Relevant bibliographies by topics / Stocks and bods market

Contents

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

Academic literature on the topic 'Stocks and bods market'

Author: Grafiati
Published: 28 May 2022
Last updated: 31 July 2025

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Journal articles on the topic "Stocks and bods market"

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Nyasha, Sheilla, and N. M. Odhiambo. "The Dynamics Of Stock Market Development In Kenya." Journal of Applied Business Research (JABR) 30, no. 1 (2013): 73. http://dx.doi.org/10.19030/jabr.v30i1.8284.

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This paper highlights the origin of the stock market in Kenya, and traces the reforms that have been undertaken to develop the stock market. It also highlights the growth of the Kenyan stock market, as well as the challenges currently facing the market. The country has one stock market, known as the Nairobi Securities Exchange (formerly the Nairobi Stock Exchange). It is one of Africas largest stock markets. Since the early 1980s, a number of stock market reforms have been implemented in Kenya. These include the formation of a regulatory body (Capital Markets Authority CMA) in 1989, the replac
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Tagizade, S. "Ways of increasing the role of the securities market in financing the economy of Azerbaijan." Bulletin of Science and Practice, no. 11 (November 14, 2017): 346–50. https://doi.org/10.5281/zenodo.1048519.

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The development of financial markets, the impact on the efficiency of production and consumption, maximizing the benefits of society. Currently, the role of the securities market in the financing of the national economy remains limited. Enhancing the role of the securities market in the financing of the national economy requires the implementation of major changes in the mechanism of the business organization. There is a need to improve the mechanism of state regulation of joint stock companies.
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Nyasha, Sheilla, and Nicholas M. Odhiambo. "The Brazilian stock market development: A critical analysis of progress and prospects during the past 50 years." Risk Governance and Control: Financial Markets and Institutions 3, no. 3 (2013): 7–15. http://dx.doi.org/10.22495/rgcv3i3art1.

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This paper highlights the origin of the stock market in Brazil, and traces the reforms that have been undertaken to develop the stock market. It also highlights the growth of the Brazilian stock market, as well as the challenges currently facing the market. The country has one big stock market, known as the BM&FBOVESPA, which is one of the world’s largest stock markets. Over the years, a number of stock market reforms have been implemented in Brazil. Among these reforms have been the restructuring of the financial market, the replacement of the traditional trading systems by full electroni
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Enow, Samuel Tabot. "OVERREACTION AND UNDERREACTION DURING THE COVID-19 PANDEMIC IN THE SOUTH AFRICAN STOCK MARKET AND ITS IMPLICATIONS." EURASIAN JOURNAL OF BUSINESS AND MANAGEMENT 10, no. 1 (2022): 19–26. http://dx.doi.org/10.15604/ejbm.2022.10.01.002.

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The aim of this study was to investigate overreaction and underreaction from the six main sectors in the Johannesburg stock exchange due to the significant impact of Covid-19 on economic activities and financial markets globally. Using a Threshold GARCH model, the findings revealed the presence of overreaction mostly in the healthcare, industrial and telecom sector. However, very few stocks in the banking and tech portrayed overreaction while none of the stocks in the consumer goods sector revealed the presence of overreaction or underreaction because the coefficient of the leverage term was s
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López-García, María Nieves, Miguel Angel Sánchez-Granero, Juan Evangelista Trinidad-Segovia, Antonio Manuel Puertas, and Francisco Javier De las Nieves. "A New Look on Financial Markets Co-Movement through Cooperative Dynamics in Many-Body Physics." Entropy 22, no. 9 (2020): 954. http://dx.doi.org/10.3390/e22090954.

