŭng sidae ka onda. Sŏul T'ŭkpyŏlsi: Han'guk Kyŏngje Sinmun, 2010.

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Book chapters on the topic "Stock exchanges Stock exchanges Investments Investments"

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Krohicheva, Galina, Aleksandra Lermontova, and Andrey Kurilov. "Investment activity in an unstable market situation." In Directions for improving the economic security of the Russian Federation in the context of economic recession and pandemic, 129–39. au: AUS PUBLISHERS, 2021. http://dx.doi.org/10.26526/chapter_60269170836c64.01163579.

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The article discusses such concepts, investments, stock exchanges, their varieties, tasks and sources. Ways to earn money-using investments are described. The comparative characteristics of direct investments of the Russian Federation by institutional sectors of the economy in comparison of 2020 with 2019 are carried out. The influence of investment portfolio selection on profitability is considered.
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Rutterford, Janette. "International investment." In Introduction to Stock Exchange Investment, 315–50. London: Macmillan Education UK, 1993. http://dx.doi.org/10.1007/978-1-349-23045-7_11.

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Rutterford, Janette. "Investment objectives, investment policy and performance measurement." In Introduction to Stock Exchange Investment, 387–413. London: Macmillan Education UK, 1993. http://dx.doi.org/10.1007/978-1-349-23045-7_13.

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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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Rutterford, Janette, and Marcus Davison. "International investment." In An Introduction to Stock Exchange Investment, 389–420. London: Macmillan Education UK, 2007. http://dx.doi.org/10.1007/978-0-230-21350-0_11.

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Rutterford, Janette. "Efficient markets." In Introduction to Stock Exchange Investment, 281–312. London: Macmillan Education UK, 1993. http://dx.doi.org/10.1007/978-1-349-23045-7_10.

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Rutterford, Janette. "Investing institutions." In Introduction to Stock Exchange Investment, 351–84. London: Macmillan Education UK, 1993. http://dx.doi.org/10.1007/978-1-349-23045-7_12.

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Rutterford, Janette. "Risk and return." In Introduction to Stock Exchange Investment, 27–61. London: Macmillan Education UK, 1993. http://dx.doi.org/10.1007/978-1-349-23045-7_2.

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Rutterford, Janette. "Gilt-edged securities." In Introduction to Stock Exchange Investment, 62–91. London: Macmillan Education UK, 1993. http://dx.doi.org/10.1007/978-1-349-23045-7_3.

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Rutterford, Janette. "Investing in fixed interest securities." In Introduction to Stock Exchange Investment, 92–124. London: Macmillan Education UK, 1993. http://dx.doi.org/10.1007/978-1-349-23045-7_4.

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Conference papers on the topic "Stock exchanges Stock exchanges Investments Investments"

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Heliodoro, Paula, Rui Dias, Paulo Alexandre, and Cristina Vasco. "INTEGRATION IN BRIC STOCK MARKETS: AN EMPIRICAL ANALYSIS." In 4th International Scientific Conference – EMAN 2020 – Economics and Management: How to Cope With Disrupted Times. Association of Economists and Managers of the Balkans, Belgrade, Serbia, 2020. http://dx.doi.org/10.31410/eman.s.p.2020.33.

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This paper aims to analyse financial integration in the markets of Brazil, China, India and Russia (BRIC’s), from July 2015 to June 2020, being the sample split in pre and during the global pandemic (Covid-19). In order to carry out this analysis, different approaches were undertaken to analyse two issues, namely, whether: (i) the global pandemic has accentuated the interdependencies in the BRIC financial markets? If so, how it has influenced the efficiency of portfolio diversification. The results suggest very significant levels of integration, in the Covid period these evidences diminish the chances of portfolio diversification in the long term. In turn, the analysis of the relationship between markets, in the short term, through the impulse response functions, in a period of global pandemic, shows positive/negative movements, with statistical significance, with persistence exceeding one week. In addition, there was no immediate adjustment in prices between markets, due to the high levels of shocks identified. Regarding the implementation of efficient portfolio diversification strategies, we consider that a good option for investors would be to avoid investments in stock markets. In this sense, one suggestion could be to invest in derivatives, gold and sovereign debt markets, with the purpose of diversifying portfolios and mitigating the risk arising from the global pandemic. The authors consider that the results achieved are of interest to investors seeking opportunities in these exchanges, as well as to policy makers to undertake institutional reforms in order to increase the efficiency of stock markets and promote the sustainable growth of financial markets.
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Topaloğlu, Mustafa. "Establishment of a Company and Share Acquisitions in Turkey by Foreigner Investors." In International Conference on Eurasian Economies. Eurasian Economists Association, 2019. http://dx.doi.org/10.36880/c11.02230.

