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Journal articles on the topic 'The shares in the stock market'

Author: Grafiati

Published: 3 June 2025

Last updated: 1 August 2025

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1

Chellaswamy, Karthigai Prakasam, Natchimuthu N, and Muhammadriyaj Faniband. "Stock Market Reforms and Stock Market Performance." International Journal of Financial Research 12, no. 2 (2021): 202. http://dx.doi.org/10.5430/ijfr.v12n2p202.

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This paper analyses the impact of stock market reforms on the stock market performance in India using regression based event-study method. We consider nine stock market reforms introduced from 1998 to 2018. We find that the impact of stock market reforms on Nifty trading volume and Nifty return is different. This paper documents that the impact of the additional volatility measures, T+3 and T+2 settlement cycles, and margin provisions for intra-day crystallized losses reforms show a positive impact on trading volume post-reform. In contrast, internet trading, prohibition of fraudulent and unfa

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Zhang, Yuxiang. "Explanation of Valuation Variance Between A-shares and H-shares Perspective from Behavioral Finance." Advances in Economics, Management and Political Sciences 178, no. 1 (2025): 95–101. https://doi.org/10.54254/2754-1169/2025.22615.

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A-shares and H-shares are important components of China's capital market. Although they are geographically close, there are great differences in valuation between the two markets for similar types of stocks and even for stocks of the same company. To clarify the valuation differences and their underlying reasons and to help investors and policy decision-makers better understand the characteristics of China's capital market, based on the perspective of behavioral finance, I attempt to explain the valuation performance differences between the two stock markets. Specifically, this paper points ou

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Cai, Huan, Meining Wang, and Chaonan Bai. "An Empirical Study of Investors’ Disposition Effect in China Based on Open Data from the Chinese Stock Markets." International Journal of Economics and Finance 10, no. 5 (2018): 165. http://dx.doi.org/10.5539/ijef.v10n5p165.

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This paper focuses on investors’ different behavioral biases in China’s segmented stock markets and investigates the correlation between average holding periods, stock returns and investors’ disposition effect between 2010 and 2014. The results show that the disposition effect is prevalent in A-share market but is very weak in Growth Enterprise market and there is a lack of evidence to support the existence of disposition effect in B-share market. The study supports the view that investors’ experience and sophistication can partly help reduce investors’ behavioral biases in stock markets. It a

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Chen, Muzi, Yuhang Wang, Boyao Wu, and Difang Huang. "Dynamic Analyses of Contagion Risk and Module Evolution on the SSE A-Shares Market Based on Minimum Information Entropy." Entropy 23, no. 4 (2021): 434. http://dx.doi.org/10.3390/e23040434.

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The interactive effect is significant in the Chinese stock market, exacerbating the abnormal market volatilities and risk contagion. Based on daily stock returns in the Shanghai Stock Exchange (SSE) A-shares, this paper divides the period between 2005 and 2018 into eight bull and bear market stages to investigate interactive patterns in the Chinese financial market. We employ the Least Absolute Shrinkage and Selection Operator (LASSO) method to construct the stock network, compare the heterogeneity of bull and bear markets, and further use the Map Equation method to analyse the evolution of mo

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Erlinawati, Ira, and Imron Mawardi. "Pengaruh Jumlah Saham Beredar, Harga Saham dan Presentase Saham Publik Terhadap Likuiditas Saham Perusahaan Yang Listing di JII Periode 2013." Jurnal Ekonomi Syariah Teori dan Terapan 2, no. 2 (2015): 130. http://dx.doi.org/10.20473/vol2iss20152pp130-146.

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The increase on market capitalization, number of traded shares, frequency of stocks trading and stocks price index influence the stock liquidity. Stocks which have a high market capitalization and that index prices always increase reflected in the Jakarta Islamic Index (JII). It is because the majority shares on JII are member of LQ45 which have a big market capitalization and good track record. Therefore interesting to do research to see the effect of the number of shares, the stock price and the percentage of public stock to the stock liquidity of listed companies on JII. The approach used i

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Mai, Yuhuan. "The Application and Performance of Momentum Strategy in A-shares and U.S. Stocks." Highlights in Business, Economics and Management 39 (August 8, 2024): 613–16. http://dx.doi.org/10.54097/t7d26r52.

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Momentum strategy, a widely accepted approach in the investment field, is the focus of this study. This paper selected the constituent stocks of the Shanghai and Shenzhen 300 Index and the S&P 500 Index as representatives of their respective stock markets. The study found that the cross-sectional factor momentum strategy performs poorly in the A-share market, while it exhibits better performance in the U.S. stock market. This study summarized the potential reasons for the observed results, such as the different trading rules, the U.S. stock market operates on T+0, while the A-share market

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Wu, Jing. "Did the Inclusion of China’s A-Shares in the MSCI Index Improve the Information Content of Listed Firms? Analysis Based on Stock Price Synchronisation and Environmental Social Governance." Wireless Communications and Mobile Computing 2022 (August 23, 2022): 1–9. http://dx.doi.org/10.1155/2022/7623580.

