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Journal articles on the topic 'Stocks and bods market'

Author: Grafiati

Published: 28 May 2022

Last updated: 31 July 2025

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1

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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2

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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10

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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Shin, Hyejeong, and Su-In Kim. "The Effect of Corporate Governance on Earnings Quality and Market Reaction to Low Quality Earnings: Korean Evidence." Sustainability 11, no. 1 (2018): 102. http://dx.doi.org/10.3390/su11010102.

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This study investigates whether corporate governance mechanisms are associated with earnings quality, especially accurate earnings reporting, and whether investors react differently to inaccurate earnings according to governance strength. Earnings accuracy is one of the key factors affecting a firm’s sustainability in the sense that reported earnings provide information about a firm’s long-term sustainability and further are directly associated with a firm’s cost of capital. In this paper, we employ the independence of the board of directors (BOD) and foreign ownership as governance mechanisms

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Anurash Samal, Anurash Samal, Priyanka Jena Priyanka Jena, and Debasis Mohapatro Debasis Mohapatro. "The Impact of Social Media Sentiment on Intraday Stock Price Volatility." International Journal of Business and Management Invention 14, no. 5 (2025): 124–29. https://doi.org/10.35629/8028-1405124129.

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This study highlights the increasing impact of real-time digital discourse on financial markets by examining the relationship between mood on social media and intraday stock price volatility. The study investigates whether online investor sentiment may account for short-term stock price variations by utilizing sentiment analysis techniques on social media sites like Twitter and Stock Twits and combining them with highfrequency trading data. The study measures sentiment signals and correlates them with intraday price changes across a selection of U.S. stocks using both lexicon-based and machine

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13

Ortiz, Edgar, Alejandra Cabello, and Raúl de Jesús. "Long-Run Inflation and Exchange Rates Hedge of Stocks in Brazil and Mexico." Global Economy Journal 6, no. 3 (2006): 1850093. http://dx.doi.org/10.2202/1524-5861.1188.

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A substantial body of evidence documents the relationship between macroeconomic variables and stock returns and risk from developed countries. The evidence for emerging markets is limited, particularly identifying risk premia compensations for inflation and exchange rates. This paper attempts to quantify the short and long term relationship between inflation and exchange rates with over all stock market performance for the case of the two largest Latin American capital markets, Mexico and Brazil. Extending the Fisher model, the aim is to determine whether or not these markets have failed to ke

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Lee, Woo Baik. "The Role of Short Selling in the Korean Stock Market : Review and Implications of Empirical Research." Korean Journal of Financial Studies 53, no. 6 (2024): 637–80. https://doi.org/10.26845/kjfs.2024.12.53.6.637.

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Issues related to the short-selling system in the Korean stock market continue to be debated among academics, individual investors, and financial regulatory authorities. This study comprehensively reviews the major findings of empirical research on short-selling in the Korean stock market and offers policy implications for future research directions on short-selling. Although short-selling studies in Korea exhibit mixed empirical findings, depending on the characteristics of the data used, sample periods, measurement methods of short-selling, selection of related variables, and research design

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15

Khuong, Nguyen Vinh, Abdul Aziz Abdul Rahman, Pham Quoc Thuan, et al. "Earnings Management, Board Composition and Earnings Persistence in Emerging Market." Sustainability 14, no. 3 (2022): 1061. http://dx.doi.org/10.3390/su14031061.

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Income data are useful for making economic decisions and anticipating future revenues. Earning quality, or the utility of earnings in making decisions, is determined by real economic performance. Firms with greater performance should, on average, have higher profits quality. Managers, investors, and scholars are interested in the influence of earnings management (EM) on earnings persistence (EP). This study evaluates the relationship between these variables in terms of accrual, real EM, board composition, and EP. We conducted quantitative research using GMM regression on a sample of 228 listed

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Benfeddoul, Safae, and Asmâa Alaoui Taib. "Cross-Sectionnal Patterns in Moroccan Sock Returns: A Fama-French Perspective." International Journal of Economics and Financial Issues 14, no. 6 (2024): 182–94. http://dx.doi.org/10.32479/ijefi.17032.

