Stock Prices Growth Pattern by the Emergency Demand After the Great East-Japan Earthquake

2017 ◽  
pp. 151-160 ◽  
Author(s):  
Kenji Yamaguchi ◽  
Yuriko Yano ◽  
Yukari Shirota
Keyword(s):  
Growth Pattern ◽  
Stock Prices ◽  
Great East Japan Earthquake

Re-Increased Male Suicide Rates in the Recovery Phase Following the Great East Japan Earthquake

Crisis ◽  
2020 ◽  
Vol 41 (6) ◽  
pp. 422-428 ◽  
Author(s):  
Masatsugu Orui
Keyword(s):  
Social Connectedness ◽  
Recovery Phase ◽  
Great East Japan Earthquake ◽  
Temporary Housing ◽  
Period Analysis ◽  
Suicide Rates ◽  
Male Suicide ◽  
The Social ◽  
The Difference

Abstract. Background: Monitoring of suicide rates in the recovery phase following a devastating disaster has been limited. Aim: We report on a 7-year follow-up of the suicide rates in the area affected by the Great East Japan Earthquake, which occurred in March 2011. Method: This descriptive study covered the period from March 2009 to February 2018. Period analysis was used to divide the 108-month study period into nine segments, in which suicide rates were compared with national averages using Poisson distribution. Results: Male suicide rates in the affected area from March 2013 to February 2014 increased to a level higher than the national average. After subsequently dropping, the male rates from March 2016 to February 2018 re-increased and showed a greater difference compared with the national averages. The difference became significant in the period from March 2017 to February 2018 ( p = .047). Limitations: Specific reasons for increasing the rates in the recovery phase were not determined. Conclusion: The termination of the provision of free temporary housing might be influential in this context. Provision of temporary housing was terminated from 2016, which increased economic hardship among needy evacuees. Furthermore, disruption of the social connectedness in the temporary housing may have had an influence. Our findings suggest the necessity of suicide rate monitoring even in the recovery phase.

The Effect of Current Ratio and Debt to Asset Ratio on Net Profit Margin and Stock Prices: A Study of Basic Industry and Chemicals Companies

2020 ◽  
pp. 282-294
Author(s):  
Sudirman S ◽  
Muhammad Wahyuddin Abdullah ◽  
Muhammad Obie
Keyword(s):  
Stock Prices ◽  
Stock Exchange ◽  
Secondary Data ◽  
Profit Margin ◽  
Current Ratio ◽  
Industry Sector ◽  
Basic Industry ◽  
Net Profit ◽  
Equity Ratio ◽  
Index Value

This study examined the effect of current ratio and debt to asset ratio on net profit margin and stock prices of the sector basic industry and chemicals companies listed on the Indonesia Stock Exchange in the period 2015-2019. The object of research was the stock prices of companies in the Basic Industry and Chemicals sector, which have been published through the official website of the Indonesian capital market. It was used secondary data derived from the monthly statistics, including Current Ratio data, Net Profit Margin, Debt to Asset Ratio, and data on closing prices for the period 2015-2019. In analyzing data, it was used path analysis of secondary data obtained from the basic industry sector financial statements of 60 companies. The company's performance in this sector is considered quite good when seen from the movement of the index value in the last five years. The results show that direct current ratio had a positive and significant effect on the net profit margin, and the debt to equity ratio did not significantly influence the net profit margin. The current ratio has a positive and significant effect on stock prices, and the debt to equity ratio has a negative and not significant effect on stock prices. In contrast, the net profit margin has a significant effect on stock prices in the basic industry sector companies on the Indonesia Stock Exchange. Indirectly the current ratio has a positive and significant effect on stock prices. In contrast, the debt to asset ratio has a negative and not significant effect on the company's stock prices in the basic industry sector on the Indonesia Stock Exchange.

An Empirical Investigation of Factors Affecting Stock Prices in Vietnam

2014 ◽  
pp. 74-89 ◽  
Author(s):  
Vinh Vo Xuan
Keyword(s):  
Exchange Rates ◽  
Crude Oil ◽  
Foreign Exchange ◽  
Stock Prices ◽  
Global Financial Crisis ◽  
Oil Prices ◽  
Foreign Exchange Rates ◽  
Factors Affecting ◽  
Crude Oil Prices ◽  
Before And After

This paper investigates factors affecting Vietnam’s stock prices including US stock prices, foreign exchange rates, gold prices and crude oil prices. Using the daily data from 2005 to 2012, the results indicate that Vietnam’s stock prices are influenced by crude oil prices. In addition, Vietnam’s stock prices are also affected significantly by US stock prices, and foreign exchange rates over the period before the 2008 Global Financial Crisis. There is evidence that Vietnam’s stock prices are highly correlated with US stock prices, foreign exchange rates and gold prices for the same period. Furthermore, Vietnam’s stock prices were cointegrated with US stock prices both before and after the crisis, and with foreign exchange rates, gold prices and crude oil prices only during and after the crisis.

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