scholarly journals How to Regulate a Financial Market? The Impact of the 1893-1898 Regulatory Reforms on the Paris Bourse

2010 ◽  
Author(s):  
Pierre Cyrille Hautcoeur ◽  
Amir Rezaee ◽  
Angelo Riva
Keyword(s):  
Financial Market ◽  
The Impact ◽  
Paris Bourse ◽  
Regulatory Reforms

The US Monetary Policy Normalization: The Impact on Korean Financial Market and Capital Flows

2019 ◽  
Author(s):  
Tae Soo Kang ◽  
Kyunghun KIim ◽  
Hyunduk Suh
Keyword(s):  
Monetary Policy ◽  
Financial Market ◽  
Capital Flows ◽  
The Us ◽  
The Impact ◽  
Us Monetary Policy

Detecting the impact of fundamentals and regulatory reforms on the Greek wholesale electricity market using a SARMAX/GARCH model

Energy ◽  
2018 ◽  
Vol 142 ◽  
pp. 1083-1103 ◽  
Author(s):  
George P. Papaioannou ◽  
Christos Dikaiakos ◽  
Athanasios S. Dagoumas ◽  
Anargyros Dramountanis ◽  
Panagiotis G. Papaioannou
Keyword(s):  
Electricity Market ◽  
Garch Model ◽  
Wholesale Electricity Market ◽  
The Impact ◽  
Regulatory Reforms

scholarly journals Changes in the Portfolio Management and Construction under the Pandemic Era

2021 ◽  
Vol 275 ◽  
pp. 01005
Author(s):  
Ruipeng Tan
Keyword(s):  
Monte Carlo Simulation ◽  
Monte Carlo ◽  
Stock Returns ◽  
Financial Market ◽  
Portfolio Management ◽  
Portfolio Construction ◽  
Sample Data ◽  
Before And After ◽  
Reduce Risk ◽  
The Impact

This paper focuses on comparing portfolio management and construction before and after the coronavirus. First, this paper presents the importance of building up portfolios for investors to diversify their risks. Theories on portfolio management are discussed in this section to show how they have been developed to help on investing and reduce risk. Then, the paper moves on to show the impact of the pandemic on the financial market and portfolio management. Sample data on tech stock returns are collected to perform a Monte Carlo simulation on portfolio construction to find out the efficient portfolio before and after the COVID-19 outbreak. The efficient portfolio is build based on the Markowitz theory to find the combination. Comparisons between these portfolio constructions are made to find out the changes in portfolio management and construction under the pandemic era. In conclusion, this paper presents how pandemic has changed and impacted the investments and lists recommendations on future portfolio management and construction.

scholarly journals The Impact of Common Problems between the Sectors of Industry and Capital and Ways of their Solutions in the Russian Federation: أثر المشاكل المُشتركة بين قِطاعات الصِناعة ورؤوس الأموال وطُرُق حُلولها في روسيا الإتحادية

2017 ◽  
Vol 1 (5) ◽  
Author(s):  
Nemer Louay Badwan
Keyword(s):  
Financial Market ◽  
Success Factors ◽  
Investment Projects ◽  
Industrial Sectors ◽  
National Economic ◽  
Capital Financing ◽  
Common Problems ◽  
Industry Sectors ◽  
The Impact