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Chinese A-shares were officially included in the Morgan Stanley Capital International (MSCI) Emerging Markets Index from June 2018. The inclusion of the A-share market into the MSCI Index is one of the most influential events in the opening up of the capital market of China. However, China’s A-share market has an imperfect system compared with that of developed countries. Stock price synchronisation is more serious in China than in developed countries, and Environmental Social Governance (ESG) disclosures are imperfect. Excessive stock price synchronicity can affect the information content of

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Khadke, Prof A., Samyak Ajmera, Anand Ghatol, Akshay Singh, and Himanshu Narwal. "Institutional Market Analysis in Stock Market." International Journal for Research in Applied Science and Engineering Technology 10, no. 11 (2022): 1805–7. http://dx.doi.org/10.22214/ijraset.2022.47653.

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Abstract: A stock market, equity market, or share market is the aggregation of buyers and sellers of stocks (also called shares), which represent ownership claims on businesses. In stock market analysis we are trying to predict the price of given share or stock The result was achieved at the end of this project was quite impressive as model was able to predict the trend successfully, it was not 100% accurate but considering that model it predicted only on the basis of past data is quite impressive. All these things we are able to do with help of machine learning.

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Dr. R. Sharmila. "DO STOCK SPLITS INFLUENCE SHARE PRICES? INSIGHTS FROM THE INDIAN STOCK MARKET." International Journal of Research in Commerce and Management Studies 07, no. 03 (2025): 85–98. https://doi.org/10.38193/ijrcms.2025.7307.

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A stock split is a corporate action that increases the number of a company’s outstanding shares by dividing existing shares into multiple new shares. However, the stock’s market capitalization remains unchanged. Companies typically implement stock splits when their share prices become too high, making it difficult for investors to buy shares. This study examines the market reaction to stock split announcements of S&P CNX 500 stocks listed on the National Stock Exchange (NSE) using the Event Study Methodology. A sample of 74 stock split announcements from 2019 to 2024 is analyzed. The signi

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Wei, Wenqi. "An Empirical Analysis of the Impact of Exchange Rates on Stock Prices." BCP Business & Management 15 (December 30, 2021): 247–61. http://dx.doi.org/10.54691/bcpbm.v15i.280.

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With the deepening of economic openness, the domestic capital market is increasingly linked to the foreign exchange market, and changes in the exchange rate of a country's currency are often accompanied by significant fluctuations in the level of stock prices. This paper selects the panel data of the stock prices of different listed companies and the exchange rate of RMB to SDR from the first quarter of 2017 to the fourth quarter of 2020 to conduct regression analysis and robustness test. The results show that there is a significant negative relationship between exchange rate (under the direct

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11

Hani'ah, Mamluatul, Moch Zawaruddin Abdullah, Wilda Imama Sabilla, Syafaat Akbar, and Dikky Rahmad Shafara. "Google Trends and Technical Indicator based Machine Learning for Stock Market Prediction." MATRIK : Jurnal Manajemen, Teknik Informatika dan Rekayasa Komputer 22, no. 2 (2023): 271–84. http://dx.doi.org/10.30812/matrik.v22i2.2287.

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The stock market often attracts investors to invest, but it is not uncommon for investors to experience losses when buying and selling shares. This causes investors to hesitate to determine when to sell or buy shares in the stock market. The accurate stock price prediction will help investors to decide when to buy or sell their shares. In this study, we propose a new approach to predicting stocks using machine learning with a combination of features from stock price features, technical indicators, and Google trends data. Three well-known machine learning algorithms such as Support Vector Regre

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Aisah, Nurul, Muhammad Sholahuddin, and Sisca Dian Rahmawati Rahmawati. "Sharia and Conventional Stock Investment." Journal of Business and Management Studies 4, no. 2 (2022): 464–76. http://dx.doi.org/10.32996/jbms.2022.4.2.34.

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Many people still have doubts about the halalness of investing in the capital market, especially in Islamic stock investments. So this causes a delay in the public's intention to invest their funds in the capital market, especially Sharia shares. To understand Islamic stocks and conventional stocks and try to analyze the various contracts/transactions that are selected (permissible/not) in Islam. A systematic review through a review of journals on Islamic and conventional stock markets. Article searches were accessed from internet search databases, namely: Emerald, Springer, Scopus, Taylor &am

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Phatangare, Sheetal, Abbas Taherbhai Madhvaswala, Kashish Rahate, Mohammed Nogamawala, and Mohamed Maged Mohamed Ahmed. "Stock Market Forecasting." International Journal for Research in Applied Science and Engineering Technology 11, no. 5 (2023): 556–60. http://dx.doi.org/10.22214/ijraset.2023.51550.