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One of the main contributions of the Capital Assets Pricing Model (CAPM) to portfolio theory was to explain the correlation between assets through its relationship with the market index. According to this approach, the market index is expected to explain the co-movement between two different stocks to a great extent. In this paper, we try to verify this hypothesis using a sample of 3.000 stocks of the USA market (attending to liquidity, capitalization, and free float criteria) by using some functions inspired by cooperative dynamics in physical particle systems. We will show that all of the co
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Deng, Pei Lin. "The Effect of Trading Activity and Holdings Market Capitalization on Portfolio Performance." International Journal of Economics and Finance 10, no. 8 (2018): 18. http://dx.doi.org/10.5539/ijef.v10n8p18.

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This paper augments a growing body of empirical literature on the turnover-return relationship of stock portfolios. From quarterly data over the recent decade, mutual funds that focus on smaller cap stocks are found to pay a greater performance penalty for active trading compared to those that focus on larger cap stocks. On average, managers in every fund focus type make investment decisions that benefit gross returns. However, detriment from excessive trading arises due to transaction costs. They are especially magnified for mutual funds that focus on smaller cap stocks. Findings herein also
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Heymans, Andre, and Ricardo Da Camara. "Measuring spill-over effects of foreign markets on the JSE before, during and after international financial crises." South African Journal of Economic and Management Sciences 16, no. 4 (2013): 418–34. http://dx.doi.org/10.4102/sajems.v16i4.384.

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There is a large body of research that proves the co-movement of international stock markets over time. This co-movement manifests through various instruments ranging from stocks and bonds, to soft commodities and can be visualised as returns and volatility spill-over effects. During the most recent financial crisis, it was once again highlighted that no market is immune to spill-over effects from other international markets. By employing an aggregate-shock (AS) model, returns and volatility spill-over effects of the Hang Seng, London, Paris, Frankfurt and New York stock markets to the JSE are
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Kelly, Patrick J. "Information Efficiency and Firm-Specific Return Variation." Quarterly Journal of Finance 04, no. 04 (2014): 1450018. http://dx.doi.org/10.1142/s2010139214500189.

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Reasoning that private firm-specific information causes firm-specific return variation that drives down market-model R2s, [Morck et al., 2000, The Information Content of Stock Markets: Why do Emerging Markets have Synchronous Stock Price Movements? Journal of Financial Economics, 58, 215–260] begin a large body of research which interprets R2 as an inverse measure of price informativeness. Low-R2s or "synchronicity," as it is called in this literature, signal that prices more efficiently incorporate private firm-specific information, and high R2s indicate less. For this to be true, we would ex
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López-García, María Nieves, Miguel Angel Sánchez-Granero, Juan Evangelista Trinidad-Segovia, Antonio Manuel Puertas, and Francisco Javier De las Nieves. "Volatility Co-Movement in Stock Markets." Mathematics 9, no. 6 (2021): 598. http://dx.doi.org/10.3390/math9060598.

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The volatility and log-price collective movements among stocks of a given market are studied in this work using co-movement functions inspired by similar functions in the physics of many-body systems, where the collective motions are a signal of structural rearrangement. This methodology is aimed to identify the cause of coherent changes in volatility or price. The function is calculated using the product of the variations in volatility (or price) of a pair of stocks, averaged over all pair particles. In addition to the global volatility co-movement, its distribution according to the volatilit
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Chen, Pengyu. "Using Machine Learning to Predict the Stock Market Trend." Transactions on Computer Science and Intelligent Systems Research 5 (August 12, 2024): 981–86. http://dx.doi.org/10.62051/bgrbnh39.

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For a long time, people have been trying to predict the direction of stocks, employing various methods. This paper explores the application of machine learning algorithms in predicting stock market trends, aiming to address the challenges of traditional methods and leverage the advantages of data-driven approaches. Highlights the limitations of conventional techniques and elucidates the potential of machine learning in capturing complex market dynamics. This paper discusses various machine learning algorithms and their characteristics, emphasizing their adaptability and scalability in analyzin
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Dissertations / Theses on the topic "Stocks and bods market"

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Похилько, Світлана Василівна, Светлана Васильевна Похилько, Svitlana Vasylivna Pokhylko та Р. Хайдарова. "Особенности проведения фундаментального анализа рынка ценных бумаг". Thesis, Сумский государственный университет, 2016. http://essuir.sumdu.edu.ua/handle/123456789/48746.

