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Artykuły w czasopismach na temat „OMXV index”

Autor: Grafiati

Data publikacji: 3 czerwca 2025

Data aktualizacji: 31 lipca 2025

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1

Baranauskas, Simas. "Portfolio Formation and Management According to Macroeconomic Indicators Influence on OMXV." Business: Theory and Practice 11, no. (3) (2010): 286–93. https://doi.org/10.3846/btp.2010.31.

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The main purpose of this article is to evaluate various USA and GB macroeconomic indicators influence on OMXV index and analyse possibilities of practical application. Correlation method was applied to determine the relationship between macroeconomic indicators and OMXV index. Shares were bought and sold in equal parts when macroeconomic indicators varied from -1 to +1. So, 6 portfolio groups were formed. Created three adequate portfolio types with 2- month- old historical data were applied to 2- year-old historical data for the purpose to confirm or deny the portfolio type invariability. Afte

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2

Maksvytienė, Inga, and Giedrius Safonovas. "Ekonometrinių modelių pritaikymas OMXV indekso pokyčių prognozavimui." Applied Economics: Systematic Research 10, no. 1 (2016): 187–204. http://dx.doi.org/10.7220/aesr.2335.8742.2016.10.1.10.

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Paškevičius, Arvydas, and Rūta Mickevičiūtė. "APPLICABILITY OF CONTRARIAN INVESTMENT STRATEGIES IN SMALL CAPITALIZATION MARKETS: EVIDENCE FROM NASDAQ OMX VILNIUS." Ekonomika 90, no. 1 (2011): 101–14. http://dx.doi.org/10.15388/ekon.2011.0.953.

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This study reviews previous research on the contrarian investment strategy as first analyzed by De Bondt and Thaler (1985), and aims at deepening and complementing the existing research on the subject. The paper analyses the results of applying the strategy to NASDAQ OMX Vilnius stocks over the period 2003–2010, dividing the testing into two groups: prior to the economic crisis and the crisis periods, based on the movement of the OMXV index. The method uses holding period returns in evaluating the standard contrarian investment strategy. The paper explains the methodology in detail and present

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4

Teresienė, Deimantė. "LITHUANIAN STOCK MARKET ANALYSIS USING A SET OF GARCH MODELS." Journal of Business Economics and Management 10, no. 4 (2009): 349–60. http://dx.doi.org/10.3846/1611-1699.2009.10.349-360.

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This article analyses the main factors that influence stock price volatility. The author offers a three‐stage system for explaning a set of stock price volatility factors. The main point is to pay attention to investor's psychology as the main factor of price volatility. For practical analysis the returns of the OMXV index and stock prices of the Lithuanian stock market are taken and applied to a set of GARCH models. The main idea is to choose the best of the general autoregressive conditional heteroskedasticity models (GARCH) for OMXV index and all sectors. All models are ranged according to

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5

Mileris, Ričardas. "EQUITY INVESTMENTS PORTFOLIO RISK IN DIFFERENT STAGES OF BUSINESS CYCLE." Science and Studies of Accounting and Finance: Problems and Perspectives 9, no. 1 (2014): 163–72. http://dx.doi.org/10.15544/ssaf.2014.18.

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This paper analyzes the stock market dynamics in current business cycle of Lithuania. The research has affirmed that macroeconomic environment has the very strong impact on the share prices of Lithuanian listed companies. The early warning patterns of possible sudden OMXV index decrease were suggested analyzing the changes of companies financial condition and the relative stock market and macroeconomic indicators. The factorial regression model was developed for the support of investments decision making.

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Macijauskas, Lukas. "Seasonality Analysis of Lithuanian Stock Market." Business: Theory and Practice 11, no. (3) (2010): 279–85. https://doi.org/10.3846/btp.2010.30.

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The main purpose of this article is to test if there are any seasonal tendencies in Lithuanian stock market and if so, do they match seasonal anomalies found in other countries. To achieve this ambition, tests were done by dividing returns of OMXV index into three groups: month of the year, week of the month and day of the week. Analysis was made using 10 years of historical data which covers main stages of Lithuanian stock market cycle. Results show that seasonal anomalies do exist in Lithuanian stock market and that their characteristics are similar to those found by researches in other stoc

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Sūdžius, Vytautas, and Daiva Bareikienė. "Financial Crisis Impact on the Lithuanian Stock Market." Business: Theory and Practice 12, no. (3) (2011): 236–45. https://doi.org/10.3846/btp.2011.24.