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Abstract: Stock market forecasting seeks to determine the worth of a firm’s financial stocks in the future. Machine learning is being used in recent developments in stock market forecasting technology to produce forecasts based on the values of current stock market indices by training on their previous values. Future stock price projections can be difficult to make when trying to anticipate the stock market. It is incredibly challenging to forecast the stock market since shares fluctuate so frequently. Every day and frequently, stock. Foreseeing trends in the stock market is often correct usin

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Aggarwal, Vansh. "Analyzing Stock Market Trends with Time Series Analysis." International Journal for Research Publication and Seminars 14, no. 4 (2023): 74–83. http://dx.doi.org/10.36676/jrps.2023-v14i4-010.

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The stock market is a vital component of modern economies, serving as a mechanism for companies to raise capital and for investors to participate in the growth of those companies. It is a place where investors can buy and sell ownership shares in publicly traded companies. Companies issue shares of their stock to raise capital for growth and expansion, and investors can buy and sell these shares to earn a return on their investment. The stock market serves several important functions in the economy. It provides a mechanism for companies to raise capital by issuing shares of their stock to fund

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Wang, Boxi, and Dong Wang. "Changes and trends in the investment environment before and after the COVID-19 outbreak." BCP Business & Management 16 (December 26, 2021): 223–38. http://dx.doi.org/10.54691/bcpbm.v16i.306.

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The COVID-19 outbreak in 2020 has had a huge impact on the global economy and stock markets, and investors have changed their direction. In order to find some laws in the drastic stock market changes, we selected the stock market information of ten different industries, using the Markowitz model and Index model, and came up with some important data such as minimum variance, effective frontier and so on. Based on our research and the data available, we believe that investors should pay more attention to buying shares of high-tech companies and, where appropriate, sell shares of traditional ener

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16

Suraj Hingane. "Literature Review on Stock Price Predictions with reference to Machine Learning Approaches and Statistical Methods." Panamerican Mathematical Journal 35, no. 4s (2025): 172–79. https://doi.org/10.52783/pmj.v35.i4s.4635.

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An Indian stock market is an open market where businesses and individuals can increase revenues. Organizations use the stock market to buy and sell shares. The interest rate and the supply of shares determine the cost of shares. Trading/exchanging refers to purchasing and selling shares. Only Listed Companies are permitted to do so. Vast sums of money have recently been traded on stock exchanges worldwide. National economies are intricately linked, and the performance of their stock exchanges has a significant impact. As a final outcome, they are connected with macroeconomic variables and have

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Dorokhov, Evgenii Vladimirovich. "Organization of effective management of the stock market on the basis of researching the processes of formation of the value of shares of the issuer companies." Финансы и управление, no. 4 (April 2023): 68–88. http://dx.doi.org/10.25136/2409-7802.2023.4.44026.

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The global economic crisis and the socio-economic consequences of the COVID-19 pandemic have a significant impact on the increase in volatility and risks of manipulation of stock asset quotes. The subject of the study is the organization of management of the investment fund process, taking into account non-market mechanisms for manipulating the value of shares of issuing companies. The purpose of the article is to improve the efficiency of managing the stock process based on the stock market model and procedures for fuzzy valuation of the value of shares of issuing companies within this model.

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18

Pasaribu, Dedy Than. "PENGARUH STOCK SPLIT TERHADAP ABNORMAL RETURN & LIKUIDITAS SAHAM BLUE CHIP." Contemporary Studies in Economic, Finance and Banking 2, no. 3 (2023): 492–502. http://dx.doi.org/10.21776/csefb.2023.02.3.12.

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Stock split is a corporate action intended to raise stock liquidity. When stock prices are high, the shares become inaccessible to all capital market investors. The impact of stock splits on abnormal returns and stock liquidity should be re-evaluated due to the discrepancies in prior studies. This research evaluates the influence of stock splits on liquidity and abnormal stock returns. This research utilized a sample of 27 blue-chip companies listed on the IDX that underwent stock splits from 2010 to 2022. Blue chip stocks are often the market leaders for each sector and subsector of stocks in

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19

Anzin, Roman. "Initial public offering of shares as a tool for attracting financial resources by the company." Ukrainian Journal of Applied Economics and Technology 9, no. 2 (2024): 350–57. http://dx.doi.org/10.36887/2415-8453-2024-2-60.