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В условиях глобализации особое значение приобретает рынок ценных бумаг. Фондовый рынок выполняет множество функций, в частности, он обеспечивает перераспределение денежных ресурсов, концентрацию капитала и производства. Для инвестирования в его инструменты необходим анализ ценных бумаг. Для этого необходимо исследовать: финансовые показатели компаний; доходы предприятий; дивиденды компаний; динамику рынка капитала; особенности развития отрасли; состояние экономики страны в целом На сегодняшний день выделяют два основных подхода к анализу ценных бумаг – технический и фундаментальный. Ф
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Gustafsson, Adam, and Viberg Frida Nilsson. "The Debt-Equity Dilemma : An analysis of the co-movement between Swedish stocks and bonds." Thesis, Umeå universitet, Företagsekonomi, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-160909.

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Throughout the last century there has been an extensve discussion regarding the optimal capital structure.Excessive research has further been conducted to understand the relationbetween the market debt and equity on an aggregated market-level. However, it is observed that the research on thefirm-specific co-movement of stock and bondsis scarce. Since the last financial crisis,the bond market has especiallyseen a rapid growth. The growthstemsfrom the low interest rate climate togetherwithmore restrictive lending policies from banks. Based on this discussion the purpose of this research is to in
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Zhang, Lei. "Two essays : on the common information in the return volatilities and volumes : on the informational efficiency of municipal bond market." Related electronic resource: Current Research at SU : database of SU dissertations, recent titles available, full text:, 2008. http://wwwlib.umi.com/cr/syr/main.

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Liepins, Emils, and Oubari Abdulrahman. "Green Bond Influence on Cumulative Abnormal Return in The Swedish Stock Market : A Study of Publicly Listed Swedish Construction and RealEstate Companies." Thesis, Internationella Handelshögskolan, Jönköping University, IHH, Företagsekonomi, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-48663.

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Addressing environmental issues has been a top priority in recent years all over the world. There are several options on how to address this problem also from a financial perspective. Therefore, the purpose of this study was to investigate how green bond issuance announcement impacts publicly traded stock prices through cumulative abnormal return (CAR) perspective. We focused our scope only to the Swedish market. Theory is based on three different models: the capital asset pricing model (CAPM), the market model, and the market return model, which all have been applied also in previous studies.
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Angolkar, Tejal. "The Effects of Macroeconomic Indicators and Event Shocks on Greek Stock and Bond Market Performance." Scholarship @ Claremont, 2016. http://scholarship.claremont.edu/cmc_theses/1423.

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This paper focuses on understanding the higher than average punishment to Greek stocks and bonds and the overall investor reactions to the worsening economic situation in Greece from 2000 to 2014. Were Greek stock and bond values driven by fiscal and financial conditions, macroeconomic indicators and event shocks to the economy? Time series regressions, Granger Causality Wald tests and impulse response functions are used to answer the question. The proxies for Greek stock and bond market performance include the Athens Stock Exchange Index growth rate and the short run and long run interest rat
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Yu, Yinghui. "Short-sales constraints and market efficiency evidence from the Hong Kong market /." Click to view the E-thesis via HKUTO, 2006. http://sunzi.lib.hku.hk/hkuto/record/B3720564X.

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Wong, Michael C. S. "Technical analysis and market inefficiency a study of the Hong Kong stock market /." online access from ProQuest databases, 1997. http://libweb.cityu.edu.hk/cgi-bin/er/db/pqdiss.pl?9907800.

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Man, Kai-sze. "Stock market performance in Hong Kong : an empirical investigation /." Hong Kong : University of Hong Kong, 1996. http://sunzi.lib.hku.hk/hkuto/record.jsp?B19740773.

