scholarly journals Securitization of bank assets and insurance liabilities on the basis of the stock market potential

2012 ◽  
Vol 3 (2) ◽  
pp. 35-39 ◽  
Author(s):  
Olha Kozmenko ◽  
◽  
Olena Pakhnenko ◽  
Keyword(s):  
Stock Market ◽  
Market Potential

Development of Stock Trading Optimization Analysis System Using Moving Average Method

2011 ◽  
Vol 66-68 ◽  
pp. 1703-1707
Author(s):  
Pang Wen Ling
Keyword(s):  
Stock Market ◽  
Average Method ◽  
Moving Average ◽  
Technical Analysis ◽  
Market Potential ◽  
Optimization Analysis ◽  
Stock Trading ◽  
Analysis System

The Taiwan stock market has millions of investors. If each investor spends $5,000 NTD each month on a professional technical analysis system (the current use price is $5,000~10,000 NTD) and it is conservatively estimated 100,000 investors would use the system, the market potential will be $500 million NTD. Developing an effective stock trading analysis system can help investors obtain profits. At the same time, the system buyers can also make considerable profits. The study is intended to develop a stock trading technical analysis system with moving average method.

Creation of Stock Analysis System Depend on the Prediction Research of Individual Stock Price Behavior by Moving Average Method

2012 ◽  
Vol 601 ◽  
pp. 547-553
Author(s):  
Pang Wen Ling
Keyword(s):  
Stock Market ◽  
Stock Prices ◽  
Stock Price ◽  
Average Method ◽  
Moving Average ◽  
Market Potential ◽  
General Rules ◽  
Data Source ◽  
Stochastic Data ◽  
Analysis System

The Taiwan stock market has millions of investors. If each investor spends $5,000 NTD each month on a professional technical analysis system and it is conservatively estimated 100,000 investors would use the system, the market potential will be $500 million NTD. If we can seek out irregular general rules of stock price data on stock market and further make predictions to some extent, the return on investment may be effectively raised, and investment loss reduced for the investors. This study will take Taiwan stock market as data source and use Moving Average Method (MA) to conduct study and analysis of stochastic data of stock price. One stocks (TSMC) typical in Taiwan’s industries and with large-cap index weights are studied to explore whether there are any specific changes and regularities in seemingly irregular stock prices.. We should depend on the front research to develop an effective stock trading analysis system, and we can help investors obtain profits. At the same time, the system users can also make more considerable profits.

Predicting Stock Market Performance

2020 ◽  
pp. 1-10
Author(s):  
Thomas Plieger ◽  
Thomas Grünhage ◽  
Éilish Duke ◽  
Martin Reuter
Keyword(s):  
Stock Market ◽  
Risk Taking ◽  
Life Stress ◽  
Price Volatility ◽  
Individual Characteristics ◽  
Self Report ◽  
Financial Behavior ◽  
Market Simulation ◽  
Stock Market Performance ◽  
Risk Taking Behavior

Abstract. Gender and personality traits influence risk proneness in the context of financial decisions. However, most studies on this topic have relied on either self-report data or on artificial measures of financial risk-taking behavior. Our study aimed to identify relevant trading behaviors and personal characteristics related to trading success. N = 108 Caucasians took part in a three-week stock market simulation paradigm, in which they traded shares of eight fictional companies that differed in issue price, volatility, and outcome. Participants also completed questionnaires measuring personality, risk-taking behavior, and life stress. Our model showed that being male and scoring high on self-directedness led to more risky financial behavior, which in turn positively predicted success in the stock market simulation. The total model explained 39% of the variance in trading success, indicating a role for other factors in influencing trading behavior. Future studies should try to enrich our model to get a more accurate impression of the associations between individual characteristics and financially successful behavior in context of stock trading.

Global Stock Market Integration

2016 ◽  
Author(s):  
Asma Mobarek ◽  
Sabur Mollah
Keyword(s):  
Stock Market ◽  
Market Integration ◽  
Stock Market Integration ◽  
Global Stock

The Effects of Share Repurchase Announcements on Returns in the Malaysia Stock Market

2018 ◽  
Vol 1 (1) ◽  
pp. 1 ◽  
Author(s):  
Tze San Ong ◽  
Pei San Ng
Keyword(s):  
Stock Market ◽  
Abnormal Return ◽  
Small Firms ◽  
Abnormal Returns ◽  
Share Repurchase ◽  
Before And After ◽  
Positive Abnormal Return ◽  
Repurchase Announcements ◽  
Signaling Hypothesis ◽  
Firm Characteristic

This paper examines the market response surrounding the share repurchase announcements of Malaysia Listed Companies from years 2012 to 2016. One sample T-test was carried out to identify the abnormal return in the range before and after 20 days from share repurchase announcements. The result shows a significant positive abnormal return in the day of repurchase announcements and continuously until day 1 after the announcements. Multiple regression analysis was performed in order to identify the firm characteristic of share repurchase. The finding is supported with information asymmetric, which shows that stock market reacts more favorably through the repurchase announcements by small firms than large firms. This study is consistent with the signaling hypothesis that shows share repurchase announcement can be an effective tool in stabilizing the stock market in Malaysia. The finding of this study acts as a useful tool for managers and investors to improve their decisions on share repurchase announcements in Malaysia. Company’s managers can conduct share repurchase announcements that are able to make the stock market react positively in order to generate positive abnormal returns.

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