Bibliografie tematiche / Stock exchange

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Letteratura scientifica selezionata sul tema "Stock exchange"

Autore: Grafiati
Pubblicato: 4 giugno 2021
Ultima modifica: 28 luglio 2024

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Articoli di riviste sul tema "Stock exchange"

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Mrzygłod, Urszula, e Sabina Nowak. "Stock Exchanges Go Public. The Case of Warsaw Stock Exchange". JOURNAL OF INTERNATIONAL STUDIES 6, n. 2 (20 novembre 2013): 111–23. http://dx.doi.org/10.14254/2071-8330.2013/6-2/10.

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Venkatesan, P. "National Stock Exchange Vs Bombay Stock Exchange: A Comparative Analysis". International Journal of Trend in Scientific Research and Development Volume-3, Issue-1 (31 dicembre 2018): 659–61. http://dx.doi.org/10.31142/ijtsrd19030.

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Kumar, Shivam. "INVESTOR PERCEPTION TOWARDS THE STOCK MARKET". INTERANTIONAL JOURNAL OF SCIENTIFIC RESEARCH IN ENGINEERING AND MANAGEMENT 08, n. 04 (1 maggio 2024): 1–5. http://dx.doi.org/10.55041/ijsrem32943.

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A stock market is a market in which stocks are bought and sold. It is also called industrial securities market, because it is the market for the trading of company stocks i.e. corporate securities; both those securities listed on stock exchange as well as those only traded privately. The term ‘Stock Market’ is often used as synonymous to ‘Stock Exchange’. But there is a difference in the two terms. Stock exchange is a corporation in the business of bringing buyers and sellers of stocks together. It is a major part of stock market, but not whole of it. Because a stock market besides stock exchanges also includes the market for new issue of securities. Thus the stock market can be divided into two constituents as follows: - 1. Primary Market or New Issue Market 2. Secondary Market or Stock Exchange
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Kadi, Xhensila. "Advantages Of Stock Exchange Lıstıng". European Scientific Journal, ESJ 12, n. 4 (28 febbraio 2016): 190. http://dx.doi.org/10.19044/esj.2016.v12n4p190.

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The Stock Exchange is a regulated market of securities where contracts for the sale and purchase of the financial instruments are stipulated. The financial instruments such as stocks, bonds, derivatives with a definite price are traded and exchanged in the Stock Exchange. In this case the price is determined by the balance of supply and demand. If we would describe the Stock Exchange with an image, we would think a square in which some companies with public offer or companies with public participation operate. In particular, in it we may found industrial companies, financial companies, banks, services companies, etc. If we refer to history, the first and real trade of securities occurred around the year 1500 in Bruges. Nevertheless, Antwerp has been considered the first Stock Exchange, as the one of Bruges cannot be defined a genuine Stock Exchange. In Albania, till the end of 2014 we have had the Tirana Stock Exchange (TSE). The Tirana Stock Exchange was founded in 2002 in the form of a joint stock company, and has operated in accordance with the provisions of the Law No. 9901 dated 14.04.2008 “On the Entrepreneurs and trading companies” and the Law no. 9879, date 21.02.2008 “On Securities”. Initially, the listing of securities on the stock exchanges, for many entrepreneurs, meant an advertisement for the company, while now it is a widespread phenomenon in the world. If we refer to our country, we believe that the listing in the stock exchange has an important role towards the awareness of our companies regarding finding different manners from the traditional ones about their liquidity. Through this paper, it is aimed to answer to a fundamental question as the one related to the reasons why companies should be listed on the stock exchange. Each of the actions related to trading on the stock exchange is one of the steps in the process of investment, therefore we can say that this kind of financial transactions is not just about buying or selling a particular security.
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PRDIĆ, NEDELJKO. "STOCK EXCHANGE INDICES AS AN INVESTMENT INDICATOR". Kultura polisa, n. 44 (8 marzo 2021): 267–78. http://dx.doi.org/10.51738/kpolisa2021.18.1r.4.02.

