Relevant bibliographies by topics / Stocks Stock exchanges Stocks

Contents

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

Academic literature on the topic 'Stocks Stock exchanges Stocks'

Author: Grafiati
Published: 4 June 2021
Last updated: 11 February 2022

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Journal articles on the topic "Stocks Stock exchanges Stocks"

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Rasul, Dr Md Serajur. "Performance of Value and Growth Stocks: Returns of Stocks on Dhaka Stock Exchange." Indian Journal of Applied Research 3, no. 2 (2011): 205–8. http://dx.doi.org/10.15373/2249555x/feb2013/71.

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Bradfield, D. J. "A note on the seasonality of stock returns on the Johannesburg Stock Exchange." South African Journal of Business Management 21, no. 1/2 (1990): 7–9. http://dx.doi.org/10.4102/sajbm.v21i1.909.

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Evidence from studies on the major stock exchanges world-wide suggests that stocks listed on these markets earn abnormally high returns in the month of January. In this article the seasonality of stocks on the Johannesburg Stock Exchange is empirically investigated. Surprisingly no January effects are found, however, a significant December seasonal effect is documented. A plausible explanation for this finding is offered.
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Aliu, Florin, Artor Nuhiu, Besnik Krasniqi, and Fisnik Aliu. "Modeling the Optimal Portfolio: the Case of the Largest European Stock Exchanges." Comparative Economic Research. Central and Eastern Europe 23, no. 2 (2020): 41–51. http://dx.doi.org/10.18778/1508-2008.23.11.

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Portfolio optimization is the main concern for portfolio managers. Financial securities are placed within the portfolio based on the investor’s risk tolerance. The study measures the risk-reward relationship when the number of stocks in the portfolio increases. Six diverse portfolios have been created with a different number of stocks, such as portfolios with 47 stocks, 95 stocks, 142 stocks, 190 stocks, 239 stocks, and 287 stocks. Stock prices and trading volume were collected on a weekly basis from the six largest European stock exchanges (FTSE100, CAC40, FTSE MIB, IBEX35, DAX, and MDAX). Ma
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Gniadkowska-Szymańska, Agata. "The impact of trading liquidity on the rate of return on emerging markets: the example of Poland and the Baltic countries." e-Finanse 13, no. 4 (2017): 136–48. http://dx.doi.org/10.1515/fiqf-2016-0042.

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AbstractEach type of investment has its own liquidity, i.e. the speed with which it can be converted into money. This can be seen with respect to various instruments (such as stocks or futures contracts), market segments, or even entire exchanges. The importance of liquidity has been acknowledged for a long time. A considerable number of studies have investigated stock liquidity, providing evidence that more illiquid stocks have higher returns, which may be deemed an ‚illiquidity premium’. In this paper I present various factors which have an effect on liquidity by presenting the results of re
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Urbański, Stanisław. "The Influence of Penny Stocks on the Pricing of Companies Quoted on theWarsaw Stock Exchange in the Context of the ICAPM." Kwartalnik Kolegium Ekonomiczno-Społecznego. Studia i Prace 3, no. 3 (2015): 75–92. http://dx.doi.org/10.33119/kkessip.2015.3.3.6.

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The paper attempts to explain the impact of penny stock on pricing in light ofthe ICAPM as stock exchanges introduce restrictions on penny stocks trading.The study is conducted using stocks listed on the Warsaw Stock Exchange (WSE)between 1995–2012. The systematic risk and risk prices components are simulated by two chosen ICAPM applications, using different procedures of portfolio construction.The main market WSE stocks are sorted into queintile portfolios usingtwo procedures. It is assumed that elimination of penny stocks contributes to morecorrect pricing, observed with ICAPM validity, howe
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Jiang, Jing. "Cross-sectional variation of market efficiency." Review of Accounting and Finance 16, no. 1 (2017): 67–85. http://dx.doi.org/10.1108/raf-02-2016-0018.

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Purpose This paper aims to provide evidence that market efficiency varies greatly across individual stock, and across market exchanges. Design/methodology/approach Three approaches, partial adjustment model, Dimson beta model and variance ratio test, are used on a large sample of US stocks. Findings This paper finds prices are closer to random walk benchmarks (i.e. more efficient) for stocks with better liquidity provision, frequent trading, greater return volatility, higher prices, larger market capitalizations and smaller trade sizes. These findings suggest that liquidity stimulates arbitrag
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Rabbani, Muhammad Fadhil, and Harjum Muharam. "Value stock and growth stock on Indonesia stock exchange after global crisis." Diponegoro International Journal of Business 1, no. 1 (2018): 8. http://dx.doi.org/10.14710/dijb.1.1.2018.8-13.