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The purpose of this article is to evaluate financial crisis impact on the Lithuanian stock market. Nowadays financial crisis of 2007–2010 is a very popular issue between society, government and financial institutions. Such an event changed everyone's daily routine. Besides, this important and specific crisis affected goals, strategies and plans of many institutions. After this crunch lots of investors started to doubt about the reliability of stock market. For this reason, the factors which make impact on the Lithuanian stock market, are determined and the characteristics of the period of 2003

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8

Urbšienė, Laimutė, Andrius Bugajevas, and Marekas Pipiras. "The Impact of Investment Horizon on the Return and Risk of Investments in Securities in Lithuania." Organizations and Markets in Emerging Economies 7, no. 2 (2016): 88–111. http://dx.doi.org/10.15388/omee.2016.7.2.14209.

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The paper focuses on the impact of time horizon on risk and return, which usually is the object of discussions about “stock versus bond”. The aim of this paper is to investigate the transformation of risk and return when increasing the investment term, and to determine the impact of the investment horizon on investment results when investing in shares and bonds in Lithuania. The authors are proposing a hypothesis that a long-term investment in shares is not only more profitable, but also less risky than investment in bonds. Research of developed markets indicated that long-term investmen

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9

Dzikevičius, Audrius, and Neringa Stabužytė. "Forecasting OMX Vilnius Stock Index – a Neural Network Approach." Business: Theory and Practice 13, no. (4) (2012): 324–32. https://doi.org/10.3846/btp.2012.34.

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Predicting a stock market is a challenging task for every investor. Stock market contains difficult relations and its behavior is heavily forecasted. As the investment's profitability is directly related to the market's predictability, the need for more accurate and sophisticated forecasting techniques arises. The academic literature is showing a growing interest in implementing non- linear techniques in a time series prediction. The paper goes through the process of creating a time series prediction model for OMX Vilnius stock index using artificial neural network approach. A multi layer perc

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10

Dzikevičius, Audrius, and Svetlana Šaranda. "EMA versus SMA Usage to Forecast Stock Markets: The Case of S&P 500 and OMX Baltic Benchmark." Business: Theory and Practice 11, no. (3) (2010): 248–55. https://doi.org/10.3846/btp.2010.27.

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The academic literature is showing a growing interest in such trading rules as Moving Average. The majority of researches were made using simple moving average. Although semi-professional traders use the technical analysis methods to predict the future stock prices, to identify the stock trend changes, OMX Baltic Benchmark Index was never tested. Previous researches on the S&P 500 Index using the most widely used method of technical analysis – Moving Averages are more or less appellative. Technical analysis is opponent to classical economic theory but investors use it widely all over the w

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11

Dzikevičius, Audrius, and Neringa Stabužytė. "Forecasting OMX Vilnius Stock Index – a Neural Network Approach." Verslas: teorija ir praktika 13, no. 4 (2012): 324–32. http://dx.doi.org/10.3846/btp.2012.34.

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ABAZORIŪTĖ, Aistė, and Arvydas KREGŽDĖ. "RELATIONSHIP BETWEEN LITHUANIAN SOVEREIGN CREDIT RISK AND EQUITY MARKET." Business, Management and Education 13, no. 2 (2015): 292–307. http://dx.doi.org/10.3846/bme.2015.295.

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We analyse relationship between Lithuanian sovereign credit risk and equity market. The aim of the paper is to find the impact of the sovereign credit risk, which is expressed in the terms of Credit Default Swaps (CDS), on the movements of stocks prices of Lithuania. We use VAR (vector autoregression) model in order to find the relationship between Lithuanian CDS spread and OMX Vilnius index. We use impulse reaction method to investigate the impact of CDS spreads on the OMX Vilnius index. After analysis of equity index OMX Vilnius and Lithuanian CDS price relationship it was found out that the

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13

Belovas, Igoris. "Modeling Baltic market benchmark index: a comparison of models." Lietuvos matematikos rinkinys 60 (December 5, 2019): 6–10. http://dx.doi.org/10.15388/lmr.b.2019.15207.

