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Gotowe bibliografie tematyczne / Stock market

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Gotowa bibliografia na temat „Stock market”

Autor: Grafiati

Data publikacji: 4 czerwca 2021

Data aktualizacji: 25 lipca 2025

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Artykuły w czasopismach na temat "Stock market"

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Truong, Loc Dong, H. Swint Friday, and Tran My Ngo. "Market Reaction to Delisting Announcements in Frontier Markets: Evidence from the Vietnam Stock Market." Risks 11, no. 11 (2023): 201. http://dx.doi.org/10.3390/risks11110201.

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This paper aims to measure the effects of delisting on stock returns for the Vietnam stock market. This study employs a sample of 118 stocks that were compulsorily delisted from the market between January 2011 and December 2021. Using an event study methodology, the empirical findings confirm that the delisting has negative effects on stock returns in the Vietnam stock market. Specifically, results derived from tests show that the average abnormal return of delisted stocks continuously declines during three trading days following the announcement of delisting. Moreover, it is found that the di

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Yaya, OlaOluwa, Olayinka Adenikinju, and Hammed A. Olayinka. "African stock markets’ connectedness: Quantile VAR approach." Modern Finance 2, no. 1 (2024): 51–68. http://dx.doi.org/10.61351/mf.v2i1.70.

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The present paper investigates African stock markets’ linkages by considering stocks in the continent’s largest economies, specifically Egypt, Kenya, Morocco, Nigeria, South Africa, and Tunisia. Using a dataset that spanned November 25, 2008, to September 18, 2023, the quantile connectedness approach of Chatziantoniou et al. (2021) is employed, and the results unfold these interesting dynamics of African market connectivity: (i) In the bearish market phase, South African stock dominated the entire network, transmitting shocks to the remaining stocks, while Moroccan and Kenyan stocks played sim

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Yousaf, Imran, Shoaib Ali, and Wing-Keung Wong. "An Empirical Analysis of the Volatility Spillover Effect between World-Leading and the Asian Stock Markets: Implications for Portfolio Management." Journal of Risk and Financial Management 13, no. 10 (2020): 226. http://dx.doi.org/10.3390/jrfm13100226.

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This study employs the Vector Autoregressive-Generalized Autoregressive Conditional Heteroskedasticity (VAR-AGARCH) model to examine both return and volatility spillovers from the USA (developed) and China (Emerging) towards eight emerging Asian stock markets during the full sample period, the US financial crisis, and the Chinese Stock market crash. We also calculate the optimal weights and hedge ratios for the stock portfolios. Our results reveal that both return and volatility transmissions vary across the pairs of stock markets and the financial crises. More specifically, return spillover w

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Kirkulak Uludag, Berna, and Muzammil Khurshid. "Volatility spillover from the Chinese stock market to E7 and G7 stock markets." Journal of Economic Studies 46, no. 1 (2019): 90–105. http://dx.doi.org/10.1108/jes-01-2017-0014.

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PurposeThe purpose of this paper is to examine volatility spillover from the Chinese stock market to E7 and G7 stock markets. Using the estimated results, the authors also analyze the optimal weights and optimal hedge ratios for the portfolios including stocks from E7 and G7 countries.Design/methodology/approachThe authors employed generalized vector autoregressive-generalized autoregressive conditional heteroskedasticity approach, developed by Ling and McAleer (2003), in order to analyze daily data on the national stock indices. Considering the late establishment of some E7 stock markets, the

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Shkolnyk, Inna, Serhiy Frolov, Volodymyr Orlov, Viktoriia Dziuba, and Yevgen Balatskyi. "Influence of world stock markets on the development of the stock market in Ukraine." Investment Management and Financial Innovations 18, no. 4 (2021): 223–40. http://dx.doi.org/10.21511/imfi.18(4).2021.20.

