scholarly journals The relationship between the bio-energy concept stocks in Taiwan and the international stock markets

2008 ◽  
Vol 5 (4) ◽  
pp. 437-443
Author(s):  
Chia-Hsing Huang ◽  
Liang-Chun Ho
Keyword(s):  
Composite Index ◽  
Stock Index ◽  
Test Results ◽  
Company Stock ◽  
Energy Company ◽  
International Stock Markets ◽  
Energy Concept ◽  
Causality Tests ◽  
Variance Decompositions ◽  
The Relationship

This research explores the relationship among the bio-energy company stock index in Taiwan, TAIEX, DJI, Nikkei 225 and SSE composite index for a period from January 1, 2005 to March 11, 2008. Test results indicate two things are noteworthy: 1. Granger causality tests show that the interaction between the bio-energy company stock index in Taiwan and TAIEX is one-way only; however, that between the bio-energy company stock index in Taiwan and DJI is two-way. 2. According to the results of variance decompositions, though TAIEX has the highest explanation power; nevertheless, the explanation strength tends to decrease. On the contrary, DJI and Nikkei 225 manifest constantly increasing strength in explanation. Accordingly, the influence of DJI upon the bio-energy company stock index in Taiwan keeps rising and can’t be ignored.

scholarly journals KAUSALITAS BI RATE, INFLASI DAN INDEKS HARGA SAHAM

2012 ◽  
Vol 11 (2) ◽  
Author(s):  
R. Adisetiawan .
Keyword(s):  
Capital Market ◽  
Stock Price ◽  
Financial Institution ◽  
Stock Exchange ◽  
Composite Index ◽  
Secondary Data ◽  
Stock Index ◽  
Test Results ◽  
Close Relationship ◽  
Causality Tests

This study aims to analyze the causal relationships between variables of inflation, BI rate, and stock index and the effects of inflation and BI rate on the Indonesia Stock Exchange composite index. Samples taken are data from January 1995 to March 2012. The research data used are secondary data published by Bank Indonesia (BI) and the Capital Market Supervisory Agency and Financial Institution Supervisory Agency (Bapepam-lk) in the form of capital market statistics are then analyzed using Granger causality tests and Multiple Regression. The results of this study revealed that the 99% confidence level (a = 0.01); during the period 1995.1-2012.3 causal relationship exists between inflation, BI rate, and the Indonesia Stock Exchange composite index. The test results obtained by regression adjusted R-square value of 52.3%, this suggests that the movement patterns of stock price index in capital markets-related changes in various macroeconomic variables, one of which is a negative coefficient BI rate to Indonesia's capital market indices. The results also revealed that there was a very close relationship between the variables of inflation and BI rate to the CSPI, as evidenced by the magnitude of the correlation (R) of 72.6%.

scholarly journals Realita Dinamika Pasar: Studi Intensif Distingsi Syariah Konvensional

2019 ◽  
Vol 3 (2) ◽  
pp. 190-202
Author(s):  
Yadi Nurhayadi ◽  
Daram Heriansyah ◽  
Eva Susanti ◽  
Siti Azizziah Azzahra
Keyword(s):  
Multivariate Analysis ◽  
Stock Exchange ◽  
Composite Index ◽  
Stock Index ◽  
Weak Correlation ◽  
Company Stock ◽  
Regression Correlation

The research confirm the differences between sharia company stock index and conventional company stock index as the issuer at The Indonesia Stock Exchange. This research is a continuation of a series of previous studies by Nurhayadi et al earlier on the comparison between the sharia market and the conventional market. The Data consist of Jakarta Stock Exchange (JSX) Composite Index (Indeks Harga Saham Gabungan (IHSG)), Jakarta Stock Exchange Liquid Index (LQ45), Jakarta Islamic Index (JII), Indonesia Sharia Stock Index (ISSI), ten companies of sharia issuer, and ten companies of conventional issuer. There are seven scenarios based on bivariate and multivariate analysis that conducted regression, correlation, and determination test to know whether conventional company influence on sharia company. The research scenarios cover five years data from January 2014 to December 2018. The result confirms that the fluctuation of conventional issuer's stocks is different from the fluctuation of sharia issuer's stocks. Conventional issuers have a weak correlation with sharia issuers. This condition implies that between the conventional market and the Islamic market there is no correlation.

scholarly journals Are ESG Shares a Safe Haven during COVID-19? Evidence from the Arab Region

2021 ◽  
Vol 14 (1) ◽  
pp. 208
Author(s):  
Musaab Mousa ◽  
Adil Saleem ◽  
Judit Sági
Keyword(s):  
Composite Index ◽  
Stock Index ◽  
Arab Region ◽  
Market Index ◽  
Long Run ◽  
Stock Market Performance ◽  
Market Shocks ◽  
Stock Indexes ◽  
The Impact ◽  
The Relationship