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Drawing on the Fama and French models, we examine the role of market factor (beta), fundamental characteristics (size, book-to-market, profitability and investment) and the momentum in explaining cross-sectional stock returns in the Moroccan market. The sample consists of non-financial stocks over the period from July 2008 to June 2020. In this research and for the first time, we contribute to the current body of asset pricing literature by embracing three different empirical methodologies. First, we use an adaptation of cross-sectional methodologies from Fama and MacBeth (1973) and Fama and F

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Vaidya, Rashesh, Dilli Raj Sharma, and Jitendra Dangol. "Normality Test of NEPSE Sensitive Index." Madhyabindu Journal 8, no. 1 (2023): 148–56. http://dx.doi.org/10.3126/madhyabindu.v8i1.56890.

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A return from the stock market is assumed to follow the random walk hypothesis. An investor is concerned about the risk and returns of the fund in which he or, she has invested. A risk-averse investor develops a portfolio with a secured return followed with a perfect prediction. Hence, a normality test for the market return is an easier way to diversify and eliminate risk. Thus, this paper tests the normality of the returns from the ‘blue-chip’ stocks in the context of NEPSE. A NEPSE Sensitive Index is an index calculated based on the trade of stocks for large, capital-based Nepalese listed co

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Joshipura, Mayank, and Nehal Joshipura. "Low-risk effect: evidence, explanations and approaches to enhancing the performance of low-risk investment strategies." Investment Management and Financial Innovations 17, no. 2 (2020): 128–45. http://dx.doi.org/10.21511/imfi.17(2).2020.11.

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The authors offer evidence for low-risk effect from the Indian stock market using the top-500 liquid stocks listed on the National Stock Exchange (NSE) of India for the period from January 2004 to December 2018. Finance theory predicts a positive risk-return relationship. However, empirical studies show that low-risk stocks outperform high-risk stocks on a risk-adjusted basis, and it is called low-risk anomaly or low-risk effect. Persistence of such an anomaly is one of the biggest mysteries in modern finance. The authors find strong evidence in favor of a low-risk effect with a flat (negative

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Khujamurodov, A. "Trends of development of the Uzbekistan stock market and analysis of influencing factors." Bulletin of Science and Practice 4, no. 1 (2018): 242–47. https://doi.org/10.5281/zenodo.1147076.

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The relevance and scientific and practical significance of this topic is insufficient knowledge of the theoretical and practical aspects of improving the infrastructure of the stock market in Uzbekistan are not sufficiently studied as an independent, independent research facility, determines the relevance of the chosen topic. In the opinion of the author, in the conditions of the current modernization of the economy, it is especially important to create conditions and establish a mechanism for access to the world stock markets and have a share in it. The article analyzes the dynamics and the s

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Joshipura, Mayank, and Nehal Joshipura. "Risk Anomaly: A Review of Literature." Asian Journal of Finance & Accounting 7, no. 2 (2015): 138. http://dx.doi.org/10.5296/ajfa.v7i2.8262.

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<p>Number of studies show that portfolio of low risk stocks outperform portfolio of high risk stocks as well as the market portfolio over the full market cycle on risk adjusted basis and in some cases, absolute basis as well in some cases. This surprising contradiction to classic finance theory led by CAPM has held its ground over long periods of time, across different markets and different methodological choices. This review paper aims at contributing to the body of knowledge in four ways. One, it highlights and links different strands of literature on low risk anomaly that has evolved

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Arash Tashakkori, Niloufar Erfanibehrouz, Shahin Mirshekari, Abolfazl Sodagartojgi, and Vatsal Gupta. "Enhancing stock market prediction accuracy with recurrent deep learning models: A case study on the CAC40 index." World Journal of Advanced Research and Reviews 23, no. 1 (2024): 2309–21. http://dx.doi.org/10.30574/wjarr.2024.23.1.2156.

