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1

Sami Alasadi, Bushra Mohamed. "Market Risk Premium Drives Fair Value in Iraqi Bank Shares." International Journal on Economics, Finance and Sustainable Development 6, no. 4 (2024): 4–11. http://dx.doi.org/10.31149/ijefsd.v6i4.5269.

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This research investigates the impact of the market risk premium on the fair value of shares in 14 banks listed on the Iraq Stock Exchange, using the CAPM model to estimate the required rate of return. The study addresses the relationship between the risk premium and intrinsic share value, employing statistical analyses including correlation coefficients and regression analyses. Findings reveal a direct, medium-strength relationship between the risk premium and share value, significant at the 0.02 level. The study highlights low return levels and high economic instability in Iraq, leading to d
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Nouha, Ghanem Abboud, and Ali Rahm Alaa. "The Possibility of Applying the Profitability Multiplier Model and the Lerner and Carlton Model to Measure the Fair Value of Private Commercial Bank Shares Listed on the Iraqi Stock Exchange for the Period (2014-2019)." Journal of Economics, Finance And Management Studies 07, no. 09 (2024): 5743–57. https://doi.org/10.5281/zenodo.13762616.

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The study aimed to measure the fair value of private commercial bank shares listed on the Iraqi Stock Exchange using the profitability multiplier model and the Lerner and Carlton model, and to test the differences between the fair value of shares measured by each model and their market values to determine whether the market prices of shares reflect their fair value. Then compare between the fair value measurements models to choose the best model based on the results of the difference tests. The fair values were calculated according to these two models based on the annual data of the 6 banks in
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3

Ismaeel Najim, Saja, and Yousif Aftan Abdullah. "The Role of credit and Deposit Services in Enhancing the Market Value of Stocks (The Case of Baghdad Bank)." Journal of Economics and Administrative Sciences 30, no. 144 (2024): 373–85. https://doi.org/10.33095/e73a4n91.

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Purpose: Understanding and analyzing the role of certain banking operations in enhancing the value of the stocks of the banks included in the study sample, in addition to measuring the correlation between the research variables. Conceptual framework : The research examined the study of banking operations and their role in enhancing the market value of shares in the Bank of Baghdad, and in light of the competition witnessed by Iraqi commercial banks, especially in light of the great similarity in the services allowed to be provided, in compliance with the Central Bank's instructions, and the de
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Onuorah, A.C. "Corporate Financing Options and Its Impact on Shareholder's Value in Nigeria." International Journal of Management Sciences and Business Research 7, no. 8 (2018): 69–78. https://doi.org/10.5281/zenodo.3484465.

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This study examined corporate financing options on shareholder’s value in Nigeria for eleven (11) years spanning from 2007 to 2017. The study used time series data derived from the central bank of Nigeria (CBN) statistical bulletin (2017) an annual report of the banks under study. The independent variables are debenture, bonds, preference shares and ordinary shares which were proxied for corporate financing options. While the dependent variable is value added which was proxied for shareholder’s value. The value added for the purpose of this study represents the additional wealth wh
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Popovici, Andreea Nicoleta. "The Impact of Mergers and Acquisitions on the Market Value of Shares of Erste Bank Group." Timisoara Journal of Economics and Business 7, no. 1 (2014): 102–12. http://dx.doi.org/10.2478/tjeb-2014-0006.

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Abstract Mergers and acquisitions are ways used by banks to improve their profitability and to obtain other advantages. The purpose of this study is to analyze the impact of mergers and acquisitions on the performance of the bidder bank. For this study, I have chosen to research the impact of acquisitions and mergers of Erste Group during 2000-2011, considering the target bank is in Central and Eastern Europe. Using the event study methodology, the result of the study shows that a merger or an acquisition does not improve the value market of the shares of the bidder bank.
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6

van Niekerk, Gerda. "The Nationalisation of the South African Reserve Bank: a Legal-Historical Perspective of Three Central Banks." Fundamina 29, no. 1 (2023): 80–109. http://dx.doi.org/10.47348/fund/v29/i1a4.

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The debate continues about whether the South African Reserve Bank should be nationalised or not. This contribution looks at the evolution of central banks, as well as at the origin and historical background of the central banks in three countries, namely the South African Reserve Bank, the Reserve Bank of Australia and De Nederlandsche Bank. The shares in the South African Reserve Bank belong to private shareholders; the Reserve Bank of Australia has been the property of the government of Australia since its inception; and De Nederlandsche Bank was nationalised in 1948. The potential nationali
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7

M. Syukri Ismail, Achmad Febrianto, Ira Febriliana Dewi Riza, and Bannaga Taha Al-Zubair Hussen. "Making Investment Decisions on Shares of Bank Syarī’ah Indonesia Company with Price to Book Value (PBV) Approach." Hikmatuna : Journal for Integrative Islamic Studies 9, no. 1 (2023): 1–13. http://dx.doi.org/10.28918/hikmatuna.v9i1.935.

