Journal articles: 'Stockbrokers'

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Graham-Rowe, Duncan. "Smart grid stockbrokers." New Scientist 209, no. 2802 (March 2011): 26–27. http://dx.doi.org/10.1016/s0262-4079(11)60493-4.

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Marks, Bogusław Piotr. "O etyce zawodowej maklera „towarowego” w świetle prawa giełdowego II Rzeczypospolitej Polskiej i pierwszych lat po II wojnie światowej (do 1950 roku)." Annales. Etyka w Życiu Gospodarczym 15 (January 1, 2012): 155–67. http://dx.doi.org/10.18778/1899-2226.15.14.

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The commodity exchange is regarded as one of the key institutions of market economy. Stockbrokers were a truly essential group of workers of the commodity exchanges. It was on the level of their organization and professional ethics that depended the level of efficient functioning of this institution. The basic law regulations, orders and stock charters were traced in this paper, which marked principles of stockbrokers’ activity. These principles were considered from the point of view of the ethical norms establishing the contemporary ethics of economic life. My special attention was concentrated on these principles of stockbrokers’ activities which concern the way of their appointing, rights as well as duties. „Ethical aspects” of stockbrokers’ activity on the Polish commodity exchanges were traced for the period from 1921 to the 1950. In initial period of the second Republic of Poland acted six commodities exchanges. In 1948 year stockbrokers institution was done away. The comparatively quick unification of exchange law by the government of independent Poland was the expression of understanding the importance which was fulfilled in economy by the institution of commodity exchange. In turn, issuing separate regulations for stockbrokers was proof of high position held by this group in the structure of the basic organs of a commodity exchange.

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Abdullahi, Nuruddeen A., and Alan Wakelam. "Nigeria: Economy, Finance and the Role of the Stockbroker." Journal of Interdisciplinary Economics 6, no. 4 (December 1995): 255–74. http://dx.doi.org/10.1177/02601079x9500600402.

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The first part deals with the financial background to the economy. The switch from an agricultural economy to one where, since 1974, oil has taken centre stage, has been dramatic. A country traumatised by civil war has left deep scars, as a result the oil boom of the 1970’s was not taken full advantage of—wastage and misallocation of revenues were characteristic of the 1970’s and 80’s. Despite this, there has been some improvement in the infrastructure as a result of public spending. The second part looks at the role of the stockbroker. As professional advisors, stockbrokers are expected to have a good understanding of the financial market. Sadly the advice that some gave to private investors was not always sound. A particular example was when a third of the sample advised their clients to borrow money for share purchase at a time when interest rates were particularly high. It is interesting to note that in spite of their strong support for deregulation of the stock market, the majority (74.1%) expressed satisfaction with the Nigerian Securities and Exchange Commission (NSEC). The authors expected the financial press to be the most important source of financial information, instead company reports took first place, possibly reflecting a lack of confidence in press reporting. 62% of the stockbrokers were ignorant of the fact that a company may declare profit even when its cashflow position is in deficit, and 22% had the misconception that listed companies were always profitable. Unlike the UK and the USA there is yet to emerge a market risk service, hence the stockbrokers have to rely on their own perceptions of market risk, and the results show that

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Dr. R. Sucharitha. "A Study on Factors Influencing the Perception and Preference of Investor’s Behaviour towards Stock Broking Services." Tuijin Jishu/Journal of Propulsion Technology 44, no. 4 (October 25, 2023): 1591–600. http://dx.doi.org/10.52783/tjjpt.v44.i4.1108.

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Investor behavior towards stockbroking services is shaped by a combination of perception and preference, influenced by various factors. Investors often form perceptions of stockbrokers based on their reputation, reliability, and the quality of services offered. These perceptions, in turn, impact their preferences when choosing a stockbroking service provider. Perception plays a significant role in investor decision-making. Investors tend to favor stockbrokers with a strong track record of providing accurate market information, timely execution of trades, and transparent fee structures. Positive word-of-mouth recommendations from other investors also contribute to a favorable perception of a stockbroker. Preference is closely tied to investors' individual goals and risk tolerance. Some investors prefer full-service brokerage firms that offer personalized advice, research reports, and a range of financial products and services. These investors value the expertise and guidance provided by their brokers. On the other hand, cost-conscious investors may prefer discount brokerage platforms that offer lower commission fees and more control over their trades. Technological advancements have had a profound impact on investor preferences. Many investors today favor online and mobile trading platforms that provide easy access to real-time market data, research tools, and the ability to execute trades from anywhere. These platforms have become increasingly popular, especially among younger, tech-savvy investors. Regulatory compliance and security are also critical factors influencing investor behavior. Investors prefer stockbroking services that adhere to stringent regulatory standards and prioritize the security of their investments and personal information. In summary, investors' perceptions and preferences regarding stockbroking services are shaped by factors such as reputation, reliability, cost, technological offerings, and regulatory compliance. As the investment landscape continues to evolve, stockbrokers must adapt to meet the changing expectations and preferences of investors to remain competitive in the market.