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This paper explores the application of Recurrent Neural Networks (RNNs) and Long Short-Term Memory (LSTM) networks for stock price prediction over a 10-day horizon. The study aims to compare the predictive performance of these two deep learning architectures within the context of financial forecasting. Utilizing historical stock data from the CAC40 dataset, which represents a capitalization-weighted measure of the 40 most significant stocks on the Euronext Paris, we train and evaluate RNN and LSTM models to forecast future stock prices. Our results demonstrate the superior performance of LSTM

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Arash, Tashakkori, Erfanibehrouz Niloufar, Mirshekari Shahin, Sodagartojgi Abolfazl, and Gupta Vatsal. "Enhancing stock market prediction accuracy with recurrent deep learning models: A case study on the CAC40 index." World Journal of Advanced Research and Reviews 23, no. 1 (2024): 2309–21. https://doi.org/10.5281/zenodo.14810580.

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This paper explores the application of Recurrent Neural Networks (RNNs) and Long Short-Term Memory (LSTM) networks for stock price prediction over a 10-day horizon. The study aims to compare the predictive performance of these two deep learning architectures within the context of financial forecasting. Utilizing historical stock data from the CAC40 dataset, which represents a capitalization-weighted measure of the 40 most significant stocks on the Euronext Paris, we train and evaluate RNN and LSTM models to forecast future stock prices. Our results demonstrate the superior performance of LSTM

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Singh, Bhupinder, Santosh Kumar Henge, Amit Sharma, et al. "ML-Based Interconnected Affecting Factors with Supporting Matrices for Assessment of Risk in Stock Market." Wireless Communications and Mobile Computing 2022 (August 9, 2022): 1–15. http://dx.doi.org/10.1155/2022/2432839.

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In today’s world, people study and evaluate trading stocks to make informed decisions, based on available financial data and market information. Previous researchers relied on trend identification before making any decision to buy or sell stocks but fail to make accurate decisions due to complex systems. Some studies showed analysis to apply to stop loss on every stock transaction that got wrong levels due to limited features scaling that relied on single indicators without checking the performance metrics such as mean, standard deviation, and value at risk. Some existing models are based on t

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Peswani, Shilpa, and Mayank Joshipura. "Leverage constraints or preference for lottery: What explains the low-risk effect in India?" Investment Management and Financial Innovations 18, no. 2 (2021): 48–63. http://dx.doi.org/10.21511/imfi.18(2).2021.05.

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The study empirically investigates two theories that claim to explain the low-risk effect in Indian equity markets using a universe of stocks listed on the National Stock Exchange of India (NSE) from January 2000 to September 2018. Leverage constraints and preference for lottery are two major competing theories that explain the presence and persistence of the low-risk effect. While the leverage constraints theory argues that systematic risk drives low-risk anomaly and therefore risk should be measured using beta, lottery demand theory claims that irrational investor’s preference towards stocks

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Fiedor, Paweł, and Artur Hołda. "The Effects of Bankruptcy on the Predictability of Price Formation Processes on Warsaw’s Stock Market." e-Finanse 12, no. 1 (2016): 32–42. http://dx.doi.org/10.1515/fiqf-2016-0134.

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AbstractIn this study we investigate how bankruptcy affects the market behaviour of prices of stocks on Warsaw’s Stock Exchange. As the behaviour of prices can be seen in a myriad of ways, we investigate a particular aspect of this behaviour, namely the predictability of these price formation processes. We approximate their predictability as the structural complexity of logarithmic returns. This method of analysing predictability of price formation processes using information theory follows closely the mathematical definition of predictability, and is equal to the degree to which redundancy is

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Mukhlis Lubis. "Reorientation of Sharia Stock Regulations: Integrating Taṣarrufāt al-Rasūl and Maqāṣid al-Sharī‘ah for Justice and Sustainability". Journal of Information Systems Engineering and Management 10, № 10s (2025): 57–66. https://doi.org/10.52783/jisem.v10i10s.1341.