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This research was conducted to determine the fundamental condition of Bank Syarī’ah Indonesia company in making investment decisions in Bank Syarī’ah Indonesia company (issuer code: BRIS). This research uses a quantitative method with a Price Book Value (Pbv) approach. The data used in this study is secondary data obtained from the Indopremier Securities, Stockbit Securities, and RTI Business applications, which originate from the annual reports of Bank Syarī’ah Indonesia companies for the 2018-2022 period, to be precise in the 3rd Quarter of 2022. The fundamental analysis forms by looking at
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8

Sukarno, Jiwo, and Tedy Fardiansyah. "Valuation in Multifinance Acquisition by Bank MDR: A Case Study." Journal of Applied Finance & Accounting 1, no. 2 (2009): 302–13. http://dx.doi.org/10.21512/jafa.v1i2.127.

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Bank MDR as one of leading banks in Indonesia, aims to capture 20 to 30% of revenue share in each of their businesses, including Consumer Finance. One crucial sub-segment in Consumer Finance Business is Automotive Loan, which currently dominated by Multifinance companies. To increase the pace of becoming dominant in Automotive Loan, ”inorganic initiatives” are required to supplement the organic efforts to grow the revenue shares of Bank MDR. In early 2009, Bank MDR engages in inorganic investment by acquiring a multifinance company, Tunas Finance. The main purpose of this study is to examine a
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9

R, Kasinlingam. "Predicting share value of private sectors." Ushus - Journal of Business Management 9, no. 1 (2010): 73–95. http://dx.doi.org/10.12725/ujbm.16.7.

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 Investment in equity produces attractive returns in the long run irrespective of high volatility in the short term. This is true not only in a developed country but also for a developing country. But the problem is to decide at what rate to buy and what rate to sell. This article has made an attempt to predict the share value of three private sector bank shares by using equity valuation models. The result indicates that at any point of time if the actual value of shares is less than the calculated value (P0) then such shares can be purchased. This is true till 2010. The da
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Parise, Teresa, and Vijay Shenai. "The Value Effect of Financial Reform on U.K. Banks and Insurance Companies." International Journal of Financial Studies 6, no. 3 (2018): 81. http://dx.doi.org/10.3390/ijfs6030081.

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In response to the financial crisis, a number of reforms to bank regulation have been introduced. Many of these reforms seek to improve the resilience of banks through making changes to their structure. In the U.K., the Banking Reform Act 2013 was enacted. This study attempts to examine the market’s reaction to this important financial reform, on the stock price of banks and insurance companies and contributes to the current regulatory debate. As reform proposals take time to get converted into Law, this paper focuses on three legislative events extracted from the Parliament website; the third
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11

JULIARINI, NI KADEK, I. WAYAN SUMARJAYA, and KARTIKA SARI. "PERAMALAN VOLATILITAS DAN ESTIMASI VALUE AT RISK (VaR) SAHAM BLUE CHIP PADA SEKTOR PERBANKAN." E-Jurnal Matematika 10, no. 4 (2021): 198. http://dx.doi.org/10.24843/mtk.2021.v10.i04.p343.

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Investment is an activity to invest an asset to obtain a greater profit. The investment there's in great demand by investors are stock investments. Based on market capitalization, stocks are classified into first-tier, second-tier, and third-tier stocks. Stocks that have the highest market capitalization are first-tier or blue-chip stocks. Blue-chip stocks are stocks that are classified as main shares on the listing board on the IDX. Before investing, it's important to know the level of investment risk in order to make the right investment decisions. The purpose of this study is to determine t
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12

Siska, Elmira. "DIGITAL BANK FINANCIAL PERFORMANCE ANALYSIS AT PT BANK JAGO TBK.: ECONOMIC VALUE ADDED (EVA) APPROACH." Ekonomi dan Bisnis 10, no. 2 (2023): 17–30. http://dx.doi.org/10.35590/jeb.v10i2.6286.

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PT Bank Jago Tbk. is a conventional bank that has been transformed into a digital bank. Bank Jago has grown by extensively upgrading technology by creating numerous features in the Jago application after PT Dompet Karya Anak Bangsa (Indonesian Gojek Group) acquired 22 percent of Bank Jago's shares in 2020 with funds reaching IDR 2.25 trillion. Economic value added (EVA) is a methodology developed to complement and determine the true value of business performance. This study aims to analyze whether corporate action in technology modernization provides positive economic value added to the compan
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Widanti, Nurdina, Tri Surawan, Adhitio Satyo Bayangkari Karno, et al. "Deep Learning - Prediksi dan Resiko Investasi Enam Saham Bank di Indonesia." Jurnal Teknologi 10, no. 1 (2022): 60–71. http://dx.doi.org/10.31479/jtek.v10i1.194.