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Stock exchanges are such specialised market institutions where standardised and tradable goods are traded and exchanged, which means precisely defining the quality and all other performances of goods. Trading is enabled by stock exchange customs and strict rules within the law. Stock exchange indices are the basic indicator of the importance of the stock market in the market on the basis of which decisions on investments in the stock market are made. The aim of this paper is to systematise the knowledge about the historical role of commodity exchanges on the market, but also to indicate the importance of the development of information technologies on the modern significance of stock exchanges. The results of the research show that stock exchange indices are the basic indicator of the state and development of the commodity market and investment tendencies. The conclusion is that stock exchange indices are an important factor in the development of the commodity market with special emphasis on their importance in agriculture. They are an indicator of economic trends and an indicator of investment.
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Nyasha, Sheilla, e Nicholas M. Odhiambo. "The Australian stock market development: Prospects and challenges". Risk Governance and Control: Financial Markets and Institutions 3, n. 2 (2013): 39–48. http://dx.doi.org/10.22495/rgcv3i2art3.

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This paper highlights the origin and development of the Australian stock market. The country has three major stock exchanges, namely: the Australian Securities Exchange Group, the National Stock Exchange of Australia, and the Asia-Pacific Stock Exchange. These stock exchanges were born out of a string of stock exchanges that merged over time. Stock-market reforms have been implemented since the period of deregulation, during the 1980s; and the Exchanges responded largely positively to these reforms. As a result of the reforms, the Australian stock market has developed in terms of the number of listed companies, the market capitalisation, the total value of stocks traded, and the turnover ratio. Although the stock market in Australia has developed remarkably over the years, and was spared by the global financial crisis of the late 2000s, it still faces some challenges. These include the increased economic uncertainty overseas, the downtrend in global financial markets, and the restrained consumer confidence in Australia.
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RYDZEWSKA, Alina. "Analysis of stock exchange operating costs on the example of Warsaw Stock Exchange". Scientific Papers of Silesian University of Technology. Organization and Management Series 2020, n. 142 (2020): 285–94. http://dx.doi.org/10.29119/1641-3466.2020.142.21.

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Shah, Bansi Rajnikant. "A Comparative Study of Bombay Stock Exchange (BSE) and National Stock Exchange (NSE)". International Journal of Scientific Research 1, n. 7 (1 giugno 2012): 26–31. http://dx.doi.org/10.15373/22778179/dec2012/11.

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Bradfield, D. J. "A note on the seasonality of stock returns on the Johannesburg Stock Exchange". South African Journal of Business Management 21, n. 1/2 (31 marzo 1990): 7–9. http://dx.doi.org/10.4102/sajbm.v21i1.909.

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Evidence from studies on the major stock exchanges world-wide suggests that stocks listed on these markets earn abnormally high returns in the month of January. In this article the seasonality of stocks on the Johannesburg Stock Exchange is empirically investigated. Surprisingly no January effects are found, however, a significant December seasonal effect is documented. A plausible explanation for this finding is offered.
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Bradfield, D. J. "A note on the seasonality of stock returns on the Johannesburg Stock Exchange". South African Journal of Business Management 21, n. 1/2 (31 marzo 1990): 7–9. http://dx.doi.org/10.4102/sajbm.v21i1/2.909.

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Evidence from studies on the major stock exchanges world-wide suggests that stocks listed on these markets earn abnormally high returns in the month of January. In this article the seasonality of stocks on the Johannesburg Stock Exchange is empirically investigated. Surprisingly no January effects are found, however, a significant December seasonal effect is documented. A plausible explanation for this finding is offered.
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Tesi sul tema "Stock exchange"

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Altaf, Saadia, e Ghenadie Cospormac. "Demutualization of stock exchanges : A case study : London Stock Exchange and Hong Kong Stock Exchange". Thesis, University of Skövde, School of Technology and Society, 2009. http://urn.kb.se/resolve?urn=urn:nbn:se:his:diva-3129.

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The focus of this study is to evaluate the impact of corporate ownership structure on the overall performance of stock exchanges. This study distinguishes in particular mutual versus demutualized ownership. London Stock Exchange and Hong Kong Stock Exchange are chosen as study cases, because London Stock Exchange is one of the world leading stock exchanges and Hong Kong Stock Exchange is definitely one of the most important emerging market stock exchanges. That is why the results obtained by comparing these two stock exchanges could serve as good indicator in understanding the effects of demutualization process on the whole stock exchange sector and retain the subtle differences in micro-behavior of the stock exchanges undergone the same transformation.

In this paper the simple descriptive statistics is used as the method of analysis, in association to a profound review of the literature in this area. The data illuminate the fact that demutualized stock exchanges hold a stronger operating performance and a better performance in term of shareholder’s return than mutual exchanges. The result is generally in line with the basic theories in the area of corporate governance and empirical studies in this specific area like Aggarwal (2006), Mendiola and O’Hara (2003) and Hart and Moore (1996).