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In this paper we perform a statistical analysis of the returns of OMX Baltic Benchmark index. We construct symmetric α-stable, non-standardized Student’s t and normal-inverse Gaussian models of daily logarithmic returns of the index, using maximum likelihood method for the estimation of the parameters of the models. The adequacy of the modeling is evaluated with the Kolmogorov-Smirnov tests for composite hypothesis. The results of the study indicate that the normal-inverse Gaussian model outperforms alternative heavy-tailed models for long periods of time, while the non-standardized Student’s

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14

mohamed, Ahmed, and Altaib d. mohammed. "profile of body mass index of upper Egypt children." Egyptian Journal of Oral and Maxillofacial Surgery 13, no. 3 (2022): 122–25. http://dx.doi.org/10.21608/omx.2022.151579.1168.

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Bolek, Monika, Agata Gniadkowska‑Szymańska, and Katerina Lyroudi. "The Day‑of‑the‑Week Anomaly in Light of the COVID–19 Pandemic on an Example of Selected OMX Indices." Comparative Economic Research. Central and Eastern Europe 26, no. 2 (2023): 129–48. http://dx.doi.org/10.18778/1508-2008.26.16.

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This paper analyzes market efficiency (EMH) with the day‑of‑the‑week effect and the changes that might appear after the outbreak of the COVID–19 pandemic, based on the example of the OMX Exchange and its indices. Before the pandemic, only the OMX Baltic All‑share index was efficient; during the COVID–19 pandemic, the OMXCPI Index, which represents the Copenhagen stock market, was not affected by the day‑of‑the‑week anomaly. The change in market efficiency was observed in relation to the periods before and during the pandemic, and additionally between specific days of the week. The value added

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16

Ceylan, Nesrin, and Turgay Münyas. "An Empirical Investigation on the Relationship Between the Eurozone Zew Index and the Eurozone Stock Markets." Studia Universitatis „Vasile Goldis” Arad – Economics Series 31, no. 4 (2021): 1–17. http://dx.doi.org/10.2478/sues-2021-0016.

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Abstract The aim of this study is to investigate the long and short term impact of the Euro ZEW index (ZEW) on the DAX (GDAXI) Germany, FTSE 100 (FTSE) the UK, CAC 40 (FCHI) France, OMXS30 Sweden and CROBEX (CRBEX) Croatia stock market indices using monthly data for the period between February 2008 and December 2020. The Euro ZEW Index was taken as the independent variable, and the index values of Eurozone stock markets were taken as the dependent variables. As a result of the study, the Euro ZEW index was found to have a positive (increasing) statistical significant effect on the DAX, FTSE, O

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17

Walker, Scott L., Steven Leath, J. Paul Murphy, and Steven A. Lommel. "Selection For Resistance and Tolerance to Oat Mosaic Virus and Oat Golden Stripe Virus in Hexaploid Oats." Plant Disease 82, no. 4 (1998): 423–27. http://dx.doi.org/10.1094/pdis.1998.82.4.423.

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Coker 716, a hexaploid oat cultivar resistant to both oat mosaic virus (OMV) and oat golden stripe virus (OGSV) was crossed to three susceptible cultivars (Brooks, Madison, and Tech) to form three individual populations. Individual breeding lines were derived from each cross in the F2 generation and tested in plots consisting of equally spaced individual hills in OMV- and OGSV-infested soils and non-infested soils to evaluate resistance and yield loss of individual lines. Foliar symptoms, harvest index, and yield loss were examined as selection criteria for resistant genotypes. The study was c

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18

Tvaronaviciene, Manuela, and Monika Gudonytė. "Developed and Developing Capital Markets In Interaction: the Baltic Countries Economic Sector Indices in the Context of the World." Business: Theory and Practice 13, no. (2) (2012): 141–49. https://doi.org/10.3846/btp.2012.15.

