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Статті в журналах з теми "Tadawul All Share Index"
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Vinodkumar, Nisa, and Hadeel Khalid AlJasser. "Financial evaluation of Tadawul All Share Index (TASI) listed stocks using Capital Asset Pricing Model." Investment Management and Financial Innovations 17, no. 2 (May 15, 2020): 69–75. http://dx.doi.org/10.21511/imfi.17(2).2020.06.
Повний текст джерелаАнотація:
The Kingdom of Saudi Arabia is strongly committed to stimulating savings culture in the local community by providing financial literacy in financial planning, investments, and budgeting. Inculcating the savings and investment behavior among the people will help materialize one of the elements of Saudi Vision 2030. Tadawul, being the most liquid stock market in the Middle East and North Africa, offers investors the ability to grow their capital with confidence through facilitating trading in different securities such as equities, debt instruments, and Exchange Traded Funds (ETFs). There is a great scope for investors to invest in the companies listed in Tadawul All Share Index (TASI) due to its strong economic fundamentals. The present study aims to apply the CAPM in Tadawul listed stocks, which will help in understanding the systematic and unsystematic risk associated with stocks, understanding their actual and theoretical return on stocks. The methodology adopted is the analysis of secondary data for all listed stocks in Tadawul using the Bloomberg terminal. The financial valuation includes elements like beta, alpha, correlation and standard deviation, expected return and actual return. The practical value obtained from the study will help investors go for undervalued stocks with lower beta, higher expected annual return, and lower systematic risks. Thus, the result shows the predicting power in KSA market and the scope for long-term investments by the investors to boost their savings and investment behavior and materialize one element of Vision 2030. AcknowledgmentThis research was funded by the Deanship of Scientific Research at Princess Nourah bint Abdulrahman University through the Fast-Track Research Funding Program.
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Samsul Anwar, Lisa Kustina, and Fitri Kaniawati. "PENGARUH BURSA SAHAM GLOBAL SYARIAH TERHADAP JAKARTA ISLAMIC INDEX PERIODE TAHUN 2015-2017." Jurnal Investasi 4, no. 2 (November 30, 2018): 13. http://dx.doi.org/10.31943/investasi.v4i2.7.
Повний текст джерелаАнотація:
Penelitian ini bertujuan untuk mengetahui pengaruh bursa saham global syariah yang diwakili oleh variabel Dow Jones Islamic Market Index Europe, Dow Jones Islamic Market Index Malaysia, Dubai Financial Market General Index, Tadawul All Share Index terhadap Jakarta Islamic Index. Penelitian ini menggunakan data sekunder yang berupa data index saham bulanan periode tahun 2015-2017. Analisis data dalam penelitian ini menggunakan analisis deskriptif dan analisis regresi linear. Data diolah dengan menggunakan software eviews. Hasil dari penelitian ini menunjukan bahwa variabel Dow Jones Islamic Market Index Europe secara parsial berpengaruh terhadap Jakarta Islamic Index periode 2015-2017. Sedangkan Dow Jones Islamic Market Index Malaysia, Dubai Financial Market General Index, dan Tadawul All Share Index tidak berpengaruh signifikan terhadap Jakarta Islamic Index periode 2015-2017.
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Al Rahahleh, Naseem, and Robert Kao. "Forecasting Volatility: Evidence from the Saudi Stock Market." Journal of Risk and Financial Management 11, no. 4 (November 28, 2018): 84. http://dx.doi.org/10.3390/jrfm11040084.
Повний текст джерелаАнотація:
The purpose of this paper is to evaluate the forecasting performance of linear and non-linear generalized autoregressive conditional heteroskedasticity (GARCH)–class models in terms of their in-sample and out-of-sample forecasting accuracy for the Tadawul All Share Index (TASI) and the Tadawul Industrial Petrochemical Industries Share Index (TIPISI) for petrochemical industries. We use the daily price data of the TASI and the TIPISI for the period of 10 September 2007 to 26 February 2015. The results suggest that the Asymmetric Power of ARCH (APARCH) model is the most accurate model in the GARCH class for forecasting the volatility of both the TASI and the TIPISI in the context of petrochemical industries, as this model outperforms the other models in model estimation and daily out-of-sample volatility forecasting of the two indices. This study is useful for the dataset examined, because the results provide a basis for traders, policy-makers, and international investors to make decisions using this model to forecast the risks associated with investing in the Saudi stock market, within certain limitations.
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Alhagyan, Mohammed, and Fuad Alduais. "FORECASTING THE PERFORMANCE OF TADAWUL ALL SHARE INDEX (TASI) USING GEOMETRIC BROWNIAN MOTION AND GEOMETRIC FRACTIONAL BROWNIAN MOTION." Advances and Applications in Statistics 62, no. 1 (May 20, 2020): 55–65. http://dx.doi.org/10.17654/as062010055.
Повний текст джерела
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Abbas, Anas, and Mohammed Alhagyan. "THE EFFECT OF INCORPORATING MEMORY AND STOCHASTIC VOLATILITY INTO GEOMETRIC BROWNIAN MOTION IN FORECASTING THE PERFORMANCE OF TADAWUL ALL SHARE INDEX (TASI)." Advances and Applications in Statistics 74 (January 1, 2022): 47–62. http://dx.doi.org/10.17654/0972361722017.
Повний текст джерела
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AL-Najjar, Dania, Hazem AL-Najjar, Nadia Al-Rousan, and Hamzeh F. Assous. "Developing Machine Learning Techniques to Investigate the Impact of Air Quality Indices on Tadawul Exchange Index." Complexity 2022 (October 6, 2022): 1–12. http://dx.doi.org/10.1155/2022/4079524.
Повний текст джерелаАнотація:
The air quality index (AQI) can be described using different pollutant indices. Many investigators study the effect of stock prices and air quality in the field to show if there is a relationship between changing the stock market and the concentration of various pollutants. This study aims to find a relationship between Saudi Tadawul All Share Index (TASI) and multiple pollutants, including particulate matter (PM10), ozone (O3), nitrogen dioxide (NO2), sulfur dioxide (SO2), carbon monoxide (CO), and AQI. Based on tree models, the relationship is created using linear regression and two prediction models, Chi-square Automatic Interaction Detection (CHAID), and CR-Tree. In order to achieve the target of this research, the TASI dataset relates to six pollutants using time; afterward, the new dataset is divided into three parts—test, validate, and train—after eliminating the outlier data. In order to test the performance of two prediction models, R2 and various error functions are used. The linear regression model results found that PM10, NO2, CO, month, day, and year are significant, whereas O3, SO2, and AQI indices are insignificant. The test dataset showed that R2 scores are 0.995 and 0.986 for CR-Tree and CHAID, respectively, with RMSE values of 387 and 227 for CR-Tree and CHAID, respectively. The prediction models showed that the CHAID model performed better than CR-Tree because it used only three indices, namely, PM10, AQI, and O3, with year and month. The results indicated an effect between changing TASI and the three pollutants, PM10, AQI, and O3.
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Altass, Sultan. "Board diligence, independence, size, and firm performance: Evidence from Saudi Arabia." Accounting 8, no. 3 (2022): 269–76. http://dx.doi.org/10.5267/j.ac.2022.1.001.
Повний текст джерелаАнотація:
The aim of this paper is to examine the possible association between the effectiveness of Board of Directors (BOD) and firm performance (FP). For the purpose of this analysis, data is derived from firms listed in the materials sector of the Saudi Exchange Market’s Tadawul All Share Index (TASI). Using pooled OLS regression analysis and the dependent variables of ROA and ROE as a proxy for FP, while board meetings (BMEET), independence and board size (BSIZE) are used as explanatory variables, the results reveal that frequent BMEET may not lead to improved FP. Moreover, the results show that BMEET frequency is negatively associated with FP. Independent members do not provide additional efficiency leading to better FP. As for the BSIZE, the findings indicate that larger boards are associated with lower FP. Such findings offer insights into the effect of BSIZE on FP. The results are of interest to decision makers, policymakers and investors.
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Bin Amin, Md Fouad, and Mohd Ziaur Rehman. "Asymmetric Linkages of Oil Prices, Money Supply, and TASI on Sectoral Stock Prices in Saudi Arabia: A Non-Linear ARDL Approach." SAGE Open 12, no. 1 (January 2022): 215824402110711. http://dx.doi.org/10.1177/21582440211071110.
Повний текст джерелаАнотація:
This study examines the asymmetric effects of oil prices, money supply, and the Tadawul All Share Index (TASI) on sectoral stock prices in Saudi Arabia. By applying a nonlinear auto-regressive distributive lag (NARDL) approach to monthly data spanning from January 2007 to December 2016, we found that the positive shocks of oil prices were more than the negative ones in the building and construction, energy and utilities, and petrochemical sectors, while higher oil prices adversely influenced the stock price of the bank and financial service sector. We identified the long-run and short-run asymmetric relationships of the Saudi stock market development on the stock prices of bank and financial services, energy and utilities, and the petrochemical sector and only a long-running asymmetric relationship with the building and construction sector. We also found the absence of long-run and short-run asymmetric impact of money supply on three sectors, namely, building and construction, energy and utilities, and the petrochemical sector except for the bank and financial service sector where only a long-running asymmetric relation was observed. These findings are appropriate for investors and portfolio managers to make judicious investment decisions. Policymakers should diversify their economic sectors apart from the oil dependencies to achieve the Vision 2030.