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Bhana, N. "An empirical evaluation of the effectiveness of share recommendations by stockbrokers and investment advisory services in South Africa." South African Journal of Business Management 21, no. 3 (September 30, 1990): 86–95. http://dx.doi.org/10.4102/sajbm.v21i3.922.

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The objective of this study is to determine if the buy and sell recommendations of stockbroker and investment advisory services have provided clients with superior returns during the period 1979-88. Superior returns were associated primarily with buy, rather than sell, recommendations. The recommendations were associated with genuine changes in the value of securities and were not mere self-fulfilling prophecies. The apparent ability of stockbrokers/investment advisory services to offer their clients superior investment recommendations may be due to their superior access to new information which they process more quickly and efficiently than most investors. Investment analysts also appear to have a potential for acquiring inside information and this in turn may have contributed to their superior returns.

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Ranabhat, Deepesh, Sabina Subedi, and Mala Ranabhat. "Factors Measuring Client Satisfaction on Stock Broker Services in Pokhara Valley." Journal of Nepalese Business Studies 15, no. 1 (December 28, 2022): 60–71. http://dx.doi.org/10.3126/jnbs.v15i1.50383.

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Customer satisfaction is very important for the success of the business. This study measured the client satisfaction with broker services in Pokhara valley. Convenience sampling technique is used for selection of sample and 385 respondents who were trading stock in secondary market were taken as sample. Different twelve items were used to measure the clients’ satisfaction. Means score, Exploratory Factor Analysis (EFA), and Confirmatory Factor Analysis (CFA) were used for data analysis. The study found majority of the clients are satisfied with the stock brokers’ services in Pokhara valley. Further, responsiveness and trustworthiness were found as the major factors related to clients' satisfaction with stockbroker services. This study concluded that stockbrokers should be more responsive to the clients and their services should be trustworthy to increase the client's satisfaction.

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Marks, Bogusław Piotr. "Etyka maklera w świetle polskiego prawa giełdowego okresu 1921–1939." Annales. Etyka w Życiu Gospodarczym 14, no. 2 (January 1, 2011): 81–92. http://dx.doi.org/10.18778/1899-2226.14.2.07.

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The stock exchange is regarded as one of the key institutions of market economy. Stockbrokers were a truly essential group of workers of the stock exchanges. It was on the level of their organization and professional ethics that depended the level of efficient functioning of this institution. The basic law regulations, orders and stock charters were traced in this paper as well as – essential for exchanges – different documents, which marked principles of stockbrokers’ activity. These principles were considered from the point of view of the ethical norms establishing the contemporary ethics of economic life. My special attention was concentrated on these principles of stockbrokers’ activities which concern the way of their appointing, rights as well as duties. „Ethical aspects” of stockbrokers’ activity on the Polish stock-exchanges were traced for the period from acceptation, in 1921, the first in independent Poland Act of exchanges organization to the outbreak of World War II. Except stock exchanges which were formed during the Period of the Partitions of Poland (in Warsaw and Lodz), and which resumed their activities after World War I, the new ones were created when Poland had regained its independence. Stock exchanges – except the above-mentioned – were organized in Cracow, Poznan, Vilnius and in Lvov. In initial period of the second Republic of Poland acted six commodities exchanges too. The comparatively quick unification of exchange law by the government of independent Poland was the expression of understanding the importance which was fulfilled (not only) in economy by the institution of stock exchange. In turn, issuing separate regulations for stockbrokers was proof of high position held by this group in the structure of the basic organs of a stock exchange.

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8

Eisenstadt, Peter. "How the Buttonwood Tree Grew: The Making of a New York Stock Exchange Legend." Prospects 19 (October 1994): 75–98. http://dx.doi.org/10.1017/s0361233300005068.

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On May 17, 1792, the story goes, twenty-four stockbrokers gathered beneath a buttonwood tree on Wall Street and signed an agreement that grew into the mighty New York Stock Exchange (NYSE). This traditional account of the founding of the NYSE is largely legendary; it distorts the reality behind the meeting of stockbrokers that long-ago day in May, and claims that the Buttonwood Agreement established the exchange are without any foundation. Yet for more than a century the Buttonwood legend has endured.

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Atrill, P. F., T. Mangles, and E. J. McLaney. "An Analysis of Stockbrokers' Profit Forecasts." Management Research News 10, no. 1 (January 1987): 6. http://dx.doi.org/10.1108/eb027899.