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Developing financial markets, globalization and easy to reach financial products for investors in any market increase scientists', professional and individual investors' interest in prices of financial products and important factors, that cause them. Lithuania's, Latvia's and Estonia's financial markets joined the global market NASDAQ OMX, but they are still attributed to developing markets. Factors determining stock and stock price index can differ across securities markets and countries. Factors, which impact well-developed countries' capital markets, are not appropriate for analysis of deve

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19

Dritsakis, Nikolaos, and Georgios Savvas. "Forecasting Volatility Stock Return: Evidence from the Nordic Stock Exchanges." International Journal of Economics and Finance 9, no. 2 (2017): 15. http://dx.doi.org/10.5539/ijef.v9n2p15.

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The purpose of this study is to explore the volatility and secondary effects in the four Nordic stock exchanges of Norway: Oslo Bors Linked all-share index AXLT Denmark: OMX Copenhagen 20, Sweden: OMX Stockholm 30 and Finland: OMX Helsinki 25. Keeping in mind that there is an ARCH effect in the returns of the four stock exchanges, we move on to the evaluation to the evaluation of models ARCH (q), GARCH (p, q) GARCH-M (p, q). Evaluating the parameters became possible through the use of the maximum likelihood method using the BHHH algorithm of (Berndt et al., 1974) and the three distributions (n

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Vermont, C. L., H. H. van Dijken, C. J. P. van Limpt, R. de Groot, L. van Alphen, and G. P. J. M. van den Dobbelsteen. "Antibody Avidity and Immunoglobulin G Isotype Distribution following Immunization with a Monovalent Meningococcal B Outer Membrane Vesicle Vaccine." Infection and Immunity 70, no. 2 (2002): 584–90. http://dx.doi.org/10.1128/iai.70.2.584-590.2002.

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ABSTRACT The avidity maturation and immunoglobulin G (IgG) isotype distribution of antibodies after vaccination with a meningococcal B outer membrane vesicle (OMV) vaccine were evaluated as indicators of protective immunity. Pre- and postvaccination sera from 134 healthy toddlers (ages, 2 to 3 years) immunized with a monovalent meningococcal B OMV (serosubtype P1.7-2,4) vaccine adsorbed with AlPO4 or Al(OH)3 were analyzed by enzyme-linked immunosorbent assay (ELISA) methods. The children were vaccinated three times with intervals of 3 to 6 weeks between vaccinations or twice with an interval o

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Demiralay, Sercan, Gaye Gencer, and Erhan Kilincarslan. "Risk-return profile of environmentally friendly assets: Evidence from the NASDAQ OMX green economy index family." Journal of Environmental Management 337 (July 2023): 117683. http://dx.doi.org/10.1016/j.jenvman.2023.117683.

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Keliuotyte-Staniuleniene, Greta, and Julius Kviklis. "Assessing the reaction of the Baltic stock market to the spread of the COVID-19 pandemic." Technium Social Sciences Journal 25 (November 9, 2021): 260–72. http://dx.doi.org/10.47577/tssj.v25i1.4995.

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This research aims to assess the impact of the spread of the COVID-19 pandemic on the Baltic stock market. To reach this aim, the methods of bivariate (OLS) regression and VAR-based impulse response functions are employed. We use daily new cases of COVID-19 as well as the cumulative number of COVID-19 cases as independent and OMX Baltic Benchmark GI index as dependent variables for our research. The research period, covering data from 2020 March 1st to 2020 November 21st, is divided into three separate periods, reflecting the different phases of the spread of the COVID-19 pandemic. The results

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23

Amado, Pedro, Fábio Albuquerque, and Nuno Rodrigues. "Los factores explicativos de la divulgación por segmentos en entidades no financieras cotizadas en los mercados europeos." Contaduría y Administración 63, no. 2 (2018): 36. http://dx.doi.org/10.22201/fca.24488410e.2018.1629.