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The Sharia capital market has become a vital instrument in supporting economic growth grounded in Islamic values. However, the regulation of Sharia-compliant stocks in Indonesia faces challenges in fostering social justice, public welfare, and economic sustainability. This study aims to explore the relevance of the concept of taṣarrufāt al-Rasūl, as developed by Ibn ‘Āshūr, in advancing Sharia stock law. Utilizing an interpretative phenomenological approach, data were collected through in-depth interviews with academics, capital market practitioners, and relevant Islamic scholars. The data wer

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Talekar, P. R. "A Study on Stock Selection in a Data Envelopment Framework With Reference To Sharewealth Securities Private Limited." International Journal of Advance and Applied Research 5, no. 23 (2024): 155–60. https://doi.org/10.5281/zenodo.13621993.

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Abstract:  The Indian economy was strictly regulated and safeguarded prior to liberalization by a variety of measures, including a licensing system, high tariffs and rates, and restricted investment in certain core sectors. The 1980s saw extremely unsustainable economic expansion due to the reliance on borrowing to close the current account deficit. In order to address these inequities, the Indian government implemented structural reforms through economic policy in 1991. During that period, the financial industry was mostly unstructured and consisted solely of bonds, stocks, insuranc

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Mahmood, Najat Shakir, Salah Chyad Kadhim, Khudhur Abbas Jabbar, Hussein Falah Hasan, Hussein Kadhim Sharaf, and Ali Saad Alwan. "The influence of financial sustainability of the corporate governance features on the firm’s performance." Corporate Law and Governance Review 6, no. 4 (2024): 152–61. https://doi.org/10.22495/clgrv6i4p14.

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This study examines how corporate governance improvements affect the Tehran Stock Exchange (TSE)-listed enterprises’ stock market performance. The purpose of this study is to investigate corporate governance, namely the independence of the chief executive officer (CEO), auditor, board, and ownership. The statistic known as return on assets is used to evaluate the success of a company. The statistical population for the study was chosen from among the one hundred firms that were registered on the Iraqi Stock Exchange (ISX) during the years 2014 and 2019. Both the ordinary least squares and the

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Kettaf, Chafia, and Djaouida Belaa. "Islamic exchange-traded funds as a modern mechanism to revitalize the financial markets: case study of the Saudi financial market." Journal of Innovations and Sustainability 7, no. 1 (2023): 09. http://dx.doi.org/10.51599/is.2023.07.01.09.

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Purpose. The present paper aims to clarify the importance of exchange-traded funds (ETFs) as one of the creative Islamic financial products that have attracted the attention of investors in recent years. Results. This research concluded that: (i) Islamic ETFs are a useful and convenient option for Sharia-compliant investors who prefer this type of Sharia-compliant investment, whether they are beginners or want to diversify their stock investments without the hassle of research, analysis, and selecting the right companies. The fund itself consists of several stocks selected based on the n

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Patrick, Mary Kavele, Charles Guandaru Kamau, and Scholastica Nkirote Ratanya. "Influence of information processing bias on investment decision of equity investors at Nairobi securities exchange in Kenya." Journal of Contemporary Research in Business, Economics and Finance 6, no. 2 (2024): 59–67. http://dx.doi.org/10.55214/jcrbef.v6i2.987.

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The goal of the study was to established the influence of information processing bias on investment decision of equity investors at Nairobi Securities Exchange. The study improved the existing finance literature, which increased the body of general knowledge. Researchers and aspiring academics would utilize the findings as a future source of reference for expanding their understanding of behavioral finance. This study employed regret aversion theory, descriptive research design applied in this research and the stratified random sampling technique. In this study, primary data was also employed.