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AL-Najjar, Dania. "Impact of the twin pandemics: COVID-19 and oil crash on Saudi exchange index." PLOS ONE 17, no. 5 (May 20, 2022): e0268733. http://dx.doi.org/10.1371/journal.pone.0268733.
Повний текст джерелаАнотація:
This study aims to explore the effects of COVID-19 indicators and the oil price crash on the Saudi Exchange (Tadawul) Trading Volume and Tadawul Index (TASI) for the period from January 1, 2020, to December 2, 2020. The independent variable is oil price, and the COVID-19 indicators are lockdown, first and second decreases of Repo and Reverse Repo rates, Saudi government response, and cumulative deceased cases. The study adopts two phases. In the first phase, linear regression is used to identify the most influential variables affecting Trading volume and TASI. According to the results, the trading volume model is significant with an adjusted R2 of 65.5% and a standard error of 81. The findings of this model indicate a positive effect of cumulative deceased cases and first decrease of Repo and Reverse Repo rates and a negative effect of oil prices on Trading Volume. The TASI model is significant with an adjusted R2 of 86% and a standard error of 270. The results of this model indicate that lockdown and first decrease of Repo and Reverse Repo rates have a significant negative effect on TASI while the cumulative decrease in cases and oil prices have a positive effect on TASI. In the second phase, linear regression, and neural network predictors (with and without validation) are applied to predict the future TASI values. The neural network model indicates that the neural networks can achieve the best results if all independent variables are used together. By combining the collected results, the study finds that oil price has the most substantial effect on the changes in TASI as compared to the COVID-19 indicators. The results indicate that TASI rapidly follows the changes in oil prices.
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Chen, Donglin, and Dissanayaka M. K. N. Seneviratna. "Using Feed Forward BPNN for Forecasting All Share Price Index." Journal of Data Analysis and Information Processing 02, no. 04 (2014): 87–94. http://dx.doi.org/10.4236/jdaip.2014.24011.
Повний текст джерелаДисертації з теми "Tadawul All Share Index"
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Brand, Rene. "An econophysical investigation : using the Boltzmann distribution to determine market temperature as applied to the JSE all share index." Thesis, Stellenbosch : University of Stellenbosch, 2009. http://hdl.handle.net/10019.1/879.
Повний текст джерелаАнотація:
Thesis (MBA (Business Management))--University of Stellenbosch, 2009.ENGLISH ABSTRACT: Econophysics is a relatively new branch of physics. It entails the use of models in physics applied to economics. The distributions of financial time series are the aspect most intensely studied by physicists. This study is based on a study by Kleinert and Chen who applied the Boltzmann distribution to stock exchange data to define a market temperature that may be used by investors to indicate an impending stock market crash. Most econophysicists’ analysed the tail regions of the distributions as the tails represent risk in financial data. This study’s focus of analysis, on the other hand is the characterisation of the central portion of the probability distribution. The Boltzmann distribution, a cornerstone in statistical physics, yields an exponential distribution. The objective of this study is to investigate the suitability of using a market volatility forecasting method from econophysics, namely the Boltzmann/market temperature method. As econometric benchmark the ARCH/GARCH method is used. Stock market indices are known to be non-normally (non-Gaussian) distributed. The distribution pattern of a stock market index of reasonable high sampling frequency (typically interday or intraday) is leptokurtic with heavy tails. Mesoscopic (interday) distributions of financial time series have been found to be exponential distributions. If the empirical exponential distribution is therefore interpreted as a Boltzmann distribution, then a market temperature can be calculated from the exponential distribution. Empirical data for this study is in the form of daily closing values of the Johannesburg Stock Exchange (JSE) All Share Index (ALSI) and the Standard & Poor 500 (S & P 500) index for the period 1995 through to 2008. The Kleinert and Chen study made use of intraday data obtained from established markets. This study differs from the Kleinert and Chen study in that interday data obtained from an emerging market, namely the South African stock market is used. Neither of the aforementioned two differences had a significant influence on the results of this study. The JSE ALSI log-return data displays non-Gaussian properties and the Laplace (double exponential) distribution fit the data well. A plot of the market temperature provided a clear indication of when stock market crashes occurred. Results of the econophysical (Boltzmann/market temperature) method compared well to results of the econometric (ARCH/GARCH) method and subject to certain improvements can be utilised successfully. A leptokurtic, non-Gaussian nature was established for daily log-returns of the JSE ALSI and the S & P 500 index. The Laplace (double exponential) distribution fit the annual logreturns of the JSE ALSI and S & P 500 index well. As a result of the good Laplace fit, annual market temperatures could be calculated for the JSE ALSI and the S & P 500 index. The market temperature method was effective in identifying market crashes for both indices, but a limitation of the method is that only annual market temperatures can be determined. The availability of intraday stock index data should improve the interval for which market temperature can be determined.
AFRIKAANSE OPSOMMING: Ekonofisika is ‘n relatiewe nuwe studieveld. Dit behels die toepassing van fisiese modelle op finansiële data. Die waarskynlikheidsversdelings van finansiële tydreekse is die aspek wat meeste deur fisisie bestudeer word. Hierdie studie is gebaseer op ‘n studie deur Kleinert en Chen. Hulle het die Boltzmann-verspreiding op ‘n aandele-indeks toegepas en ‘n mark-temperatuur bepaal. Hierdie mark-temperatuur kan deur ontleders gebruik word as waarskuwingsmeganisme teen moontlike aandelebeurs ineenstortings. Die meeste fisisie het die uiterste areas van die verspreidingskurwes geanaliseer omdat hierdie uiterste area risiko in finansiële data verteenwoordig. Die analitiese fokus van hierdie studie, aan die ander kant, is die karakterisering van die die sentrale areas van die waarskeinlikheidsverdeling. Die Boltzmann verspreiding, die hoeksteen van Statistiese Fisika lewer ‘n eksponensiële waarskynlikheidsverdeling. Die doel van hierdie studie is om ‘n ondersoek te doen na die geskiktheid van die gebruik van ‘n ekonofisiese, vooruitskattingsmetode, naamlik die Boltzmann/mark-temperatuur model. As ekonometriese verwysing is die “ARCH/GARCH” metode toegepas. Aandelemark indekse is bekend vir die nie-Gaussiese verspreiding daarvan. Die verspreidingspatroon van ‘n aandelemark indeks met‘n redelike hoë steekproef frekwensie (in die orde van ‘n dag of minder) is leptokurties met breë stert-dele. Mesoskopiese (interdag) verspreidings van finansiële tydreekse is getipeer as eksponensieël. Indien die empiriese eksponensiële-verspreiding as ‘n Boltzmann-verspreiding geinterpreteer word, kan ‘n mark-temperatuur daarvoor bereken word. Empiriese data vir die gebruik in hierdie studie is in die vorm van daaglikse sluitingswaardes van die Johannesburgse Effektebeurs (JSE) se Alle Aandele Indeks (ALSI) en die Standard en Poor 500 (S & P 500) indeks vir die periode 1995 tot en met 2008. Die Kleinert en Chen studie het van intradag data vanuit ‘n ontwikkelde mark gebruik gemaak. Hierdie studie verskil egter van die Kleinert en Chen studie deurdat van interdag data vanuit ‘n opkomende mark, naamlik die Suid-Afrikaanse aandelemark, gebruik is. Nie een van die twee voorafgaande verskille het ‘n beduidende invloed op die resultate van hierdie studie gehad nie. Die JSE ALSI se logaritmiese opbrengs data vertoon nie-Gaussiese eienskappe en die Laplace (dubbeleksponensiële) verspreiding beskryf die data goed. ‘n Grafiek van die mark-temperatuur vertoon duidelik wanneer aandelemarkineenstortings plaasgevind het. Resultate van die ekonofisiese (Boltzmann/mark-temperatuur) metode vergelyk goed met resultate van die ekonometriese (“ARCH/GARCH”) metode en onderhewig aan sekere verbeteringe kan dit met sukses toegepas word. ‘n Leptokurtiese, nie-Gaussiese aard is vir daaglike opbrengswaardes vir die JSE ALSI en die S & P 500 indeks vasgestel. ‘n Laplace (dubbel-eksponensiële) verspreiding kan goed op die jaarlikse logaritmiese opbrengste van die JSE ALSI en die S & P 500 indeks toegepas word. As gevolg van die goeie aanwending van die Laplace-verspreiding kan ‘n jaarlikse mark-temperatuur vir die JSE ALSI en die S & P 500 indeks bereken word. Die mark-temperatuur metode is effektief in die identifisering van aandelemarkineenstorings vir beide indekse, hoewel daar ‘n beperking is op die aantal mark-temperature wat bereken kan word. Die beskikbaarheid van intradag aandele indekswaardes behoort die interval waarvoor mark-temperature bereken kan word te verbeter.