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Viewing the development of the stock market in Ukraine, the economy, which world financial organizations characterize as small and open, is largely determined by the trends formed by the global stock markets and leading stock exchanges. Therefore, the study aims to analyze Ukraine’s stock market, the world stock market, stock markets in the regions, and to assess their mutual influence. The study uses the data of the World Federation of Exchanges and National Securities and Stock Market Commission (Ukraine) from 2015 to 2020. Stock market performance forecasts are built using triple exponentia

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Sharma, Gunjan. "A STUDY ON PERFORMANCE OF STOCKS OF BLUE CHIP COMPANIES IN INDIA." BSSS Journal of Management 14, no. 1 (2023): 110–64. http://dx.doi.org/10.51767/jm1410.

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The main aims of this paper are to explain the discriminatory variables between the top 10 blue chip companies stocks in stock markets of the India. . Since there is relatively less empirical research on the stock selection in markets, with even less studies on the markets in the transition economies of India, this paper is designed to shed some light on the identification of blue chip stocks from Indian stock market. Results presented in this paper provide confirmatory evidence that the blue chip stocks from the selected stock markets of the Indian stock market can be identified by examining

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Lamichhane, Pitamber. "Individual Investors' Consciousness and Investment on Common Stocks." Journal of Academic Development 8, no. 1 (2023): 45–60. http://dx.doi.org/10.3126/tjad.v8i1.64826.

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This paper analyzes Nepalese individual investors' consciousness and their investment on stocks. Investors’ consciousness creates positive environment for the investment which helps in capital formulation. This study has employed explorative research design to explain investors’ consciousness and investment on common stock in Nepalese stock market. Data were collected through survey from individual stock investors using structural questionnaire in Kathmandu valley in 2021. The estimated result of this study shows the level of investors’ consciousness (investors’ education and training, access

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Chintha, Pranay, Bhanu Prakash Nageli, Meera Alphy Dr., and Shirisha K. "Stock Market." Recent Trends in Computer Graphics and Multimedia Technology 6, no. 3 (2024): 7–15. https://doi.org/10.5281/zenodo.12758635.

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<em>The stock market is a vital component of the global financial system, providing a platform for the buying and selling of equities, bonds, and other securities. This study delves into the intricate structure of the stock market, highlighting the roles and functions of major stock exchanges such as the New York Stock Exchange (NYSE) and Nasdaq. It examines the diverse array of market participants, including individual investors, institutional investors, market makers, and regulatory bodies, and their impact on market dynamics. Key factors influencing stock prices are thoroughly analyzed, inc

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Chi, Wei, Robert Brooks, Emawtee Bissoondoyal-Bheenick, and Xueli Tang. "Classifying Chinese bull and bear markets: indices and individual stocks." Studies in Economics and Finance 33, no. 4 (2016): 509–31. http://dx.doi.org/10.1108/sef-01-2015-0036.

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Purpose This paper aims to investigate Chinese bull and bear markets. The Chinese stock market has experienced a long period of bear cycle from early 2000 until 2006, and then it fluctuated greatly until 2010. However, the cyclical behaviour of stock markets during this period is less well established. This paper aims to answer the question why the Chinese stock market experienced a long duration of bear market and what factors would have impacted this cyclical behaviour. Design/methodology/approach By comparing the intervals of bull and bear markets between stocks and indices based on a Marko

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Lamichhane, Baburam. "Market Turnover of Nepalese Stock Market." Journal of Nepalese Business Studies 10, no. 1 (2018): 96–100. http://dx.doi.org/10.3126/jnbs.v10i1.19137.

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Securities market turnover is one of the major behavioral phenomena of stock market. It always depends on the demand and supply of the securities, so the market turnover assumes a number of trading share units, values of share turnover and percentage share value of stocks. This paper is concerned to analyze the different areas of stock units’ turnover and value coverage of stock market .descriptive research design is applied for analyzing the stock market condition. The coverage of share units and share of value weight is analyzed of Nepal stock exchange market economy.The Journal of Nepalese

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Rozprawy doktorskie na temat "Stock market"

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Wong, Michael C. S. "Technical analysis and market inefficiency a study of the Hong Kong stock market /." online access from ProQuest databases, 1997. http://libweb.cityu.edu.hk/cgi-bin/er/db/pqdiss.pl?9907800.

