scholarly journals An Dynamic Analysis on the Relationship among Prices, Trading Volumes, Import Volumes and Demand Using VAR - Focused on Cabbage, Onions, and Garlic -

2017 ◽  
Vol 24 (1) ◽  
pp. 9-19
Author(s):  
Kuk-Hyun Nam ◽  
Young-Chan Choe
Keyword(s):  
Dynamic Analysis ◽  
Trading Volumes ◽  
The Relationship

A new look at the meeting clustering effect

2021 ◽  
Vol ahead-of-print (ahead-of-print) ◽  
Author(s):  
Ángel Pardo ◽  
Eddie Santandreu
Keyword(s):  
Stock Returns ◽  
Stock Exchange ◽  
Abnormal Returns ◽  
Relevant Information ◽  
Investor Attention ◽  
Content Type ◽  
Potential Link ◽  
Clustering Effect ◽  
Trading Volumes ◽  
The Relationship

PurposeThe study aims to test the existence of a meeting clustering effect in the Spanish Stock Exchange (SSE).Design/methodology/approachThis paper studies the relationship between the clustering of annual general meetings and stock returns in the SSE. A multivariate analysis is carried out in order to analyse the relationship between monthly returns and the clustering of general meetings in the SSE.FindingsThe authors show that meeting clustering exists and that some months exhibit significant and positive additional returns related to the holding of ordinary or extraordinary general meetings.Research limitations/implicationsThe authors have explored some possible explanations for the meeting clustering effect, such as a potential link with the “Halloween” effect or the presence of higher-than-normal levels of volatility, trading volumes or investor attention. However, none of these can explain the meeting clustering effect that emerges as a new anomaly in the SSE.Practical implicationsThe authors have documented significant and positive abnormal returns in some months that coincide with the holding of general meetings. Therefore, the holding of ordinary and/or extraordinary meetings in some months involves the release of relevant information for investors.Originality/valueThis study complements the financial literature because it is focused on the clustering of meetings and its effect on a stock market whose legal order is based on civil law. This fact allows us to shed new light on meeting clustering and its effect on other types of markets.

The Relationship Between COVID-19 (Cases and Deaths) and Stock Markets

2021 ◽  
pp. 323-341
Author(s):  
Paulo Ferreira ◽  
Éder Pereira
Keyword(s):  
Shock Waves ◽  
Dynamic Analysis ◽  
Correlation Coefficient ◽  
Stock Markets ◽  
Pearson Correlation ◽  
Pearson Correlation Coefficient ◽  
The World ◽  
Negative Effect ◽  
The Relationship ◽  
Second Wave

The numbers of COVID-19 increase daily, both confirmed cases and deaths. All over the world, shock waves are felt with impacts on economies in general and the financial sector in particular. Aiming to assess the relationship between confirmed cases and deaths and the behaviour of stock markets, the authors perform a dynamic analysis, based on the Pearson correlation coefficient, for 10 of the most affected countries in the world. As expected, they find evidence that the number of COVID-19 cases had a negative effect on stock markets, and that the current second wave is penalizing them. They also find that deaths have a more relevant impact than the number of confirmed cases.

Analysis on Hopf Bifurcation and Complexity of one Kind Financial System

2011 ◽  
Vol 48-49 ◽  
pp. 813-816 ◽  
Author(s):  
Qi Zhang ◽  
Jun Hai Ma
Keyword(s):  
Numerical Simulation ◽  
Mathematical Model ◽  
Hopf Bifurcation ◽  
Dynamic Analysis ◽  
Dynamic Systems ◽  
Financial System ◽  
The Relationship ◽  
At Home

From a mathematical model of one kind complicated financial system, we make a dynamic analysis on this kind of system on the basis of studies of scholars both at home and abroad. We find characteristics of various dynamic systems driven by different parameters, and study possible Hopf bifurcation as well as the relationship between Hopf bifurcation and the values of parameters. Besides, we make use of algorithm to analyze complexity of the system. The results of numerical simulation prove that the theory used in the thesis is correct. This study is regarded with good theoretical and practical value.

Dynamic Analysis of the Relationship Between the Collapse of Blastulation and Hatching in Human Blastocysts Using Time-Lapse Cinematography

2012 ◽  
Vol 97 (3) ◽  
pp. S30 ◽  
Author(s):  
K. Yumoto ◽  
K. Iwata ◽  
C.H. Sargent ◽  
Y. Kai ◽  
A. Imajyo ◽  
...  
Keyword(s):  
Dynamic Analysis ◽  
Time Lapse ◽  
The Relationship

STUDY OF CUTTING AERIAL PMMA WITH MINIATURE DETONATION CORD

2008 ◽  
Vol 22 (31n32) ◽  
pp. 5566-5571
Author(s):  
Z.Q. LI ◽  
L.M. ZHAO ◽  
Y.G. ZHAO
Keyword(s):  
Experimental Study ◽  
Dynamic Analysis ◽  
Nonlinear Dynamic ◽  
Linear Density ◽  
Nonlinear Dynamic Analysis ◽  
Plate Versus ◽  
Cutting Depth ◽  
Simulation Results ◽  
Relationship Of ◽  
The Relationship

In order to shorten the time of through-the-canopy-ejection, and to ensure pilot safely escape and survive. The application of linear cutting technique using miniature detonation cord( MDC) in through-the-canopy-ejection-system is proposed. A series of different kinds of MDC are designed. Firstly experimental study on the cutting process of the PMMA plate wiht MDC is carried out. Material of metal cover explosive types and the range of charge quantities are determined. Consequently the phenomena of spallation is observed, and the relationship between the cutting depth and charge quantities is obtained. For the comparison, the process of explosion cutting PMMA plate is simulated by means of nonlinear dynamic analysis code LS-DYNA. Spallation phenomena which occurs in the experiment, is also observed in the simulation. Simulation results present the relationship of cutting depth of PMMA plate versus charge linear density, which well agree with experimental ones.

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