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Stock prediction and risk level are important for investors, but this ability can only be done by experts and takes a long time. The rapid development of technology today demands that decisions be made quickly and precisely. Deep Learning (DL) is one of the Artificial Intelligence (AI) methods that are able to analyze and predict stock values accurately, in real-time, and without much human intervention. Analysis of risk and correlation between stocks by calculating daily returns using the moving average (MA) method. Dataset of 6 bank shares obtained from yahoo-finance, namely Bank Central Asi
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14

Yudha Pratama, Versiandika, Farah Difa, and Dliyaudin Achmad. "Investment Decision Analysis of Islamic Bank Listing Indonesia Stock Exchange Through Stock Price Valuation." Velocity: Journal of Sharia Finance and Banking 4, no. 1 (2024): 1–12. http://dx.doi.org/10.28918/velocity.v4i1.7292.

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This study aims to determine the intrinsic value (fair price) of Islamic bank stocks listed on the Indonesia Stock Exchange using a relative valuation approach which is then analyzed using two choices of methods, namely the price earning ratio (PER) method or the price to book value (PBV) method. The results of the valuation analysis are then used as guidelines for making investment decisions. This research belongs to the type of descriptive quantitative research with the type of data used is secondary data in the form of historical Islamic bank stock price data for the last 5 years, earning p
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Novikova, Polina, Valeriya Brazhnikova, and Andrey Mishin. "Effect of ESG Trends on Share Prices in Banking Sector." Bulletin of Kemerovo State University. Series: Political, Sociological and Economic sciences 10, no. 2 (2025): 350–56. https://doi.org/10.21603/2500-3372-2025-10-2-350-356.

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ESG stands for Environment, Society, and Governance as three crucial criteria considered by socially conscious investors. Economic entities have to adapt to the current global trends in sustainable development thatminimize environmental damage. Banks introduce ESG trends to increase the investment attractiveness of their shares. Before making important decisions, investors take into account the ESG policy of the bank and its sustainable development strategy. The authors studied the effect of ESG policy on the share prices of Russian banks, depending on the fluctuations in the share price of th
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16

Wagdi, Osama, Ream N. Kinawy, and Ghada Nabil. "Machine Learning for Predicting Deposits Bank Market Shares in Emerging Markets: Evidence from Egypt." Revista Gestão & Tecnologia 23, no. 4 (2023): 473–92. https://doi.org/10.20397/2177-6652/2023.v23i4.2729.

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The study investigated machine learning for predicting deposit bank market shares in Egypt as emerging markets. The examination encompasses the years 2014 to 2022, based on the Egyptian banks listing on the Egyptian exchange. The study sampled 11 banks based on artificial neural networks ANN under the economic growth rate, interest spreads, required reserve ratio, capital adequacy requirements, style of bank, number of branches, number of ATMs, number of cards, and number of e-banking services. The study found that artificial neural networks can explain changes in the market shares of Egyptian
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17

Moyo, Vusani, and Ayodeji Michael Obadire. "A Case Study of Bank Equity Valuation Methods Employed by South African, Nigerian and Kenyan Equity Researchers." Risks 12, no. 6 (2024): 89. http://dx.doi.org/10.3390/risks12060089.

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The valuation of banks is inherently complicated because of the uncertainties arising from their information opaqueness and inherent risks. Unlike non-banking firms, banks require specialised equity-side valuation approaches. This study addresses a gap in the literature by examining valuation methods used by bank equity researchers. The study used a total of 201 reports on South African banks (2018–2023), 56 reports on Nigerian banks (2018–2023), and 27 reports on Kenyan banks (2018–2023) to investigate the bank equity valuation methods utilised by analysts in the employ of Investec Ltd. and S
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18

SMIRNOV, Valerii V. "Shares traded separately, bonds traded separately." Finance and Credit 30, no. 11 (2024): 2560–76. https://doi.org/10.24891/fc.30.11.2560.

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Subject. This article examines the behavior of stocks, bonds and loan debt in the Russian economy. Objectives. The article aims to conduct a critical analysis of the dynamics of quoted shares of Russian issuers circulating in the domestic market, debt securities issued in the domestic market at market value, debt on loans and acquired rights of claim on loans granted to resident legal entities and individual entrepreneurs in the context of a high key rate of the Bank of Russia. Methods. For the study, I used analysis and synthesis, special economic and mathematical methods, in particular, corr
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19

Dinarjito, Agung, and Dinar Arisandy. "KESEHATAN KEUANGAN DAN VALUASI BJBR MENGGUNAKAN RISK BASED BANK RATING METHOD." Jurnal Pajak dan Keuangan Negara (PKN) 3, no. 1 (2021): 197–208. http://dx.doi.org/10.31092/jpkn.v3i1.1327.