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Ramatlo, Tshegofatso. "Monetary policy and the stock market in South Africa: how do South African equity prices respond to expected and unexpected changes in the repo rate?" Master's thesis, Faculty of Commerce, 2019. http://hdl.handle.net/11427/30975.
Повний текст джерелаАнотація:
This analyses the impact of unexpected changes in monetary policy on the South African equity market over the period 2005 -2018. In an attempt to understand this relationship, two main views have emerged. The wealth effect suggests that monetary policy changes have an indirect effect on the stock market, via changes in the value of private portfolios. On the other hand, it has been argued that the stock market is an independent source of macroeconomic volatility to which policy makers may wish to consider. This paper applies an event study approach to examine the stock market reaction to monetary policy. Furthermore, to understand the economic sources underpinning that reaction a Vector autoregressive model is estimated. The results suggest that on average, a surprise rate hike of 100 basis points causes short term JSE All Share index total returns to decline by 2.71%. We also find that the stock market reacts positively (negatively) to expansionary (contractionary) unexpected monetary policy actions due to revised market expectations about future dividends, excess premiums and the discount rate. The findings are crucial for central bank policy makers and JSE stock market investors.
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Unterlerchner, Jens. "2006 survey of integrated sustainability reporting in South Africa : an investigative study of the companies listed on the JSE securities exchange all share index." Thesis, Stellenbosch : University of Stellenbosch, 2007. http://hdl.handle.net/10019.1/794.
Повний текст джерелаАнотація:
Thesis (MBA (Business Management))--University of Stellenbosch, 2007.ENGLISH ABSTRACT: Corporate governance in South Africa was institutionalised by the publication of the King Report on Corporate Governance in 1994. The King Reports were set up to ensure transparency and accountability within companies. The second King Report on corporate governance for South Africa was released in 2002 and compliance with certain aspects of the report made compulsory as a listing requirement for companies trading on the Johannesburg Stock Exchange in 2003. These requirements adopt an approach of comply or explain, and companies have to report on whether they comply with the recommendations of the second King report, or have to explain the reason for such non-compliance. In 2004 the Johannesburg Stock Exchange launched the SRI Index with the aim to facilitate investment in such companies that have adopted the triple bottom line approach to reporting. The Global Reporting Initiative (GRI) develops and disseminates globally applicable sustainability reporting guidelines which provide a framework for reporting on an organisation’s economic, environmental, and social performance. The first draft guidelines of the GRI were released in 1999 and updated in 2002. The third generation (3G) of the reporting guidelines were released in October 2006. The focus of this research project was to conduct a survey on all companies that are listed on the Johannesburg Stock Exchange All Share Index as well as the companies listed on the JSE SRI Index, with the aim of giving some insight into the development of corporate governance and sustainability reporting applied by South African companies. The findings of the 2006 study were compared to the findings of a similar study on compliance on integrated sustainability reporting done in 2004, and trends were identified, analysed and discussed. Specific focus was placed on the reporting on issues of climate change, biodiversity and compliance with applicable sector charters. The 2006 survey established that overall reporting on sustainability and governance issues has improved, that companies are publishing additional detail on the implementation of BEE and transformation policies and that corporate governance and ethical compliance have been entrenched in the companies’ corporate culture. Environmental management is the matter that was least reported on.
AFRIKAANSE OPSOMMING: Korporatiewe bestuur in Suid Afrika was geinstitusionaliseer deur die publikasie van die King Verslag oor Korporatiewe Bestuur in 1994. Die King Verslag was ontwikkel om deursigtigheid en aanspreeklikheid in maatskappye te verseker. Die tweede Verslag oor Korporatiewe Bestuur in Suid Afrika was vrygestel in 2002 met sekere aspekte van die verslag wat verpligtend is as ’n maatskappy wil noteer op die Johannesburgse Effektebeurs. Die verslag vereis van maatskappye om ’n standpunt in te neem van voldoening of verduideliking. Die maatskappy moet ’n verslag inlewer om redes te verskaf hoekom hulle voldoen aan die regulasies, of verduidelik hoekom hulle nie aan die regulasies van die tweede King Verslag voldoen het nie. In 2004 het die Johannesburgse Effektebeurs die SRI Indeks bekend gestel met die doel van fasilitasie vir beleggings in maatskappye wat die ’triple bottom line’ standpunt aanwend. Die ’Global Reporting Initiative’ ontwikkel en versprei globale riglyne vir ’triple bottom line’ verslagdoening – dit verskaf 'n raamwerk vir verslagdoening van ’n organisasie se ekonomiese, omgewings en sosiale optrede. Die eerste stel riglyne is vrygestel in 1999 en aangepas in 2002. Die derde generasie van die riglyne is vrygestel in Oktober 2006. Die fokus van die navorsing was alle maatskappye wat op die JSE All Share Indeks geregistreer is asook die maatskappye wat deel vorm van die JSE SRI Indeks, met die doel om insig te gee in die ontwikkeling van korporatiewe maatreëls en verslagdoening wat toegepas word deur Suid Afrikaanse maatskappye. Die resultate van die 2006 studie is vergelyk met resultate van ’n soortgelyke studie in 2004. Spesifieke fokus was geplaas op verslagdoening oor sake met betrekking tot klimaatsverandering, biodiversiteit en voldoening met toepaslike sektor verslae. Die 2006 ondersoek het bevind dat algehele verslagdoening verbeter het; dat maatskappye verdere inligting beskikbaar stel oor die implementasie van swart ekonomiese bemagtiging, transformasie beleid en korporatiewe bestuur; en dat etiese voldoening ge-integreer was in die maatskapy se korporatiewe kultuur.
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Huang, Qingan. "The power of words : CEOs' psychological influences : exit, change & hold : the stories of leadership succession : three empirical studies on companies in the FTSE All-Share Index." Thesis, City, University of London, 2014. http://openaccess.city.ac.uk/17608/.
Повний текст джерелаАнотація:
Leadership transition is a critical period for any organizations. By researching finns in the FTSE All-Share Index, this thesis offers three empirical studies to explore some interesting problems in this important epoch. The samples used for the research are those companies that changed their CEOs in a six-year (from 2002 to 2007) window. This study identified the importance of CEOs' psychological factors not only for the predecessors but also for the new leaders. The first study looks at the old CEOs before the CEO turnover; the second and third studies follow the new CEOs longitudinally after the succession. The first essay investigates how old CEOs' psychological factors influence their types of departure, i.e. voluntary and involuntary CEO turnovers. This study integrates both cognitive and emotional factors, appreciating the proactive roles of CEOs in the leadership succession process. Apart from conventional reasons, e.g. firms' prior perfonnance, old CEOs' power, their future focus attention (FF A) and negative emotion (NE) provide crucial explanations determining the turnover types. Empirically, this study identifies that the level of CEOs' FF A, signaling the planned career management behaviors, will increase the likelihood of voluntary CEO turnover. I also found that the level of CEOs' NE, reflecting the uncooperative behaviors, will increase the likelihood of involuntary CEO turnover. The second essay studies how new CEOs' psychological factors influence the post succession strategic changes (PSSC) of firms. Using the trilogy of mind perspective, on top of cognition, I advocate that new CEOs' emotion and conation serve as the impetus for the PSSC. By tracing the identical new CEOs over years after their succession, the empirical results of this longitudinal study demonstrate that those intra-individual psychological (time-varying) factors of new CEOs are important for the PSSc. New CEOs' future focus attention (FF A), commitment to change (C2C) will significantly increase the PSSC and new CEOs' negative emotion (NE) will significantly reduce the PSSC. Based on the cognitive continuum theory (CCT), the third research study advocates that new CEOs' cognitive reasoning provides new explanations for the mechanism behind the cash holding phenomenon. It is down to CEOs to appreciate the needs and the associated risks. I identify that the degree of analysis (DoA) in new CEOs' cognitive continuum will increase firms' cash holding level because DoA tends to raise the calculated transaction costs, the management controls, the uncertainty avoidance behaviors and the opportunity costs. Using a psycholinguistic approach and computer-aided text analysis (CATA) technique, directly measuring CEOs' mind, we expect to explore the "black box" ofCEOs' roles comprehensively in the leadership succession period.
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Snyman, Hendrik Andries. "Investigating momentum on the Johannesburg Stock Exchange." Thesis, Stellenbosch : University of Stellenbosch, 2011. http://hdl.handle.net/10019.1/6613.