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Wong, Tak Po. "Two essays on the study of the microstructure of the Stock Exchange of Hong Kong /". View Abstract or Full-Text, 2002. http://library.ust.hk/cgi/db/thesis.pl?FINA%202002%20WONG.

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Ignatius, Roger. "The Bombay Stock Exchange: tests of market efficiency". Thesis, University of North Texas, 1991. https://digital.library.unt.edu/ark:/67531/metadc332561/.

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This dissertation analyzes the efficiency of the Bombay Stock Exchange (BSE) and the relationship of stock return patterns on the BSE with those of the New York Stock Exchange (NYSE). The data includes daily closing values of the BSE and S&P 500 Indexes for the period 1979-1990 and bi-weekly closing prices on 27 of the most active stocks on the BSE for the period 1980-1990.
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Santos, Paulo Manuel B. R. "A.I. stock exchange". Master's thesis, Porto : [s. n.], 2007. http://hdl.handle.net/10216/64162.

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Santos, Paulo Manuel B. R. "A.I. stock exchange". Dissertação, Porto : [s. n.], 2007. http://catalogo.up.pt/F?func=find-b&local_base=FCB01&find_code=SYS&request=000101328.

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Menke, Susan Diane. "Metaphors of exchange and the Shanghai stock market". online access from Digital Dissertation Consortium access full-text, 2000. http://libweb.cityu.edu.hk/cgi-bin/er/db/ddcdiss.pl?9971606.

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Sangmanee, Amporn. "An Empirical Analysis of Stock Market Anomalies and Spillover Effects: Evidence from the Securities Exchange of Thailand". Thesis, University of North Texas, 1994. https://digital.library.unt.edu/ark:/67531/metadc277737/.

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This study examines two interrelated but separate issues: cross-sectional predictability of equity returns in the Stock Exchange of Thailand (SET), and transmission of stock market movements. The first essay empirically investigates to what extent the evidence of three major documented stock market anomalies (earnings-price ratio, firm size, and book-to-market ratio) can be generalized across national stock markets. The second essay studies the price and volatility spillover effects from the New York Stock Exchange (NYSE) to the SET. The first essay, using the Fama-Macbeth procedure and the pooled time-series cross-sectional GLS regressions, finds a weak relation between the beta and average stock returns. The adjustment of estimated beta for the effect of thin trading does not change the implications of the results. Of the three anomalies investigated, the size effect has the most prominent and consistent role in explaining average returns. For the earnings-price ratio, the results indicate that the significance of the E/P ratio variable persists only if the nonfinancial firms are considered. In contrast to the previous empirical results for the U.S. and Japanese stock markets, the book-to-market ratio fails to explain the SET equity returns. The second essay employs a generalized autoregressive conditionally heteroskedastic (GARCH) model with conditional t-distributed errors to investigate the spillover effects. No evidence of price spillover effects is found for the full sample period. However, the spillover effects are significant during the period in which the Federal Reserve Board raised interest rates. Further examinations reveal that information inferred from price changes in the U.S. market influences only the opening price in the SET, not the open-to-close Thai stock market returns. This implies that price in the SET is informationally efficient with respect to the price determined in the U.S. stock market. The evidence is generally supportive of international financial integration and informational efficiency in the Thai stock market.
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Mabhunu, Mind. "The market efficiency hypothesis and the behaviour of stock returns on the JSE securities exchange". Thesis, Rhodes University, 2004. http://hdl.handle.net/10962/d1002762.

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While the Efficient Market Hypothesis (EHM) has been widely accepted as robust by many researchers in the field of capital markets, the hypothesis’ robustness has been under increased scrutiny and question lately. In the light of the concerns over the robustness of the EMH, the weak form efficiency of the JSE is tested. Stock returns used in the analysis were controlled for thin trading and it was discovered that once returns are controlled for thin trading, they are independent of each other across time. Some of the previous studies found the JSE to be inefficient in the weak form but this research found that the JSE is efficient in the weak form. A comparison is also made between the JSE and four other African stock markets and the JSE is found to be more efficient than the other markets. The developments on the JSE, which have improved information dissemination as well as the efficiency of trading, contributed to the improvement of the JSE’s efficiency. The improvement in operational efficiency and turnover from the late 1990s has also made a major contribution to the improvement in the weak form efficiency of the JSE. Theory proposes that if markets are efficient then professional investment management is of little value if any; hence the position of professional investment managers in efficient markets is investigated. Although the JSE is found to be efficient, at least in the weak form, it is argued that achieving efficiency does not necessarily make the investment manager’s role obsolete. Investment managers are needed even when the market can be proved to be efficient.
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Winn, Roland. "Trading halts and the quality of exchange traded markets". Thesis, The University of Sydney, 2000. https://hdl.handle.net/2123/27742.