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The study aimed to determine the fundamentals of entering the stock market and the process of initial placement of shares of Ukrainian companies on such exchanges. The entry of companies to the capital market is a stage of expansion of production capacities, improvement of the company's management system, the opening of new markets, the possibility of increasing investments in innovative activities, etc. The transition of national economies to an open global economy has led to the need for additional investment attraction not only within the country of the base of such a company but also on in

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DR.B.G., Satyaprasad, and Anusha. P. H. Prof. "AN ANALYSIS OF CAPM MODEL FOR PERFORMANCE OF STOCK MARKET INDIA WITH REFERENCE TO BANKING, IT, AUTOMOBILE SECTOR COMPANIES." International Journal of Marketing & Financial Management 6, no. 2 (2018): 36–43. https://doi.org/10.5281/zenodo.10817045.

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<strong>ABSTRACT</strong> Indian stock market has seen phenomenal and incredible growth in recent times. This is largely due to increased income level, change in investor’s behavior. The impact of annual performance on the price movement of the shares of the companies continues to be an important research question in finance. A study of the stock market with respect to factors affecting the supply and demand of stocks helps to understand the intrinsic value of shares and to know whether the Shares are undervalued or overvalued. The stock market indicators would help the investor to Ident

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Cai, Xiao Jing, Shuairu Tian, and Shigeyuki Hamori. "Stock Market Integration in China: Evidence from the Asymmetric DCC Model and Copula Approach." Applied Economics and Finance 4, no. 2 (2016): 1. http://dx.doi.org/10.11114/aef.v4i2.2010.

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We investigate the dynamic dependence structure between the daily stock returns of the A and B shares of the Shanghai and Shenzhen stock markets in China, using time-varying conditional copula and asymmetric dynamic conditional correlation models. We find that the Shanghai market’s A and B shares are more integrated than those of the Shenzhen market. Further, the dynamic dependences between the shares for both markets are asymmetric and lower-tailed, and an increasing correlation with the opening up of the B shares market to Chinese citizens around 2001 is evident.

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Mandron, V. "Volatility and investment parameters of the national stock market." Bulletin of Science and Practice 398, no. 10(11) (2016): 187–92. https://doi.org/10.5281/zenodo.161085.

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In the period of crisis phenomena in the national and world economies, increasing the relevance of the analysis of the degree of volatility in the market value of the securities. This article describes an approach to modeling the effect of a wide range of factors on the volatility of the stock market. As indicators of volatility, change is the set of indicators characterizing the state of the national economy, stock and currency market conjuncture and dynamics of commodity markets. Investment activity requires constant analysis of volatility and rating instruments of the securities market that

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BHATTACHARYA, NUPUR GUPTA, and Gopal Zavar. "Dynamic Relationship between Stock Market Returns and Trading Volume: Evidence from Indian Stock Market." Journal of Global Economy 12, no. 2 (2016): 123–36. http://dx.doi.org/10.1956/jge.v12i2.421.

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This paper empirically examines the relationship between the stock returns & the trading volume for Sensex. Three main measures of volume traded namely number of shares traded; total turnover of the shares traded & the no. of transactions are used. Their daily data for a five year period were taken for the study. The contemporaneous correlation between the volume & returns was studied after it was found that there was no unit root in the data. A positive contemporaneous relation between the volume & the returns was found. The results from Granger causality test suggest us that

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Nurfajar, Tomy, and Rizky Nur Ayuningtyas Putri. "SHARIA VERSUS CONVENTIONAL STOCKS." Indonesian Scientific Journal of Islamic Finance 2, no. 1 (2023): 33–49. https://doi.org/10.21093/inasjif.v2i1.7389.

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The capital market is an alternative source of funding for both the government and the private sector. Governments that need funds can issue bonds or debentures and sell them to the public through the capital market. Likewise, the private sector, in this case a company that needs funds, can issue securities, either in the form of shares or bonds, and sell them to the public through the capital market. One of the most popular instruments sold in the capital market is investing in shares, both sharia shares and non-sharia shares. In investing in the capital market, the important thing is to know

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Nguyen, Giao X., Wikrom Prombutr, Chanwit Phengpis, and Peggy E. Swanson. "Relative efficiency, industry concentration and average stock returns." Studies in Economics and Finance 36, no. 1 (2019): 63–82. http://dx.doi.org/10.1108/sef-03-2017-0079.

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Purpose Previous research has found that industry concentration and firm efficiency affect stock returns. However, it is not clear if concentration is a byproduct of efficiency and hence its effect on stock returns is driven by efficiency. This paper aims to examine the relationships between industry concentration, firm efficiency and average stock returns. Mainly, it aims to answer if the effects of industry concentration and firm efficiency on stock returns are independent and significant. Design/methodology/approach The stochastic frontier approach is used to estimate firm efficiency. The H

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Aisyah, Esy Nur. "ANALISIS MARKET PERFORMANCE DENGAN PENDEKATAN CAPM DAN APPRAISAL RATIO SERTA PENGARUHNYA TERHADAP VARIASI HARGA SAHAM SYARIAH." JRAK: Jurnal Riset Akuntansi dan Komputerisasi Akuntansi 6, no. 1 (2015): 51–67. http://dx.doi.org/10.33558/jrak.v6i1.746.