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Zimmermann, Fabian, and Mikko Heino. "Is size-dependent pricing prevalent in fisheries? The case of Norwegian demersal and pelagic fisheries." ICES Journal of Marine Science 70, no. 7 (2013): 1389–95. http://dx.doi.org/10.1093/icesjms/fst121.

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Abstract Zimmermann, F., and Heino, M. 2013. Is size-dependent pricing prevalent in fisheries? The case of Norwegian demersal and pelagic fisheries. – ICES Journal of Marine Science, 70: . It is commonly acknowledged that body weight of fish is a key factor in determining market value of landed catch, thus influencing optimal harvest strategies. However, in management strategy evaluations and bioeconomic modelling, body size is often an overlooked economic parameter, and there are no systematic studies on the prevalence of size-dependent pricing. Here we assess the presence and magnitude of si

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BASNARKOV, LASKO, VIKTOR STOJKOSKI, ZORAN UTKOVSKI, and LJUPCO KOCAREV. "OPTION PRICING WITH HEAVY-TAILED DISTRIBUTIONS OF LOGARITHMIC RETURNS." International Journal of Theoretical and Applied Finance 22, no. 07 (2019): 1950041. http://dx.doi.org/10.1142/s0219024919500419.

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A growing body of literature suggests that heavy tailed distributions represent an adequate model for the observations of log returns of stocks. Motivated by these findings, here, we develop a discrete time framework for pricing of European options. Probability density functions of log returns for different periods are conveniently taken to be convolutions of the Student’s [Formula: see text]-distribution with three degrees of freedom. The supports of these distributions are truncated in order to obtain finite values for the options. Within this framework, options with different strikes and ma

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Cao, Guanghe, Yitian Zhang, Qi Lou, and Gaike Wang. "Optimization of High-Frequency Trading Strategies Using Deep Reinforcement Learning." Journal of Artificial Intelligence General science (JAIGS) ISSN:3006-4023 6, no. 1 (2024): 230–57. http://dx.doi.org/10.60087/jaigs.v6i1.247.

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This study presents a new method for optimising high-risk trading (HFT) strategies using deep learning (DRL). We propose a multi-time DRL framework integrating advanced neural network architectures with sophisticated business data processing techniques. The framework employs a combination of convolutional neural networks for manual order analysis, short-term memory networks for time series processing, and a multi-head listening mechanism for body fusion. We formulate the HFT problem based on Markov Decision Processes and use the Proximal Policy Optimization algorithm for training. The model is

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Ronia, Liza Mathew. "The Impact of Choice Criteria on Investors' Financial Satisfaction: Examining the Mediating Effect of Financial Behaviour." International Journal of Multidisciplinary Research and Analysis 05, no. 12 (2022): 3312–17. https://doi.org/10.5281/zenodo.7385981.

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Financial satisfaction is the subjective measure of financial well-being, and it indicates the level of satisfaction perceived by the individuals with regard to various aspects of their financial situations and investment decisions. Financial behaviour is the fundamental component which enhances investors’ financial satisfaction which is a subjective measure of financial well-being. Investors’ choice criteria for selecting stocks determines investors’ financial behaviour. This study examined the potential effects of investors’ choice criteria on their financial behaviou

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Rahman, Abdul, and Prabina Rajib. "Associated effects of index composition changes: an evidence from the S&P CNX Nifty 50 index." Managerial Finance 40, no. 4 (2014): 376–94. http://dx.doi.org/10.1108/mf-01-2013-0010.

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Purpose – The purpose of this paper is to test the long-term effects of price and volume with the help of Downward Sloping Demand Curve (DSDC) hypothesis, and also the short-term price and volume effects with the help of Price Pressure Hypothesis (PPH) for the index revisions on the S&P CNX Nifty 50 index. Design/methodology/approach – In order to report the long-term and short-term effects, the current study reviews two testable hypotheses, namely, DSDC hypothesis and PPH. The study has used the event study approach by including GARCH (1, 1) conditional variance in the market model. Findi

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Singh, Nituja, and Rahul Kumar. "MS. SHIVANI GUPTA & ORS. v. SEBI Civil Appeal No.7054/ 7590 of 2021 Date of Judgment: 19/04/22." DME Journal of Law 4, no. 01 (2023): 94–97. http://dx.doi.org/10.53361/dmejl.v4i01.12.