Повний текст джерелаАнотація:
Thesis (MScEng (Industrial Engineering))--University of Stellenbosch, 2011.ENGLISH ABSTRACT: Applying the Industrial Engineering systems approach, this dissertation utilised the theories and propositions of previous studies to argue (model) the cause of financial herd behaviour and the subsequent momentum effect. From this, a hypothesis was postulated to test: whether momentum is a common attribute amongst top performing shares, whether technical analysis indicators can better identify the phenomenon, and whether the return from these shares would justify momentum as a viable investment strategy. A unique experiment derived from previous academic studies was adapted to explore the degree of the momentum phenomenon. This was done by ranking shares according to both technical analysis as well as pure price performance momentum criteria. Returns were translated as a rank in relation to the market as a whole, thereby minimising any effects that different market periods could have on a momentum return relationship. The degree of the relationship was evaluated by applying the alternative Spearman Rank Order Correlation Co-efficient in conjunction with a permutation test to determine the statistical significance of any trends. The viability of the phenomenon as an investment strategy was gauged by comparing annualised average returns against both the market capitalisation weighted JSE All Share Index as well as against an un-weighted representation of the market. The results revealed a seemingly unambiguous co-dependence between momentum and return with statistically significant trends being ever present. Applying the maximum taxes and trading costs revealed that the highest ranked momentum shares did indeed outperform both market benchmarks from the period of January 1990 to August 2009, suggesting the validity of the philosophy as an investment strategy. The outcome of the study in part rejected the null hypothesis, as technical indicators were unable to identify future top performing shares better, with price performance momentum measures delivering the superior returns. Future studies may include optimising the various technical indicators towards the JSE rather than using generic settings. Other interesting topics could include combining momentum with other investment strategies to investigate synergy and further pinpointing the source of the phenomenon. Over the past number of years, tighter controls and monitoring of investments has resulted in the documentation of the individual number of shareholders who are buying and selling shares. Utilising this data over the next number of years, an experiment could attempt to relate the number of individual investors trading in a particular share to herd behaviour and the subsequent momentum effect.
AFRIKAANSE OPSOMMING: Die verhandeling, binne die bedryfsingenieursstelsels benadering, gebruik teorieë en voorstelle van vorige studies om die gevolge van finansiële gedrag en die gevolglike momentum effek te bespreek. Uit die analise is ‘n voorstel saamgestel om die volgende te toets:Is momentum ‘n algemene verskynsel by aandele wat goed presteer, en kan tegniese analitiese indikatore die verskynsel beter verklaar, en dui die opbrengs van die aandele daarop dat momentum ‘n bruikbare beleggingsstrategie is. ‘n Unieke eksperiment uit vorige studies is aangepas om die aard van die momentum verskynsel te ondersoek. Dit was gedoen deur aandele volgens beide tegniese analise asook suiwer prestasie momentum kriteria te klassifiseer. Opbrengste is met die hele mark in konteks geplaas om sodoende enige impak van verskillende mark tye op die momentum opbrengs verhouding te elimineer. Die verband is opgestel deur die alternatiewe “Spearman Rank Order Correlation koëffisiënt” saam met permutasie toetse te gebruik om die statistiese belangrikheid van enige neigings uit te wys. Die geldigheid van die verskynsel as ‘n beleggingsstrategie is gemeet deur jaarlikse gemiddelde opbrengste teen beide die markkapitalisasie geweeg teen die JSE Alle Aandele Indeks sowel as ‘n ongeweegde verteenwoordiging van die mark te bepaal. Die resultate dui op ‘n interafhanklikheid tussen momentum en opbrengste met statistiese neigings altyd teenwoordig. Deur die maksimum belasting en verhandelingskoste toe te pas wys dit dat die hoogste momentum uitgewyste aandele die markriglyne uitpresteer het van Januarie 1990 tot Augustus 2009 wat die geldigheid van die benadering as ‘n beleggingsstrategie bevestig. Die studie verwerp die nul hipotese gedeeltelik in die sin dat dit nie toekomstige top presterende aandele kan uitwys nie, maar aan die ander kant gee prysprestasie momentum meting wel buitegewone opbrengs. Toekomstige studies mag die optimisering van verskeie tegniese indikatore van die JSE insluit, ‘n kombinasie van momentum met ander beleggingsstrategieë gebruik, en verder die bron van die verskynsel vas pen. Oor die afgelope aantal jare het beter beheer en die monitoring van beleggings die dokumentasie van individuele aandeelhouers moontlik gemaak. Hieride data sou kon gebruik word as ‘n toets om die korrelasie tussendie aantal aandeelhouers wat ‘n spesifieke aandeel verhandel en tropgedrag te bepaal en om dit te gebruik om die momentum effek beter te verklaar.
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Alruwaitee, Khalil Awad. "Global Volatility Transmission and Portfolio Management: The Case of Saudi Arabia." Thesis, 2021. https://vuir.vu.edu.au/42168/.
Повний текст джерелаАнотація:
The Saudi stock market’s performance has changed considerably over the past two decades, thus strengthening this market’s position in not only the Gulf Cooperation Council (GCC) region but also the Arab world. The GCC countries’ financial development and Saudi Arabia’s economic growth have also influenced this market. The market index, termed Tadawul All Share Index (TASI), has changed through many economic and financial crises resulting from globalisation. The Saudi stock market that commenced in 1985 is a major market in the Middle East and North Africa region, and since it has been maturing, it is defined enough to be assessed empirically.
Therefore, this thesis explores the changing patterns of the Saudi stock market volatility over time, the effects of volatility pattern changes on optimal portfolio choices and the evolution of these choices. Significantly, given the increasing globalisation and financial integration in recent years, this thesis tests a new hypothesis that the Saudi stock market’s volatility is affected by global volatility spillovers (i.e. the volatility in global markets, in commodity markets during the sample periods, including the 2008 global financial crisis [GFC] and the 2014–2016 oil price shocks) with important outcomes for portfolio management. To the best knowledge of the author, this type of comprehensive analysis that offers insights on volatility origin, although critical and novel in the finance and portfolio management fields, has not been undertaken for the purpose of policy analysis in the literature and, in particular, for Saudi Arabia.
The research uses advanced econometrics: cross-correlation function (CCF) and multivariate generalised autoregressive conditional heteroscedasticity (GARCH) models (i.e. Baba, Engle, Kraft and Kroner [BEKK], constant conditional correlation [CCC] and dynamic conditional correlation [DCC] models) and high-frequency daily data for 2007– 2018. The multivariate models are reliable and effective for addressing volatility transmission interactions and correlations. These models are flexible in revealing the changes in conditional variance and covariance and simplify the estimation process. These approaches are appropriate and significant in volatility origin studies. In addition, Kroner and Ng’s approach is used to determine the optimal weight and Kroner and Sultan’s approach to determine the optimal hedge ratio.
The major findings and contributions of this thesis to the volatility origin area of finance and portfolio management are summarised as follows:
(i) This empirical research examines the causality relationship of the TASI with global stock markets and major commodity markets during the full and crisis/shocks periods, using daily data for determining the causality in variance movements of the TASI and stock/commodity pairs. The CCF test shows that overall, the current relationship between TASI and the global stock markets is significant but finds no link between TASI and the commodity markets for all periods except the full period in which it is obvious that TASI is unidirectionally causal to crude oil. This thesis documents bidirectional causality in variance in global stock markets between TASI and some global stock markets over certain periods.
(ii) In the second empirical analysis, the Saudi stock market’s trading partner stock markets and major commodity markets are analysed to ascertain volatility transmission and correlations with TASI. This analysis, based on the estimation results of the multivariate GARCH models (BEKK, CCC and DCC), shows that the volatility transmission effect and the conditional correlation behaviours in the full and crisis/shock periods differ. The findings show that transmission channel of shock and volatility spillover varies from market to market over the three periods and that TASI also reacts differently over the three periods. Over the GFC and oil decline periods, some global equity markets influenced TASI volatility to varying degrees, as revealed by the statistically significant model coefficients. This thesis documents that TASI is more integrated with global stock markets throughout the periods of GFC and oil decline. In addition, the results show highly positive conditional correlation at least at the 5% significance levels between TASI and the international stock markets during the three sample periods.
(iii) The thesis findings for optimal portfolio weights and hedge ratios recommend that portfolio risk can be minimised without reducing portfolio efficiency by combining some indices of global stocks and commodities into a well-diversified portfolio with TASI. Since international portfolio diversification has become more popular worldwide, investors, portfolio managers and policymakers can apply this information to make new financial investments, recommend cautious financial regulations and implement quick, efficient policy tools.
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Ramsumar, Shaun. "Evaluating efficiency of ensemble classifiers in predicting the JSE all-share index attitude." Thesis, 2017. http://hdl.handle.net/10539/23366.
Повний текст джерелаАнотація:
A research report submitted to the Faculty of Commerce, Law and Management, University
of the Witwatersrand, Johannesburg, in partial fulfillment of the requirements for the degree
of Master of Management in Finance and Investment.