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Liu, Yuna. "Essays on Stock Market Integration - On Stock Market Efficiency, Price Jumps and Stock Market Correlations." Doctoral thesis, Umeå universitet, Nationalekonomi, 2016. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-119873.

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This thesis consists of four self-contained papers related to the change of market structure and the quality of equity market. In Paper [I] we found, by using of a Flexible Dynamic Component Correlations (FDCC) model, that the creation of a common cross-border stock trading platform has increased the long-run trends in conditional correlations between foreign and domestic stock market returns. In Paper [II] we study whether the creation of a uniform Nordic and Baltic stock trading platform has affected weak-form information efficiency. The results indicate that the stock market consolidations

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Chen, Gang. "The Chinese stock market : an emperical analysis of market segmentation, inter-relationships and theoretical versus actual stock prices." Thesis, University of Aberdeen, 2011. http://digitool.abdn.ac.uk:80/webclient/DeliveryManager?pid=165872.

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This thesis contributes to our knowledge of the behaviour of the Chinese stock market by offering an empirical investigation into issues such as market segmentation, inter‐relationships between Chinese stock markets and inter‐relationships with foreign stock markets. Basic questions which have been typically analysed for developed stock markets are considered in this thesis. These include an analysis of core concepts such as volatility; causal links with economic variables and the reasons why the theoretical stock price may be different from the actual stock price. Methodological methods inclu

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Kwok, Kam Hong. "Two essays on Chinese stock market /." View abstract or full-text, 2003. http://library.ust.hk/cgi/db/thesis.pl?FINA%202003%20KWOK.

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Cheung, Ming-yan William. "Market microstructure of an order driven market." Click to view the E-thesis via HKUTO, 2005. http://sunzi.lib.hku.hk/hkuto/record/B3203782X.

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Lange, Joe. "An intraday analysis of stock market liquidity /." Diss., Connect to a 24 p. preview or request complete full text in PDF format. Access restricted to UC campuses, 1998. http://wwwlib.umi.com/cr/ucsd/fullcit?p9906485.

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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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Kim, Jaemin. "The impact of open market share repurchases on volatility and liquidity : are open market share repurchase firms making the market for their own shares? /." Thesis, Connect to this title online; UW restricted, 2001. http://hdl.handle.net/1773/8795.

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Cheung, Oi Lin. "Market reactions to stock splits in the Hong Kong stock market." Thesis, University of Macau, 1997. http://umaclib3.umac.mo/record=b1636218.

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Khalid, Al-abdulqader. "Share valuation and stock market efficiency in the Saudi stock market." Thesis, University of Dundee, 2003. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.561297.

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Książki na temat "Stock market"

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Elkouby, Jean-Maurice. Stock market behaviour. Mace Computer Services, 1992.

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Fuller, Donna Jo. The stock market. Lerner Publications Company, 2006.

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Dunnan, Nancy. The stock market. Silver Burdett Press, 1990.

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Ahmed, Ayaz. Stock market interlinkages in emerging markets. Pakistan Institute of Development Economics, 1998.

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Dorodnykh, Ekaterina. Stock Market Integration. Palgrave Macmillan UK, 2014. http://dx.doi.org/10.1057/9781137381705.

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Hiremath, Gourishankar S. Indian Stock Market. Springer India, 2014. http://dx.doi.org/10.1007/978-81-322-1590-5.

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Pictures, Zefa. The stock market. Zefa Pictures, 1997.

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Holloway, Clark. Stock market 101. Jain Pub., 1996.

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Schwager, Jack D. Stock Market Wizards. HarperCollins, 2007.

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1947-, Dimson Elroy, ed. Stock market anomalies. Cambridge University Press, 1988.

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Części książek na temat "Stock market"

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Busu, Mihail. "Stock Market." In Essentials of Investment and Risk Analysis. Springer International Publishing, 2022. http://dx.doi.org/10.1007/978-3-031-15056-2_4.