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This an appeal decided by a Bench of Hon’ble JJ. Vineet Saran & Aniruddha Bose at Supreme Court of India against a judgement and order of Securities Appellate Tribunal (hereinafter “SAT”].This case relates to insider trading of securities in a matter of renowned body corporate PC jewellers Ltd. The matter of Insider trading in securities is so sensitive and serious issue in corporate affairs that it carries criminal liability under Companies Act, 20131 as well as Securities Exchange Board Act, 1992. Actually the legislative objectives behind restricting, prohibiting and regulating ‘insider

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Dr, Kyriazopoulos Georgios, and Georgios Mavrommatis. "Predicting Bankruptcy on Oil Companies Before and After the Pandemic Using Two Altman's Z-Score Models. Industrial and Emerging Markets. Evidence from Greece." Journal of Economics, Finance and Management Studies 06, no. 11 (2023): 5724–30. https://doi.org/10.5281/zenodo.10301100.

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Purpose This paper is prepared with the aim of establishing whether there is a possible bankruptcy of the Greek oil companies Listed on the Athens Stock Exchange in the last six years 2016-2021. This period under consideration also includes the two years of the 2019-2020 pandemic. Design/methodology/approach -The effort of this study is carried out using the Altman Z-Score model bankruptcy model for Emerging Markets. This paper focuses on bankruptcy, a situation which is a consequence of financial failure. Bankruptcy can happen to any organization or government body. The consequences of bankru

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Purnima, K. S., S. Poornachandra Reddy, and A. Lalitha. "STRATEGIES FOR STRENGTHENING FARMER PRODUCER ORGANIZATIONS." Gujarat Journal of Extension Education 36, no. 1 (2023): 101–4. http://dx.doi.org/10.56572/gjoee.2023.36.1.0019.

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Collectivisation of farmers has been considered as the one of the most efficient ways to overcome the challenges that are being faced by the small and marginal farmers. Farmer Producer Organization is found to be successful in breaking the dependency of farmers on intermediaries and enabling a better access for markets in order to benefit from economies of scale. The present study was aimed to identify the business opportunities for FPOs and major strategies for strengthening in terms of capacity building, resource/asset generation, robust supply chain, market and credit linkages. Total of 100

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Researcher. "AN EMPIRICAL STUDY FROM STUDENTS PERSPECTIVE ON AWARENESS, ATTITUDE AND CHALLENGES TOWARDS ONLINE INVESTMENT PLATFORMS IN ASSAM." International Journal of Management (IJM) 15, no. 4 (2024): 137–45. https://doi.org/10.5281/zenodo.13340719.

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Li, Siping, Xin Liu, Tingting Lin, Yuanhao Ren, Dong Zhang, and Keji Jiang. "Dietary Astragalus Polysaccharides Can Improve the Immune Capacity and Reproductive Performance of the Lined Seahorse (Hippocampus erectus)." Biology 14, no. 7 (2025): 767. https://doi.org/10.3390/biology14070767.

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Seahorse (Hippocampus spp.) is popular in the markets of traditional Chinese medicine, aquarium, and curio. In order to protect wild stocks and still meet the market demand, China attempted the large-scale cultivation of seahorses in the early 21st century and achieved it in the 2010s. However, in recent years, two new issues have gradually emerged in Chinese seahorse cultivation. One is that the juveniles are prone to disease during diet conversion, and the other is that the reproductive performance of broodstocks is significantly reduced. With the aim to provide some measures that can allevi

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Fan, Yixin, Xin He, Xinyuan Li, and Jiheng Yao. "A Review of Empirical Analysis in Value Investing." Advances in Economics, Management and Political Sciences 78, no. 1 (2024): 114–19. http://dx.doi.org/10.54254/2754-1169/78/20241651.