Johannesburg, 2016The prediction of stock price and index level in a financial market is an interesting but highly complex and intricate topic. Advancements in prediction models leading to even a slight increase in performance can be very profitable. The number of studies investigating models in predicting actual levels of stocks and indices however, far exceed those predicting the direction of stocks and indices. This study evaluates the performance of ensemble prediction models in predicting the daily direction of the JSE All-Share index. The ensemble prediction models are benchmarked against three common prediction models in the domain of financial data prediction namely, support vector machines, logistic regression and k-nearest neighbour. The results indicate that the Boosted algorithm of the ensemble prediction model is able to predict the index direction the best, followed by k-nearest neighbour, logistic regression and support vector machines respectively. The study suggests that ensemble models be considered in all stock price and index prediction applications.
MT2017
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Allison, Dylan Mayne. "Adopting price-earnings and enterprise multiples to beat the Johannesburg Stock Exchange All Share Index." Thesis, 2009. http://hdl.handle.net/10413/6170.
Повний текст джерелаАнотація:
The theory behind the efficient market hypothesis exerts that it is not possible to consistently outperform
the overall stock market by using stock picking and market timing strategies. The argument holds
that, in an efficient market, all stock prices are appropriately priced and there is no over- or undervalued
stocks to be found. Nevertheless, deviations from true stock prices can occur according to the hypothesis,
although these deviations are mostly random occurrences. Thus, the only way an investor can
outperform the overall stock market is by luck alone. However, the efficient market hypothesis is a
controversial topic where it is often discussed within modern financial circles where academic theory
has strong arguments both for and against the theory.
Purpose:
The purpose of this study is to investigate whether it is feasible to outperform the overall stock market
through investing in stocks that appear undervalued according to enterprise multiple (EV/EBITDA)
and the price-earnings ratio.Thesis (MBA)-University of KwaZulu-Natal, Westville, 2009.
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Roopanand, Rahul. "The mean variance efficiency of the JSE all share index (ALSI) and it's implications for portfolio management." Thesis, 2001. http://hdl.handle.net/10413/3282.
Повний текст джерелаАнотація:
The use of proxies in the CAPM model to determine assets expected return has implications for portfolio management. An inefficient proxy can result in the lowering of beta estimates due to a weak regression relationship resulting in the misallocation of capital. For the CAPM equation to be satisfied would require that the proxy should at least have an alpha that centred on zero over a period of time. This would allow the linearity of the model to hold and we would advocate a passive portfolio strategy. If the proxy were mean variance inefficient would indicate that alpha values are present in asset returns that can allow us to
rebalance portfolios using optimisation techniques. We test the hypothesis that alpha averages around zero using the market model by regressing Industrial and Gold index excess returns on the market premium. When tested from the SA investor perspective we find that the alpha of the ALSI regression is not zero for the Gold Index but centred on zero for the Industrial Index. The implications are that SA investors would get a fair return holding the ALSI index instead of trade in
industrial shares. The result warrants a passive strategy. However, portfolio optimisation demonstrates that a higher return can be achieved by rebalancing the portfolio The regression using the Gold index produced a negative alpha implying that investors should actively sell Gold shares from their portfolios. The ALSI was not an adequate proxy of risk to the SA investor for gold shares. Overall the ALSI is inefficient since it has a nonlinear relationship to one sector of the lSE. Portfolio analysis and rebalancing is required to attain an optimal return. The Markowitz model recommends that all SA investment capital should be fully weighted in the Industrial index only. Introducing an international investment proxied by the Dow Jones significantly improved the returns to SA investors. This is evident in the improved Sharpe ratio achieved by the rand adjusted Dow Jones available to the SA investor. In the absence of exchange restrictions the model recommends that 87% of local investors assets should be moved abroad under the present investment conditions. When tested from the US investor's perspective using dollar returns the data estimates achieved from the regression analysis were:
The alpha value of the Industrial index is non-zero and the Gold index alpha centres on zero. The results are a reversal of the Rand tests of the SA investor. Gold shares priced fairly in dollar terms as opposed to Industrial shares. Currency effects of Rand depreciation priced into the dollar return of Industrial shares led to their non-participation in the US investors' portfolio. Due to trade of gold in dollars, the gold shares were priced to provide a fair return to the dollar-adjusted ALSI as opposed to the rand denominated test. Overall, the ALSI was inefficient due to the Industrial sector pricing in dollars resulting in abnormal alpha values over time. Currency depreciation resulted in the distortion ofthe CAPM relationship between
the INDI and ALSI. The US investor's domestic index, the Dow Jones was found to lie on the efficiency frontier for tests using the ALSI and the INDI. There was no reason to invest in SA, but if the US investor did chose to invest in SA shares then gold had the lowest beta and the lowest correlation to the Dow Jones. The beta values of the SA indices were all significant and the alpha values were negative
when regressed against the Dow Jones. The implication of this would be to invest as much as possible in the international index portfolio as possible. Regression Statistics ALSIXS I:\DIXS GOLDIXS P-values ntercept a 1.18E-05 0.001992 1.51 E-OS DOWJONES 9.87E-15 1.32E-11 5.27E-05. Coefficients intercept a -0.09833 -0.07281 -0.15206 DOWJONES 1.082276 0.985812 0.831916. The Dow Jones introduces a significant diversification benefit to the SA investor's portfolio by increasing returns significantly per unit of risk. The Markowitz model recommends that 87% of SA investor's portfolio should be in the Dow Jones and 13% in the Industrial index. Due to independent pricing of the gold and industrial sectors, the former by international markets in dollars and the latter in rands in SA, a dichotomy is created in the local market. From an SA investor's point of view the CAPM would not capture the correct return of gold shares. It would overstate the expected return since beta of the SA market premium will not include dollar returns. The ALSI is an incorrect proxy for the SA investor analysing gold shares. The Gold sector is only correctly priced from the US investor's perspective once the ALSI is dollar adjusted. The industrial index can use CAPM analysis reliably with the ALSI as market proxy but higher returns are achievable through portfolio rebalancing. Active portfolio management is recommended. Nevertheless, this will not produce results significantly different to the CAPM once standard errors of the mean are accounted for. The results found currency depreciation of the Rand as a major factor contributing to the exodus of SA capital. The dollar had an expected mean return of 12,6% p.a. This substantially increased the rand adjusted Sharpe ratio of the international portfolio compared to its dollar return. The increased Sharpe ratio of the rand denominated international portfolio resulted in a substantial shift of the optimal portfolios weighting away from the domestic portfolio and towards the Dow Jones. International investors optimal portfolios were similarly impeded due to the depreciating currency.Thesis (MBA)-University of Natal, Durban, 2001.
Книги з теми "Tadawul All Share Index"
1
Walton, Paul. New all share index: Finalised classifications : summary of adjudication meetings. London: James Capel and Company, 1993.
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2
Walton, Paul. New all share index: Implications of new FT-SE actuaries index construction planned for 1994. London: James Capel and Company, 1993.
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3
Corrales, Javier. Content. Oxford University Press, 2018. http://dx.doi.org/10.1093/oso/9780190868895.003.0004.
Повний текст джерелаАнотація:
This chapter provides the broadest evidence on behalf of my power asymmetry argument. It begins by discussing my index of presidential powers (the dependent variable), which draws heavily from Shugart and Carey and other scholars. It then creates a measure of power asymmetry (the main independent variable): the difference between the share of seats held by Incumbent versus Opposition forces at the constituent assembly. I call this “table asymmetry.” Finally, it compares all the new constitutions to those replaced. Evidence is provided that variations in outcome are strongly correlated with variations in power asymmetry. The chapter also shows how changes in constitutions contributed to changes in regime conditions (liberal democracy declined in cases where constitutions granted presidents more power).
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Delcourt, Candice, and Craig Anderson. Diagnosis and assessment of stroke. Oxford University Press, 2016. http://dx.doi.org/10.1093/med/9780199600830.003.0235.
Повний текст джерелаАнотація:
Approximately 20 million strokes occur in the world each year and over one-quarter of these are fatal. This makes stroke the second most common cause of death, after ischaemic heart disease, and strokes are responsible for 6 million deaths (almost 10% of all deaths) annually. Stroke has major consequences in terms of residual physical disability, depression, dementia, epilepsy, and carer burden. Moreover, around 20% of survivors experience a further stroke or serious vascular event within a few years of the index event. Ischaemic stroke contributes the greatest share of the impact of stroke, with a rate of approximately 1 in 1000 person-years and accounting for between 60% (in Asia) and 90% (in Western ‘white’ populations) of all strokes around the world. Diagnosis and assessment are essentially clinical and confirmed by CT or MRI scanning. Prognostication is difficult in the early phase of haemorrhagic stroke and in ischaemic stroke is affected by the availability and timely use of treatments to recanalize the occluded vessel.