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10

Latimer, Paul. "Disclosure and Fair Dealing by Stockbrokers." Anglo-American Law Review 18, no. 4 (September 1989): 335–47. http://dx.doi.org/10.1177/147377958901800404.

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11

Aziz, Abdul, Kim May, and John C. Crotts. "Relations of Machiavellian Behavior with Sales Performance of Stockbrokers." Psychological Reports 90, no. 2 (April 2002): 451–60. http://dx.doi.org/10.2466/pr0.2002.90.2.451.

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The hypothesis of a relationship between Machiavellian behavior and sales performance of Christie and Geis was tested with a sample of 110 stockbrokers. Scores on a measure called the Machiavellian Behavior scale were positively and significantly correlated with two self-reported measures of sales performance of the stockbrokers. Present results together with those of two earlier studies supported the hypothesis that salespeople with a Machiavellian orientation are likely to be more successful. Analysis of the data also indicated predictive validity and acceptable internal consistency of the Machiavellian Behavior scale. Limitations of the present study and a need for further research are discussed.

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Clark-Murphy, Marilyn, and Geoffrey N. Soutar. "Do retail stockbrokers understand clients' investment preferences?" Journal of Financial Services Marketing 13, no. 2 (August 18, 2008): 135–49. http://dx.doi.org/10.1057/fsm.2008.11.

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13

Angel, James J., and Douglas McCabe. "Ethical Standards for Stockbrokers: Fiduciary or Suitability?" Journal of Business Ethics 115, no. 1 (July 7, 2012): 183–93. http://dx.doi.org/10.1007/s10551-012-1362-y.

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14

Wahyono, Wahyono, Chasandra Puspitasari, Muhammad Dzulfikar Fauzi, Kasliono Kasliono, Wahyu Sri Mulyani, and Laksono Kurnianggoro. "An Optimal Stock Market Portfolio Proportion Model Using Genetic Algorithm." IJCCS (Indonesian Journal of Computing and Cybernetics Systems) 12, no. 2 (July 31, 2018): 171. http://dx.doi.org/10.22146/ijccs.36154.

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To reduce the amount of loss due to investment risk, an investor or stockbroker usually forms an optimal stock portfolio. This technique is done to get the maximum return of investment on shares to be purchased. However, in forming a stock portfolio required a fairly complex calculations and certain skills. This work aims to provide an alternative solution in the problem of forming the optimal and efficient stock portfolio composition by designing a system that can help decision making of investors or stockbrokers in preparing stock portfolio in accordance with the policy and risk investment. In this work, determination of optimal stock portfolio composition is constructed by using Genetic Algorithm. The data used in this work are the 4 selected stocks listed on the LQ45 index in 2017. Meanwhile, the calculation of profit and loss rate utilizes a single index model theory. The efficiency of the algorithm has been examined against the population size and crossover and mutation probabilities. The experimental results show that the proposed algorithm can be used as one of solutions to select the optimal stock portfolio.

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Wiśniewska, Marta. "THE IMPACT OF THE CORONAVIRUS (COVID-19) PANDEMIC ON INVESTORS’ BEHAVIOUR IN THE LIGHT OF BEHAVIOURAL FINANCE." Zeszyty Naukowe SGGW, Polityki Europejskie, Finanse i Marketing, no. 27(76) (June 30, 2022): 111–22. http://dx.doi.org/10.22630/pefim.2022.27.76.10.

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The aim of the research was to find out the opinions of stockbrokers working at the Warsaw Stock Exchange regarding the behaviour of Polish investors in the face of the coronavirus (COVID-19) pandemic. The research was carried out among 51 stockbrokers representing brokerage houses with a long history of operations. It has been found that psychological conditions of people and stock market sentiments play an important role in the decision-making process, and irrational investor behaviours, including largely herd effects, are particularly evident during the pandemic. The research shows that the occurrence of the coronavirus has not reduced the activity of Polish investors. Thus, significantly growing interest in shares of companies listed on the Warsaw Stock Exchange has been noted. The behaviour and attitude of market participants towards risk were volatile during the developing pandemic, which manifested itself in rapid buying of overvalued assets or rapid selling of assets.

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Zhang, Tengxiao, and Buxin Han. "Experience Reverses the Red Effect among Chinese Stockbrokers." PLoS ONE 9, no. 2 (February 24, 2014): e89193. http://dx.doi.org/10.1371/journal.pone.0089193.

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Agrawal, Shiv Ratan, and Divya Mittal. "Measuring CRM Effectiveness in Indian Stock Broking Services." Journal of Global Information Management 27, no. 1 (January 2019): 144–64. http://dx.doi.org/10.4018/jgim.2019010108.