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Mak, Ping-kuen. "Financial performance of H shares in the Hong Kong stock market /." Hong Kong : University of Hong Kong, 1997. http://sunzi.lib.hku.hk/hkuto/record.jsp?B18837359.

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Cheung, Ping-wing Ricky. "Relative strength trading rules and efficiency of the Hong Kong market /." [Hong Kong : University of Hong Kong], 1985. http://sunzi.lib.hku.hk/hkuto/record.jsp?B12316866.

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Books on the topic "Stocks and bods market"

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Shiller, Robert J. Market volatility. MIT Press, 1989.

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Little, Jeffrey B. Bonds, preferred stocks, and the money market. Chelsea House, 1988.

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Morgan, Donald P. Bond market discipline of banks: Is the market tough enough? Federal Reserve Bank of New York, 1999.

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Crawford, William C. Making it in the market: The insider's guide. Peachtree Publishers, 1990.

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Bolinger, Bob. Stocks and bonds for Jack and Jill: Basic stock market concepts for adults. Vichy Press, 2007.

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Rampini, Adriano. Das Emissionsgeschäft für Schweizerfranken-Anleihen: Eine Beurteilung des Wettbewerbs aus industrieökonomischer Sicht. P. Haupt, 1993.

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Inc, Stephens, ed. Stock market knowledge for all ages: Answering questions about stocks, bonds, and mutual funds. Stephens Press, 2003.

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Hatch, James E. Canadian stocks, bonds, bills, and inflation, 1950-1983. Financial Analysts Research Foundation, 1985.

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Chordia, Tarun. An empirical analysis of stock and bond market liquidity. Federal Reserve Bank of New York, 2003.

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Kinsman, Robert. There's always a bull market: Conservative investing in stocks, bonds, and gold. Dow Jones-Irwin, 1990.

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Book chapters on the topic "Stocks and bods market"

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Aliber, Robert Z. "The World Market for Bonds and Stocks." In The New International Money Game. Palgrave Macmillan UK, 2011. http://dx.doi.org/10.1057/9780230246720_19.

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Kraykin, Andrey, Artur Meynkhard, and Tomonobu Senjyu. "Optimal Share of Investing in Solar Energy Companies’ Stocks and Bonds for Sustainable Growth." In Circular Economy and the Energy Market. Springer International Publishing, 2022. http://dx.doi.org/10.1007/978-3-031-13146-2_11.

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Draze, Dianne. "Buying Stocks." In The Stock Market Game. Routledge, 2021. http://dx.doi.org/10.4324/9781003238935-10.

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Board, John, Alfonso Dufour, Yusuf Hartavi, Charles Sutcliffe, and Stephen Wells. "Market-Switching Stocks." In Risk and Trading on London’s Alternative Investment Market. Palgrave Macmillan UK, 2015. http://dx.doi.org/10.1057/9781137361301_11.

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Draze, Dianne. "Making Money with Stocks." In The Stock Market Game. Routledge, 2021. http://dx.doi.org/10.4324/9781003238935-6.

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Fong, Wai Mun. "Growth Stocks." In The Lottery Mindset: Investors, Gambling and the Stock Market. Palgrave Macmillan UK, 2014. http://dx.doi.org/10.1057/9781137381736_4.

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Stereńczak, Szymon. "Stocks' liquidity and performance." In Understanding the Polish Capital Market. Routledge, 2022. http://dx.doi.org/10.4324/9781003298069-10.

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Khanchandani, Khushi, Neha Patil, and Vineeta Bhujle. "Virtual Stocks: Stock Market Simulator." In Information and Communication Technology for Competitive Strategies (ICTCS 2021). Springer Nature Singapore, 2022. http://dx.doi.org/10.1007/978-981-19-0098-3_26.

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Aliber, Robert Z. "The World Markets for Stocks and Bonds." In The New International Money Game. Palgrave Macmillan UK, 2002. http://dx.doi.org/10.1057/9780230500976_19.