Частини книг з теми "Tadawul All Share Index"
1
Doni, Federica, Antonio Corvino, and Silvio Bianchi Martini. "King Codes on Corporate Governance and ESG Performance: Evidence from FTSE/JSE All-Share Index." In Integrated Reporting, 341–64. Cham: Springer International Publishing, 2019. http://dx.doi.org/10.1007/978-3-030-01719-4_17.
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Peiris, D. P. P. N. "The Impact of Economic Variables, War, and Elections on the Behavior of All Share Price Index in the Colombo Stock Exchange." In Future of Business and Finance, 337–53. Cham: Springer International Publishing, 2021. http://dx.doi.org/10.1007/978-3-030-62171-1_16.
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Sumil-Laanemaa, Merle, Luule Sakkeus, Allan Puur, and Lauri Leppik. "Socio-demographic Risk Factors Related to Material Deprivation Among Older Persons in Europe: A Comparative Analysis Based on SHARE Data." In International Perspectives on Aging, 31–46. Cham: Springer International Publishing, 2021. http://dx.doi.org/10.1007/978-3-030-51406-8_3.
Повний текст джерелаАнотація:
AbstractMaterial deprivation is a key aspect of social exclusion, and the domain of economic exclusion, for the older population. In this chapter we utilised cross-sectional data from Wave 5 (2013) of the Survey of Health and Retirement in Europe (SHARE) and logistic regression analysis to assess the variation in material deprivation of the population aged 50+ across four geographic clusters of welfare regimes in Europe. We used the SHARE-based Material Deprivation Index (MDI) to assess the associations between material deprivation and socio-demographic factors (age, gender, education, economic activity status, household type, number of children, residential area, chronic diseases and limitations of daily activities, and origin). We observed a pronounced variation in material deprivation among the older population across welfare clusters, with high levels of MDI in the Eastern and Southern clusters. Living alone, having a large number of children, low education, activity limitations, and being of immigrant origin significantly increase the risk of material deprivation in older age in all clusters. The study also identified subgroups of older persons that have an increased risk of material deprivation in some but not all clusters, such as those aged 80+ and rural residents in the Southern and Eastern clusters.
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Fantechi, Federico, and Ugo Fratesi. "Firm Competitiveness, Specialisation, and Employment Growth: Territorial Level Relationships." In Springer Proceedings in Political Science and International Relations, 91–105. Cham: Springer Nature Switzerland, 2022. http://dx.doi.org/10.1007/978-3-031-18161-0_6.
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AbstractThe concept of competitiveness is today a central element for regional development, European cohesion policies and smart specialisation strategies. Despite being born for firm-level analyses, competitiveness is indeed commonly used at the territorial level, mainly at the regional or urban scale, normally measured with different composite structural indicators. However, since territorial competitiveness is unevenly distributed in space, territorial units smaller than a full NUTS-2 region might be differently competitive and hence suited to implement differentiated cohesion policies and smart specialisation strategies. To test the hypothesis that these firm-level indicators can characterize the intraregional differences in aggregate performance, the paper sets up a meta-analysis framework between these indicators and structural indicators (employment growth and specialisation index) measured at the NUTS-3 level. For the meta-analysis at this novel intraregional level, the paper exploits the Lombardy region as a case study. Lombardy is well suited for the aims of this paper, being a large and competitive European region, whose territory—as well as its labor market—is highly differentiated, from peripheral and mountainous areas to many medium and small cities, second-tier large cities and a large metropolitan area—the city of Milan. All these territories are characterized by different economic and social vocations, but all share the same regional administration. The results of the meta-analysis show that firm-level indicators correlate with the aggregate performance of regions and that the structural measures selected can characterize different territories in different conditions. Hence, the competitiveness of firms seems to translate into aggregate territorial performance at small spatial scales. This implies that territorial specificities are also relevant inside regions and should be considered in designing regional policy interventions, such as those of the Smart Specialisation Strategy (S3).
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Nejjar, Wafae Nada. "Analysis of the Impact of Employee Share Ownership on the Quality of Governance." In Advances in Business Strategy and Competitive Advantage, 160–88. IGI Global, 2022. http://dx.doi.org/10.4018/978-1-7998-8557-3.ch009.
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This research assesses the “positive or negative” effects of employee share ownership on good governance in Morocco. It focuses on a lagging but constantly evolving phenomenon in Morocco due, on the one hand, to the lack of awareness of its positive effects on both individual and organizational performance and, on the other hand, on the significant delay in Moroccan legislation regarding this subject. The authors propose an index to measure good governance that they use in order to test research hypotheses. The quantitative study examines all companies listed on the Casablanca Stock Exchange over an observation period from 2015 to 2020. Through this research, the authors demonstrate the favorable effects of employee share ownership on good governance.
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Agu, Chukwuma, and Anthony Orji. "Market Fundamentals and Stock Pricing in Nigeria." In Handbook of Research on Globalization, Investment, and Growth-Implications of Confidence and Governance, 91–108. IGI Global, 2015. http://dx.doi.org/10.4018/978-1-4666-8274-0.ch005.
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This chapter investigates the relationship between stock pricing and behaviour of the stock market on one hand and micro and macroeconomic fundamentals in the Nigerian economy on the other from 1980-2009 using both primary and secondary data. Results from the primary survey indicate that the key drivers of share prices were neither broad macroeconomic indicators nor key indicators of the health of the firm. Prices were clearly shown to be much above levels that could have been determined by such indicators as posted profits of firms, amounts paid out as dividend and its regularity. Secondary data analysis equally show that the relationship between actual levels of the all share price index for the period of our analysis and during the financial crisis were not driven by “expected” variables. While its fundamental values are driven by monetary and relative price variables, actual values are driven by external sector variables and prices.
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Sharma, Pooja. "Conceptualizing the Role of Renewables in Determining Energy Security." In Advances in Environmental Engineering and Green Technologies, 153–72. IGI Global, 2021. http://dx.doi.org/10.4018/978-1-7998-8335-7.ch010.
Повний текст джерелаАнотація:
All countries worldwide demand energy for economic growth. The main objectives of the chapter are three-fold: firstly, to investigate the role of renewables in the global energy transition, examining the parameters such as a share in the primary energy demand, installed capacity, etc.; secondly, to identify the factors that affect determine deployment of renewable energy such as energy imports, R&D funds, energy prices, etc.; and thirdly, to examine the role of renewables in contributing to energy security by computing a renewable energy security index (RESI) by deploying the methodology of principal component analysis (PCA) method. The renewable energy security index has been improving over the period 2000-2018 and is significantly correlated with all the four aspects of energy security availability, accessibility, acceptability, and affordability. Consequently, the economies across all nations should adopt appropriate pathways of the energy transition towards renewable energy sources not only to achieve energy security but also energy efficiency.
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Parveen, Saima, Amina Jamil, Imran Pasha, and Farah Ahmad. "Pulses: A Potential Source of Valuable Protein for Human Diet." In Legumes Research - Volume 2 [Working Title]. IntechOpen, 2022. http://dx.doi.org/10.5772/intechopen.99980.
Повний текст джерелаАнотація:
Nutritional profile of pulses has significant importance in human diet with respect to protein and mineral quality and bioavailability. Protein energy malnutrition is widespread throughout the world especially among the developing countries. Pulses being rich in macronutrients such as protein from 20 to 26% and low in calories are most suitable for product development for target-oriented population. During last decade, the demand for pulse-based products with high protein and fiber, low glycemic index, and gluten free with more antioxidant showed increasing trend by the consumers. Drift of end-use application of pulses generated interest for research in all disciplines such as breeding, agronomy, food, and nutrition, etc. A great share of plant protein in human diet may be a critical step for reducing dependence on animal origin protein source. This chapter will review contribution or choice of plant-based protein from legumes or pulses with good-quality protein based on amino acid composition. Additionally, this overview can give insight into the development of new product with balanced nutritional quality and high protein contents as a potential protein supply for malnourished population.
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"Status, Distribution, and Conservation of Native Freshwater Fishes of Western North America." In Status, Distribution, and Conservation of Native Freshwater Fishes of Western North America, edited by Robert T. Nishimoto and J. Michael Fitzsimons. American Fisheries Society, 2007. http://dx.doi.org/10.47886/9781888569896.ch5.