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Goufeng, Sun. "Stock Market." In Financial Reforms in Modern China. Palgrave Macmillan US, 2015. http://dx.doi.org/10.1057/9781137504449_5.

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Khanchandani, Khushi, Neha Patil, and Vineeta Bhujle. "Virtual Stocks: Stock Market Simulator." In Information and Communication Technology for Competitive Strategies (ICTCS 2021). Springer Nature Singapore, 2022. http://dx.doi.org/10.1007/978-981-19-0098-3_26.

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Krinitz, Jonas, and Dirk Neumann. "Decision Analytics for Initial Public Offerings: How Filing Sentiment Influences Stock Market Returns." In Market Engineering. Springer International Publishing, 2021. http://dx.doi.org/10.1007/978-3-030-66661-3_3.

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AbstractCompanies issuing stocks through an initial public offering (IPO) are obligated to publish relevant information as part of a prospectus. Besides quantitative figures from accounting, this document also contains qualitative information in the form of text. In this chapter, we analyze how sentiment in the prospectus influences future stock returns. In addition, we investigate the impact of pre-IPO sentiment in financial announcements on first-day returns. The results of our empirical analyses using 572 IPOs from US companies suggest a negative link between words linked to uncertainty and

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Mobarek, Asma, and Sabur Mollah. "Market Integration in Developed and Emerging Markets." In Global Stock Market Integration. Palgrave Macmillan US, 2016. http://dx.doi.org/10.1057/9781137367549_3.

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Andraszewicz, Sandra. "Stock Markets, Market Crashes, and Market Bubbles." In Psychological Perspectives on Financial Decision Making. Springer International Publishing, 2020. http://dx.doi.org/10.1007/978-3-030-45500-2_10.

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Dorodnykh, Ekaterina. "Introduction." In Stock Market Integration. Palgrave Macmillan UK, 2014. http://dx.doi.org/10.1057/9781137381705_1.

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Dorodnykh, Ekaterina. "A Literature Review of the Stock Market Integration." In Stock Market Integration. Palgrave Macmillan UK, 2014. http://dx.doi.org/10.1057/9781137381705_2.

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Dorodnykh, Ekaterina. "Evidences from the Recent History." In Stock Market Integration. Palgrave Macmillan UK, 2014. http://dx.doi.org/10.1057/9781137381705_3.

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Dorodnykh, Ekaterina. "Determinants of Stock Market Integration." In Stock Market Integration. Palgrave Macmillan UK, 2014. http://dx.doi.org/10.1057/9781137381705_4.

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Streszczenia konferencji na temat "Stock market"

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Aswini, J., Dinesh S, C. Lakshmipriya, Lokesh Krishnaa M, and Siva Subramanian R. "Stock Market Forecasting Using LSTM." In 2024 2nd World Conference on Communication & Computing (WCONF). IEEE, 2024. http://dx.doi.org/10.1109/wconf61366.2024.10692057.

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Singh, Arun Kumar, Arjun Singh, Akshat Ishan, Ankit Kumar, Gaurav Kumar Dhari, and Bhaskar Kumar. "AI Based Stock Market Prediction." In 2024 1st International Conference on Advances in Computing, Communication and Networking (ICAC2N). IEEE, 2024. https://doi.org/10.1109/icac2n63387.2024.10895866.

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Thong-Ou, Paruch, and Winai Nadee. "Stock Selection by Machine Learning in Thailand Stock Market (SET)." In 2024 8th International Conference on Information Technology (InCIT). IEEE, 2024. https://doi.org/10.1109/incit63192.2024.10810576.

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Saiyyad, Arshiya, Snehlata Wankhade, Apeksha Sakhare, Purva Kale, Grishma Yenchilwar, and Pranali Sharma. "Stock Price Prediction for Stock Market Forecasting using Machine Learning." In 2025 4th OPJU International Technology Conference (OTCON) on Smart Computing for Innovation and Advancement in Industry 5.0. IEEE, 2025. https://doi.org/10.1109/otcon65728.2025.11070798.

