scholarly journals Stock Market Manipulation on the Hong Kong Stock Exchange

2014 ◽  
Vol 8 (4) ◽  
pp. 105-140 ◽  
Author(s):  
Dionigi Gerace ◽  
Charles Chew ◽  
Christopher Whittaker ◽  
Paul Mazzola
Keyword(s):  
Hong Kong ◽  
Stock Market ◽  
Stock Exchange ◽  
Market Manipulation ◽  
Hong Kong Stock Exchange

scholarly journals Hong Kong stock exchange opens to biotechs

2018 ◽  
Vol 36 (6) ◽  
pp. 482-482
Author(s):  
Shannon Ellis
Keyword(s):  
Hong Kong ◽  
Stock Exchange ◽  
Hong Kong Stock Exchange

scholarly journals The Impact of Merger and Acquisition Firms on Stock Market Bubble

2019 ◽  
Vol IV (I) ◽  
pp. 335-342
Author(s):  
Waleed Khalid ◽  
Kashif Ur Rehman ◽  
Muhammad Kashif
Keyword(s):  
Stock Market ◽  
Financial Risk ◽  
Cost Of Capital ◽  
Stock Exchange ◽  
Merger And Acquisition ◽  
Financial Knowledge ◽  
Earnings Manipulation ◽  
Market Manipulation ◽  
Accounting Earnings ◽  
The Impact

In this research, we have endeavored to ascertain how the Merger & Acquisition firms effect the Pakistani stock market (PSX) during all stages of bubble periods. The regression results of “transaction multiples” and “inverse transaction multiples” show that the trading of the securities of Merger & Acquisition firms has increased in all stages of bubble periods less crash period where they decreased. The regression results have also revealed that Pakistani investors in the stock market carry a “weak financial knowledge & financial risk distress management” & they prefer market manipulation for discounting & therefore, they are adversely hit market manipulations in the stock exchange while trading securities. Resultantly, managerial incentives, as well as cost of capital of Merger & Acquisition firms, stand increased with the help of relevance of accounting, Earnings manipulation & by exercise Investing Activities.

DIVIDENDS, CONTROLLING SHAREHOLDERS AND FIRM PERFORMANCE: AN INVESTIGATION OF LARGE FIRMS ON THE HONG KONG STOCK EXCHANGE

2013 ◽  
Vol 08 (02) ◽  
pp. 1350011 ◽  
Author(s):  
TINA T. HE ◽  
WILSON X. B. LI ◽  
GORDON Y. N. TANG
Keyword(s):  
Hong Kong ◽  
Firm Performance ◽  
Stock Exchange ◽  
Positive Contribution ◽  
Large Firms ◽  
Control Rights ◽  
Significant Interaction Effect ◽  
Controlling Shareholders ◽  
The Impact ◽  
Hong Kong Stock Exchange

This study examines whether dividends payout has a positive contribution to firm performance while taking into account the important firm level characteristics such as the divergence between the control rights and the ownership rights of controlling shareholders and firm leverage. Investigating the large firms listed on the Main Board of Hong Kong Stock Exchange over the 1998–2007 period, we find that dividends payout has statistically significantly positive impacts on both return on assets (ROA) and Tobin's Q, particularly after controlling for the nonlinear relation between dividends and firm performance and between control rights of the controlling shareholder and firm performance. The regression results do not show significant interaction effect between dividends payout and control divergence on firm performance. But the impact of dividends payout on firm performance is different in family controlled firms versus state controlled firms and varies with institutional factors.

DAMPAK PANDEMI COVID-19 TERHADAP PASAR MODAL DI INDONESIA:

2020 ◽  
Vol 2 (2) ◽  
pp. 109-138
Author(s):  
Dedi Junaedi ◽  
Faisal Salistia
Keyword(s):  
New York ◽  
Hong Kong ◽  
Stock Market ◽  
Negative Impact ◽  
Positive Impact ◽  
Task Force ◽  
Stock Exchange ◽  
Stock Index ◽  
Social Distancing ◽  
Stock Indexes

ABSTRACT This study aims to: (1) examine the influence of a pandemic on the development of the stock market (CSPI) in Indonesia; (2) analyzing the effect of externalities on the dynamics of stock market developments in Indonesia; and (3) examine whether differences in social distancing policies affect the dynamics of Indonesian capital market movements. The research method uses quantitative analysis with a dummy variable multiple regression approach. JCI as a bound variable, while the independent variable is the number of Covid-19 pandemic cases in Indonesia, China and Spain, then the movement of the FTSE100 stock indexes (London), Hangseng (Hong Kong) and NASDAQ (New York), as well as differences in social distancing policies in Indonesia (Indonesia) Task Force, WFH and PSBB). The results of the study concluded: The movement of the composite stock index (CSPI) on the Jakarta Stock Exchange is influenced by internal and external conditions. Internally the condition of the Covid-19 pandemic and social distancing (WFH and PSBB) policies in the country have influenced the dynamics of the stock market (indicated by the movement of the IHSG index on the JSX). Externally, the Covid-19 pandemic in China and Spain also influenced the dynamics of the stock market in Indonesia (IHSG index). Likewise, the dynamics of the stock market in Hong Kong (Hangseng), London (FTSE100) and News York (NASDAQ). The coronavirus pandemic in Indonesia, China, the dynamics of the Nasdaq stock market in New York, and the social dintancing (WFH and PSBB) policies had a negative impact on the movement of the JCI stock index. While the pandemic in Spain, the dynamics of the stock market in Hong Kong (Hangseng) and London (FTSE100) actually had a positive impact on stock market conditions in Indonesia (JSX). Keywords: IHSG, Stock Market, Pandemic Covid-19, Social Distancing  