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The article tried to develop a multi-item scale for analyzing CRM effectiveness (CRME) from the customer perspective in the Indian stock broking context. The results revealed that customer satisfaction could be improved through to build customer trust and customer involvement substantially by focusing on the CRM system which further influences customer retention and ultimately, customer loyalty within stockbroking services. The findings of the article will help stockbrokers and their managers for a tactical decision making of CRM system implementation and practices for customer perspective. Despite the huge investment in CRM systems by the stockbrokers, critics have remained unconvinced about the effectiveness of CRM for meeting desired business outcomes. The reason being that broking firms often perceive CRM systems as a specific technology solution rather than integrating customer needs with the firm's strategy, people and business process which generates a parallel need to develop a scale to measures CRM effectiveness in Indian stock broking services from the customer perspective.

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Aziz, Abdul. "Relationship between Machiavellianism Scores and Performance of Real Estate Salespersons." Psychological Reports 96, no. 1 (February 2005): 235–38. http://dx.doi.org/10.2466/pr0.96.1.235-238.

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Data from two samples ( ns = 37 and 35) of real estate agents showed a significant positive correlation of .37 between Machiavellianism (Mach-B scores) and self-reported sales volume. Present findings support earlier results from samples of stockbrokers and automobile salespersons showing Mach-B scores to be positively related to sales performance.

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Burke, Ronald J. "JOB INSECURITY IN STOCKBROKERS: EFFECTS ON SATISFACTION AND HEALTH." Journal of Managerial Psychology 6, no. 5 (May 1991): 10–16. http://dx.doi.org/10.1108/02683949110136197.

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Blair-Loy, Mary, and Jerry A. Jacobs. "Globalization, Work Hours, And The Care Deficit Among Stockbrokers." Gender & Society 17, no. 2 (April 2003): 230–49. http://dx.doi.org/10.1177/0891243202250777.

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Abdullahi, Nuruddeen A., and Alan Wakelam. "The Nigerian Stock Exchange and the Private Investor." Journal of Interdisciplinary Economics 6, no. 3 (October 1995): 183–202. http://dx.doi.org/10.1177/02601079x9500600302.

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The findings of this research suggests that the Nigerian private investors like their counterparts elsewhere (e.g. the U.S.A. and the U.K.) do like both capital appreciation and dividend income. Furthermore, the majority of the respondents preferred to invest in ordinary shares rather than in any other securities on the Stock Exchange. Indeed it was found that other forms of securities, especially the government development stocks or bonds, were little known to the respondents. The majority of the respondents (57.9%, Table 4) appeared to take investment decisions on their own initiative rather than acting on the advice of stockbrokers or other experts, and that they often rely on company reports for market information. This is perhaps due to lack of clear understanding of the role of the stockbrokers in investment advice. The respondents showed a great reliance on three main sources of market information for investment decisions [company reports (34%), stockbrokers/or experts (27%), and the media (27%)]. However, as other authors have shown the average Nigerian investor may not be financially literate, the great reliance on company reports implies that the private investors take investment decisions by guessing at a company’s financial progress and position. The media has shown its value in providing market information and educating the public on matters of investment but there is also a need for enhanced financial journalism in the country. Taxation does not appear to have any significant effect on personal share ownership in Nigeria. The large majority of the respondents showed their ignorance of tax rate on dividends. This may be partly because the tax on dividends was relatively small at the time of the survey (1992) and did not warrant serious consideration by the private investors whose size of share ownership is normally small. The effects of the background characteristics of the respondents, (education and training, portfolio holdings, number of shareholdings, frequency of contact with stockbrokers, and years of experience of share ownership) did have an effect on people’s understanding of listed companies. With the exception of the size of shareholdings and years of experience of share ownership all the presented variables have a significant influence on the respondents’ understanding of listed companies (see Table 9). Training in business and/or finance has no significant influence on the method of taking investment decisions. Both respondents with significant training and those who had little or no training in business and/or finance appeared to rely on their own initiative when taking investment decisions. It is also clear that, although the majority of the respondents expressed their satisfaction with the services rendered by the Stock Exchange, a great many respondents seem to have reservations on the efficacy of the services of the stock exchange and the market in general.

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Olajide Oladele, Patrick, Muyiwa Ezekiel Alade, Rotimi Oladele, Ayodele Afolabi Yakibi, and Omobola Ajayi. "Value relevance of ifrs based accounting information : Nigerian stockbrokers’ perception." African Journal of Business and Economic Research 13, no. 3 (December 15, 2018): 75–93. http://dx.doi.org/10.31920/1750-4562/2018/v13n3a4.

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Madden, Janice Fanning. "Performance-Support Bias and the Gender Pay Gap among Stockbrokers." Gender & Society 26, no. 3 (March 26, 2012): 488–518. http://dx.doi.org/10.1177/0891243212438546.