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Abstract The success of Jakarta Islamic Index as an index that has the largest market capitalization that is visible from the aggregate value of shares JII significantly compared to the capitalization of all shares diperdagangkan.Namun active in a market, there are always investors who do not agree with the market consensus due to stock market performance is not always walk in the same direction with high market capitalization. For companies that go public stock prices is an indicator of the value perusahaan.Oleh Therefore, this study aimed to examine the determinants of stock prices in the In

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Lukman, Putri Rismawati. "ANALISIS VOLUME PERDAGANGAN DAN RETURN SAHAM SEBELUM DAN SELAMA PANDEMI COVID-19." Contemporary Studies in Economic, Finance and Banking 2, no. 4 (2023): 687–701. http://dx.doi.org/10.21776/csefb.2023.02.4.11.

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The Covid-19 pandemic has impacted the Indonesian capital market significantly. This research aims to identify and analyze the disparities in trading volume and stock returns prior to and during the pandemic within stocks of differing market capitalizations, blue chip and non-blue chip stocks. The sample for this study comprised 20 IDX30 shares and 32 IDX SMC-LIQ shares. The validation of hypotheses was accomplished using the Wilcoxon signed-rank test. The research findings revealed significant differences in trading volume and stock returns before and during the Covid-19 pandemic. The trading

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Mousa, Musaab, Adil Saleem, and Judit Sági. "Are ESG Shares a Safe Haven during COVID-19? Evidence from the Arab Region." Sustainability 14, no. 1 (2021): 208. http://dx.doi.org/10.3390/su14010208.

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The world experienced significant changes in its social and economic lives in 2020–21. Major stock markets experienced an immediate decline. This paper attempts to examine the impact of COVID-19 on stock market performance as well as to identify the differences between the responses of ESG stocks and normal stocks to pandemic conditions in the Arab region. Daily time series for three years between March 2019 and March 2021 were collected for the S&P Pan Arab Composite index and S&P/Hawkamah ESG Pan Arab Index. We used a generalized autoregressive conditional heteroscedasticity (GARCH)

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Lyzhnyk, Yu B., and T. Fedotova. "PECULIARITIES OF THE APPLICATION OF TECHNICAL AND FUNDAMENTAL ANALYSIS OF SECURITIES OF UKRAINIAN ISSUERS." TRADE AND MARKET OF UKRAINE, no. 2 (52) 2022 (2022): 58–66. http://dx.doi.org/10.33274/2079-4762-2022-52-2-58-66.

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Objective. The objective of the present article is to study the peculiarities of the functioning of the securities market of Ukraine, in particular its stock market sector, the outline of its main differences from the world stock markets, the determination of the peculiarities of the application of the tools of technical and fundamental analysis of securities to shares. Ukrainian issuers, as well as assess the state of the Ukrainian stock market in war conditions. Methods. The following methods were used during the research: the dialectical method of learning processes and phenomena (to analyz

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Moskalenko, Valentyna, Anastasija Santalova, and Nataliia Fonta. "STUDY OF NEURAL NETWORKS FOR FORECASTING THE VALUE OF COMPANY SHARES IN AN UNSTABLE ECONOMY." Bulletin of National Technical University "KhPI". Series: System Analysis, Control and Information Technologies, no. 2 (8) (December 23, 2022): 16–23. http://dx.doi.org/10.20998/2079-0023.2022.02.03.

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These studies deal with analysis and selection of neural networks with various architectures and hybrid models, which include neural networks, to predict the market value of shares in the stock market of a country that is in the process of unstable development. Analysis and forecasting of such stock markets cannot be carried out using classical methods. The relevance of the research topic is due to the need to develop software systems that implement algorithmic support for predicting the market value of shares in Ukraine. The introduction of such software systems in the circuit of investment d

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Galanov, Vladimir, and A. Galanova. "Share Repurchase As the Instrument of the Management of the Capital of the Company." Scientific Research and Development. Economics of the Firm 9, no. 2 (2020): 44–50. http://dx.doi.org/10.12737/2306-627x-2020-44-50.

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The joint-stock company is a participant in the primary stock market, primarily as an issuer of shares and bonds. However, in the event of the repurchase of its shares, the joint-stock company may also act as a specific participant in the secondary market. When buying its own shares, the joint-stock company is turning into a specific type of investor and speculator in the stock market, and the shares it purchases form a redemption issue portfolio that requires proper management, as well as an investment portfolio. Share repurchases may have economic, “technical” and even political and social r

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Damayanti, Sari Minjari. "Analisis Pengaruh Variabel-Variabel Makroekonomi terhadap Tingkat Pengembalian di Pasar Modal Periode 2000 -2011 dengan Membandingkan Hasil Estimasi OLS, GLS dan MLE." Binus Business Review 5, no. 1 (2014): 267. http://dx.doi.org/10.21512/bbr.v5i1.1215.