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This thesis investigates the effects of intraday halts in trading on the market quality of the Australian Stock Exchange and the Sydney Futures Exchange. This is the first such examination of halts on the Australian marketplace. This thesis contributes to earlier research in two ways. Firstly, more refined measurement of different characteristics of halts is undertaken in order to better control for factors which have confounded prior research. Secondly, the thesis examines changes in halt practices in Australia. Analysis of these changes provides a more direct and natural examination of halts. Earlier studies have used various proxies to estimate what normal trading behaviour would be if halts were removed. The evidence presented here indicates that trading around halts is characterised by excess volatility and increased bid—ask spreads, both of which are indicative of greater uncertainty. It is concluded that halts are detrimental to the quality of a market due to a loss of price discovery. This conclusion is robust to the presence of information, whether halts are anticipated, the trading environment, and the use of particular reopening mechanisms.
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Chen, Chi-Chih. "Virtual Sports Stock Exchange". CSUSB ScholarWorks, 2005. https://scholarworks.lib.csusb.edu/etd-project/2740.

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The goal of this project is to create a web application to help people learn about the stock market. The Virtual Sports Stock Exchange (VSSX) simulates market trading based on the world of sports. It allows users to experiment with different economic models. Virtual Sports Stock Exchange (VSSX) uses HTML and Java Server Page to generate the output and calculations and it uses Java Servlet to interact with the Oracle 9i database.
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Libri sul tema "Stock exchange"

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Corporation, Standard and Poor's. Standard & Poor's stock reports: New York Stock Exchange, American Stock Exchange, Nasdaq Stock Market and regional exchanges. New York, NY: Standard & Poor's, 1998.

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Associates, Economic Research, a cura di. The Kuala Lumpur Stock Exchange: The separation of the Kuala Lumpur Stock Exchange from the Singapore Stock Exchange. [Kuala Lumpur?]: Economic Research Associates, 1989.

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Rose, Simon. Fair shares: The layman's guide to buying and selling stocks and shares. 3a ed. Chalford, Glos: Management Books 2000, 1995.

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Rose, Simon. Fair shares: A layman's guide to buying and selling stocks and shares. London: W.H. Allen and Co., 1986.

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1952-, Chen Qiwei, e Shanghai Yazhou yan jiu suo., a cura di. Da niu dou xiong: Zhongguo gu shi tou shi. Xianggang: San lian shu dian (Xianggang) you xian gong si, 1992.

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Kŏreaeso, Han'guk Chŭngkwŏn. Korea Stock Exchange. Seoul: Korea Stock Exchange, 1990.

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rse, Frankfurter Wertpapierbo. Stock exchange statistics. Frank am Main: Frankfurter Wertpapierbo rse., 1988.

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Exchange, London Stock. Stock exchange notices. London: London Stock Exchange Limited, 1997.

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Birža, Rīgas Fondu. Riga Stock Exchange. Riga: Riga Stock Exchange, 1994.

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Iceland), Stock Exchange (Reykjavik. Iceland Stock Exchange. Reykjavik: Iceland Stock Exchange., 1994.

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Capitoli di libri sul tema "Stock exchange"

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Pawley, Michael, David Winstone e Patrick Bentley. "The Stock Exchange". In UK Financial Institutions and Markets, 203–34. London: Macmillan Education UK, 1991. http://dx.doi.org/10.1007/978-1-349-21660-4_11.

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Alexander, David. "Stock Exchange requirements". In Financial Reporting, 198–99. Boston, MA: Springer US, 1990. http://dx.doi.org/10.1007/978-1-4899-7118-0_15.

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Rutterford, Janette. "The stock exchange". In Introduction to Stock Exchange Investment, 1–23. London: Macmillan Education UK, 1993. http://dx.doi.org/10.1007/978-1-349-23045-7_1.