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ABSTRACT Native Hawaiian stream fishes are represented by only five species belonging to two families, Gobiidae (‘o’opu nakea Awaous <em>guamensis</em>, ‘o’opu ‘alamo’o <em>Lentipes concolor</em>, ‘o’opu nopili <em>Sicyopterus stimpsoni</em>, and ‘o’opu naniha <em>Stenogobius hawaiiensis</em>) and Eleotridae (‘o’opu ‘akupa <em>Eleotris sandwicensis</em>). All species are found on each of the main Hawaiian Islands, and none is currently threatened or endangered. These animals are not true freshwater fishes, but rather share an amphidromous life cycle where adults live and reproduce in streams and larvae develop at sea. Techniques developed for sampling (electroshocking, seining) and assessment (e.g., index of biotic integrity, instream flow incremental methodology) in continental U.S. streams are inappropriate for Hawaiian streams. Thus, procedures were developed specifically for fishes in streams on oceanic islands of the tropical Pacific where amphidromy is the predominant life history mode. Geographical information systems-compatible data from ongoing statewide native stream fish surveys can soon be viewed on the Web site for the Hawai’i Division of Aquatic Resources (http://www.hawaii.gov/dlnr/dar). The 2000 Hawai’i Supreme Court decision on the Waiahole Water Dispute specifically provides for the maintenance of optimum flow for native stream fishes, and the Division of Aquatic Resources has adopted policies guiding instream water use decisions: (1) no net loss of habitat for native fishes, (2) use of a watershed or ahupua’a perspective, and (3) maintenance of an open corridor between the stream and the ocean to facilitate native species migrations. The preservation of indigenous Hawaiian stream fishes now has been elevated to the highest level of protection in the state.
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Rahman, Hakikur. "Role of ICT in Establishing E-Government System for Disadvantaged Communities." In Information Communication Technologies, 1482–93. IGI Global, 2008. http://dx.doi.org/10.4018/978-1-59904-949-6.ch101.
Повний текст джерелаАнотація:
Information and communications technologies (ICTs) are playing an increasingly vital role in the daily lives of all communities by revolutionizing their working procedures and rules of governance. ICTs offer a unique opportunity for governing elite to overcome the crisis of representative democracy, as ICT and the Internet empower civil society to play its role more effectively and facilitate the performance of governments’ main function-serving the people who elect them (Misnikov, 2003). In the realm of government, ICT applications are promising to enhance the delivery of public goods and services to common people not only by improving the process and management of government, but also by redefining the age-old traditional concepts. Community networking groups and local government authorities are well placed to campaign for greater inclusion for all members of the community in the information society. Possible areas to target include the provision of technology at low or no cost to groups through community technology centres or out of hours school access. There are many possibilities and local government must take a significant role in these activities (Young, 2000). Information society is based on the effective use and easy access of information and knowledge, while ICT for development (or ICTD) is not restricted to technology itself but focusing on manifold development and diverse manifestations for the people to improve their well-being. ICTD has deep roots in governance, is part of governance and has effects on governance patters and practices at both central and local level. By recognizing these facts, UNDP focuses on technologies to end poverty at WSIS Cyber Summit 2003, and emphasizes on ways that new technologies can help lift more than one billion people out of extreme poverty (UNDP, 2003). Apart from the four Asian IT giants (Korea, Rep., Hong Kong, China, Taiwan, China, and Japan), most of the Asian countries have fallen under the “low access” category of the Digital Access Index. This has also been referred in the WSIS Cyber Summit 2003, until now, limited infrastructure has often been regarded as the main barrier to bridging the digital divide (ITU, 2003). Among the countries with ICT spending as share of their GDP, Sweden, UK, The Netherlands, Denmark, and France (8.63, 7.97, 7.39, 7.19, and 6.57% respectively during 1992-2001) remain at the top (Daveri, 2002, p. 9), while countries like Bangladesh, Greece, Mexico, Niger, and many more remain at the bottom (EC, 2001; ITU, 2003b; Miller, 2001; Piatkowski, 2002). In a similar research it has been found that in terms of average share of ICT spending GDP, New Zealand, Sweden, Australia, USA, and UK (9.3, 8.4, 8.1, 8.1, and 7.8% respectively during 1992-1999) were among the highest (Pohjola, 2002, p. 7), though most of the countries in the Asian and African regions remain below the average of 5%. The disadvantaged communities in the countries staying below average in ICT spending seem to be lagging in forming appropriate information-based economy and eventually fall behind in achieving proper e-government system. The e-government system in those countries need to enhance access to and delivery of government services to benefit people, help strengthen government’s drive toward effective governance and increased transparency, and better management of the country’s social and economic resources for development. The key to e-government is the establishment of a long-term dynamic strategy to fulfill the citizen needs by transforming internal operations. E-government should result in the efficiency and swift delivery and services to citizens, business, government employees and agencies. For citizens and businesses, e-government seems the simplification of procedures and streamlining of different approval processes, while for government employees and agencies, it means the facilitation of cross-agency coordination and collaboration to ensure appropriate and timely decision-making. Thus, e-government demands transformation of government procedures and redefining the process of working with people and activities relating to people. The outcome would be a societal, organizational, and technological change for the government and to its people, with IT as an enabling factor. E-government should concentrate on more efficient delivery of public services, better management of financial, human and public resources and goods at all levels of government, in particular at local level, under conditions of sustainability, participation, interoperability, increased effectiveness and transparency (EU, 2002). ICT brings pertinent sides more closely by prioritizing partnerships between the state, business and civil society. A few East European countries have became economically liberal with the high level of foreign direct investment per capita and at the same time became ICT-advanced regional leaders in terms of economic reform. These countries also present the region’s most vivid examples of partnerships and collaboration. They have clearly manifested the importance of the public-private partnerships, transparent bottom-up strategies, involvement of all stakeholders, total governmental support, capturing economic opportunities, and enabling electronic mediated businesses, responding to the challenges of globalization.
Тези доповідей конференцій з теми "Tadawul All Share Index"
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BinMakhashen, Galal M., Adnan Ameen Bakather, and Ali Abdulqader Bin-Salem. "An Investigation of Forecasting Tadawul All Share Index (TASI) Using Machine Learning." In 2022 7th International Conference on Data Science and Machine Learning Applications (CDMA). IEEE, 2022. http://dx.doi.org/10.1109/cdma54072.2022.00009.
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Silva, S. S. M., C. D. Tilakaratne, and R. Munasinghe. "Impact of day of the week effect on All Share Price Index (ASPI) and a comparison of forecastability of GARCH and NARX models." In 2016 Sixteenth International Conference on Advances in ICT for Emerging Regions (ICTer). IEEE, 2016. http://dx.doi.org/10.1109/icter.2016.7829936.
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Kadem, Mohammad, Karam Yateem, Abdullah Alghamdi, Mujtaba Shurafa, and Hussain Saiood. "Bridging Knowledge Gaps Through an Integrated Structured Production Engineering Knowledge Management Program: A Story to Tell and Adopt." In Offshore Technology Conference. OTC, 2022. http://dx.doi.org/10.4043/32114-ms.
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Abstract Knowledge management is the process of defining, structuring, storing, and sharing knowledge and experiences of employees within an organization to increase workplace efficacy and improve general decision-making capabilities. This paper aims to shed light on a structured production engineering knowledge management program and its initiatives for enhancing an organization's performance with associated factors such as learning from remote locations and the availability of subject matter experts. Knowledge management structure has three main pillars: organizational culture, governance, and technology, which are all integrated to obtain an effective production engineering knowledge management structure. The cultural pillar is captured by formulating a two-year plan and implementing knowledge management process requirements, benchmarking the best practices, and revising the target on a regular basis. Technology is captured through the production engineering community of practice, where people gather in one place to share knowledge and best practices. Governance has a structured architectural plan where the key performance indicators of production engineering knowledge assets and events are monitored regularly. The Knowledge Asset Index was exceeded due to the implementation of several initiatives such as the incubation of specific instruction manuals for Intelligent Field equipment, which aims to address layouts of roles and responsibilities involving all concerned organizations to maintain healthy Intelligent Field equipment. For the Knowledge Events Index, the organization's subject matter expert conducted an in-house Intelligent Field training course and technical publication writing workshops to improve all engineers' awareness and training for more than 200 professionals. With an excellent implementation of the production engineering community of practice plans, the knowledge management team won an award due to a remarkable participation index increase. The results show that well-planned knowledge management has a number of advantages to an organization. Some of these benefits include increased workplace efficiency, which allows consistency in information provided to knowledge recipients, improved skill growth and development in employees, and improved decision making in the organization. This paper will serve as a motivation to knowledge management structures by implementing knowledge performance measures pertaining to production engineering. The benefits of this process to future quantifications are that it allows even quicker decision-making skills in the workplace and works to reduce organizations' training times, which can result in bridging knowledge gaps.
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Rebegea, Laura, Camelia Tarlungianu, Rodica Anghel, Dorel Firescu, Nadejda Corobcean, and Laurentia Gales. "BURNOUT RISK EVALUATION IN MEDICAL ONCOLOGY – RADIOTHERAPY PERSONNEL." In The European Conference of Psychiatry and Mental Health "Galatia". Archiv Euromedica, 2023. http://dx.doi.org/10.35630/2022/12/psy.ro.5.