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Value investing refers to investing in stocks by focusing on the intrinsic value of the business rather than the price. It generally pays attention to two major values of the enterprise, one is to estimate the liquidation value of the enterprise, and the other is to focus on the growth value of the enterprise. When value investing first emerged in the 1920s, insider knowledge and conjecture served as the primary sources of guidance for investors. The first logical foundation for investing decisions was established by its introduction. Since Graham put forward the theory of value investment, fo

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Hung, Ngo Thai. "Return and volatility spillover across equity markets between China and Southeast Asian countries." Journal of Economics, Finance and Administrative Science 24, no. 47 (2019): 66–81. http://dx.doi.org/10.1108/jefas-10-2018-0106.

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Purpose This paper aims to study the daily returns and volatility spillover effects in common stock prices between China and four countries in Southeast Asia (Vietnam, Thailand, Singapore and Malaysia). Design/methodology/approach The analysis uses a vector autoregression with a bivariate GARCH-BEKK model to capture return linkage and volatility transmission spanning the period including the pre- and post-2008 Global Financial Crisis. Findings The main empirical result is that the volatility of the Chinese market has had a significant impact on the other markets in the data sample. For the sto

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Najnin, Asifa, Imtiaz Ahmed, Rinku Gogoi, et al. "Stock Structure Analysis of Rita rita (Hamilton, 1822) for Conservation from the Brahmaputra River." UTTAR PRADESH JOURNAL OF ZOOLOGY 46, no. 8 (2025): 269–80. https://doi.org/10.56557/upjoz/2025/v46i84913.

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The population structure of Rita rita was delineated using conventional (body morphometrics and meristic) and image-based (truss network analysis) methods. The study was done with three stocks, Tezpur stocks from the Brahmaputra River, and Nagaon stocks from Kolong River and Jamuna stocks from the Jamuna River, the latter two rivers are tributaries of River Brahmaputra. A total of 30 truss measurements constructed by inter-connecting 14 landmarks based on 300 samples were used to delineate the population structure. The Factor Analysis (FA) and Principal Component Analysis (PCA) and Discriminan

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Igwilo, Jerry Ikechukwu, and Athenia Bongani Sibindi. "ICT Adoption and Stock Market Development in Africa: An Application of the Panel ARDL Bounds Testing Procedure." Journal of Risk and Financial Management 14, no. 12 (2021): 601. http://dx.doi.org/10.3390/jrfm14120601.

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The nexus between Information Communication Technology (ICT) and stock market development has been predominantly based on studies of the developed markets and high-income economies of the world. The objective of this study was to examine the causal relationship between ICT adoption and stock market development in Africa. The study examined a panel of 11 African stock exchanges for the period 2008–2017 and employed the panel ARDL bounds testing procedure to test for cointegration and examine the causal relationship between ICT adoption and stock market development. The dependent variable employ

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Bukair, Abdullah Awadh, and Azhar Abdul Rahman. "Bank performance and board of directors attributes by Islamic banks." International Journal of Islamic and Middle Eastern Finance and Management 8, no. 3 (2015): 291–309. http://dx.doi.org/10.1108/imefm-10-2013-0111.

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Purpose – The purpose of this paper is to examine the relationship between board structure (consisting of board size, board composition, CEO role duality and chairman composition), investment account holders (IAHs) and social contribution and the bank performance in one of the fastest-growing industries, Islamic banking. Design/methodology/approach – A generalized least square (GLS) regression model was used to investigate such relationship applying data from a sample of 40 Islamic banks operating in Gulf Cooperation Council (GCC) countries over the period of 2008 until 2011. Findings – The re

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Ghosh, Asim, and Ronnie Clayton. "Debt and Equity Market Reaction to Employment Reports." Review of Pacific Basin Financial Markets and Policies 09, no. 03 (2006): 431–40. http://dx.doi.org/10.1142/s0219091506000835.