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Chu, Singfat, and Guan Hua Lim. "The Proposed Merger of GK Goh and Vickers Ballas." Asian Case Research Journal 05, no. 02 (December 2001): 141–65. http://dx.doi.org/10.1142/s0218927501000123.

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The opposition of some shareholders to the proposed merger of stockbrokers GK Goh and Vickers Ballas in Singapore highlights a number of interesting issues pertaining to the valuation of companies in mergers and acquisitions. In particular, what are rationalisations for market capitalisation versus book value? The case also discusses the appropriateness of schemes of arrangement as a means to effect a merger and the judiciousness of appointing independent financial advisors to advise minority shareholders.

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Kaur, Jaspreet. "Stockbrokers' Services Availed by Equity Investors': A Study of Punjab, India." Effulgence-A Management Journal 16, no. 2 (July 1, 2018): 14. http://dx.doi.org/10.33601/effulgence.rdias/v16/i2/2018/14-31.

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Maxwell, Kenneth, and Andrés Oppenheimer. "Bordering on Chaos: Guerrillas, Stockbrokers, Politicians, and Mexico's Road to Prosperity." Foreign Affairs 75, no. 5 (1996): 148. http://dx.doi.org/10.2307/20047784.

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Oppenheimer, Andres. "Bordering on chaos: Guerillas, stockbrokers, politicians and mexico's road to prosperity." Trends in Organized Crime 2, no. 4 (June 1997): 61. http://dx.doi.org/10.1007/s12117-997-1084-1.

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Barua, Samir K., and Jayanth R. Varma. "Securities Scam: Genesis, Mechanics, and Impact." Vikalpa: The Journal for Decision Makers 18, no. 1 (January 1993): 3–14. http://dx.doi.org/10.1177/0256090919930101.

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The term “securities scam” refers to the diversion of funds from the banking system to various stockbrokers in a series Of transactions—primarily government securities—during the period April 1991 to May 1992. An understanding of the scam is a prerequisite for any meaningful analysis of policy alternatives to improve the functioning of the financial system. This paper by Samir K Barua and Jayanth R Varma presents a plausible reconstruction of how the scam originated, how it was perpetrated, and what would be its aftermath.

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Morrin, Maureen, Jacob Jacoby, Gita Venkataramani Johar, Xin He, Alfred Kuss, and David Mazursky. "Taking Stock of Stockbrokers: Exploring Momentum versus Contrarian Investor Strategies and Profiles." Journal of Consumer Research 29, no. 2 (September 2002): 188–98. http://dx.doi.org/10.1086/341570.

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Assadi, Pooria, and Andrew von Nordenflycht. "Does it Matter if Stockbrokers Get Caught Cheating? Consequences of Misconduct on Careers." Academy of Management Proceedings 2015, no. 1 (January 2015): 17361. http://dx.doi.org/10.5465/ambpp.2015.17361abstract.

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Crandall, Russell. "Book Review: Bordering on Chaos: Guerrillas, Stockbrokers, Politicians, and Mexico's Road to Prosperity." SAIS Review 17, no. 1 (1997): 195–97. http://dx.doi.org/10.1353/sais.1997.0004.

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Md. Abdur, Rouf. "Users’ Perception on Corporate Voluntary Disclosure in Bangladesh." DIU Journal of Business and Entrepreneurship 10, no. 01 (June 30, 2016): 136–51. http://dx.doi.org/10.36481/diujbe.v010i1.v9geqh24.

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The aim of this paper is to examine the users’ perception regarding the importance, relevance, timeliness, materiality and comparability of voluntary disclosure in corporate annual reports practiced by the listed companies operating in Bangladesh. Data were collected through planned questionnaire by using direct interview method of data collection. Identifying the perceptions of various user groups i.e., professional accountants, accounting professors, investors and stockbrokers. The Chi-Square tests were carried out to test the nominated nullhy potheses. It is revealed from the analytical results that the respondents’ perception is dissatisfactory of Timeliness, comparability and relevance. Such dissatisfaction indicates that the existing corporate voluntary information practices of Bangladesh are not capable of meeting the users’ information needs.

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BOWEN, H. V. "‘The Pests of Human Society’: Stockbrokers, Jobbers and Speculators in Mid-eighteenth-century Britain." History 78, no. 252 (February 1993): 38–53. http://dx.doi.org/10.1111/j.1468-229x.1993.tb01569.x.

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Kansal, Monika, and Mahesh Joshi. "Perceptions of Investors and Stockbrokers on Corporate Social Responsibility: A Stakeholder Perspective from India." Knowledge and Process Management 21, no. 3 (July 2014): 167–76. http://dx.doi.org/10.1002/kpm.1449.

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J. Cano M, Jeimy, and Omar A. Hernández. "Design of a Purple Team for the Colombian Financial Sector Focused on Stock Brokerage Companies (SBK)." Revista Latinoamericana Y Del Caribe De La Associacion De Sistemas De Informacion 14, no. 1 (December 22, 2022): 1–13. http://dx.doi.org/10.17705/1relc.00092.