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<p><span lang="EN-US">Segment reporting (external) is a relevant tool for investors and other stakeholders, as the information is presented in a divisional way, enabling more accurate analysis to be made for decision making. However, reporting entities do not always assure the inherent potential of segment reporting. This research aims to identify the explanatory factors that may influence the level of segment disclosure. For this purpose, we have investigated the segment disclosures presented in accordance with the International Financial Reporting Standards (IFRS) 8 of the Inter

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24

Issakainen, Topi. "Clustering-based value investing strategy in the Helsinki Stock Exchange: k-means algorithm." Journal of Innovation in Business and Economics 7, no. 02 (2023): 115–28. http://dx.doi.org/10.22219/jibe.v7i02.26424.

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The purpose of this research is to study the possibility of combining quantitative clustering of stocks and value investing. The feasibility of this approach is tested using Finnish market data from the period 2005 to 2021. The benchmark index used in this research is the OMX Helsinki Growth Index. The strategy is based on the combination of P/E, P/CF, and P/B ratios, which serve as the basis for the k-means algorithm. The data is pre-processed by removing stocks that have not generated positive earnings and cash flow during the previous 12 months. The k-means algorithm assigns stocks to clust

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Dubinskas, Petras, and Laimutė Urbšienė. "INVESTMENT PORTFOLIO OPTIMIZATION BY APPLYING A GENETIC ALGORITHM-BASED APPROACH." Ekonomika 96, no. 2 (2017): 66–78. http://dx.doi.org/10.15388/ekon.2017.2.10998.

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The investment portfolio optimization issues have been widely discussed by scholars for more than 60 years. One of the key issues that emerge for researchers is to clarify which optimization approach helps to build the most efficient portfolio (in this case, the efficiency refers to the minimization of the investment risk and the maximization of the return). The objective of the study is to assess the fitness of a genetic algorithm approach in optimizing the investment portfolio. The paper analyzes the theoretical aspects of applying a genetic algorithm-based approach, then it adapts them to p

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Agomuo, Emmanuel N., and Peter U. Amadi. "Oral Ingestion Risks of Heavy Metal Accumulation at Top Soils of Automobile Workshops in Owerri Capital City of Imo State, Nigeria." Acta Chemica Iasi 26, no. 1 (2018): 21–44. http://dx.doi.org/10.2478/achi-2018-0003.

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Abstract This investigation was carried out to assess the heavy metal concentrations and health risks associated with automobile workshops in Owerri Metropolis. Using an Atomic Absorption Spectrophotometer, soil samples from Orji Mechanic Village (OMV), Naze Mechanic Village (NMV), New Market Automobile Workshops (NMAV), Matrix Mechanic Yard (MMY) and Alvan Mechanic Yard (AMY) were assayed for Silver (Ag), Cobalt (Co), Nickel (Ni), Mercury (Hg), Lead (Pb), Arsenic (As), Chromium (Cr) and Cadmium (Cd) concentrations. The result showed that at majority of the sites, the Ag, Pb, As, and Cd levels

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Gniadkowska - Szymańska, Agata, and Marzena Papiernik-Wojdera. "The relationship between the application of corporate sustainability policy and the weighted average cost of capital: examples of European countries." Scientific Papers of Silesian University of Technology. Organization and Management Series 2024, no. 202 (2024): 127–37. http://dx.doi.org/10.29119/1641-3466.2024.202.8.

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Purpose: This publication aims to verify whether Van Horne coefficient model affects company growth, as expressed by the WACC. Design/methodology/approach: The study was conducted on a group of nonfinancial companies listed on: the Warsaw Stock Exchange (WIG index), The Frankfurt Stock Exchange (DAX index), The Paris Stock Exchange (CAC index) and the Stockholm Stock Exchange (OMX Stockholm index) from 01/01/2000 - 31/12/2021. Van Horne's SGR model was used as an indicator of the sustainable growth of the firm. The analysis related to WACC and condition assessment of analysed companies is pres

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Yu, Xingyi. "The Impact of Fluctuating USD/RMB Exchange Rate on the Yields and Volatility of Chinese Concept Stocks." BCP Business & Management 30 (October 24, 2022): 96–104. http://dx.doi.org/10.54691/bcpbm.v30i.2408.

