Comparative Analysis of the BRIC Countries Stock Markets Using Network Approach

2013 ◽  
pp. 191-201 ◽  
Author(s):  
Arsenii Vizgunov ◽  
Andrey Glotov ◽  
Panos M. Pardalos
Keyword(s):  
Comparative Analysis ◽  
Stock Markets ◽  
Network Approach ◽  
Bric Countries

A Comparative Analysis of Drivers of Secondary Market Liquidity in Financial Markets for Investment Analysis

2019 ◽  
pp. 340-366
Author(s):  
Hakki Karatas ◽  
Nildag Basak Ceylan ◽  
Ayhan Kapusuzoglu
Keyword(s):  
Comparative Analysis ◽  
Stock Markets ◽  
Global Financial Crisis ◽  
Negative Impact ◽  
Bond Market ◽  
Secondary Market ◽  
Market Liquidity ◽  
Investment Analysis ◽  
Secondary Bond ◽  
The Impact

The purpose of this chapter is to examine the drivers of secondary bond market and stock market liquidity for investment analysis after global financial crisis in Turkey. The literature in Turkey mainly focuses only on the volatility of return for driving liquidity in both bond and stock markets. However, it is argued that other types of volatilities including domestic and international volatilities have also a deteriorating impact on secondary market liquidity in Turkey. In this context, it is empirically tested whether the volatility and/or uncertainty that stem from the FED and ECB policies within the last 10 years had a negative impact on liquidity both in government bond and stock markets. Moreover, the impact of non-residents in bond and stock markets on secondary market liquidity is examined by including their holdings in stock and bond market.

On the Problems of Short Term Forecasting of Russian Stock Market

2019 ◽  
Vol 6 (6) ◽  
pp. 84-88
Author(s):  
М. Галустян ◽  
M. Galustyan
Keyword(s):  
Stock Market ◽  
Stock Markets ◽  
Developed Countries ◽  
Comparison Method ◽  
Graphical Analysis ◽  
Bric Countries ◽  
Daily Data ◽  
Main Indicator ◽  
Short Term Forecasting ◽  
Russian Stock Market

The features of the Russian stock market that affect the process and the result of forecasting its main indicator — MICEX — are considered, the mechanism that makes it difficult to predict the index for each of the features is described. A comparative analysis of the Russian stock market with the stock markets of other countries in accordance with the above features. Using the mathematical and statistical methods the increased influence of these features and problems on the Russian stock market in comparison with the stock markets of other BRIC countries, developed countries, the Eurozone countries is proved. The paper uses such methods as: correlation analysis, graphical analysis, analysis of variance, comparison method, method of retrospection. Monthly and daily data for 2010–2017 are used in calculations and graphs.

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