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This study was conducted to determine whether there are differences between the stock return of value stocks and growth stock in Indonesia before and after the world financial crisis that occurred in 2008. To investigate the difference, the stocks formed into a portfolio that is based on the 2002 calculated in 2002 and 2009 when the world financial crisis has ended. The formation of the portfolio based on stocks that have gone public before 2000 and have the complete data during the study period. For the determination of the categories of stocks used Price-to-Earnings ratio, price-to-book rati
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Nyasha, Sheilla, and Nicholas M. Odhiambo. "The Australian stock market development: Prospects and challenges." Risk Governance and Control: Financial Markets and Institutions 3, no. 2 (2013): 39–48. http://dx.doi.org/10.22495/rgcv3i2art3.

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This paper highlights the origin and development of the Australian stock market. The country has three major stock exchanges, namely: the Australian Securities Exchange Group, the National Stock Exchange of Australia, and the Asia-Pacific Stock Exchange. These stock exchanges were born out of a string of stock exchanges that merged over time. Stock-market reforms have been implemented since the period of deregulation, during the 1980s; and the Exchanges responded largely positively to these reforms. As a result of the reforms, the Australian stock market has developed in terms of the number of
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Mahe, Kélig, Clémence Oudard, Tiphaine Mille, et al. "Identifying blue whiting (Micromesistius poutassou) stock structure in the Northeast Atlantic by otolith shape analysis." Canadian Journal of Fisheries and Aquatic Sciences 73, no. 9 (2016): 1363–71. http://dx.doi.org/10.1139/cjfas-2015-0332.

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Information on stock identification and spatial stock structure provide a basis for understanding fish population dynamics and improving fisheries management. In this study, otolith shape analysis was used to study the stock structure of blue whiting (Micromesistius poutassou) in the northeast Atlantic using 1693 samples from mature fish collected between 37°N and 75°N and 20°W and 25°E. The results indicated two stocks located north and south of ICES Divisions VIa and VIb (54°5N to 60°5N, 4°W to 11°W). The central area corresponds to the spawning area west of Scotland. Sampling year effects a
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Grossman, Richard S., and Stephen H. Shore. "The Cross Section of Stock Returns before World War I." Journal of Financial and Quantitative Analysis 41, no. 2 (2006): 271–94. http://dx.doi.org/10.1017/s0022109000002064.

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AbstractWe examine the cross section of stock returns using an original dataset consisting of annual observations on price, dividends, and shares outstanding for nearly all stocks listed on U.K. exchanges between 1870 and 1913, supplemented with additional information about attrition. The only clear pattern in the historical U.K. data is the high returns of extremely small stocks. Among the largest 99.8% of stocks, the historical U.K. data do not display the pattern found in modern U.S. (CRSP) data of excess returns for small stocks or stocks with poor past performance. Unlike CRSP data, stock
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Dissertations / Theses on the topic "Stocks Stock exchanges Stocks"

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Wang, Hanfeng. "Essays on stock trading volume, volatility and information." Click to view the E-thesis via HKUTO, 2007. http://sunzi.lib.hku.hk/hkuto/record/B38826185.

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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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Pang, Siu-kei. "Red-chips' (China-affiliated companies' shares) profitability, attractiveness and its implication to Hong Kong stock market." Hong Kong : University of Hong Kong, 1998. http://sunzi.lib.hku.hk/hkuto/record.jsp?B19873815.

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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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Xia, Le. "Two essays in financial economics." Click to view the E-thesis via HKUTO, 2007. http://sunzi.lib.hku.hk/HKUTO/record/B39557546.

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Cooper, Mary Comerford. "Returning shares to the people? the politics of the stock market in China /." online access from Digital dissertation consortium, 2002. http://libweb.cityu.edu.hk/cgi-bin/er/db/ddcdiss.pl?3068264.

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Farago, Stephen Glen. "An investigation of the impact of an international listing on a firm's share price." Thesis, University of British Columbia, 1988. http://hdl.handle.net/2429/27696.

