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27 articles for “Financial markets”
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Research ArticleOpen accessIn the abstractRandom Forest Based Feature Selection of Macroeconomic Variables for Stock Market PredictionIsaac Kofi Nti, Adebayo Felix Adekoya, Benjamin Asubam WeyoriA firm’s equity price on the stock-market is reported to be closely related to the Macroeconomic Variable (MVs) of the country in which the firm trades. For this reason, researchers, market traders, financial analysts and forecasters to examine the association between MVs and stock-price have carried out numerous studies, using time-series statistical analysis methods like Autoregressive Integrated Moving Average (ARIMA), … …American Journal of Applied Sciences, Vol. 16, Issue 7 · 31 Jul 2019 · 10,234 accessesView PDFCite
Research ArticleOpen accessIn the abstractAn Empirical Study of Efficiency Evaluation with Dynamic Strategy Trajectory Based on DEA Algorithm and BCG Model: A Case Study of Securities IndustryCheng-Shian Lin, Chun-Yueh LinThe U.S. Subprime Mortgage Crisis in 2008 led many financial institutions, including those in the securities industry, to the verge of bankruptcy. As the securities industry has a pivotal position in financial markets, this study aims to use Data Envelopment Analysis (DEA) to discuss the efficiency of the securities industry after the Financial Tsunami. In addition, this paper integrates the … …Journal of Social Sciences, Vol. 14, Issue 1 · 4 Apr 2018 · 8,166 accessesView PDFCite
Research ArticleOpen accessIn the abstractA Review of the Recent Advances Made in the Black-Scholes Models and Respective Solutions MethodsYasir Hamad Al Saedi, Gurudeo Anand TularamThe Black-Scholes model has been a major advance in finance over a period of time; this paper examines this model in some detail, in terms of the latest developments in both analytical and numerical solutions. The paper initially briefly examines historical aspects but quickly moves to a critical analysis of the works in the applications, solutions and implications for the … …Journal of Mathematics and Statistics, Vol. 14, Issue 1 · 8 Jan 2018 · 8,621 accessesView PDFCite
EditorialOpen accessIn the abstractAn Opportunity for the Agricultural Sector: The Renewable Energy SourcesRiccardo Testa, Salvatore TudiscaToday, among the most important issue for energy decisions by policymakers, there are security challenges and environmental impacts on climate change and economic aspects. Since the seventies, in fact, global warming and environmental issues have had an increasing importance in international debate, attracting the attention of several scientific studies (Landi and Benelli, 2016). Many of these studies denoted that over … …American Journal of Agricultural and Biological Sciences, Vol. 11, Issue 3 · 6 Sep 2016 · 8,092 accessesView PDFCite
Research ArticleOpen accessIn the abstractImpact of Financial Globalization on Banking RisksLarisa Yuzvovich, Elena Knyazeva, Natalia Mokeeva et al.Financial globalization definitely has an overall effect on globalization in the banking sector. This is reflected in averaging of banking risks for all parties, which occurs due to the impact of the markets, economies, private corporations and monopolies as well as states on each other. As a result, just the opposite priorities in monetary policy may have the same beneficial … …American Journal of Applied Sciences, Vol. 13, Issue 4 · 19 Apr 2016 · 8,555 accessesView PDFCite
Research ArticleOpen accessIn the abstractDETERMINANTS OF COMMON FACTORS IN KOREAN BANKS’ CREDIT DEFAULT SWAP PREMIUMSSeungjun Lee, Jaewoon Koo, Youngsik KwakUsing the panel analysis of non-stationarity in idiosycratic and common component method, we decompose Credit Default Swap (CDS) premium data of 11Korean banks into common factors and idiosyncratic shocks. We find that the CDS premium of all 11 banks is mostly explained by one common factor. We also find that the common factor of the banks’ CDS premium is mainly … …American Journal of Economics and Business Administration, Vol. 6, Issue 3 · 8 Dec 2014 · 7,014 accessesView PDFCite
Research ArticleOpen accessIn the abstractA MATHEMATICAL ANALYSIS OF THE INCLUSION OF INSTITUTIONAL BETTING FUNDS INTO STOCK MARKET: THE CASE OF TECHNICAL AND FUNDAMENTAL PAYOFF MODELS IN HORSERACE BETTINGCraig George Leslie Hopf, Gurudeo Anand TularamHorserace win and place returns have yet to be considered seriously as portfolio inputs in financial trading markets. However there exist technical and fundamental stochastic models of parametric and nonparametric distribution that appear to optimize expected returns from win and place investing in the horserace wagering market. In this study, a complex number optimization technique is introduced and applied to … …Journal of Mathematics and Statistics, Vol. 10, Issue 3 · 23 Aug 2014 · 6,790 accessesView PDFCite
Research ArticleOpen accessIn the abstractFUZZY RULE-BASED SYSTEM FOR AVENUE MANAGEMENTS. Prakash, C. SundarMutual Funds are becoming effective way for investors to participate in financial markets. An investor must learn to analyze and measure the risk and return of the portfolio. The performance of funds is mainly affected by characteristics such as asset size, turnover and fee structure. Investors’ highest priority lies in understanding the relation between fund performance and above properties. Currently … …American Journal of Applied Sciences, Vol. 11, Issue 5 · 15 Feb 2014 · 6,927 accessesView PDFCite
Research ArticleOpen accessIn the abstractMERGERS AND ACQUISITIONS IN THE GREEK BANKING SECTOR ADDRESSING THE PROFITABILITY QUESTIONVassilis Chouliaras, Athianos StergiosThe wave of mergers and acquisitions of financial institutions which was observed in the United States and Europe in the 1980s and 1990s seems to have affected the Greek banking market by the end of the 1990s. The result was the emergence of new significant players in the market. Despite the fact that scale economies should lead to the improvement … …Journal of Social Sciences, Vol. 9, Issue 1 · 20 Jun 2013 · 7,223 accessesView PDFCite
Research ArticleOpen accessIn the abstractInvestigation of Socially Responsible Investment Markets (SRI) Using Dynamic Conditional Correlation (DCC) Method: Implications for DiversificationGurudeo Anand Tularam, Eduardo Roca, Victor Siew Howe WongProblem statement: Over the last ten years there has been a phenomenal growth in the amount of funds placed in SRI globally estimated to be around US$6.5 trillion while around US$55 billion in the Australian market. Accurate knowledge of correlation of the Australian SRI market with other SRI markets overseas is crucially important for Australian (SRI) investors for international portfolio … …Journal of Mathematics and Statistics, Vol. 6, Issue 4 · 4 Nov 2010 · 16,234 accessesView PDFCite