DAMPAK PANDEMI COVID-19 TERHADAP PASAR MODAL DI INDONESIA:

2020 ◽  
Vol 2 (2) ◽  
pp. 109-138
Author(s):  
Dedi Junaedi ◽  
Faisal Salistia
Keyword(s):  
New York ◽  
Hong Kong ◽  
Stock Market ◽  
Negative Impact ◽  
Positive Impact ◽  
Task Force ◽  
Stock Exchange ◽  
Stock Index ◽  
Social Distancing ◽  
Stock Indexes

ABSTRACT This study aims to: (1) examine the influence of a pandemic on the development of the stock market (CSPI) in Indonesia; (2) analyzing the effect of externalities on the dynamics of stock market developments in Indonesia; and (3) examine whether differences in social distancing policies affect the dynamics of Indonesian capital market movements. The research method uses quantitative analysis with a dummy variable multiple regression approach. JCI as a bound variable, while the independent variable is the number of Covid-19 pandemic cases in Indonesia, China and Spain, then the movement of the FTSE100 stock indexes (London), Hangseng (Hong Kong) and NASDAQ (New York), as well as differences in social distancing policies in Indonesia (Indonesia) Task Force, WFH and PSBB). The results of the study concluded: The movement of the composite stock index (CSPI) on the Jakarta Stock Exchange is influenced by internal and external conditions. Internally the condition of the Covid-19 pandemic and social distancing (WFH and PSBB) policies in the country have influenced the dynamics of the stock market (indicated by the movement of the IHSG index on the JSX). Externally, the Covid-19 pandemic in China and Spain also influenced the dynamics of the stock market in Indonesia (IHSG index). Likewise, the dynamics of the stock market in Hong Kong (Hangseng), London (FTSE100) and News York (NASDAQ). The coronavirus pandemic in Indonesia, China, the dynamics of the Nasdaq stock market in New York, and the social dintancing (WFH and PSBB) policies had a negative impact on the movement of the JCI stock index. While the pandemic in Spain, the dynamics of the stock market in Hong Kong (Hangseng) and London (FTSE100) actually had a positive impact on stock market conditions in Indonesia (JSX). Keywords: IHSG, Stock Market, Pandemic Covid-19, Social Distancing  

scholarly journals Factors That Affect Profitability of Banks Comparative Study between Indonesian and Hong Kong

KINERJA ◽  
2017 ◽  
Vol 21 (1) ◽  
pp. 88
Author(s):  
Farah Margaretha ◽  
Adisty Adisty
Keyword(s):  
Hong Kong ◽  
Linear Regression ◽  
Comparative Study ◽  
Multiple Linear Regression ◽  
Stock Exchange ◽  
Liquidity Risk ◽  
Return On Assets ◽  
Income Ratio ◽  
Total Investment ◽  
Hong Kong Stock Exchange

The problem of this research was the influence of liquidity risk, net credit facilities to total assets ratio, total investment to total assets ratio, total equity to assets ratio, net credit facilities to total deposits ratio, cost to income ratio, and bank size toward return on assets. The objective of this research was to identify the factors that influence return of assets of banks listed in Indonesia Stock Exchange and Hong Kong Stock Exchange over the period 2012-2015. The methodology of this research was multiple linear regression which is tested by using classic assumption. Sample in this research were 27 Banks listed in Indonesia Stock Exchange and 13 Banks listed in Hong Kong Stock Exchange over period 2012-2015. Finding and contribution in this research were liquidity risk, total equity to assets ratio, net credit facilities to total deposits ratio, cost to income ratio, and bank size have influence toward return on assets of banks in Indonesia. Meanwhile, net credit facilities to total assets ratio and total investment to total assets ratio do not have influence toward return on assets of banks in Indonesia. Liquidity risk, total equity to assets ratio, and cost to income ratio have influence toward return on assets of banks in Hong Kong, meanwhile credit facilities to total assets ratio, total investment to total assets ratio, net credit facilities to total deposits ratio, and bank size do not have influence toward return on assets of banks in Hong Kong. Research limitation or implication in this research was for banking management to use the the information to maintain or even increase the profitability of banks, and to investors for being used as considerations to invest in banking sectors.Keywords: profitability, liquidity risk, bank size, investment

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