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The internationalization of world equity markets is frequently discussed in the financial press. One of the most significant trends in this internationalization is the growth in the number of firms listing their shares on a foreign stock exchange. The purpose of this paper was to analyze the impact of multiple listing on a firm's share price. A review of the popular financial press suggested many reasons for listing internationally. These explanations included; a perquisite argument added attention from security analysts, market segmentation, increasing the market value of the firm, decreasin
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Ho, Yueh-Fang. "Three essays on seasoned equity offerings /." Philadelphia, Pa. : Drexel University, 2003. http://dspace.library.drexel.edu/handle/1860/251.

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Helm, Virgil Cole. "Market reaction to substantial deviations from dividend trends." Laramie, Wyo. : University of Wyoming, 2008. http://proquest.umi.com/pqdweb?did=1594481801&sid=1&Fmt=2&clientId=18949&RQT=309&VName=PQD.

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Rahou, Amar A. M. "A generalised framework for modelling & forecasting share prices : a field study on modelling and forecasting the share prices from the banking sector." Thesis, University of South Wales, 2009. https://pure.southwales.ac.uk/en/studentthesis/a-generalised-framework-for-modelling--forecasting-share-prices(10fcca19-ff9a-4497-a0be-55f3e980cbed).html.

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Modelling and forecasting the stock market remains a challenge because of the high volatilities in individual stock prices and the market itself. Hence, this topic has received much attention in the literature since forecast errors represent the systematic risk faced by investors. Therefore, the ability to reliably forecast the future values of the shares would provide essential help in reducing that risk to those investors. The main aim of this research is to develop and calibrate a framework that can be used to model the daily share prices of the companies from the banking sector and hence p
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Books on the topic "Stocks Stock exchanges Stocks"

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Gerald, Krefetz. The basics of stocks. Dearborn Financial Pub., 1992.

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Roth, Martin. Making money in Japanese stocks. C.E. Tuttle Co., 1989.

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Krupski, Rafał. Organizacja i funkcjonowanie giełd kapitałowych, na przykładzie giełd amerykańskich. Wydawn. Akademii Ekonomicznej we Wrocławiu, 1991.

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Zhongguo gu shi de jie gou yu bian qian: Zhongguogushide jiegouyubianqian. Ren min chu ban she, 2002.

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How to invest in the market: The '90s guide to Wall Street. Madison Pub. Associates, 1990.

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Gomez, Maria Clemencia Mesa. Nociones básicas para la emision, suscripción y colocación de acciones. Pontificia Universidad Javeriana, Facultad de Ciencias Jurídicas y Económicas, 1987.

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Velle, Louis. Triomphez en Bourse malgré les temps difficiles. Le Rocher, 1988.

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Tou zi Zhongguo gu shi: Introduction to China stock market. Hui zhi chu ban she, 2003.

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Majid, Mohd Salleh. Pasaran saham: Isu-isu semasa dan analisis. Utusan Publications & Distributors, 1996.

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Ji mo gao shou: Zhongguo gu shi nei zai gui lü yan jiu he shi zhan cao zuo ji qiao. Hai chao chu ban she, 1997.

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Book chapters on the topic "Stocks Stock exchanges Stocks"

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Itoh, Koichi. "Correlation coefficients between stocks and those distributions of returns in the Tokyo Stock Exchange." In The Application of Econophysics. Springer Japan, 2004. http://dx.doi.org/10.1007/978-4-431-53947-6_10.

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Mitra Thakur, Gour Sundar, Rupak Bhattacharyya, Seema Sarkar, and Partha Kar. "Ranking of Stocks Using a Hybrid DS-Fuzzy System: An Application to Bombay Stock Exchange." In Advanced Computing and Communication Technologies. Springer Singapore, 2016. http://dx.doi.org/10.1007/978-981-10-1023-1_11.

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Karliena, Y., and I. R. Setyawan. "Optimal portfolio with single index cut-off model in LQ 45 stocks on Indonesia Stock Exchange." In Facing Global Digital Revolution. Routledge, 2020. http://dx.doi.org/10.1201/9780429322808-16.

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Kubota, Keiichi, and Hitoshi Takehara. "Market Microstructure and Information Asymmetry Variables: The Behavior of TSE Stocks." In Reform and Price Discovery at the Tokyo Stock Exchange. Palgrave Macmillan US, 2015. http://dx.doi.org/10.1057/9781137540393_3.