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The currency exchange market plays a critical role in international trade, but it has fluctuated more frequently since the trade conflict between the U.S. and China. By collecting the daily exchange rate of the U.S. dollar (USD) against the Chinese yuan (RMB) and the NASDAQ OMX China Technology index (CHXN9000) from September 25, 2017, to January 25, 2020, this paper empirically analyzes the dynamic response of the Chinese Concept stock yields to RMB’s exchange rate changes using VAR and ARMA-GARCH models4. The results of the study show that (1) the increasing exchange rate yields of USD to RM

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Pardal, Pedro, Rui Dias, Petr Šuleř, Nuno Teixeira, and Tomáš Krulický. "Integration in Central European capital markets in the context of the global COVID-19 pandemic." Equilibrium 15, no. 4 (2020): 627–50. http://dx.doi.org/10.24136/eq.2020.027.

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Research background: Covid-19 pandemic had a strong impact on the economy and capital market. In times of crisis, it is important for investors to be able to diversify their investment portfolio in order to mitigate risk. However, the growing trend towards capital market integration may make it ineffective. Research on financial integration, during the Covid-19 period, has started to develop, mainly in major global capital markets. It is, therefore, important to extend this research to other capital markets. The purpose of the article: This contribution aims to analyze financial integrat

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Dzikevičius, Audrius, and Svetlana Šaranda. "SMOOTHING TECHNIQUES FOR MARKET FLUCTUATION SIGNALS." Business: Theory and Practice 12, no. 1 (2011): 63–74. http://dx.doi.org/10.3846/btp.2011.07.

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The financial crisis of 2008–2009 caused lots of discussions between Academia and as a result researches on financial crisis and bubble prediction possibilities appeared. Academia shows its growing interest in the issue during the last decade. The majority of researches made are based on different forms of forecast used. Some of previous studies claim that the trend of the stock market can be forecasted using moving average method. After the finance market crashed, a need to forecast further possible bubbles arises. As the economics of the Baltic States is very sensitive to such bubbles it is

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Dzikevičius, Audrius, and Svetlana Šaranda. "Smoothing Techniques for Market Fluctuation Signals." Business: Theory and Practice 12, no. (1) (2011): 63–74. https://doi.org/10.3846/btp.2011.07.

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The financial crisis of 2008–2009 caused lots of discussions between Academia and as a result researches on financial crisis and bubble prediction possibilities appeared. Academia shows its growing interest in the issue during the last decade. The majority of researches made are based on different forms of forecast used. Some of previous studies claim that the trend of the stock market can be forecasted using moving average method. After the finance market crashed, a need to forecast further possible bubbles arises. As the economics of the Baltic States is very sensitive to such bubbles it is

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Nor, Safwan Mohd, Nur Haiza Muhammad Zawawi, Guneratne Wickremasinghe, and Zairihan Abdul Halim. "Is Technical Analysis Profitable on Renewable Energy Stocks? Evidence from Trend-Reinforcing, Mean-Reverting and Hybrid Fractal Trading Systems." Axioms 12, no. 2 (2023): 127. http://dx.doi.org/10.3390/axioms12020127.

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Demand for power sources is gradually shifting from ozone-depleting-substances towards renewable and sustainable energy resources. The growth prospects of the renewable energy industry coupled with improved cost efficiency means that renewable energy companies offer potential returns for traders in stock markets. Nonetheless, there have been no studies investigating technical trading rules in renewable energy stocks by amalgamating fractal geometry with technical indicators that focus on different market phases. In this paper, we explore the profitability of technical analysis using a portfoli

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Martikainen, Minna, Juha Kinnunen, Antti Miihkinen, and Pontus Troberg. "Board’s financial incentives, competence, and firm risk disclosure." Journal of Applied Accounting Research 16, no. 3 (2015): 333–58. http://dx.doi.org/10.1108/jaar-10-2014-0117.

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Purpose – The purpose of this paper is to examine novel corporate governance-based determinants of risk disclosures among index-listed Finnish companies. Therefore the focus of the study is on explaining the board’s monitoring role in relation to corporate managers. Design/methodology/approach – Firms’ risk disclosures are analysed in terms of their Quantity and Coverage. The authors focus on two board characteristics not examined in prior related literature: first, non-executive board members’ self-interested financial incentives, measured by their share or option ownership, and annual compen

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Vyychytilova, Jana, Orkhan Nadirov, Drahomira Pavelkova, and Martin Mikeska. "Risk Reporting Practices of Listed Companies: Cross- Country Empirical Evidence from the Auto Industry." Journal of Competitiveness 12, no. 4 (2020): 161–79. http://dx.doi.org/10.7441/joc.2020.04.10.