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Kubik-Kwiatkowska, Monika, and Tomasz Szkutnik. "Financial reporting and stocks performance." In Understanding the Polish Capital Market. Routledge, 2022. http://dx.doi.org/10.4324/9781003298069-14.

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Conference papers on the topic "Stocks and bods market"

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Mishra, Nitin, Mohammad Anzar, Saksham Pandey, and Santosh Mishra. "A Review on Stock Market Trends and Stocks Price Prediction Using Sentiment Analysis and Market Data." In 2025 3rd International Conference on Communication, Security, and Artificial Intelligence (ICCSAI). IEEE, 2025. https://doi.org/10.1109/iccsai64074.2025.11063888.

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Zhang, Yanting, Lei Yang, Shipei Du, Yu Sun, and Yaxin Hou. "Predicting financial and manufacturing stocks in China's stock market with random forest." In Second International Conference on Big Data, Computational Intelligence and Applications (BDCIA 2024), edited by Sos S. Agaian. SPIE, 2025. https://doi.org/10.1117/12.3059615.

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Aravindhan, M., and D. Manikavelan. "Improving Stock Market Close Price Prediction: A Generalized Linear Model Approach for NSE Banking Stocks." In 2024 5th IEEE Global Conference for Advancement in Technology (GCAT). IEEE, 2024. https://doi.org/10.1109/gcat62922.2024.10923875.

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Nagarajan, Ravi, Steve Liebhart, Pedro Escudero, and Shahab Soltaninia. "Bio Fuel Feedstock and Finish Products – Linings Case Study." In CONFERENCE 2023. AMPP, 2023. https://doi.org/10.5006/c2023-18898.

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Abstract The production of Renewable Fuels has been embraced by the Global Oil and Gas Industry to adopt more environmentally sustainable practices. This remarkable technology switch has been made possible by concerted research and design changes to traditional sourcing, handling, refining, and storing of natural oils feedstocks and bio-based finish products. Each end of the production chain of biofuels presents corrosion challenges to the infrastructure being used in the process and they must be separately and thoroughly understood by the coatings industry. This presentation examines lessons
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Liebhart, Steve, Ravi Nagarajan, and Pedro Escudero. "Biofuel Tank Lining- From Lab to the Field Journey." In CONFERENCE 2024. AMPP, 2024. https://doi.org/10.5006/c2024-20722.

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Abstract The unprecedented growth in the use of bio-based feedstocks in the Oil and Gas industry has led to several research efforts on the part of coating manufacturers to determine best options for the lining of feedstock storage tanks. While a few technologies have emerged as good, better, and best candidates to withstand the chemical exposure and storage temperature of the feedstocks, their application requirements for application conditions vary widely. Given the geographical locations of the facilities that are involved in the production of biofuels, the site environmental conditions mak
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Majoran, Ana Alexandra Iuliana, and Camelia-Catalina Mihalciuc. "The impact of financial product diversification and transaction efficiency on the competitiveness of the Bucharest Stock Exchange." In International student scientific conference, ISSC 2025 "Challenges of accounting for young researchers", 9th Edition. Academy of Economic Studies, 2025. https://doi.org/10.53486/issc2025.04.

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The Bucharest Stock Exchange (BVB) represents the benchmark for the development of financial markets in Romania. Its efficiency can be measured by the range of financial products made available to investors, as well as by the efficiency, speed, and diversity of trading channels. This paper aims to analyze the impact of using bonds, stocks, and Exchange Traded Funds (ETFs) on key market indicators such as liquidity, volatility, and transparency. The analysis technique employed is based on the VOSviewer software, exploring the relationships between key determinants of performance and competitive
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Finogenova, Yulia Yurievna, Mikhail Aleksandrovich Kokarev, and Roman Arkadyevich Neiman. "Development of ESG investments in the Russian market." In Sustainable and Innovative Development in the Global Digital Age. Dela Press Publishing House, 2022. http://dx.doi.org/10.56199/dpcsebm.fnwi4854.

