The Disappearing Size Effect and Foreign Investors: Evidence from Japan

2004 ◽  
Author(s):  
Hao Jiang
Keyword(s):  
Size Effect ◽  
Foreign Investors

scholarly journals REVISITING THE SIZE EFFECT IN THE BOVESPA

2017 ◽  
Vol 57 (4) ◽  
pp. 317-329
Author(s):  
MARIA DEL MAR MIRALLES-QUIROS ◽  
JOSE LUIS MIRALLES-QUIROS ◽  
LUIS MIGUEL GONÇALVES
Keyword(s):  
Stock Market ◽  
Size Effect ◽  
Small Firms ◽  
Trading Strategies ◽  
Time Varying ◽  
Optimal Portfolios ◽  
Foreign Investors ◽  
Out Of Sample ◽  
Reduce Risk ◽  
Volatility Linkages

ABSTRACT The size effect has been analyzed in numerous stock markets using different approaches. However, there are few studies focused on its practical applicability. In this context, the aim of this study is two-fold. First, we examine price and volatility linkages among large, medium, and small firms employing a multivariate VAR-BEKK model. Second, we provide the out-of-sample performance of optimal portfolios constructed on the basis of time-varying return and volatility forecasts from this specification approach. Our overall results show that optimal portfolios are primarily composed of medium and small firms. Moreover, our findings reveal that using this technique, it is possible to reduce risk and outperform the naïve rule, which is usually employed by foreign investors interested in the Brazilian stock market. These findings are relevant not only for academics but also for practitioners because it is important an in-depth knowledge of stock market patterns in order to develop correct trading strategies.

Probabilistic modelling of the size effect on ductility of a C-Mn steel

1998 ◽  
Vol 08 (PR8) ◽  
pp. Pr8-63-Pr8-70
Author(s):  
S. Carassou ◽  
M. Soilleux ◽  
B. Marini
Keyword(s):  
Size Effect ◽  
Probabilistic Modelling ◽  
Mn Steel

The Quality of Kazakhstan’s Economic Policy and Balance of Payments

2008 ◽  
pp. 120-132
Author(s):  
K. Arystanbekov
Keyword(s):  
Economic Growth ◽  
Economic Policy ◽  
Economic Development ◽  
Balance Of Payments ◽  
Foreign Investors ◽  
Negative Balance ◽  
Macroeconomic Efficiency

Kazakhstan’s economic policy in 1996-2007, its character and the degree of responsibility, the correlation between economic development and balance of current accounts are considered in the article. Special attention is paid to the analysis of their macroeconomic efficiency. It is concluded that in conditions of high rates of economic growth in Kazahkstan in 2000-2007 the net profits of foreign investors are 10-11% of GDP every year. The tendency of negative balance of current accounts in favor of foreign investors is also analyzed.

Ring size effect in McMurry cyclization of 1,ω-di((azulen-1-yl)-carbonyl) alkanes

2020 ◽  
Vol 65 (1) ◽  
pp. 83-88
Author(s):  
Eugenia Andreea DRAGU ◽  
◽  
Alexandru C. RAZUS ◽  
Keyword(s):  
Size Effect ◽  
Ring Size

Diligentia quam in suis as a Technique for a Contextual Application of the Full Protection and Security Standard: Considering the Level of Development of Host States in International Investment Law

2020 ◽  
Vol 28 (4) ◽  
pp. 596-611
Author(s):  
Nitish Monebhurrun
Keyword(s):  
International Law ◽  
International Investment ◽  
Due Diligence ◽  
Foreign Investors ◽  
International Investment Law ◽  
Local Means ◽  
Security Standard ◽  
Maximum Protection ◽  
Investment Law ◽  
Full Protection

With international investment law as the background to this study, the present article examines how the full protection and security standard can be construed from the perspective of developing states hosting foreign investments. The research delves into classical public international law to argue that the diligentia quam in suis rule can be used as a means of interpretation to strike a balance between foreign investors’ and developing states’ interests when construing the full protection and security standard. The rule provides that any expected due diligence from the state party is necessarily of a subjective nature. This means that developing host states must deploy their best efforts to offer maximum protection to foreign investors not on an in abstracto basis but as per their local means and capacity. Accordingly, the standard is presented as an adaptable and flexible one which moulds its contours as per the level of development of the host state. Such flexibility does not imply condoning states’ abuse and negligence. The article explains how the diligentia quam in suis rule enables a conciliation between the full protection and security standard and the host state's level of development while rationalising the standard's application to developing nations.

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