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The COVID-19 pandemic has given an impact on the health of banks in Indonesia, one of which is the West Java and Banten Bank (BJBR). This study aims to assess the health of BJBR before and during the covid-19 pandemic and to find the intrinsic value of BJBR shares that can be used as an evaluation of the company's performance. This research is a descriptive quantitative research. BJBR health analysis was carried out using the Risk Based Rating or RGEC and the intrinsic value analysis was carried out using the Dividend Discount Model (DDM). The authors used data from the 2018-2020 of BJBR finan
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Jati, Lintang Permata, and Gusganda Suria Manda. "ANALISIS KEBANGKRUTAN SILICON VALLEY BANK TERHADAP HARGA SAHAM PT. BANK CENTRAL ASIA Tbk." ECOBISMA (JURNAL EKONOMI, BISNIS DAN MANAJEMEN) 11, no. 2 (2024): 12–23. http://dx.doi.org/10.36987/ecobi.v11i2.4565.

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This article explores the resilience of the banking sector in the face of rising interest rates and the global economic slowdown caused by the recent measures of the Federal Reserve System (The Fed). Based on quantitative data with descriptive analysis and data visualization, the results show that the banking sector remains strong despite the volatile stock market. Notably, Bank Central Asia (BBCA) shares show higher stability and lower risk than Silicon Valley Bank (SIVBQ) shares, which experienced significant fluctuations due to bankruptcy in March 2023. Investors tend to be more attracted t
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21

Vallageas, Bernard. "Intérêt, répartition et théorie des circuits." Économie appliquée 41, no. 2 (1988): 355–88. http://dx.doi.org/10.3406/ecoap.1988.2081.

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For the French «circuits theory», profit must be limited to its unappropriated part and is only a way of financing investment, a substitute to the too short bank loans, like the issuing of shares or bonds. Retained profits and issuing of shares have the same macro-economic effects : they transfer the ownership of assets from the households to the firms ; while bonds involve financial circuits. The author studies the problem of the realization of the banks interest and the effect of interest on the normal value of commodities. At last it is shown that the bonds rate of interest is strongly depe
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Bernardelli, Michał, Zbigniew Korzeb, and Paweł Niedziółka. "The banking sector as the absorber of the COVID-19 crisis? economic consequences: perception of WSE investors." Oeconomia Copernicana 12, no. 2 (2021): 335–74. http://dx.doi.org/10.24136/oc.2021.012.

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Research background: The paper focuses on the research of investors? decisions with regard to shares of all 12 banks listed on the Warsaw Stock Exchange during the first half of 2020. It examines the behavior of a subindex reflecting bank shares? prices against the main WIG index WIG and 14 sector subindices. The authors identify groups of banks with different investors? responses. They also classify banks into separate groups on the basis of changes in the fundamental indicators describing their economic and financial performance. The study concentrates mainly on the verification of the stabi
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Amidu, Mohammed, and Ransome Kuipo. "Earnings management, funding and diversification strategies of banks in Africa." Accounting Research Journal 28, no. 2 (2015): 172–94. http://dx.doi.org/10.1108/arj-07-2013-0045.

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Purpose – This paper aims to investigate the implications of earnings management for funding and diversification strategy within the context of developing and emerging economies. Design/methodology/approach – The authors raise two issues pertinent to bank earnings management: first, whether there is evidence of earnings management of banks in the selected African countries; and second, what must have accounted for the banks to engage in such practices? Findings – The results show that almost all the 330 banks in the 29 African countries sampled are found to have engaged in some management of t
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Titan Baihaqi Akbar Nugroho and Yanda Bara Kusuma. "Analisis Teknikal Dan Analisis Fundamental Terhadap Kelayakan Pembelian Saham PT Bank Negara Indonesiaia Tbk (BBNI)." MENAWAN : Jurnal Riset dan Publikasi Ilmu Ekonomi 2, no. 2 (2024): 43–52. http://dx.doi.org/10.61132/menawan.v2i2.245.

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The decision on the feasibility of purchasing a share is an indicator or criterion that is considered before finally deciding to invest or invest in the issuer. Researchers conducted technical analysis and fundamental analysis of PT Bank Negara Indonesia, Tbk. (BBNI) shares to find out whether the issuer's shares are suitable as issuers for investing or just for trading. Technical analysis and fundamental analysis are performed to see opportunity whether the shares are worthy of stock investment or not. Technical analysis is carried out using the simple moving average (SMA) and RSI methods. In
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Ang, James S., and Jeffrey A. Clark. "The Market Valuation of Bank Shares: With Implications for the Value Additivity Principle." Financial Markets, Institutions and Instruments 6, no. 5 (1997): 1–22. http://dx.doi.org/10.1111/1468-0416.00013.

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Diani, Shelly Karina, and Dyah Fitriani. "ANALISIS FAKTOR- FAKTOR YANG MEMPENGARUHI PRICE TO BOOK VALUE SAHAM PADA BANK DEVISA YANG LISTING DI BURSA EFEK INDONESIA PERIODE 2013-2014." Jurnal Fokus Manajemen Bisnis 6, no. 1 (2020): 26. http://dx.doi.org/10.12928/fokus.v6i1.1670.