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Private and public sector companies are suffering cyber attacks globally, so the need to invest in cybersecurity has become a priority. In this sense, several supervisors have formulated regulations around cybersecurity, with a particular emphasis on banks and their challenges but not much on the Stockbrokers (SBK) entities that are the subject of this research work. Although one of the most common methodologies is the simulation of offensive (red team) and defensive (blue team) security, purple teams are emerging as an alternative that enables a broader spectrum of learning and analysis for companies, particularly SBKs This article details a methodological guide for the design and implementation of a purple team in SBKs in order to strengthen cybersecurity governance in the face of contemporary cyber threats.

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Rajkumar, K. Prabhakar. "The evaluation pattern of Indian investors on role of stockbrokers to determination of investment decision." International Journal of Intelligent Enterprise 8, no. 1 (2021): 18. http://dx.doi.org/10.1504/ijie.2021.112325.

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Rajkumar, K. Prabhakar. "The evaluation pattern of Indian investors on role of stockbrokers to determination of investment decision." International Journal of Intelligent Enterprise 8, no. 1 (2021): 18. http://dx.doi.org/10.1504/ijie.2021.10034447.

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Yasmeen, Gisèle. "Stockbrokers turned sandwich vendors: the economic crisis and small-scale food retailing in Southeast Asia." Geoforum 32, no. 1 (February 2001): 91–102. http://dx.doi.org/10.1016/s0016-7185(00)00038-5.

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LEUCHTER, TYSON. "THE ILLIMITABLE RIGHT: DEBATING THE MEANING OF PROPERTY AND THEMARCHÉ À TERMEIN NAPOLEONIC FRANCE." Modern Intellectual History 15, no. 1 (March 28, 2016): 3–32. http://dx.doi.org/10.1017/s1479244316000081.

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At a critical moment during the Napoleonic era, the stockbrokers of Paris were summoned before the Council of State to defend themarché à terme, or futures contract in public debt. Surprisingly, despite official disdain and ample legal opportunity for prohibition, the brokers’ argument was successful, and themarché à termeescaped repression. The defense of themarché à termeturned on the nature of property. To critics, it divided property from possession, severing property from any concrete anchors. Advocates, by contrast, pointed to the inherent abstraction of property encoded in legal norms. These debates helped shape a concept of property in which economic utility, legal validity, and moral grounding converged. As a central pillar of the new regime, this concept of property also constrained political authority. The successful defense of themarché à termeshows that property was a right that not even authoritarian regimes could restrict arbitrarily.

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Patel, Prof Rahulkumar, Devendra Joshi, Aniket Patil, Prajakta Yeole, and Dhanashri Wani. "Visualization and Forecasting of Stocks Using Python and ML." International Journal for Research in Applied Science and Engineering Technology 11, no. 6 (June 30, 2023): 1814–20. http://dx.doi.org/10.22214/ijraset.2023.53954.

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Abstract: Stock trading is one of the most important activities in the world of finance. Market forecasting is the act of trying to determine the future price of other financial instruments traded on the financial exchange . This document explains the forecasting of the market using machine learning. Most stockbrokers use technical and fundamental or time series analysis when making stock forecasts. The programming language used to predict stock markets using machine learning is Python. In this paper, we propose a machine learning (ML) approach that will learn from the data available at yfinance, and derive the intelligence and then use the information gained to make accurate predictions. In this case, this study uses a machine learning technique called LSTM to predict the closing price of stocks of five different stocks using the daily and price last minute frequency.

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Langevoort, Donald C. "Selling Hope, Selling Risk: Some Lessons for Law from Behavioral Economics about Stockbrokers and Sophisticated Customers." California Law Review 84, no. 3 (May 1996): 627. http://dx.doi.org/10.2307/3480963.

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Hati, Berliyana Kesuma, M. Farhan Athaulloh, Husni Na’fa Mubarok, Sergii Sharov, Berliyana Kesuma Hati, Luluk Muthoharoh, and Mika Alvionita. "Analysis of Google Stock Prices from 2020 to 2023 using the GARCH Method." International Journal of Electronics and Communications Systems 3, no. 2 (December 30, 2023): 79. http://dx.doi.org/10.24042/ijecs.v3i2.20899.