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Relating to the establishment and acquisition of a company in Turkey by foreign investors, Foreign Direct Investments Law No.4875, FDI has entered into force on 17.06.2003. FDI formed a notification-based system rather than an approval-based system for foreigners to establish a new company and to take over company shares. Accordingly, company information regarding foreign investors will be notified to the General Directorate of Incentive Implementation and Foreign Capital via “Electronic Incentive Implementation and Foreign Capital Information System”. Foreign investment means establishment of a new company by a foreign investor or share acquisitions of an existing company, any percentage of shares acquired outside the stock exchange or 10 percentage or more of the shares/voting power of a company acquired through the stock exchange, by means of the following economic assets: assets acquired from abroad by the foreign investor which are capital in cash in the form of convertible currency bought and sold by the Central Bank of the Republic of Turkey, stocks and bonds of foreign companies excluding government bonds, machinery and equipment, industrial and intellectual property rights; or assets acquired from Turkey by foreign investor which are reinvested earnings, revenues, financial claims, or any other investment-related rights of financial value, rights for the exploration and extraction of natural resources. According to Article 4 of the Regulation for Implementation of Foreign Direct Investment Law, the Ministry of Economy shall provide information on the companies within the scope of foreign direct investments from Trade Registry Offices and related public institutions and organizations.
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Wiharno, Herma, Teti Rahmawati, Lia Martika, Arief Nurhandika, and Rosi Dewi. "Investment Risk: Empirical Evidence from Indonesia Stock Exchange." In Proceedings of the 1st Universitas Kuningan International Conference on Social Science, Environment and Technology, UNiSET 2020, 12 December 2020, Kuningan, West Java, Indonesia. EAI, 2021. http://dx.doi.org/10.4108/eai.12-12-2020.2305117.

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Kaupa, Paulo Henrique, and Renato José Sassi. "ROUGH SETS THEORY: AN APPLICATION IN SELECTING STOCKS FOR INVESTMENT AT STOCK EXCHANGE FROM SÃO PAULO." In 10th CONTECSI International Conference on Information Systems and Technology Management. Sao Paulo: TECSI, 2013. http://dx.doi.org/10.5748/9788599693094-10contecsi/rf-325.

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Arrozi Adhikara, M. F., Abdurrahman, Sudarwan, and Erman Munzir. "Framing in Decision Making Investment at Indonesia Stock Exchange." In International Conference Recent Innovation. SCITEPRESS - Science and Technology Publications, 2018. http://dx.doi.org/10.5220/0009953628492857.

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Lestari, Reni. "Analysis of Stock Market Integration Among ASEAN Countries by Using Vector Error Correction Model (VECM) Approach." In Japan International Business and Management Research Conference. RSF Press & RESEARCH SYNERGY FOUNDATION, 2020. http://dx.doi.org/10.31098/jibm.v1i1.220.

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Globalization has driven the economy of countries to relate to each other. It brings relationships in the capital among countries in the world, especially in ASEAN region countries. This study aimed to analyze the integration of the stock market among countries in the ASEAN region. The stock market was analyzed are the Indonesia Stock Exchange, Malaysia Stock Exchange, Singapore Stock Exchange, Thailand Stock Exchange, Vietnam Stock Exchange, and Philippine Stock Exchange. This study using the Vector Error Correction Model (VECM) as the method. The result of this study shows that, in the long term Singapore Stock Index (STI), Malaysia Stock Index (KLSE), Philippines (PSEi), and Indonesia Stock Index (JKSE) are positively correlated. This means the change of stock index price in one country will affect other related countries in the long term. In the short term of VECM estimation, found the Vietnam Stock Index (VNI), Singapore Stock Exchange (STI), Philippine (PSEi) are positively correlated and negatively correlated with Thailand Stock Exchange (SET). For the managerial implication, the result of this study is expected as a reference or basis of consideration of investment decisions. This because long-term stock market movements are important because they impact international portfolio management and risk diversification.
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ZIELIŃSKA-SITKIEWICZ, Monika, and Mariola CHRZANOWSKA. "APPLICATION OF SYNTHETIC TAXONOMIC MEASURE TMAI FOR THE ASSESSMENT OF INVESTMENT ATTRACTIVENESS OF THE SELECTED FOOD INDUSTRY COMPANIES LISTED ON THE WARSAW STOCK EXCHANGE IN THE YEARS 2013 – 2016." In RURAL DEVELOPMENT. Aleksandras Stulginskis University, 2018. http://dx.doi.org/10.15544/rd.2017.161.