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This study aims to examine what factors affect the Price to Book Value (PBV) of shares in foreign exchange banks listed on the Indonesia Stock Exchange in the period 2013-2014 using indicators of CAR (Capital Adequacy Ratio), NPL (Non Performing) financial ratios Loans), LDR (Loan to Deposit ratio), Net Interst Margin (NIM), ROE (Return on Equity) and BOPO (Operating costs per Operating income) as independent variables and PBV (Price to Book Value) as the dependent variable. The sample used in this study amounted to 19 foreign exchange banks listed on the Indonesia Stock Exchange (IDX) for the
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Bidabad, Bijan. "Joint stock company with variable capital (JSCVC)." International Journal of Law and Management 56, no. 4 (2014): 302–10. http://dx.doi.org/10.1108/ijlma-09-2012-0031.

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Purpose – The purpose of this paper is to propose joint stock company with variable capital (JSCVC), as financial sharing funds and banks necessitate that their capital and number of shareholders be instantaneously variable. Legal personality and accounts clearing of this type of corporations are different from conventional companies. Design/methodology/approach – JSCVC is a corporation in which capital and shares of shareholders vary by new entrance or withdrawal of shareholders at any point of time. Findings – Interest rate-based calculations were removed and Rastin Sharing Accounting was ap
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Verheliuk, Yuliia, Yuliia Koverninska, Vladimir Korneev, and Alexey Kononets. "Bank crediting to the sector of non-financial corporations in Ukraine." Banks and Bank Systems 14, no. 3 (2019): 64–75. http://dx.doi.org/10.21511/bbs.14(3).2019.06.

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The importance of studying the bank crediting (lending) to non-financial corporations in Ukraine is due to the recent increase in borrowing costs and a low credit supply from banks. This article defines certain parameters, which could help to allocate the limited credit recourses to meet current macroeconomic challenges. The main purpose of the article is to discuss and substantiate the choice of these parameters. The study is focused on the systematic approach and statistical methods to achieve the research goals.Quantitative parameters of bank lending to non-financial corporations were analy
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Miftahur, Rahman, Roqib Moh., Khotimah Khusnul, Misbah M., and Chasanah Uswatun. "Analysis of the Impact of the Merger on Trading Volume, Return and Abnormal Return of BSI Shares." International Journal of Social Science and Human Research 07, no. 10 (2024): 7924–29. https://doi.org/10.5281/zenodo.13999996.

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This study discusses in trading volume, return and abnormal return of Bank Syariah Indonesia (BSI) stocks before and after merger. The purpose of this study was to determine the results of the analysis of differences in trading volume, stock return and abnormal returns before and after the merger of Bank Syariah Indonesia (BSI). The variables used are trading volume activity (TVA), stock returns and abnormal returns. The sample in this study was 10 days before and 10 days after the merger of PT Bank Syariah Indonesia Tbk. As for the sampling technique using Purposive Sampling. The results of t
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Lu, Wenling, and Wan-Jiun Paul Chiou. "Subsidiary ownership decisions by bank holding companies." Journal of Financial Economic Policy 12, no. 3 (2019): 425–44. http://dx.doi.org/10.1108/jfep-05-2019-0088.

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Purpose This study aims to examine the intertemporal changes in the institutional ownership of publicly traded bank holding companies (BHCs) in the USA. The role of owned-subsidiary investing in the portfolio decisions is investigated as compared to unaffiliated banks and non-bank institutional investors. Design/methodology/approach The authors apply panel regressions that control bank-fixed and time-fixed effects to study the impact of prudence, liquidity, information advantages and historical returns on each type of the institutional ownership from 1986 to 2014. Findings The subsidiary banks
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Gbenga Festus Babarinde, Bashir Ahmad Daneji, Mamoud Abdul Jalloh, and Tajudeen Idera Abdulmajeed. "FINANCIAL INCLUSION IMPLICATIONS ON THE LIQUIDITY OF THE NIGERIAN CAPITAL MARKET." Copernican Journal of Finance & Accounting 11, no. 4 (2023): 9–26. http://dx.doi.org/10.12775/cjfa.2022.016.

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The objective of this study was to examine the implications of financial inclusion on capital market liquidity in Nigeria. Therefore, we applied Vector Autoregression (VAR) technique to the analysis of the quarterly time series data obtained from Central Bank of Nigeria’s statistical bulletin and World Development Indicators for the period, 2008Q1 to 2018Q4. Findings of this study reveal that deposit penetration, bank penetration and credit penetration have positive but non-significant impact on stock market turnover ratio in Nigeria. Furthermore, unlike deposit penetration which exerts negati
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Setiadi, Williem Kevin, Vincentius Riandaru Prasetyo, and Fitri Dwi Kartikasari. "Comparison of Extreme Learning Machine Methods and Support Vector Regression for Predicting Bank Share Prices in Indonesia." Teknika 13, no. 2 (2024): 219–25. http://dx.doi.org/10.34148/teknika.v13i2.856.