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Price, Terry. "The Stock Exchange". In Mastering Background to Business, 102–6. London: Macmillan Education UK, 1989. http://dx.doi.org/10.1007/978-1-349-19833-7_7.

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Dumiter, Florin Cornel, e Florin Marius Turcaș. "Stock Exchange Predictions". In Technical Analysis Applications, 125–37. Cham: Springer International Publishing, 2023. http://dx.doi.org/10.1007/978-3-031-27416-9_7.

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Womack, Carol Z., e Alice C. Littlejohn. "Regulatory Aspects". In The American Stock Exchange, 117–35. New York: Routledge, 2024. http://dx.doi.org/10.4324/9781315046808-6.

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Womack, Carol Z., e Alice C. Littlejohn. "American Stock Exchange: Recent History (1953 – 1972)". In The American Stock Exchange, 20–46. New York: Routledge, 2024. http://dx.doi.org/10.4324/9781315046808-3.

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Womack, Carol Z., e Alice C. Littlejohn. "Curb Exchange: Early History (1900-1953)". In The American Stock Exchange, 7–19. New York: Routledge, 2024. http://dx.doi.org/10.4324/9781315046808-2.

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Womack, Carol Z., e Alice C. Littlejohn. "Trading Instruments and Indices". In The American Stock Exchange, 96–116. New York: Routledge, 2024. http://dx.doi.org/10.4324/9781315046808-5.

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Womack, Carol Z., e Alice C. Littlejohn. "Economic Aspects". In The American Stock Exchange, 136–55. New York: Routledge, 2024. http://dx.doi.org/10.4324/9781315046808-7.

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Atti di convegni sul tema "Stock exchange"

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Leiter, Akos. "Cloud Stock Exchange for Telecommunication". In 2018 International Symposium on Networks, Computers and Communications (ISNCC). IEEE, 2018. http://dx.doi.org/10.1109/isncc.2018.8531052.

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Bertone, Fabio, Luca Vassio e Martino Trevisan. "The stock exchange of influencers". In ASONAM '21: International Conference on Advances in Social Networks Analysis and Mining. New York, NY, USA: ACM, 2021. http://dx.doi.org/10.1145/3487351.3488413.

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Tang, Qiang. "Multifractal Analysis of Shanghai Stock Exchange Composite Index and Shenzhen Stock Exchange Component Index". In 2009 Sixth International Conference on Fuzzy Systems and Knowledge Discovery. IEEE, 2009. http://dx.doi.org/10.1109/fskd.2009.329.

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Adesia, Andiasa, e Bona Christanto Siahaan. "Idiosyncratic Risk on Stock Performance in Indonesia Stock Exchange". In 5th Global Conference on Business, Management and Entrepreneurship (GCBME 2020). Paris, France: Atlantis Press, 2021. http://dx.doi.org/10.2991/aebmr.k.210831.024.

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Mueadkhunthod, Krittiyaporn, Natchaya Khunmood, Sirawit Khittiwichayakul, Watid Phakphisut e Pornchai Supnithi. "Stock Analysis System for the Stock Exchange of Thailand". In 2019 34th International Technical Conference on Circuits/Systems, Computers and Communications (ITC-CSCC). IEEE, 2019. http://dx.doi.org/10.1109/itc-cscc.2019.8793357.

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Assagaf, Aminullah, Meithiana Indrasari e Eddy Yunus. "Determinants of Stock Returns on the Indonesian Stock Exchange". In Proceedings of the 1st Asian Conference on Humanities, Industry, and Technology for Society, ACHITS 2019, 30-31 July 2019, Surabaya, Indonesia. EAI, 2019. http://dx.doi.org/10.4108/eai.30-7-2019.2287602.

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

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Pop, Claudia, Cristian Pop, Antal Marcel, Andreea Vesa, Teodor Petrican, Tudor Cioara, Ionut Anghel e Ioan Salomie. "Decentralizing the Stock Exchange using Blockchain An Ethereum-based implementation of the Bucharest Stock Exchange". In 2018 IEEE 14th International Conference on Intelligent Computer Communication and Processing (ICCP). IEEE, 2018. http://dx.doi.org/10.1109/iccp.2018.8516610.