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In Russia, ESG investing is just beginning to develop, the state supports and promotes this concept, encourages companies with a high ESG rating and introduces benefits for them - subsidizing coupon income on bonds to cover part of the issuers' expenses. Regulators also create common standards by which to assess whether a company really follows ESG principles. Current research is devoted to the developing the indicators (indexes), which enable to evaluate possible ESG- nvestment strategies. The goal of the research is to suggest the benchmark of the balanced investment portfolio, which is less
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Varlamova, Julia Sergeevna, and Egor Vladimirovich Zavedeev. "The possibilities of using artificial intelligence and machine learning to analyze the stock market." In V ALL-RUSSIAN (NATIONAL) SCIENTIFIC CONFERENCE SCIENCE, TECHNOLOGY, SOCIETY: ENVIRONMENTAL ENGINEERING IN THE INTERESTS OF SUSTAINABLE DEVELOPMENT OF TERRITORIES. Krasoyarsk Science & Technology City Hall, 2024. http://dx.doi.org/10.47813/nto.5.2024.3002.

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Goal. To explore the possibilities of using AI (artificial intelligence) and machine learning in predicting stock prices, bonds, futures, etc. of financial instruments and building optimal investment strategies in stock markets. Problem. Conventional, traditional methods of stock market analysis operate either only within the framework of technical analysis, or only fundamental and are limited in their ability to take into account the actions of economic, political, etc. events when building mathematical models to predict the situation on stock markets. Hypothesis. The use of AI and machine le
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Hu, Zhen, Jie Zhu, and Ken Tse. "Stocks market prediction using Support Vector Machine." In 2013 6th International Conference on Information Management, Innovation Management and Industrial Engineering (ICIII). IEEE, 2013. http://dx.doi.org/10.1109/iciii.2013.6703096.

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Zhao, Yijun, Zefan Du, Shengjian Xu, Yu Cheng, Jiachen Mu, and Michael Ning. "Social Media, Market Sentiment and Meme Stocks." In 2023 IEEE 47th Annual Computers, Software, and Applications Conference (COMPSAC). IEEE, 2023. http://dx.doi.org/10.1109/compsac57700.2023.00181.

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Reports on the topic "Stocks and bods market"

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Bai, Yan, Patrick J. Kehoe, Pierlauro Lopez, and Fabrizio Perri. A Neoclassical Model of the World Financial Cycle. Federal Reserve Bank of Cleveland, 2025. https://doi.org/10.26509/frbc-wp-202506.

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Emerging markets face large and persistent fluctuations in sovereign spreads. To what extent are these fluctuations driven by local shocks versus financial conditions in advanced economies? To answer this question, we develop a neoclassical business cycle model of a world economy with an advanced country, the North, and many emerging market economies, the South. Northern households invest in domestic stocks, domestic defaultable bonds, and international sovereign debt. Over the 2008-2016 period, the global cycle phase, the North accounts for 68% of Southern spreads' fluctuations. Over the whol
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Mankiw, N. Gregory, and James Poterba. Stock Market Yields and the Pricing of Municipal Bonds. National Bureau of Economic Research, 1996. http://dx.doi.org/10.3386/w5607.

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Ehrmann, Michael, Marcel Fratzscher, and Roberto Rigobon. Stocks, Bonds, Money Markets and Exchange Rates: Measuring International Financial Transmission. National Bureau of Economic Research, 2005. http://dx.doi.org/10.3386/w11166.

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Porta, Rafael La, Josef Lakonishok, Andrei Shleifer, and Robert Vishny. Good News for Value Stocks: Further Evidence on Market Efficiency. National Bureau of Economic Research, 1995. http://dx.doi.org/10.3386/w5311.