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Investing is the practice of postponing current consumption to obtain more significant value in the future. One profitable form of investment is stock investment, where investors buy company shares to benefit from appreciation in share value or dividend payments. Before investing in shares, investors need to pay attention to movements in the Composite Stock Price Index (IHSG), which reflects the performance of the Indonesian stock market. The Indonesian Stock Exchange (BEI) recorded around 740 companies listed in 2021. The BEI also compiled the LQ45 list of 45 stocks with the largest market ca
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Fauziyah, Meirinda, Andrea Tri Rian Dani, Hadi Koirudin, Ennesya Estya Budi, Khairunnisa Avrilia, and Noor Hikmah Watika. "Comparison of Value at Risk (VaR) in Risk Analysis: Historical, Variance Covariance and Monte Carlo Methods." Mikailalsys Journal of Mathematics and Statistics 2, no. 3 (2024): 126–34. http://dx.doi.org/10.58578/mjms.v2i3.3778.

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Value at Risk (VaR) is a method used to measure financial risk in a company. VaR calculations are often used to calculate the level of loss from shares in a company, such as bank shares. The aim of this research is to determine the level of losses in Bank Central Asia shares using the historical method, the Variance-covariance method, and the Monte Carlo method. the results showed that with an initial investment of $50 and using the Historical method at a significant level of 95%, the VaR value was obtained at $16.42 or IDR. 267.301 and at the 90% significant level, the VaR value was obtained
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HENRIQUE POLICARPO NEVES, MARCOS. "AVALIAÇÃO FINANCEIRA ATRAVÉS DA FERRAMENTA VALUATION, PELO MÉTODO DO FLUXO DE CAIXA DESCONTADO, NO BANCO DE CAPITAL ABERTO ITAÚ UNIBANCO HOLDING S.A." Revista Científica Semana Acadêmica 9, no. 205 (2021): 1–17. http://dx.doi.org/10.35265/2236-6717-205-9171.

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The valuation process of companies is essential for investors to estimate the fair value of a company. Once it has been established, it is possible to compare with the market value and thus judge whether an asset is cheap, fair or expensive. There are several methodologies for calculating the valuation of a company, among which the following stand out: method of market multiples; discounted cash flow method; method based on the book value. In this sense, the present work aims to evaluate the fair price of the shares of Itaú Unibanco bank (ITUB4) through the discounted cash flow method. For thi
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Ibrahim Nazal, Abdullah, and Fuad Al-Fasfus. "Impact of Liquidity Rules on Shareholders’ Returns in Jordan Islamic Bank." International Journal of Business and Management 13, no. 6 (2018): 225. http://dx.doi.org/10.5539/ijbm.v13n6p225.

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This paper aims to explore the impact of liquidity increases by local and international roles on shareholders’ returns in the Jordan Islamic Bank as case study. The study methodology based on financial tables annual reports of the bank from (2009-2016) in order to analysis asset liquidity risk standard and its affection on managing balance sheet, and analysis returns for common shareholders in the Bank also discuss the result of shares return reducing. The real impact is deferent because the market price of the Jordan Islamic Bank shares is not affected negatively by the rule. Its price in the
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Nkwaira, Chekani, and Huibrecht Margaretha van der Poll. "Does climate news sway investors away from large financiers of fossil fuel projects?" Investment Management and Financial Innovations 21, no. 1 (2024): 185–97. http://dx.doi.org/10.21511/imfi.21(1).2024.15.

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Despite rapid growth in climate news coverage, some banks are increasing financing towards greenhouse gas emitters with investors whose decisions intensify climate challenges. This study aims to establish the impact of climate news on investment decisions involving banks’ intensified fossil fuel financing and recommend remedies. Descriptive, linear regression analyses and the two-sample t-test are applied. The list of bank stems from the Consumer News and Business Channel website. Share prices, traded shares and market capitalizations are obtained from Macrotrends and Companies’ market cap web
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Kulikov, M. V. "Impact of monetary methods of economic regulation on fair pricing of shares in the Russian stock market." Vestnik Universiteta, no. 3 (May 17, 2023): 160–68. http://dx.doi.org/10.26425/1816-4277-2023-3-160-168.

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In the article, the author analyzes the Russian stock market, estimates the fair value of shares of domestic issuers and examines the impact on financial assets of the measures taken by the Central Bank of the Russian Federation within the framework of monetary policy. The fair value of securities is calculated on the basis of a constant dividend growth rate model, where the required return on equity is determined using the CAPM model. The results of the author’s comparative analysis of the fair value and market price of shares of Russian corporations show that securities on the Russian stock
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Wulandari, Suci, Sufri Sufri, and Sherli Yurinanda. "Implementation of ARIMA Method in Predicting Stock Price Fluctuations of PT Bank Central Asia Tbk." Buana Matematika : Jurnal Ilmiah Matematika dan Pendidikan Matematika 11, no. 1 (2021): 53–68. http://dx.doi.org/10.36456/buanamatematika.v11i1.3560.

