Stock price

The study investigates the relationship between liquidity and returns on a stock exchange in a frontier market. The paper applies three asset pricing models, including Capital Asset Pricing Model (CAPM), the Fama-French three-factor model, liquidity-augmented three-factor model. To measure the liquidity in the study, five measures: quoted spread, trading volume, trading value, Amihud measure, and turnover ratio were applied.

16p viormkorn 27-09-2024 4 2   Download

The interconnection between the oil price and gold price with the stock market index has generated an epic amount of discussion for ages. While a numerous number of prior studies on different economies have drawn mixed findings, empirical findings for the relationship of those three vital economic indicators in ASEAN countries remain limited and open room for further research to call for better macroeconomic policy stances.

14p viormkorn 27-09-2024 4 2   Download

This research aims to evaluate the impact of CW issuance on the price and liquidity (measured by trading volume and bid-ask spread) of underlying stocks on the Vietnamese stock market. The study employs the event study methodology and Wilcoxon test to examine whether abnormal returns, trading volume, and bid-ask spreads change after CW issuance.

14p viormkorn 27-09-2024 7 2   Download

This paper is set out to explore the performance of the APT in the Vietnamese market in the context of the U.S - China trade war 2018. Testing on the listed stocks in Vietnamese stock exchanges provides a certain impact of the trade war on the asset pricing models’ effectiveness. Specifically, the trade war casts the effects on the prediction power of economic forces on the expected returns of the Vietnamese stocks. This is the first study to bring light into the investigation of the validity of the APT in the Vietnamese economy in the wake of the trade war.

16p toduongg 24-08-2024 1 0   Download

This study examines the impact of dividend policy on share price volatility in the Vietnam banking sector in the context of financial integration. Empirical study on the sample of 13 commercial banks listed on the stock exchange showed that dividend policy had significant effects on the share price movement. Both cash dividend and stock dividend payment showed a significantly positive impact on price volatility. Dividend yield and share price moved in the opposite direction.

22p toduongg 24-08-2024 1 0   Download

The aim of this study was to investigate the profitability of variable reduction methods for predicting the risk of the stock price drop of companies listed in Tehran Stock Exchange. To achieve this, the literature review was conducted and 24 primary variables were selected which were most frequently used in the literature and the required data for measuring them was available.

10p longtimenosee10 26-04-2024 6 2   Download

This thesis provides solid evidence to support the notion that idiosyncratic volatility plays a significant role in Australian equity markets. Therefore, it should not be ignored but instead should be considered when evaluating the performance of Australian stock portfolios and pension funds. It can also be used to predict Australian economic conditions.

214p runthenight04 02-02-2023 4 2   Download

This thesis contributes to our understanding of the ASEAN group, focusing on the ASEAN5 with particular attention paid to asset pricing and the linkages between equity markets, GDP and trade. A further motivation for this thesis lies in the importance of emerging markets. The ASEAN5 equity markets and their economies have only recently been freed from many of the regulatory constraints that bound their economies.

209p runthenight04 02-02-2023 11 3   Download

Mục tiêu của đề tài là nghiên cứu về ý tưởng, kỹ thuật cốt lõi của các thuật toán hồi quy đã được học và áp dụng chúng để giải quyết một vấn đề thực tiễn trong đời sống. qua đó chúng em đánh giá kết quả thực nghiệm, phân tích thách thức và đề xuất hướng giải quyết trong tương lai.

44p toan5ks1 04-08-2021 101 20   Download

The thesis analyzes the impact of changing accounting policies on exchange rate differences on stock prices of non-financial companies listed on Vietnam's stock market. You are invited to join us in the thesis to understand the details of the research.

0p trinhthamhodang8 20-10-2020 32 3   Download

This study contributes to the literature about asset-pricing models and their performances in different economic contexts. Moreover, the findings also offer insights into the use of the CAPM and TFM in developing countries in general and Vietnam, in particular.

13p tamynhan6 14-09-2020 23 4   Download

In this paper, employ asymmetric multivariate GARCH approaches to examine their performance on the volatility interactions between global crude oil prices and seven major stock market indices. Insofar as volatility spillover across these markets is a crucial element for portfolio diversification and risk management, we also examine the optimal weights and hedge ratios for oil-stock portfolio holdings with respect to the results.

19p nguyenxuankha_bevandan 13-08-2020 27 2   Download

There is abundant study available which studied impact of dividend announcement on share price but this paper is modeled in different manner as dividend announcement is not one time process but any company takes several procedural checks to ensure announcement of dividend from conception to declaration and declaration to distribution which is segregated into two-fold study in the present paper.

11p guineverehuynh 17-06-2020 35 5   Download

This article aims at focusing on the facts in the financial series of Foreign Portfolio Investment (FPI) and its determinants. The study considers Exchange Rate, Consumer Price Index, Index of Industrial production, SENSEX, NIFTY and Foreign Exchange Reserve as determinants.

11p guineverehuynh 21-06-2020 17 4   Download

In this study, panel data analysis is performed to assess not only the Textile Sector which holds an important place in Turkish Economy but also the impact of Research and Development investments of 14 firms, competing in national and international markets in this sector with public securities traded in Istanbul Stock Exchange, on their market prices, net sales and equity capital.

8p guineverehuynh 21-06-2020 31 5   Download

Research objectives: The impact of monetary policy on Vietnam stock market with regard to two aspects which are stock price and market liquidity.

36p slimzslimz 23-12-2019 43 8   Download

The objective of the thesis is to analyze the impact of micro-factors belonging to listed companies on share price volatility and thereby propose recommendations to limit the level of copper price volatility. of companies listed on Vietnam's stock market.

0p dungmaithuy 18-09-2019 32 4   Download

The remainder of the paper is organized as follows. Section 2 summarizes the prior research and presents my formal hypothesis. Section 3 presents my research design. Section 4 describes the data and presents results of my main empirical test. Section 5 contains supplementary analyses and Section 6 concludes.

121p fugu897 03-07-2019 16 1   Download

The present paper employs an Particle Swarm Optimization (PSO) Improved via Genetic Algorithm (IPSO) based on Support Vector Machines (SVM) for efficient prediction of various stock indices. The main difference between PSO and IPSO is shown in a graph. Different indicators from the technical analysis field of study are used as input features.

4p cathydoll5 27-02-2019 79 3   Download

Put call parity is a theoretical no-arbitrage condition linking a call option price to a put option price written on the same stock or index. This study finds that Put call parity violations arequite symmetric over the whole sample. However during the ban period 2008 in the U.S., puts aresignificantly and economically overpriced relative to calls.

15p thiendiadaodien_5 08-01-2019 26 4   Download