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The food sector is one of the most important and fastest growing branches of the Polish economy. It employs almost 15% of all employees employed in the industry. Polish manufacturers are characterised by high competitiveness both in the EU and in the world. The macroeconomic environment in recent years has been relatively stable for the development of the food industry production in Poland, but the dynamics of agricultural-food products has experienced a slight slowdown. There were also fluctuations in profitability ratios in the sector, which may have been somewhat alarming for the investors. The article attempted to evaluate the investment attractiveness of 24 joint stock companies in the food sector, representing various industries, listed on the Warsaw Stock Exchange. The Taxonomic Measure of the Attractiveness of Investments (TMAI) and the company rankings were created for the years 2013 – 2016. The results showed that the Wawel and Astarta companies were at the top of the rankings in the studied years, representing the confectionery and the sugar sector, and the Żywiec company from the beer industry. The meat and fish processing companies were more or less centred on the scale. The companies KSG Argo, Milkiland, Wilbo, Pepees and Pamapol involved in the agricultural-food production and processing received the poorest evaluations of the investment attractiveness. The synthetic taxonomic TMAI measure makes it possible to build company rankings within the analyzed group, from the point of view of the assessment of the financial condition and investment attractiveness of the surveyed companies. It can provide additional help in assessing the company’s situation, e.g., for the investors.
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AAYALE, JIHANE. "Foreign Direct Investment and the development of the Casablanca Stock Exchange." In 2017 International Conference on Economics, Finance and Statistics (ICEFS 2017). Paris, France: Atlantis Press, 2017. http://dx.doi.org/10.2991/icefs-17.2017.64.

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Nainggolan, Edisah, Hade Batubara, and Dodi Firman. "Capital Structure Policy And Effect On Return Investments In Automotive Stock Exchange." In Proceedings of the 1st International Conference on Economics, Management, Accounting and Business, ICEMAB 2018, 8-9 October 2018, Medan, North Sumatra, Indonesia. EAI, 2019. http://dx.doi.org/10.4108/eai.8-10-2018.2288735.

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Çürük, Turgut, and Ayşe Tanyeri. "The Impact of Consolidated Financial Statements on Performance of Financial Institutions: A Key Study from Turkey." In International Conference on Eurasian Economies. Eurasian Economists Association, 2015. http://dx.doi.org/10.36880/c06.01360.

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Financial statements prepared by companies are the main sources of information for those who make economic decisions about the companies. As the listed companies in many countries (at least on the large European stock market) have one or more subsidiaries, they are obligated by regulations to prepare dual financial statements (individual and consolidated). Unlike the practices in developed European stock exchanges, companies listed on the stock exchange in Turkey, which used to prepare individual financial statements until 2005, have been preparing only consolidated financial statements in accordance with national accounting and financial reporting standards which were adopted from International standards since then. As of today, individual financial statements have not been prepared by Turkish companies. Only exception to this general practices are the Real Estate Investment Trusts (REITs) registered with Capital Market Board (CMB). As the discussions and results of some empirical studies in the literature indicate that impact of consolidated and individual financial statements on the performances of companies are different. In line with these arguments in literature, this study, focusing on the REITs registered with CMB in Turkey, attempts to investigate the impact of consolidated financial statements on performance of financial institutions (REITs). In this context, value relevance is used as a proxy to measure the performance. Than the impact of indicators as regards to profit and owners’ equity observed from two different sets of financial statements of the same Real Estate Investment Trusts on the value relevance of companies are analyzed.
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Reports on the topic "Stock exchanges Stock exchanges Investments Investments"

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Financial Stability Report - September 2015. Banco de la República, August 2021. http://dx.doi.org/10.32468/rept-estab-fin.sem2.eng-2015.