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This research focuses on Google's share price movements, considering their significant impact on the financial market, using Google's share price data from 2020 to 2023. The aim is to analyze error variance and forecast and provide valuable information to stockbrokers and investors. The ARMA model has shortcomings in dealing with volatility, so the GARCH model is used to overcome it. Research methods include financial data analysis, preprocessing, and modeling with GARCH. The rolling forecast method describes changes in price patterns over time. Evaluation using MAPE validates the prediction accuracy of the ARIMA model. The best model chosen with the most negligible AIC value criteria was the ARIMA(3,0,2)GARCH(1,1) model. The forecasting results show accurate stock price predictions with an average MAPE value of 20.7%. This research provides an essential basis for brokers and investors in making investment decisions based on a deep understanding of the dynamics of Google's share price movements in the above time frame.

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Walakumbura, S. H. M. L., W. M. S. P. Weerasinghe, and T. U. I. Peiris. "Effect of Structural Breaks on Stock Market Performance during COVID-19 Period in Sri Lanka." Asian Journal of Management Studies 3, no. 2 (April 5, 2024): 66–79. http://dx.doi.org/10.4038/ajms.v3i2.66.

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This study investigates the effects of structural breaks on the Colombo Stock Exchange (CSE) performance over the COVID-19 period. Stock market returns and volatility are used to proxy the stock market performance. Structural breaks were identified by using the Bai-Perron (2003) test. An ARMA (p,q) model fitted for stock returns was augmented using dummy variables for the structural breaks to measure the effect of structural breaks on stock market returns. The model was further extended as a volatility regression model (GARCH, EGARCH, or TGARCH) to measure the effect of structural breaks on stock market volatility. The results confirmed the presence of structural breaks following COVID-19-related news in CSE. Seventeen such breaks were identified. However, only three significantly influenced the stock market returns and the volatility. As a result, the study's consequences affect stockbrokers, multinational organizations, portfolio managers, and investors, allowing them to foresee market patterns and take preventative action in the event of structural breaks.

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Afzal, Fahim, Pan Haiying, Farman Afzal, Asif Mahmood, and Amir Ikram. "Value-at-Risk Analysis for Measuring Stochastic Volatility of Stock Returns: Using GARCH-Based Dynamic Conditional Correlation Model." SAGE Open 11, no. 1 (January 2021): 215824402110057. http://dx.doi.org/10.1177/21582440211005758.

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To assess the time-varying dynamics in value-at-risk (VaR) estimation, this study has employed an integrated approach of dynamic conditional correlation (DCC) and generalized autoregressive conditional heteroscedasticity (GARCH) models on daily stock return of the emerging markets. A daily log-returns of three leading indices such as KSE100, KSE30, and KSE-ALL from Pakistan Stock Exchange and SSE180, SSE50 and SSE-Composite from Shanghai Stock Exchange during the period of 2009–2019 are used in DCC-GARCH modeling. Joint DCC parametric results of stock indices show that even in the highly volatile stock markets, the bivariate time-varying DCC model provides better performance than traditional VaR models. Thus, the parametric results in the DCC-GRACH model indicate the effectiveness of the model in the dynamic stock markets. This study is helpful to the stockbrokers and investors to understand the actual behavior of stocks in dynamic markets. Subsequently, the results can also provide better insights into forecasting VaR while considering the combined correlational effect of all stocks.

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Rajanand Tawale, Shubham, Gaurav Subhash Jawalkar, and Sanket Sadashiv pathare. "STOCK PRICE PREDICTION IN PYTHON USING STREAMLIT." International Journal of Engineering Applied Sciences and Technology 6, no. 11 (March 1, 2022): 170–74. http://dx.doi.org/10.33564/ijeast.2022.v06i11.032.

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One of the most important practices in the financial world is stock trading. The act of attempting to forecast the future value of a stock or other financial instrument listed on a stock exchange is known as stock market prediction. This paper discusses how Machine Learning can be used to predict a stock's price. When it comes to stock forecasts, most stockbrokers use technical and fundamental analysis, as well as time series analysis. Python is the programming language used to forecast the stock market. In this paper, we propose a Machine Learning (ML) method that will be trained using publicly accessible stock data to obtain intelligence, and then use that intelligence to make an accurate prediction. In this context, this research builds a connection between facebook prophet and streatmlit which helps in predicting stock market, which is basically a Python scraper that extracts finance data from the Yahoo Finance platform; more precisely, a Recurrent Neural Network with LSTM cells was constructed, which is the current state-of-the-art in time series forecasting.

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Gaur, Varun, Sharad Bhardwaj, Utsav Gaur, and Sushant Gupta. "Stock Market Prediction & Analysis." International Journal for Research in Applied Science and Engineering Technology 10, no. 5 (May 31, 2022): 4404–8. http://dx.doi.org/10.22214/ijraset.2022.43403.