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Prior literature has shown that corporate transparency is linked to a firm’s competitiveness. The frequently noted vagueness and inadequacy of reported risk disclosures have been accompanied by calls for industry-specific studies. This paper aims to examine the disclosure informativeness of leading multinational automobile firms worldwide regarding firm-specific risks, namely company risk and company size. Applying a content analysis to examine the prevalent disclosure context in the automotive industry, we analyze and classify the annually reported risk statements of 34 multinationals quoted

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Vyychytilova, Jana, Orkhan Nadirov, Drahomira Pavelkova, and Martin Mikeska. "Risk Reporting Practices of Listed Companies: Cross- Country Empirical Evidence from the Auto Industry." Journal of Competitiveness 12, no. 4 (2020): 161–79. http://dx.doi.org/10.7441/joc.2020.04.10.

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Prior literature has shown that corporate transparency is linked to a firm’s competitiveness. The frequently noted vagueness and inadequacy of reported risk disclosures have been accompanied by calls for industry-specific studies. This paper aims to examine the disclosure informativeness of leading multinational automobile firms worldwide regarding firm-specific risks, namely company risk and company size. Applying a content analysis to examine the prevalent disclosure context in the automotive industry, we analyze and classify the annually reported risk statements of 34 multinationals quoted

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Hu, Jinyang, Junjie Niu, Shisheng Jiang, and Yuhua Wu. "Qilian Jiechang Ning Alleviates TNBS-Induced Ulcerative Colitis in Mice and Segatella copri Outer Membrane Vesicle-Triggered Inflammation in Colon Epithelial Cells via the Caspase-1/11-GSDMD Pathways." Journal of Innate Immunity 17, no. 1 (2025): 262–76. https://doi.org/10.1159/000545394.

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Introduction: Qilian Jiechang Ning (QJN), a traditional Chinese herbal formula, has demonstrated potential therapeutic effects in the treatment of ulcerative colitis (UC). This study aims to investigate the mechanism of QJN in the outer membrane vesicles (OMVs) of Segatella copri (S. copri)-induced colon epithelial cells and UC mice. Methods: Transmission electron microscopy (TEM) and nanoparticle tracking analysis (NTA) were utilized to assess the morphology and size of OMVs. Inflammation markers and tight junction protein levels in HCoEpiCs induced by OMVs were monitored using ELISA and west

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Danilenko, Svetlana. "Application of mathematical models in stock market analysis." Lietuvos matematikos rinkinys 47 (June 15, 2021). http://dx.doi.org/10.15388/lmr.2007.24240.

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This paper describes several methods for modulating of the stocks volatility through use of variance, EWMA and GARCH models. Results are presented using logarithmic return of the Lithuanian OMXV index.

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Danilenko, Svetlana. "Factor analysis of the Lithuanian equity market indices." Lietuvos matematikos rinkinys 50 (December 20, 2009). http://dx.doi.org/10.15388/lmr.2009.34.

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Statistical measures that can reproduce the state of the stock market and the tendencies of its change dynamics are the stock indexes. Having in mind the more complicated state of the finance system it is important to answer the question of what impacts the fluctuations of the stock prices. The article discusses various factors that impact the fluctuations of the Lithuanian stock index OMXV ; also stock index factor analysis is performed. Factors are determined using the main components method.

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Lu, Lifeng, Yanbo Li, Yixin Wang, et al. "Degradation mechanism of measuring performance of Optical Particle Counter under temperature-pressure coupling effect." Measurement Science and Technology, April 12, 2024. http://dx.doi.org/10.1088/1361-6501/ad3e1d.