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In stock trading activities, the share price always fluctuates, it is caused by the demand and supply of the shares. The condition of stocks that continue to experience fluctuations makes investors who want to invest in stocks need to pay attention and study in advance the past data of the company to be selected to know how the company's stock price fluctuations in the next period.This study aims to determine the model of ARIMA Box-Jenkins from the closing price of PT Bank Central Asia Tbk shares, then forecast the obtained model. The data used in this study is the data series of the closing p
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Akinwunmi, Adeboye, and Akinwumi Akinola. "Dividends Policy and Market Value of Shares In Selected Quoted Deposit Money Banks in Nigeria." International Journal of Management Sciences and Business Research 8, no. 8 (2019): 01–11. https://doi.org/10.5281/zenodo.3510062.

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This study examined the relationship between dividend policy and market value of shares of quoted deposit money banks in Nigeria in relation to the restrictions of dividend payments as spelt out in Section 17 of the Banks and Other Financial Institutions Act (2007). The objectives of the study were: to ascertain the relationship between dividend payout ratio, earnings per share, profit after tax and market value of shares. The Study was predicated on dividend relevance theory and irrelevance theory of dividend. The panel data research design methodology was adopted using secondary data. The se
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Adeboye, Akinwunmi, and Akinwumi Olusegun Akinola. "Dividends Policy and Market Value of Shares In Selected Quoted Deposit Money Banks in Nigeria." International Journal of Management Sciences and Business Research 8, no. 9 (2019): 01–11. https://doi.org/10.5281/zenodo.3614818.

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<em>This study examined the relationship between dividend policy and market value of shares of quoted deposit money banks in Nigeria in relation to the restrictions of dividend payments as spelt out in Section 17 of the Banks and Other Financial Institutions Act (2007). The objectives of the study were: to ascertain the relationship between dividend payout ratio, earnings per share, profit after tax and market value of shares. The Study was predicated on dividend relevance theory and irrelevance theory of dividend. The panel data research design methodology was adopted using secondary data. Th
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Mea, Melan Militia Christania, and Dheana Revalina Tewu. "Fenomena likuidasi perbankan AS pada harga saham perbankan di Indonesia." Manajemen Bisnis dan Keuangan Korporat 1, no. 1 (2023): 16–22. http://dx.doi.org/10.58784/mbkk.36.

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The issue of bank liquidation in the US during March 2023 has become a trending topic throughout the world's capital markets, including Indonesia. The objective of this study is to examine whether stock prices in the banking sector in Indonesia are still within the confidence interval during the phenomenon of the US banking liquidation. This study finds that the average share price of the privately controlled banking sector tends to decline in value during the US bank liquidation issues. In addition, other evidence also shows that the issue of liquidation of US banks tends to cause the average
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حسن العكيلي, م. د. صباح. "العلاقة بين مخاطر السوق والربحية واثرها في القيمة السوقية للمصارف ـــــ دراسة تحليلية لعينة من المصارف العراقية الخاصة". Iraqi Journal For Economic Sciences 2021, № 68 (2021): 1–21. http://dx.doi.org/10.31272/ijes2021.68.1.

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Abstract: The study tried to show the relationship between market risks (fluctuations in exchange rates and interest rates) as an independent variable and profitability as an intermediate variable and the effect of that relationship on the market value of the shares of the banks researched as an approved variable. A set of financial ratios was used in conducting the quantitative analysis process, as the study included a sample of the Iraqi private commercial banks for the period (2015-2018) and the adoption of 2014 as a base year for comparison to reach results that show developments in exchan
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Omar, Mahomed Shoaib, and Jeremiah Madzimure. "Exploring the performance of shared-value banking at Discovery Bank: a leadership perspective." EUREKA: Social and Humanities, no. 2 (March 31, 2022): 36–45. https://doi.org/10.21303/2504-5571.2022.002330.

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The concept of shared value was born out of a determined effort to find methods for the corporate sector and society to grow while being sustainable. Often, banks are criticised for focusing on maximising shareholder value while not addressing societal issues or creating value for society. However, corporate shared value in banking is beginning to be embraced in the financial banking sector. Discovery Bank is a new-to-market entrant in the South African banking sector that has implemented shared-value banking to distinguish itself from competitors and create value for society. There are limite
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Hardiyanto, Purnawan, and Cheryl Marlitta Stefia. "Growth Strategy Analysis Of Merger Pt. Bank Cimb Niaga Tbk With Lippo Bank." Journal of World Science 1, no. 5 (2022): 319–25. http://dx.doi.org/10.36418/jws.v1i5.44.