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The factors in macroeconomic gives enormous influence on the fluctuation rate of return on stocks that is reflected in the stock price movement in the stock market. Movements in excess of the normal state, such as those caused by the global economic crisis, from the macro variables will create specific shocks on the capital markets, which will affect the value of the return on stocks in the capital market. To determine the effect of the factors or macroeconomic variables on the return of the index shares on BEI, empirical tests are accurately performed on these variables. This study has two ma

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Airout, Rula Mustafa, Sari Sulaiman Malahim, and Abdullah Yusri Al Khatib. "Executing Financial Markets Analysis on Prominent Markets: A Case Study of (ASE) Amman Stock Exchange for Islamic Banks Shares in Jordan." International Journal of Professional Business Review 8, no. 9 (2023): e02456. http://dx.doi.org/10.26668/businessreview/2023.v8i9.2456.

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Purpose: This research purpose is to test the efficiency of Islamic banks’ shares in the Amman stock exchange (ASE) at the levels of the financial markets efficiency hypothesis, especially of the weak level, by implementing and executing the random walk theory on stock and shares prices and returns of Islamic banks in Amman stock exchange (2018-2022). Theoretical Framework: Through financial analysis of a well-known market, we investigate the effectiveness of the Amman Stock Exchange for Islamic banks' share prices when they are in a weak state. The results of this study will inform financial

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Hua, Jie, Maolin Huang, and Chengshun Huang. "Centrality Metrics’ Performance Comparisons on Stock Market Datasets." Symmetry 11, no. 7 (2019): 916. http://dx.doi.org/10.3390/sym11070916.

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The stock market is an essential sub-sector in the financial area. Both understanding and evaluating the mountains of collected stock data has become a challenge in relevant fields. Data visualisation techniques can offer a practical and engaging method to show the processed data in a meaningful way, with centrality measurements representing the significant variables in a network, through exploring the aspects of the exact definition of the metric. Here, in this study, we conducted an approach that combines data processing, graph visualisation and social network analysis methods, to develop de

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Nguyen, Hazel Thu-Hien. "Stock Market Liquidity: Financially Constrained Firms and Share Repurchase." Accounting and Finance Research 6, no. 4 (2017): 130. http://dx.doi.org/10.5430/afr.v6n4p130.

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Stock illiquidity raises the cost of share ownership to outside investors and increases firms’ cost of capital. This study substantiates that shares of financially constrained firms are significantly more illiquid than shares of similar but financially unconstrained firms. Acting as buyers of last resort for their own shares, share repurchases by financially constrained firms enhance stock liquidity, which alleviates the cost of external financing and underinvestment. Increased stock liquidity improves information efficiency, inducing higher value-added from incremental capital investments. Fu

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SHASHIDHAR S, Mr. "A STUDY ON INVERSTORS PERCEPTION TOWARDS STOCK MARKET." International Scientific Journal of Engineering and Management 04, no. 06 (2025): 1–9. https://doi.org/10.55041/isjem04634.

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ABSTRACT: The Stock market occurs from the interaction of a group of buyers (investors) and sellers of shares (companies), who represent ownership of the business. This includes a security listed on a public stock exchange under government supervision. Shares or stock market can be classified according to the country where the company is domiciled. The stock market has become an attractive and profitable investment today for investors and the stock market has grown rapidly over the years and is getting more and more attention because it deals with the future of money. However, a lot of investo

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Gerard, Chiyamiko Kamwendo, and Laxmikanthan Muthuvel. "Drivers of stock market performance and a comparative investigation of markets: A case study of the stock market in Malawi." i-manager's Journal on Economics & Commerce 4, no. 2 (2024): 20. http://dx.doi.org/10.26634/jecom.4.2.21067.

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This study investigated the influence of various drivers on the performance of stock markets in Malawi using a case study approach. Stock markets involve strategic collaborations between small and large companies to achieve their goals. This paper aimed to explore the correlation between stock market performance drivers and the performance of companies in Malawi. A mixed-method approach was employed, incorporating both quantitative and qualitative methods. The quantitative approach analyzed the financial aspects of stock market initiatives through financial reports, such as those from the Mala

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Kumar, Manoj, L. M. Bhole, and Shahrokh M. Saudagaran. "The Impact of International Listings on Liquidity: Evidence from the Indian Stock Market." Vikalpa: The Journal for Decision Makers 26, no. 4 (2001): 35–50. http://dx.doi.org/10.1177/0256090920010404.