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Abstract: Stock trading is one of the most essential activities in the financial sector. The act of attempting to anticipate the future value of a stock or other financial instrument is known as stock market prediction. A financial exchange-traded instrument. This document illustrates how Machine Learning is used to predict a stock. The time series analysis or technical and fundamental analysis is used most stockbrokers use when deciding on a stock predictions. To forecast the outcome, the computer language is employed. Python is a stock market that uses machine learning. This paper is about We suggest a Machine Learning (ML) strategy that will be cost-effective. taught from publicly available stock data and intelligence and then applies what they've learned to make an accurate prediction. This work use machine learning in this setting. Support Vector Machine (SVM) is a technology for predicting Stock prices for large and small cap companies, as well as in the three different markets, using daily and weekly pricing Frequencies that are up to date. Keywords: Support Vector Machine, Stock Market, Machine Learning, Predictions

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Garivaltis, Alex. "The Laws of Motion of the Broker Call Rate in the United States." International Journal of Financial Studies 7, no. 4 (October 1, 2019): 56. http://dx.doi.org/10.3390/ijfs7040056.

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In this paper, which is the third installment of the author’s trilogy on margin loan pricing, we analyze 1367 monthly observations of the U.S. broker call money rate, e.g., the interest rate at which stockbrokers can borrow to fund their margin loans to retail clients. We describe the basic features and mean-reverting behavior of this series and juxtapose the empirically-derived laws of motion with the author’s prior theories of margin loan pricing (Garivaltis 2019a, 2019b). This allows us to derive stochastic differential equations that govern the evolution of the margin loan interest rate and the leverage ratios of sophisticated brokerage clients (namely, continuous-time Kelly gamblers). Finally, we apply Merton’s (1974) arbitrage theory of corporate liability pricing to study theoretical constraints on the risk premia that could be generated in the market for call money. Apparently, if there is no arbitrage in the U.S. financial markets, the implication is that the total volume of call loans must constitute north of 70 % of the value of all leveraged portfolios.

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Aitken, Michael J., and Peter L. Swan. "PRINCIPAL AND AGENCY TRADES BY STOCKBROKERS ARE COMPLEMENTARY: THE WELFARE EFFECTS OF DEREGULATING AGENCY TRADING AND BANNING PRINCIPAL TRADES." Accounting & Finance 33, no. 2 (February 25, 2009): 19–42. http://dx.doi.org/10.1111/j.1467-629x.1993.tb00197.x.

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Burova, Aleksandra Yu. "Legal Aspects of Brokerage in Pre-Revolutionary Russia." History of state and law 2 (February 11, 2021): 33–39. http://dx.doi.org/10.18572/1812-3805-2021-2-33-39.

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In this article brokerage as a widespread phenomenon in pre-revolutionary Russia is analyzed from a legal point of view. Reasons of appearance and chronology of development of this institute are opened, differences between maklers and other intermediaries are explained, also differences between stockbrokers and private brokers, official and unofficial maklers are shown. The author pays attention to legal analysis of legal texts in pre-revolutionary Russia which regulate makler`s activity, examines makler`s duties and peculiarities of his activity. An attempt to explain specific legal provisions concerning makler`s activity is made. Simultaneously the author is based on researches of national legal scholars. In this article there are some conclusions that there was no legal regulation of brokerage contracts in pre-revolutionary Russia and that a brokerage contract was considered to be oral. The nature and peculiarities of brokerage contracts are examined, in particular a problem of paying honorary (brokerage fee) to a makler.It is also stated that except stock-brokers private maklers existed. Based on this research the author has grounds to state that some elements of brokerage might be assumed by modern legislators taking into account day-to-day realities.

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Siraji, M., Na zar, and M. S. Ishar Ali. "Irrational Behaviour and Stock Investment Decision. Does Gender Matter?" Revista Gestão Inovação e Tecnologias 11, no. 2 (June 29, 2021): 2185–204. http://dx.doi.org/10.47059/revistageintec.v11i2.1868.

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The research aims to examine the influence of irrational behaviour on stock investment decision, specifically, anchoring, disposition effect, home bias, herding, overconfidence and the risk perception. The research further investigates the moderating role of gender between irrational behaviour and stock investment decision. Finally, it reveals which irrational behaviour is most prevalent. A survey collected the primary data from 425 individual investors. The survey evidence shows that, of six irrational behaviours, anchoring, disposition effect, overconfidence and risk perception were influence the investment decision of individual investors, and risk perception comes out to be the significant irrational behaviour on stock investment decision. It further explores that gender has a significant moderation for anchoring, disposition effect, herding, overconfidence, risk perception, and stock investment decision. We recommend that if individuals are aware of the behavioural biases, it will help them for making the right stock investment decisions. The study also relevant for financial advisors, stockbrokers and policymakers as it facilitates them in gaining a better understanding of their clients’ irrational behaviour. The present study gives a unique insight into the individual investors’ profile of gender corresponding to each main irrational behaviour on investment decision under consideration of stock investment.

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Journal articles on the topic 'Stockbrokers'

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