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Several researchers have recently shown an interaction between macroeconomic variables and stock returns. Most of these studies have concentrated on interest rates and inflation. These and other variables, of course, have an influence on the debt markets as well. Other variables that can influence the debt and equity markets include employment information. On the first Friday of each month the government releases its employment report for the previous month. Strong growth in employment generally bodes well for economic output and growth in the economy. Any inflation and interest rate implicati

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Silveira, Rafaela Augusta Cunha, Renata Turola Takamatsu, and Bruna Camargos Avelino. "Impacto dos Ratings de crédito nas ações de empresas de capital aberto no Brasil." RACE - Revista de Administração, Contabilidade e Economia 16, no. 2 (2017): 573–602. http://dx.doi.org/10.18593/race.v16i2.10556.

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Resumo O rating de crédito expressa uma opinião, por intermédio de escalas, sobre a qualidade do crédito de empresas, utilizado-a como medida de avaliação de risco no mercado. Agências de classificação de risco de crédito, como a Moody’s, divulgam os ratings que atribuem às empresas. Primeiramente, essas agências emitem o new rating, que representa o primeiro rating da companhia, e, posteriormente, essa emissão pode apresentar variações, denominadas upgrades e downgrades, relativas a boas e más notícias, respectivamente. Além disso, os ratings podem ser colocados em uma Watchlist quando, em br

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Yang, Guishu. "Quantitative Analysis of the Relationship Between Cryptocurrency Market and U.S. Stock Market Performance." Advances in Economics, Management and Political Sciences 97, no. 1 (2024): 122–31. http://dx.doi.org/10.54254/2754-1169/97/20230504.

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With particular attention to variables like volatility and the performance of the U.S. stock market, this study attempts to conduct a thorough quantitative examination of the relationship between the cryptocurrency market. By using sophisticated mathematical modeling approaches, such as regression analysis and correlation methodologies, it is hoped to identify the key characteristics of these markets as well as the degree to which cryptocurrency volatility and stock market success are causally related. The use of historical data, spanning a specific time (from July 1st, 2019, to July 1st, 2023

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Chiranth R., Srividya H., Mrs. A. Kanimozhi, R. Pranchana, and Dr. Amardeep Bajpai, Dr. S. Revathy. "An Empirical Study on Investors Perception Towards Investment in Stock Market." Economic Sciences 21, no. 1 (2025): 440–48. https://doi.org/10.69889/1m57nv81.

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Investors' perception plays a crucial role in shaping stock market trends and investment behaviors. Understanding the factors influencing investor decisions can provide insights into market dynamics and help formulate strategies to enhance investor participation. This study aims to analyze investor perception towards stock market investment, focusing on key determinants such as risk tolerance, financial literacy, market sentiment, and behavioral biases. Comprehending these behavioral factors is essential for both investors and market authorities to maintain stability and efficiency in financia

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Jadoon, Umama, Syed Qasim Shah, Asim Iqbal, Hasan Raza, and Muhammad Mubeen. "Free Float and Stock Liquidity: Evidence from Pakistan Stock Exchange." Research Journal for Societal Issues 6, no. 3 (2024): 194–208. http://dx.doi.org/10.56976/rjsi.v6i3.275.

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Liquidity has become increasingly important in the stock market, highlighting its vital role in enabling high-volume trading with minimal price distortion, speed, and convenience. This study is carried out to examine the relationship between free float and stock market liquidity using different ratios and models namely, Amihud, Amivest and turnover. For this purpose, a sample of top 100 listed companies are selected from Pakistan Stock exchange (PSX) from 2013 to 2022. An inverse relationship between free float and liquidity was found using Amihud ratio whereas turnover ratio supports the noti

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