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Weli, S. M. Kusumawati, and J. Sjarief. "Internal control disclosure of companies with the most active stocks on the Indonesia Stock Exchange in 2016." In Facing Global Digital Revolution. Routledge, 2020. http://dx.doi.org/10.1201/9780429322808-43.

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Kuyyamudi, Chandrashekar, Anindya S. Chakrabarti, and Sitabhra Sinha. "Long-Term Evolution of the Topological Structure of Interactions Among Stocks in the New York Stock Exchange 1925–2012." In New Economic Windows. Springer International Publishing, 2015. http://dx.doi.org/10.1007/978-3-319-08473-2_3.

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Thamprasert, Karn, Pathairat Pastpipatkul, and Woraphon Yamaka. "Interval-Valued Estimation for the Five Largest Market Capitalization Stocks in the Stock Exchange of Thailand by Markov-Switching CAPM." In Econometrics for Financial Applications. Springer International Publishing, 2017. http://dx.doi.org/10.1007/978-3-319-73150-6_67.

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Valdez, Stephen, and Philip Molyneux. "Stock Exchanges." In An Introduction to Global Financial Markets. Macmillan Education UK, 2013. http://dx.doi.org/10.1007/978-1-137-08887-1_8.

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Valdez, Stephen. "Stock Exchanges." In An Introduction to Global Financial Markets. Macmillan Education UK, 1997. http://dx.doi.org/10.1007/978-1-349-25298-5_9.

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Valdez, Stephen, and Philip Molyneux. "Stock Exchanges." In An Introduction to Global Financial Markets. Macmillan Education UK, 2010. http://dx.doi.org/10.1007/978-0-230-36487-5_7.

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Conference papers on the topic "Stocks Stock exchanges Stocks"

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Widiputra, Harya, and Leo Christianto. "Indonesia stock exchange liquid stocks identification using self-organizing map." In 2012 2nd International Conference on Uncertainty Reasoning and Knowledge Engineering (URKE). IEEE, 2012. http://dx.doi.org/10.1109/urke.2012.6319526.

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Minandar, Alhady Niar, Mochamad Edman Syarief, and Sumiyati Sumardi. "Sharia-Compliant Portfolio of Islamic Stocks Listed on Indonesia Stock Exchange (IDX)." In International Seminar of Science and Applied Technology (ISSAT 2020). Atlantis Press, 2020. http://dx.doi.org/10.2991/aer.k.201221.097.

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Alam, Mahbub, Asadullah Al Galib, and Rashedur M. Rahman. "Algorithms to predict opening price and trading decision of stocks in Dhaka Stock Exchange." In 2011 14th International Conference on Computer and Information Technology (ICCIT). IEEE, 2011. http://dx.doi.org/10.1109/iccitechn.2011.6164786.

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Hashimoto, Hisashi. "The Impact of Stocks Listed on the Tokyo Stock Exchange After the Enforcement of Basel II." In 2018 Joint 10th International Conference on Soft Computing and Intelligent Systems (SCIS) and 19th International Symposium on Advanced Intelligent Systems (ISIS). IEEE, 2018. http://dx.doi.org/10.1109/scis-isis.2018.00145.

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

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Gerni, Mine, Hatıra Sadeghzadeh Emsen, Ziya Çağlar Yurttançıkmaz, and Ömer Selçuk Emsen. "Transmission Effects between Uncertainty and Stocks: From S&P to BIST100." In International Conference on Eurasian Economies. Eurasian Economists Association, 2020. http://dx.doi.org/10.36880/c12.02395.

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The economic political uncertainty (EPU) index developed by Berg et al. (2013) and the global economic political uncertainty (GEPU) index developed by Davids et al. (2016) revealed the existence of their strong relations with macroeconomic indicators in the US economy in general. Parallel to this power exhibited by the index, the interest towards it has started to be evaluated in terms of other countries. In this context, while the existence of studies investigating the relations between the index and the Istanbul Stock Exchange index is noteworthy, it has been determined that some of these re
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Coronnello, C., M. Tumminello, F. Lillo, S. Miccichè, and R. N. Mantegna. "Economic sector identification in a set of stocks traded at the New York Stock Exchange: a comparative analysis." In SPIE Fourth International Symposium on Fluctuations and Noise, edited by János Kertész, Stefan Bornholdt, and Rosario N. Mantegna. SPIE, 2007. http://dx.doi.org/10.1117/12.729619.