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Between May 1992 and June 2001, 72 Indian companies tapped the international capital markets with their equity offerings in form of Depositary Receipts (DRs). Initially, most of these programmes were in the form of Global Depositary Receipts (GDRs) and were traded on London and Luxembourg stock exchanges. Since 1999, many Indian companies have been listing their American Depositary Receipts (ADRs) on the US stock exchanges. Home market responses to issuance of DRs are of interest to the policy makers, investors, market intermediaries, CFOs, and finance scholars. Policy makers m emerging market

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Kotane, Inta. "EVALUATION OF THE LATVIAN STOCK MARKET AS AN INVESTMENT OBJECT." SOCIETY. INTEGRATION. EDUCATION. Proceedings of the International Scientific Conference 6 (May 21, 2019): 615. http://dx.doi.org/10.17770/sie2019vol6.3944.

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Development of the securities market in Latvia compared with the countries of Western Europe, Scandinavia, and North America has started much later and has been slow; therefore, the interest of individuals and companies to actively participate in the capital market can be assessed as low. The stock market that is considered as one of the types of the securities market is an unstructured environment where every investor has to decide on how to invest. The potential investor interested in stocks as an investment object can buy shares of the companies and potentially earn money despite the fact t

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ALIEV, Oleg M. "Stock pricing factors." Finance and Credit 28, no. 4 (2022): 806–24. http://dx.doi.org/10.24891/fc.28.4.806.

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Subject. This article deals with stock pricing factors. Objectives. The article aims to identify factors affecting the share prices of Russian companies. Methods. For the study, I used content, logical, and comparative analyses. Results. The article describes the factors that influence the price of a company's shares, but are not always directly related to its management and operations. Conclusions. There is a certain lack of scientific works confirming or refuting the applicability of fundamental indicators in the problem of predicting the changes in stock prices in the Russian market, when h

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Chikumbi, Chola. "The Effect of Selected Macroeconomic Factors on a Stock Market Performance in Zambia." Management Journal for Advanced Research 4, no. 1 (2024): 102–13. https://doi.org/10.5281/zenodo.10775342.

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This was a study on the effect of selected macroeconomic factors on a stock market performance in Zambia. The study objectives where to determine the effect of the exchange rates on the LuSE all shares index in Zambia; to investigate the effect of inflation on the LuSE all shares index in Zambia and to establish the effect of interest rates on the LuSE all shares index in Zambia. Interest rate, inflation rate and exchange rate where the independent variables while stock market index was the dependent variable. The study targeted 24 firms listed on the Lusaka Stock Exchange. The study used seco

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Maghfira and Hidayah Suyoso Putra Yuniarti. "Technical Analysis: Penny Stock Manipulation Company Share Listed on the Indonesian Sharia Stock Index in 2022." Journal of Economics, Finance and Management Studies 06, no. 07 (2023): 3361–72. https://doi.org/10.5281/zenodo.8172732.

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Penny stock manipulation refers to unethical and illegal practices in the stock market which involve the manipulation of share prices and trading volumes with the aim of generating undue profits for the manipulators. The purpose of this study is to detect manipulation of penny stocks in Islamic stocks registered on ISSI in 2022. This type of research is qualitative research using technical analysis of candlestick indicators, moving averages, and volume. The results showed that there was manipulation of penny stocks in Islamic stocks including shares of PT Winner Nusantara Tbk (WINR), PT Wahana

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Triputra, Ilham Yusuf, Sufri Sufri, and Sherli Yurinanda. "PENERAPAN METODE ARIMA BOX-JENKINS UNTUK MEMPREDIKSI HARGA SAHAM DI PT ANEKA TAMBANG TBK." Prismatika: Jurnal Pendidikan dan Riset Matematika 5, no. 2 (2023): 257–73. http://dx.doi.org/10.33503/prismatika.v5i2.2727.

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A capital market is a market in which long-term trading of financial assets takes place, or a market in which various financial instruments are traded. The development of capital markets promotes the economic development of the country. The form of investment in the capital market is in the form of shares. Because stock prices are constantly fluctuating, capital market participants need analysis to help predict future stock prices. PT Aneka Tambang TBK or ANTM for short is one of the stocks traded in Indonesia's capital market. This study applied the Box-Jenkins ARIMA method for the period fro

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Kalinkina, K. E., and E. V. Semenkova. "Sovereignization of Home Stock Market and Redomiciliation of Shares of Russian Issuers." Vestnik of the Plekhanov Russian University of Economics, no. 5 (October 2, 2024): 113–21. http://dx.doi.org/10.21686/2413-2829-2024-5-113-121.

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The article studies acute transformations of today’s stock market in Russia connected with the objective necessity of its sovereignization and redomiciliation of shares of Russian issuers. Specific features of these processes, risks and trends were identified and authors’ characteristics of factors that can affect the stock market dynamics were provided. The risk of prolonged keeping of a high key interest rate is marked as a principle one, while its impact has not so far brought serious results for inflation rate curbing, it influences the rise in interest rates on corporate borrowing market.