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From this edition, the Financial Stability Report will have fewer pages with some changes in its structure. The purpose of this change is to present the most relevant facts of the financial system and their implications on the financial stability. This allows displaying the analysis more concisely and clearly, as it will focus on describing the evolution of the variables that have the greatest impact on the performance of the financial system, for estimating then the effect of a possible materialization of these risks on the financial health of the institutions. The changing dynamics of the risks faced by the financial system implies that the content of the Report adopts this new structure; therefore, some analyses and series that were regularly included will not necessarily be in each issue. However, the statistical annex that accompanies the publication of the Report will continue to present the series that were traditionally included, regardless of whether or not they are part of the content of the Report. In this way we expect to contribute in a more comprehensive way to the study and analysis of the stability of the Colombian financial system. Executive Summary During the first half of 2015, the main advanced economies showed a slow recovery on their growth, while emerging economies continued with their slowdown trend. Domestic demand in the United States allowed for stabilization on its average growth for the first half of the year, while other developed economies such as the United Kingdom, the euro zone, and Japan showed a more gradual recovery. On the other hand, the Chinese economy exhibited the lowest growth rate in five years, which has resulted in lower global dynamism. This has led to a fall in prices of the main export goods of some Latin American economies, especially oil, whose price has also responded to a larger global supply. The decrease in the terms of trade of the Latin American economies has had an impact on national income, domestic demand, and growth. This scenario has been reflected in increases in sovereign risk spreads, devaluations of stock indices, and depreciation of the exchange rates of most countries in the region. For Colombia, the fall in oil prices has also led to a decline in the terms of trade, resulting in pressure on the dynamics of national income. Additionally, the lower demand for exports helped to widen the current account deficit. This affected the prospects and economic growth of the country during the first half of 2015. This economic context could have an impact on the payment capacity of debtors and on the valuation of investments, affecting the soundness of the financial system. However, the results of the analysis featured in this edition of the Report show that, facing an adverse scenario, the vulnerability of the financial system in terms of solvency and liquidity is low. The analysis of the current situation of credit institutions (CI) shows that growth of the gross loan portfolio remained relatively stable, as well as the loan portfolio quality indicators, except for microcredit, which showed a decrease in these indicators. Regarding liabilities, traditional sources of funding have lost market share versus non-traditional ones (bonds, money market operations and in the interbank market), but still represent more than 70%. Moreover, the solvency indicator remained relatively stable. As for non-banking financial institutions (NBFI), the slowdown observed during the first six months of 2015 in the real annual growth of the assets total, both in the proprietary and third party position, stands out. The analysis of the main debtors of the financial system shows that indebtedness of the private corporate sector has increased in the last year, mostly driven by an increase in the debt balance with domestic and foreign financial institutions. However, the increase in this latter source of funding has been influenced by the depreciation of the Colombian peso vis-à-vis the US dollar since mid-2014. The financial indicators reflected a favorable behavior with respect to the historical average, except for the profitability indicators; although they were below the average, they have shown improvement in the last year. By economic sector, it is noted that the firms focused on farming, mining and transportation activities recorded the highest levels of risk perception by credit institutions, and the largest increases in default levels with respect to those observed in December 2014. Meanwhile, households have shown an increase in the financial burden, mainly due to growth in the consumer loan portfolio, in which the modalities of credit card, payroll deductible loan, revolving and vehicle loan are those that have reported greater increases in risk indicators. On the side of investments that could be affected by the devaluation in the portfolio of credit institutions and non-banking financial institutions (NBFI), the largest share of public debt securities, variable-yield securities and domestic private debt securities is highlighted. The value of these portfolios fell between February and August 2015, driven by the devaluation in the market of these investments throughout the year. Furthermore, the analysis of the liquidity risk indicator (LRI) shows that all intermediaries showed adequate levels and exhibit a stable behavior. Likewise, the fragility analysis of the financial system associated with the increase in the use of non-traditional funding sources does not evidence a greater exposure to liquidity risk. Stress tests assess the impact of the possible joint materialization of credit and market risks, and reveal that neither the aggregate solvency indicator, nor the liquidity risk indicator (LRI) of the system would be below the established legal limits. The entities that result more individually affected have a low share in the total assets of the credit institutions; therefore, a risk to the financial system as a whole is not observed. José Darío Uribe Governor
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