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Gall, Graham A. E., Gideon Hulata, Eric M. Hallerman, Bernard May, and Umiel Nakdimon. Creating and Characterizing Genetic Variation in Tilapia through the Creation of an Artificial Center of Origin. United States Department of Agriculture, 2000. http://dx.doi.org/10.32747/2000.7574344.bard.

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Five stocks of tilapia [oreochromis niloticus (on), red O. niloticus (ROn), O. aureus (Oa), O. mossambicus (Om), and Sarotherodon galilaeus (Sg)] were used to produce two-way (F1), three-way (3WC) and four-way crosses (4WC). Three 4WC groups, containing equal representation of all four species, formed the base population for a new synthetic stock, called an "artificial center of origin" (ACO). Four genomic maps were created using microsatellite and AFLP markers, two from a 3WC family [Om female and (Oa x ROn) male] and two from a 4WC family [(Om x Oas) females and (Sg x On) male]. Sixty-two lo
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Rousseau, Peter. The Market for Bank Stocks and the Rise of Deposit Banking in New York City, 1866-1897. National Bureau of Economic Research, 2010. http://dx.doi.org/10.3386/w15770.

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Fabio Morales, Leonardo, Eleonora Dávalos, and Raquel Zapata. Estimating Vacancy Stocks from Aggregated Data on Hires: A Methodology to Study Frictions in the Labor Market. Banco de la República de Colombia, 2023. http://dx.doi.org/10.32468/be.1228.

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We develop a methodology that recovers an estimate of the average stock of vacancies using the information on aggregated hires. We show that our prediction of the vacancy stock is unbiased, and it captures well the level and the dynamics of the United States job opening positions reported in the Job Openings and Labor Turnover Survey. We use the methodology to predict vacancies in Colombia for formal and informal salaried workers; together with unemployment, we estimate Beveridge curves and matching functions by occupations, which allows us to study the nature of the efficiency, frictions, and
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López-Piñeros, Martha Rosalba, Norberto Rodríguez-Niño, and Miguel Sarmiento. Política monetaria y flujos de portafolio en una economía de mercado emergente. Banco de la República de Colombia, 2022. http://dx.doi.org/10.32468/be.1200.

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Portfolio flows are an important source of funding for both private and public agents in emerging market economies. In this paper, we study the influence of changes in domestic and US monetary policy rates on portfolio inflows in an emerging market economy and discriminate among fixed income instruments (government securities and other corporate bonds) and variable income instruments (shares). We employ monthly data on portfolio inflows of non-residents in Colombia during the period 2011-2020 and identify the monetary policy shocks using a SVAR model with long-run restrictions. We find a posit
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Rud, Juan Pablo, and Andrés Fernández Martín. From Institutions to Financial Development and Growth: What Are the Links? Inter-American Development Bank, 2015. http://dx.doi.org/10.18235/0011689.

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This paper presents an integrated overview of the literature linking institutions, financial development and economic growth. From the large body of research on institutional development, the paper first selects those contributions that make it possible to study the role of institutional arrangements in ameliorating/worsening the information frictions and transaction costs that characterize the development of financial markets. The paper then investigates the theoretical mechanisms by which these specific frictions affect economic growth and presents the stock of empirical evidence quantifying
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Derbentsev, V., A. Ganchuk, and Володимир Миколайович Соловйов. Cross correlations and multifractal properties of Ukraine stock market. Politecnico di Torino, 2006. http://dx.doi.org/10.31812/0564/1117.

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Recently the statistical characterizations of financial markets based on physics concepts and methods attract considerable attentions. The correlation matrix formalism and concept of multifractality are used to study temporal aspects of the Ukraine Stock Market evolution. Random matrix theory (RMT) is carried out using daily returns of 431 stocks extracted from database time series of prices the First Stock Trade System index (www.kinto.com) for the ten-year period 1997-2006. We find that a majority of the eigenvalues of C fall within the RMT bounds for the eigenvalues of random correlation matr
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