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Introduction: PT. Bank CIMB Niaga Tbk. is a bank which was founded on September 26, 1955 and is the 5th largest bank in Indonesia based on asset value. The initial purpose of establishing this bank is to build values and professionalism, especially in the banking sector. Method: To achieve this goal, research was carried out with using pure quantitative research and then to process the data used descriptive quantitative research. Secondary data sources in this study from the internet or research from another author. Results: The main reason for the merger between the two banks is due to the ru
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Hardiyanto, Purnawan, and Cheryl Marlitta Stefia. "Growth Strategy Analysis Of Merger Pt. Bank Cimb Niaga Tbk With Lippo Bank." Journal of World Science 1, no. 5 (2022): 319–25. http://dx.doi.org/10.58344/jws.v1i5.44.

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Introduction: PT. Bank CIMB Niaga Tbk. is a bank which was founded on September 26, 1955 and is the 5th largest bank in Indonesia based on asset value. The initial purpose of establishing this bank is to build values and professionalism, especially in the banking sector. Method: To achieve this goal, research was carried out with using pure quantitative research and then to process the data used descriptive quantitative research. Secondary data sources in this study from the internet or research from another author. Results: The main reason for the merger between the two banks is due to the ru
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Ayunda, Adhelia Shury, and Vidya Purnamasari. "Analysis of stock liquidity in banking development: Evidence from Bank Jago." Optimum: Jurnal Ekonomi dan Pembangunan 15, no. 1 (2025): 79–87. https://doi.org/10.12928/optimum.v15i1.11367.

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This study is based on the development of digital banks that have begun to increase along with the emergence of many digital banks and the increase in the value of digital bank transactions since the Covid-19 pandemic in Indonesia. This study aims to determine the growth pattern of Bank Jago's success which causes several factors to influence stock liquidity, namely company value, stock trading volume and stock trading frequency. The analysis method used is VECM (Vector Error Correction Model), a statistical technique that captures both short-term and long-term dynamics in a system of variable
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Jude Osauemi, Iriemi, and Okafor Regina G. "Bridging Audit Expectation Gap in Nigerian Deposit Money Banks through the Application of Forensic Audit Techniques." Journal of Social Sciences Research, no. 52 (January 30, 2019): 535–42. http://dx.doi.org/10.32861/jssr.52.535.542.

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There is a gap between the expectations of end users of audited financial statements of deposit money banks and the quality of audit reports produced by statutory auditors. This study evaluated the application of forensic audit techniques as an effective strategy for bridging this expectation gap. Survey research design was employed; questionnaires were distributed to 4 different groups of respondents residing in Abuja namely: staff of Federal Inland Revenue Service, potential investors in selected deposit money banks’ shares, shareholders of the selected deposit money banks and representative
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Soelehan, Aan, Andi Yudha, and Bella Dian Chandra. "Analisis Tingkat Resiko Dan Imbal Hasil Saham Terhadap Pembentukan Portofolio Optimal." Jurnal Ilmiah Manajemen Kesatuan 2, no. 3 (2014): 191–99. http://dx.doi.org/10.37641/jimkes.v2i3.802.

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This research is conducted to determine the optimum portfolio and analyze the risks and returns that will be yieldedfrom six shares in selected stocks based on the most stable movements in the last three years. The data used in this study are secondary data obtained from Indonesia Stock Exchange (IDX). The analysis techniques are using formulas in a portfolio started with calculating the risk and returns to determine stocks classified in the optimum portfolio through ERB calculation. In the year 2010, of the six shares researched, there are 4 shares included in optimum portfolios, which are Ba
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Satria, Chandra, and Yeken Suhiba Putri. "PENGARUH RASIO KEUANGAN TERHADAP HARGA SAHAM PERBANKAN SYARIAH TERDAFTAR BURSA EFEK INDONESIA." Islamic Banking : Jurnal Pemikiran dan Pengembangan Perbankan Syariah 6, no. 2 (2021): 299–320. http://dx.doi.org/10.36908/isbank.v6i2.182.

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One of indicator of the nation economic performance is indicated by the amount of investment by business actors involved either directly or indirectly in the participation of shares or a number of investments that occur within one country. Banking financial performance is a description of the achievement of financial management targets, either from the collection of third party funds or channeled back in the form of investment products or other financing. Currently, Islamic finance is growing rapidly with many Islamic financial institutions offering financial products and services based on Isl
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Muhammad, Yufian Ahdallah, and Sukarno Subiakto. "Indonesian Digital Bank Stock Valuation: Case Study of Bank Jago in 2022." International Journal of Current Science Research and Review 06, no. 02 (2023): 1028–39. https://doi.org/10.5281/zenodo.7614910.

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<strong>ABSTRACT: </strong>In 2019, in the midst of the early stage of the digital banking industry in Indonesia Bank Arto underwent a transition and rebranded as Bank Jago, a digital bank. As a result of Bank Jago&#39;s transition from a traditional commercial bank into a digital bank, the company&#39;s stock reached an all-time high share price of Rp 19,000 per share in January 2022. This was the highest share price the company had ever achieved. The public&#39;s excitement eventually subsided, however, and this resulted in a decline in the price of the company&#39;s shares. The price per sh
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