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Tasevska, Ivona. "EMPIRICAL RESEARCH ON THE INFORMATION EFFICIENCY OF THE MACEDONIAN STOCK EXCHANGE". In Economic and Business Trends Shaping the Future. Ss Cyril and Methodius University, Faculty of Economics-Skopje, 2022. http://dx.doi.org/10.47063/ebtsf.2022.0027.

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One of the basic hypotheses in modern finance that defines financial markets is the Efficient Market Hypothesis. The existence of information efficient markets, where all information is incorporated in the price of financial instruments is the basis of rational economic theory. There may be an upward or downward trend in the financial markets, but after the inclusion of new information in the financial instruments, they would stabilize until the next new information. In addition to the definition of efficient markets, the hypothesis of random walk has a significant application, which explains that the market cannot be beaten and that prices and returns move in a random upward or downward direction. The paper includes two methodologies to confirm the efficiency of the financial markets. The first research was conducted in order to confirm the hypothesis of a random walk implementing a coefficient of variance test. The test was conducted using a large series of data of the returns’ movement of stock exchange indices on the Macedonian, Belgrade, Zagreb, Sofia and Ljubljana Stock Exchange, as well as the American S&P500 index. The second research which is including the model of market multipliers was conducted for the most liquid stocks on the Macedonian Stock Exchange and selected stocks from the US Stock Exchange Markets, in order to show the underestimation or overestimation in relation to the market value of stocks, thus to show the sentiment that investors have when trading a certain type of stock. The results of the research show that the regional financial markets, as well as the domestic ones, do not follow the random walk, giving an opportunity to the possibility of using alternative behavioral approaches to explain the reasons for the deviation. For the second survey, where significant differences in the fundamental and market value of the stocks appear, the reason for the deviation is the expectations of investors.
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"MARKET RESPONSE TO STOCK SPLITS IN THE NATIONAL STOCK EXCHANGE". In International Conference on Research in Business management & Information Technology. ELK ASIA PACIFIC JOURNAL, 2015. http://dx.doi.org/10.16962/elkapj/si.bm.icrbit-2015.3.

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Rapporti di organizzazioni sul tema "Stock exchange"

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

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

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

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4

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

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5

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

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6

Dassanayake, Wajira, Xiaoming Li e Klaus Buhr. A Revisit of Price Discovery Dynamics Across Australia and New Zealand. Unitec ePress, agosto 2015. http://dx.doi.org/10.34074/rsrp.039.

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Abstract (sommario):
This study re-investigates the price discovery dynamics of selected stocks cross-listed on the Australian Stock Exchange (ASX) and the New Zealand Stock Exchange (NZX) during a bear trading phase from January 2008 to December 2011. A differing price discovery dynamic in a bear market versus a bull market may occur because of variations in investor sentiments and disparities in the role of the stock prices. Using intraday data, we employ the vector error correction mechanism, Hasbrouck’s (1995) information share and Grammig et al.’s (2005) conditional information share methods. Consistent with previous research, we find that price discovery takes place mostly on the home market for the Australian firms and for all but one of the New Zealand firms. However, not seen in existing studies, we show that the NZX has grown in importance for both the Australian and New Zealand firms. This suggests that the NZX is deviating from being a pure satellite market.
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7

Dassanayake, Wajira, Xiaoming Li e Klaus Buhr. A Revisit of Price Discovery Dynamics Across Australia and New Zealand. Unitec ePress, agosto 2015. http://dx.doi.org/10.34074/rsrp.039.

Testo completo
Abstract (sommario):
This study re-investigates the price discovery dynamics of selected stocks cross-listed on the Australian Stock Exchange (ASX) and the New Zealand Stock Exchange (NZX) during a bear trading phase from January 2008 to December 2011. A differing price discovery dynamic in a bear market versus a bull market may occur because of variations in investor sentiments and disparities in the role of the stock prices. Using intraday data, we employ the vector error correction mechanism, Hasbrouck’s (1995) information share and Grammig et al.’s (2005) conditional information share methods. Consistent with previous research, we find that price discovery takes place mostly on the home market for the Australian firms and for all but one of the New Zealand firms. However, not seen in existing studies, we show that the NZX has grown in importance for both the Australian and New Zealand firms. This suggests that the NZX is deviating from being a pure satellite market.
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8

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

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9

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

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10

Froot, Kenneth. Tests of Excess Forecast Volatility in the Foreign Exchange and Stock Markets. Cambridge, MA: National Bureau of Economic Research, agosto 1987. http://dx.doi.org/10.3386/w2362.

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