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Çelik, Sadullah, and Elif İşbilen. "An Unconventional Example of Big Data: BIST-100 Banking Sub-Index of Turkey." In CARMA 2018 - 2nd International Conference on Advanced Research Methods and Analytics. Universitat Politècnica València, 2018. http://dx.doi.org/10.4995/carma2018.2018.8356.

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This paper applies Big Data concept to an emerging economy stock exchange market by examining the relationship between price and volume of the Banking index in BIST-100. Stock markets have been commonly analyzed in big data studies as they are one of the main sources of rich data with recordings of hourly and minutely transactions. In this sense, nowcasting the economic outlook has been related to the fluctuations in the stock exchange market as news from companies open to public became important sources of changes in expectations for economic agents. However, most of the previous studies conc
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Arifin, Firmansyah, Rifani Akbar Sulbahri, and Padriyansyah. "The Effect of Trading Frequency of Stocks, the Value of Company and Level of Financial Performance on Stock Return (Empirical Study on Agribusiness Companies Registered in Indonesia Stock Exchange)." In 4th Sriwijaya Economics, Accounting, and Business Conference. SCITEPRESS - Science and Technology Publications, 2018. http://dx.doi.org/10.5220/0008439502890299.

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Ding, Qianggang, Sifan Wu, Hao Sun, Jiadong Guo, and Jian Guo. "Hierarchical Multi-Scale Gaussian Transformer for Stock Movement Prediction." In Twenty-Ninth International Joint Conference on Artificial Intelligence and Seventeenth Pacific Rim International Conference on Artificial Intelligence {IJCAI-PRICAI-20}. International Joint Conferences on Artificial Intelligence Organization, 2020. http://dx.doi.org/10.24963/ijcai.2020/640.

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Predicting the price movement of finance securities like stocks is an important but challenging task, due to the uncertainty of financial markets. In this paper, we propose a novel approach based on the Transformer to tackle the stock movement prediction task. Furthermore, we present several enhancements for the proposed basic Transformer. Firstly, we propose a Multi-Scale Gaussian Prior to enhance the locality of Transformer. Secondly, we develop an Orthogonal Regularization to avoid learning redundant heads in the multi-head self-attention mechanism. Thirdly, we design a Trading Gap Splitter
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Reports on the topic "Stocks Stock exchanges Stocks"

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Linton, Oliver, and James Brugler. Single stock circuit breakers on the London Stock Exchange: do they improve subsequent market quality? IFS, 2014. http://dx.doi.org/10.1920/wp.cem.2014.0714.

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Cochrane, John. Stocks as Money: Convenience Yield and the Tech-Stock Bubble. National Bureau of Economic Research, 2002. http://dx.doi.org/10.3386/w8987.

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White, Eugene. Anticipating the Stock Market Crash of 1929: The View from the Floor of the Stock Exchange. National Bureau of Economic Research, 2006. http://dx.doi.org/10.3386/w12661.

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Hassan, Tarek Alexander, Thomas Mertens, and Tony Zhang. Not so Disconnected: Exchange Rates and the Capital Stock. National Bureau of Economic Research, 2015. http://dx.doi.org/10.3386/w21445.

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Li, Sida, Mao Ye, and Miles Zheng. Financial Regulation, Clientele Segmentation, and Stock Exchange Order Types. National Bureau of Economic Research, 2021. http://dx.doi.org/10.3386/w28515.

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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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Woodall, Christopher W., John W. Coulston, Grant M. Domke, et al. The U.S. forest carbon accounting framework: stocks and stock change, 1990-2016. U.S. Department of Agriculture, Forest Service, Northern Research Station, 2015. http://dx.doi.org/10.2737/nrs-gtr-154.

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Hashimoto, Yuko, and Takatoshi Ito. High-Frequency Contagion Between the Exchange Rates and Stock Prices. National Bureau of Economic Research, 2004. http://dx.doi.org/10.3386/w10448.

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Reiss, Peter, and Ingrid Werner. Transaction Costs in Dealer Markets: Evidence From The London Stock Exchange. National Bureau of Economic Research, 1994. http://dx.doi.org/10.3386/w4727.

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Andersen, Torben, Tim Bollerslev, Francis Diebold, and Clara Vega. Real-Time Price Discovery in Stock, Bond and Foreign Exchange Markets. National Bureau of Economic Research, 2005. http://dx.doi.org/10.3386/w11312.

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