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Europäische Wissenschaftliche Gesellschaft Home About the Journal Peer Review Editorial Board For Authors Reviewer Recognition Archiv Kontakt Impressum EWG e.V. indexing in the Clarivate Analytics indexing in the Emerging Sources Citation Index Crossref Member Badge Erfolgreich durch internationale Zusammenarbeit PUBLIC HEALTH DOI 10.35630/2022/12/psy.ro.5 Received 14 December 2022; Published 6 January 2023 BURNOUT RISK EVALUATION IN MEDICAL ONCOLOGY – RADIOTHERAPY PERSONNEL Laura Rebegea1,2 orcid id logo, Camelia Tarlungianu1 , Rodica Anghel3 orcid id logo , Dorel Firescu4,5, Nadejda Corobcean1,6, Laurentia Gales3 orcid id logo 1 Department of Medical Oncology - Radiotherapy, „Sf. Ap. Andrei” Emergency Clinical Hospital, Galati, Romania 2 Medical Clinical Department, Faculty of Medicine, „Dunarea de Jos” University of Galati, Romania 3 „Carol Davila” University of Medicine and Pharmacy”, Bucharest, Romania 4 IInd Clinic of Surgery, „Sf. Apostol Andrei” Emergency Clinical Hospital, Galati, Romania 5 Surgical Clinical Department, „Dunarea de Jos” University, Faculty of Medicine and Pharmacy, Galati, Romania 6 „Nicolae Testemitanu”State University of Medicine and Pharmacy. Chisinau, Moldova download article (pdf) laura_rebegea@yahoo.com, tarlungianucamelia@yahoo.com ABSTRACT Introduction: Even if, all studies evidenced that Burnout syndrome affects medical personnel from all medical specialties, the highest prevalence is in surgical, oncological and emergency medical specialties. Scope: Burnout syndrome evaluation in Medical Oncology and Radiotherapy personnel. Method and material: This study has involved 50 persons employee in Medical Oncology and Radiotherapy Department, from all categories: 11 superiors personal (medical doctors, physicists, psychologist), 31 nurses, and 8 auxiliary personnel (stretcher-bearer). The following questionnaires were used: professional exhaustion level questionnaire (with 25 items), questionnaire for attitude and adaptation in stressed and difficulties situations, BRIEF COPE and SES scale. Results: After professional exhaustion level questionnaire for superior personnel, emotional exhaustion prevalence, followed by reduced personal achievement and an accentuated increasing of affecting grade after first year of activity, with a pick around 10 years of activity were revealed. For nurses, share of depersonalization is relative homogenous, in moderate - low limits. The results revealed that 56% of personnel from this study have risk for burnout syndrome developing, without any prevention methods and 12% has already burnout syndrome. Conclusions: In general, this syndrome is under-evaluated and under-diagnosed, and its incidence can be diminishing by using the techniques of stress resistance, psychological counseling, cresting a friendly and tolerant professional climate.
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Kota, Sridhar, and Kannan Sethuraman. "Managing Variety in Product Families Through Design for Commonality." In ASME 1998 Design Engineering Technical Conferences. American Society of Mechanical Engineers, 1998. http://dx.doi.org/10.1115/detc98/dtm-5651.
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Abstract Majority of companies develop a family of products and many new product variations are added to the product portfolio regularly to meet changing market needs and/or to attract new customer base. Although, the core functionality remains essentially unchanged across all products within a family, new functions, new feature combinations and new technologies are incorporated into each new product. The component variations, commonly referred to as “complexity”, grow exponentially resulting in loss of productivity and/or quality. The challenge lies in effective management of product variations in the design studies and on the manufacturing floor. The key is to minimize non-value added variations across models within a product family without limiting customer choices. Although the benefits of standardization are widely known and most companies do standardize stock components such as fasteners, they are far from standardizing their product -specific core components and thus fail to reap significant benefits in quality and cost. Through this research, we are developing new methodologies for improved management of product variety to achieve higher productivity. In this paper, we discuss the factors that contribute to product complexity in general, and present an objective measure, called the Product Line Commonality Index, to capture the level of part commonality in a product family. Through our Walkman case study, we illustrate robust design/manufacturing strategies, including modularity and postponement of product differentiation, that help minimize non-value added variation across models within a product family1 without limiting customer choices. Finally, we present a simple and yet a powerful method of benchmarking product families or companies in their ability to share parts effectively (modularity) and reduce the total number of parts (multi-functionality) used in product families.
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Terrones Brand, Carlos Alejandro, Miguel Alejandro Basso Mora, Rajeswary Kandasamy, Sergio Comarin, Felipe Rene Bustos Guevara, Beatriz Vega, and Susana Pasaran. "Leveraging a New Well Delivery Methodology for Stellar Drilling Results Steam Injection Project Case Study." In SPE Middle East Oil & Gas Show and Conference. SPE, 2021. http://dx.doi.org/10.2118/204618-ms.
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Abstract Mexico has set challenging oil and gas production to meet worldwide demand. In order to deliver promised oil production outputs in this challenging environment, the operator came up with efficient partnerships with key service providers to leverage resources and technical know-how whilst encouraging knowledge transfer and drilling project cost reduction. By working with various service companies, the operator creates a competitive environment where each strives to outperform the other. One such success case is in the "S" field, a heavy oil field producing via steam injection in the South of Mexico. Utilizing a creative design and execution methodology, the "S" project team succeeded to deliver improved project performance over the course of drilling the 14 wells in the campaign. The average well operational time was successfully reduced by 10%, hence maximizing the well construction index to 122 m/day and reducing overall well costs. The main strategy to optimize performance is to re-engineer solutions for profitability such as performing a study to replace OBM by WBM, designing a new wellhead system, collaborating with the rig contractor to reduce flat time activities, redesigning cement properties for losses mitigation, improvement of ROP by merging new technologies and local practices, among others. Complementary to this, the strategy is to prioritize realistic areas of improvement by the development and utilization of a new tool called Best of the Best (BoB), a methodology breaking down all well activities in order to measure its fastest time per well and then aiming to achieve that aggressive goal. Detailed follow up in the field allows to reduce operational times by allowing the wellsite team monitor and suggest new and improved ways of doing a routine task all of which result in lower costs per foot. Utilizing this BoB approach and stringent performance monitoring while drilling (pre-actual-post) activity analysis, allowed superior performance to be achieved. The project reached a 60% improvement on well times from the first well drilled to the best performing well. The best well was drilled in 8.68 days versus a field average of 18 days (217 m/day construction index). This generated 369,000 bbls of earlier oil production, 176 days ahead vs client expectations. Furthermore, in coordination with field staff, lessons learned were captured. But this is not enough since fast and effective communication is required, and the BoB methodology provides the solution to share optimization tricks quickly and effectively between crews, to continue well to well improvement and overall project and field level learning. Improved well delivery results is possible only by aligning the detailed planning and execution follow up in both the wellsite and a remote operations centre which monitored drilling activity in real time from town. This synergy and proactive communication system is also a key factor in the project delivery. This paper will present the results from the first application of the ‘Best of Best' (BoB) methodology in Mexico. This successful application enforces the idea that by coupling re-engineering practices to develop a more creative well design along with stringent performance monitoring; any field performance can be improved to deliver stellar results.
Звіти організацій з теми "Tadawul All Share Index"
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Kaffenberger, Michelle, and Lant Pritchett. Women’s Education May Be Even Better Than We Thought: Estimating the Gains from Education When Schooling Ain’t Learning. Research on Improving Systems of Education (RISE), September 2020. http://dx.doi.org/10.35489/bsg-rise-wp_2020/049.
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Women’s schooling has long been regarded as one of the best investments in development. Using two different cross-nationally comparable data sets which both contain measures of schooling, assessments of literacy, and life outcomes for more than 50 countries, we show the association of women’s education (defined as schooling and the acquisition of literacy) with four life outcomes (fertility, child mortality, empowerment, and financial practices) is much larger than the standard estimates of the gains from schooling alone. First, estimates of the association of outcomes with schooling alone cannot distinguish between the association of outcomes with schooling that actually produces increased learning and schooling that does not. Second, typical estimates do not address attenuation bias from measurement error. Using the new data on literacy to partially address these deficiencies, we find that the associations of women’s basic education (completing primary schooling and attaining literacy) with child mortality, fertility, women’s empowerment and the associations of men’s and women’s basic education with positive financial practices are three to five times larger than standard estimates. For instance, our country aggregated OLS estimate of the association of women’s empowerment with primary schooling versus no schooling is 0.15 of a standard deviation of the index, but the estimated association for women with primary schooling and literacy, using IV to correct for attenuation bias, is 0.68, 4.6 times bigger. Our findings raise two conceptual points. First, if the causal pathway through which schooling affects life outcomes is, even partially, through learning then estimates of the impact of schooling will underestimate the impact of education. Second, decisions about how to invest to improve life outcomes necessarily depend on estimates of the relative impacts and relative costs of schooling (e.g., grade completion) versus learning (e.g., literacy) on life outcomes. Our results do share the limitation of all previous observational results that the associations cannot be given causal interpretation and much more work will be needed to be able to make reliable claims about causal pathways.