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Abstract To investigate the degradation mechanism of measuring the performance of an Optical Particle Counter (OPC) under temperature-pressure coupling, this study first establishes a theoretical calculation model of gas refractive index, and then elucidates the comprehensive influence mechanism of temperature and pressure on gas optical properties. Furthermore, the experimental measurement technique and measuring device for gas refractive index are built. By comparing the theoretical and experimental results in the temperature range of 48-560°C and the pressure range of 0.9-4.6 MPa, the diffe

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Rudzkis, Rimantas, and Roma Valkavičienė. "The impact of sectoral economy indicators on the stock market in the Baltic countries." Lietuvos matematikos rinkinys 55 (December 15, 2014). http://dx.doi.org/10.15388/lmr.a.2014.11.

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The article examines the dependencies of individual sectoral stock price indices of OMX Baltic security market on sectoral indicators of Lithuania economy, using econometric methods. Regression models are constructed using quarterly time series of 2005–2013 years. VAR models obtained in the [3] paper have been extended to verify if the inclusion of sectoral economy indicators improves the ability to provide a higher level of accuracy in estimating the growth of sectoral price index. These indicators significantly improve the predictive power compared with the benchmark VAR model. The short-ter

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Anjum, Sadia, Faiza Naseer, Tahir Ahmad, Afrose Liaquat, Maisa S. Abduh, and Kousain Kousar. "Co‐delivery of oncolytic virus and chemotherapeutic modality: Vincristine against prostate cancer treatment: A potent viro‐chemotherapeutic approach." Journal of Medical Virology 96, no. 7 (2024). http://dx.doi.org/10.1002/jmv.29748.

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AbstractProstate cancer is a prevalent carcinoma among males, and conventional treatment options are often limited. Cytotoxic chemotherapy, despite its drawbacks, remains a mainstay. We propose a targeted co‐delivery approach using nanoscale delivery units for Oncolytic measles virus (OMV) and vincristine (VC) to enhance treatment efficacy. The HA‐coated OMV + VC‐loaded TCs nanoformulation is designed for targeted oncolytic activity in prostate cancer. The CD44 expression analysis in prostate cancer cell lines indicates a significantly high expression in PC3 cells. The optimization of nanoform

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Guirguis, Michel. "Performance Persistence and the Implied Volatility Smile. Evidence from the Nasdaq OMX Copenhagen 25 Stock Index Options." SSRN Electronic Journal, 2023. http://dx.doi.org/10.2139/ssrn.4381989.

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Shagaleeva, Olga Yu, Daria A. Kashatnikova, Dmitry A. Kardonsky, et al. "Bacteroides vesicles promote functional alterations in the gut microbiota composition." Microbiology Spectrum, September 30, 2024. http://dx.doi.org/10.1128/spectrum.00636-24.

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ABSTRACT Inflammatory bowel diseases are characterized by chronic intestinal inflammation and alterations in the gut microbiota composition. Bacteroides fragilis , which secretes outer membrane vesicles (OMVs) with polysaccharide A (PSA), can moderate the inflammatory response and possibly alter the microbiota composition. In this study, we created a murine model of chronic sodium dextran sulfate (DSS)-induced intestinal colitis and treated it with B. fragilis OMVs. We monitored the efficiency of OMV therapy by determining the disease activity index (DAI) and performing histological examinatio

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Elmowafy, Ahmed, Mohamed Abbas, Han Elmaghrabi, et al. "P1384EFFECT OF ANEMIA ON EFFICACY AND SAFETY OF CHRONIC HEPATITIS C TREATMENT AMONG RENAL PATIENTS USING DIRECT ACTING ANTI-VIRUS." Nephrology Dialysis Transplantation 35, Supplement_3 (2020). http://dx.doi.org/10.1093/ndt/gfaa142.p1384.

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Abstract Background and Aims With the advance of new direct acting antiviral, treatment of HCV became safer and easier. Renal impairment makes treatment of HCV more difficult due to poor drug tolerability. Anemia is a common side effect occurring in renal patients. Effect of anemia on the efficacy and safety of these drugs in those particular populations is a point of interest. Method This is a single center cohort study was held in Urology and Nephrology Center, Mansoura, Egypt, including 235 renal patients who were divided into 2 groups according to presence/absence of anemia; hemoglobin bel

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