This study summarizes the impact of common problems between capital and industry sectors and aims to find solutions to these problems to reduce them or to reduce them. It also clarifies the resemblance and comparison of technology to the sectors of industry and capital in Russian Russia. Russia's total over the previous years, and show what happened in the Russian financial market following the withdrawal of many capital and investors from within Russia to abroad, and also shows us this study also the rotational nature of capital in Russia, as this study shows some of its objectives as a most important explanation The capital and industry sectors, their success factors and competitiveness in their application. It also shows the impact of capital financing on industries, clarifying the role of capital finance in various investment projects and in different sectors of industry, and summarizes the scientific and practical concept of capital and industry sectors. And the process, and this can be seen through analytical, graphical and statistical tables within the Russian market in terms of products, profits and losses of the Russian industries by percentages, and the exposure of some Russian investments within Russia, As well as some of the dynamics of consumption within Russia in terms of expenditures, exports, imports and expenditures, and the structure of small and medium-sized enterprises in percentages in terms of production and consumption In the various sectors of Russian industry. The study also summarizes the role of the Russian financial market in the national economic activity and the ratios of fixed assets and the total amounts invested and taxes imposed on them. The study also examined the financial and industrial activities of most of the industrial sectors in Russia and their impact on the economic situation inside the country.

scholarly journals Transactions Volume, Exchange Direction and Asymmetry of Volatility in Emerging Market: Evidence From Tunisian Stock Exchange

2020 ◽  
Vol 11 (6) ◽  
pp. 318
Author(s):  
Jaber Yasmina
Keyword(s):  
Stock Market ◽  
Financial Market ◽  
Stock Exchange ◽  
Emerging Market ◽  
Explanatory Power ◽  
Trading Activity ◽  
Auto Correlation ◽  
The Asymmetry ◽  
The Impact ◽  
The Relationship

This study is an attempt to explain the relationship between intraday return and volume in Tunisian Stock Market. Indeed, former researches avow that the trading activity have the main explanatory power for volatility. However, most theories measure the activity of transactions through the size of exchange or the number of transactions. Nevertheless, these components are not aware enough of the importance of the direction of exchange when explaining the phenomenon of asymmetry of volatility. In the most of studies, the technique “Augmented Tick Test” (ATT) is employed so as to identify the direction of exchange. Such technique is adapted for the markets directed by orders like the Tunisian financial market. Again, this paper shows that the impact of the direction of exchange differs according to the market trend. In other words, if the returns are positive, the transactions of sale (of purchase) generate a decrease (increase) of volatility; whereas, they induce an increase (drop) of volatility if returns are negative. This result stresses the significance of exchange direction in explaning the asymmetry of volatility. Moreover, throughout this study, one may affirm that “Herding trades” are at the origin of the increase of volatility, while the “Contrarian trades” reduce volatility. Similarly, the identification of the direction of exchange enables us to affirm that the transactions of the initiates are characterized by the absence of returns auto- correlation; whereas, the transactions carried out by uninformed investors present an auto- correlation of the returns. In fact, the sign of this correlation varies according to transaction direction.

scholarly journals Impact of premium reserve on life insurance investments in the Western Balkans

2021 ◽  
Vol 16 (2) ◽  
pp. 355-376
Author(s):  
Jelena Tomašević ◽  
Milijana Novović-Burić ◽  
Ljiljana Kašćelan ◽  
Vladimir Kašćelan
Keyword(s):  
Financial Market ◽  
Life Insurance ◽  
Insurance Companies ◽  
Strong Positive Correlation ◽  
Western Balkans ◽  
Insurance Sector ◽  
Correlation And Regression Analysis ◽  
Country Level ◽  
Financial Investments ◽  
The Impact

The growing importance of life insurance in the world imposes a greater need for research in this area, particularly in the Western Balkans where the trend of growth has been closely accompanied by life insurance for the past two decades. Taking into consideration that life insurance companies are significant participants in the financial market, this research paper examines the impact of the premium reserve on the volume of financial investments of life insurance companies in Western Balkan countries, based on aggregate data on country level. In order to test its effect, linear correlation and regression models were used, based on data collected for the period 2006-2016. Additionally, comparative analysis was used to compare the position of life insurance companies in financial markets. The results obtained by applying correlation and regression analysis showed that there is a strong positive correlation between premium reserve and financial investments in all of the aforementioned countries in the region. This result is an important strategic guideline for the regulators and policymakers to make advancements in the life insurance sector as well as in the financial market of the Western Balkans.

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