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Yao, Hongxing, and Kejuan Zhou. "Empirical Analysis of AH-Shares." Journal of Systems Science and Information 4, no. 4 (2016): 343–53. http://dx.doi.org/10.21078/jssi-2016-343-11.

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Abstract Recent studies of correlations in Chinese stock market have mainly focused on the static correlations in financial time series, and then we pay great attention to investigate their dynamic evolution of correlations. Our paper reports on topology of 41 AH-shares companies traded on Shanghai and Hong Kong Stock Exchange in Chinese stock market. We apply the concept of minimum spanning tree (MST) and hierarchical tree (HT) to analyze and reveal the dynamic evolution of correlations between different market sectors for the period 2008–2014. From these trees, we can detect that significant

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Carrete, Liliam Sanchez, Vitor Corona, and Rosana Tavares. "Impact of Number of Security Analysts in Liquidity of Brazilian Stocks." International Business Research 9, no. 11 (2016): 105. http://dx.doi.org/10.5539/ibr.v9n11p105.

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<p>This study investigates impacts of sell-side analysts in the liquidity of firm’s shares of Brazilian Capital Markets. Liquidity hypothesis studied by Brennan and Subrahmanyan (1995), Brennan and Tamarowski (2000), Amihud and Mendelson (1986, 2000) and Amihud <em>et al. (</em>1997) defines that an increase in the number of analysts covering a particular stock increases its liquidity causing a positive impact on the stocks prices. This work investigates empirically whether increasing number of securities analysts impacts stock market liquidity, as observed in the American ma

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Chorowski, Michał, and Ryszard Kutner. "Multifractal Company Market: An Application to the Stock Market Indices." Entropy 24, no. 1 (2022): 130. http://dx.doi.org/10.3390/e24010130.

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Using the multiscale normalized partition function, we exploit the multifractal analysis based on directly measurable shares of companies in the market. We present evidence that markets of competing firms are multifractal/multiscale. We verified this by (i) using our model that described the critical properties of the company market and (ii) analyzing a real company market defined by the S&P500 index. As the valuable reference case, we considered a four-group market model that skillfully reconstructs this index’s empirical data. We point out that a four-group company market organization is

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Tsai, Hong-Wen, Hui-Chung Che, and Bo Bai. "USING PATENT DRAWINGS OF INVENTION PUBLICATIONS TO DIFFERENTIATE STOCK RETURN RATE - AN EMPIRICAL STUDY ON CHINA STOCK MARKET." EURASIAN JOURNAL OF BUSINESS AND MANAGEMENT 10, no. 1 (2022): 37–61. http://dx.doi.org/10.15604/ejbm.2022.10.01.004.

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Patent is an important outcome of technological innovation, which drove economic growth. Though patent claim always caught attention when considering patentability, it had to be supported by the drawings according to the patent examination criteria. However, patent drawing was seldom discussed. More than 60% of China listed companies of RMB common stocks (A-shares) from 2017Q1 to 2021Q4 were selected as effective samples based on the company integrated database. The effect of China invention publication’s patent drawing count for differentiating China A-share’s stock return rate was thoroughly

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Monica, Weni Pratiwi. "Evaluation of Sleeping Stocks in Financial Sector Companies in Indonesia." Journal of Economics, Finance and Management Studies 05, no. 12 (2022): 3604–9. https://doi.org/10.5281/zenodo.7417646.

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This study aims to evaluate the background of the occurrence of sleeping stocks in terms of the number of outstanding shares, stock prices, market capitalization, and return on equity. The population of this study is financial sector companies listed on the Indonesia Stock Exchange in the 2016-2020 period. The sampling technique used a purposive sampling method with a total sample of 45. Data analysis methods used were time series, cross-section, and combined. The research results show that the low trading frequency of sleeping shares can be caused by the relatively small number of outstanding

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Teoh, Kok Ban, Camilo Pérez Restrepo, Carolina Ardila López, et al. "A Study on Investors’ Perceptions towards Stock Market." International Journal of Accounting & Finance in Asia Pasific 4, no. 3 (2021): 60–74. http://dx.doi.org/10.32535/ijafap.v4i3.1206.

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The stock market occurs from the interaction of a group of buyers (investors) and sellers of shares (companies), who represent ownership of the business. This includes a security listed on a public stock exchange under government supervision. Shares or stock market can be classified according to the country where the company is domiciled, for example Gudang Garam (company in Indonesia) which is domiciled in Indonesia and traded on the Indonesia Stock Exchange. The stock market has become an attractive and profitable investment today for investors and the stock market has grown rapidly over the

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