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Devi, M. Uma, P. Akilandeswari, and M. Eliazer. "Stock Market Ontology-Based Knowledge Management for Forecasting Stock Trading." In International Research Conference on IOT, Cloud and Data Science. Trans Tech Publications Ltd, 2023. http://dx.doi.org/10.4028/p-02laqd.

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Today’s markets are rather matured and arbitrage opportunities remain for a very short time. The main objective of the paper is to devise a stock market ontology-based novel trading strategy employing machine learning to obtain maximum stock return with the highest stock ratio. The paper aims to create a dynamic portfolio to obtain high returns. In this work, the impact of the applied machine learning techniques on the Chinese market was studied. The problem of investing a particular total amount in a large universe of stocks is considered. The Chinese stocks traded on Shanghai Stock Exchange

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Bildirici, Melike, Bahri Sonüstün, and Seyit M. Gökmenoğlu. "CDS - Stock market chaotic relationship - Turkish stock market case." In TURKISH PHYSICAL SOCIETY 35TH INTERNATIONAL PHYSICS CONGRESS (TPS35). AIP Publishing, 2019. http://dx.doi.org/10.1063/1.5135466.

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Iacomin, Radu. "Stock market prediction." In 2015 19th International Conference on System Theory, Control and Computing (ICSTCC). IEEE, 2015. http://dx.doi.org/10.1109/icstcc.2015.7321293.

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Kumar, Gaurav, Kuldeep Mahto, Harsh Tandon, and Preeti Bajaj. "Stock Market Analysis." In 2021 3rd International Conference on Advances in Computing, Communication Control and Networking (ICAC3N). IEEE, 2021. http://dx.doi.org/10.1109/icac3n53548.2021.9725719.

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Balaji, Ch, B. Pavan Vara Prasad, and T. Harshitha. "A comparative analysis of Indian stock market with international stock markets." In CONTEMPORARY INNOVATIONS IN ENGINEERING AND MANAGEMENT. AIP Publishing, 2023. http://dx.doi.org/10.1063/5.0158538.

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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

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Raporty organizacyjne na temat "Stock market"

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Greenwood, Robin, Toomas Laarits, and Jeffrey Wurgler. Stock Market Stimulus. National Bureau of Economic Research, 2022. http://dx.doi.org/10.3386/w29827.

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Griffin, John, Federico Nardari, and Rene Stulz. Stock Market Trading and Market Conditions. National Bureau of Economic Research, 2004. http://dx.doi.org/10.3386/w10719.

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Shleifer, Andrei, and Robert Vishny. Stock Market Driven Acquisitions. National Bureau of Economic Research, 2001. http://dx.doi.org/10.3386/w8439.

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Guiso, Luigi, Paola Sapienza, and Luigi Zingales. Trusting the Stock Market. National Bureau of Economic Research, 2005. http://dx.doi.org/10.3386/w11648.

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Guo, Hui, and Robert Savickas. Idiosyncratic Volatility, Stock Market Volatility, and Expected Stock Returns. Federal Reserve Bank of St. Louis, 2003. http://dx.doi.org/10.20955/wp.2003.028.

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Chang, Briana, and Harrison Hong. Assignment of Stock Market Coverage. National Bureau of Economic Research, 2017. http://dx.doi.org/10.3386/w23115.

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Maggio, Marco Di, Amir Kermani, and Kaveh Majlesi. Stock Market Returns and Consumption. National Bureau of Economic Research, 2018. http://dx.doi.org/10.3386/w24262.

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McGrattan, Ellen, and Edward Prescott. Is the Stock Market Overvalued? National Bureau of Economic Research, 2001. http://dx.doi.org/10.3386/w8077.

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Barro, Robert, and José Ursúa. Stock-Market Crashes and Depressions. National Bureau of Economic Research, 2009. http://dx.doi.org/10.3386/w14760.

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Greenwald, Daniel, Martin Lettau, and Sydney Ludvigson. Origins of Stock Market Fluctuations. National Bureau of Economic Research, 2014. http://dx.doi.org/10.3386/w19818.

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