The world experienced significant changes in its social and economic lives in 2020–21. Major stock markets experienced an immediate decline. This paper attempts to examine the impact of COVID-19 on stock market performance as well as to identify the differences between the responses of ESG stocks and normal stocks to pandemic conditions in the Arab region. Daily time series for three years between March 2019 and March 2021 were collected for the S&P Pan Arab Composite index and S&P/Hawkamah ESG Pan Arab Index. We used a generalized autoregressive conditional heteroscedasticity (GARCH) model to measure market shocks and a non-linear autoregressive distributed lagged (NARDL) regression model to display the relationship between COVID-19 measurements and the performance of stock indexes. The findings suggest that the volatilities of ESG portfolios and conventional ones were equally affected in the pre-COVID period. However, in the post-COVID period, the magnitude of volatility in the ESG stock index was significantly less compared to that of the conventional stock index. The results also revealed that in the ESG market, shock tended to remain for a shorter period. Furthermore, the ESG index was not affected by the number of confirmed cases and deaths. However, evidence of asymmetric long-run cointegration existed between the S&P index and number of cases and deaths. Increases in the numbers of cases and deaths caused a decline in market index, whereas the reverse trends were observed in the retreat of the pandemic.

Investigating Causal Linkages Between International Stock Markets in Hungary and Austria in Terms of Economic Globalization

2019 ◽  
pp. 269-281
Keyword(s):  
Stock Markets ◽  
Economic Globalization ◽  
Stock Index ◽  
International Stock Markets ◽  
Time Period ◽  
Causality Tests ◽  
Long Time ◽  
Financial Asset Returns ◽  
Granger Causality Tests

The main aim of this chapter is to examine causal linkages between selected stock markets of Hungary and Austria in terms of economic globalization. The sample databases cover a long time period from January 2000 to December 2013. The selected ATX stock index represents Austria index, while BUX represents the main stock index of Hungary. The empirical findings highlighted that stock market in Hungary is significantly more volatile and provides comparatively higher investing opportunities for financial asset returns. There are strong evidences of no casual linkages between selected markets of Austria and Hungary. The econometric analysis includes BDS and Granger causality tests. The results are classified in a comparative manner. This book chapter will support decision makings on escalation ratios depending on the international financial market transmitting patterns.

scholarly journals The Relationship between Oil Prices and Exchange Rate: The Case of Romania

2013 ◽  
Author(s):  
AHMET ŞAHBAZ ◽  
Uğur Adıgüzel ◽  
Tayfur Bayat ◽  
Selim Kayhan
Keyword(s):  
Exchange Rate ◽  
Frequency Domain ◽  
Oil Prices ◽  
Test Results ◽  
Causality Analysis ◽  
Causality Test ◽  
Crude Oil Prices ◽  
Long Run ◽  
Causality Tests ◽  
The Relationship

This study investigates to causality between crude oil prices and exchange rates in Romania employing monthly data from the beginning of floating exchange regime for November 2004 to December 2011. The study benefits from the recent advance in the time series econometric analysis and carries out non-linear causality and frequency domain causality tests. According to nonlinear causality test results there is no causality between the variables. Results show that frequency domain causality results slightly differentiate from the nonlinear causality analysis and imply that there is a causality running from real exchange rate to real oil price on the mediun and long run.

Problematic Internet Use digunakan Ketika Kesepian pada Remaja

2020 ◽  
Vol 14 (1) ◽  
pp. 45-60
Author(s):  
Yashinta Yashinta ◽  
Dwi Hurriyati
Keyword(s):  
Internet Use ◽  
Hypothesis Test ◽  
Problematic Internet Use ◽  
Coefficient Of Determination ◽  
Test Results ◽  
Research Subjects ◽  
Significance Level ◽  
Relationship Of ◽  
The Relationship ◽  
Effective Contribution

This study aims to determine the relationship of loneliness with problematic internet use on boarding students on Silaberanti street in Siantan jaya Opposite Ulu 1 Palembang city. Research subjects numbered 220 people using random sampling methods. Data was collected using a 60 item problematic internet use scale and a 60 item loneliness. Realibility is generated on scale of problematic internet use of 0,955 and loneliness of 0,946.Hypothesis testing uses product moment correlation analysis techniques. Hypothesis test results showed a positive relationshif between loneliness with problematic internet use on boarding students on Silaberanti street in Siantan jaya Opposite Ulu 1 Palembang city r= 0,684 with a significance level of 0,000 (p<0,01). Loneliness in this study made an effective contribution of 46,8% to problematic internet use which can be seen from the coefficient of determination (r²) that is equel to 0,468.

META-ANALYSIS ON AMERICAN PRESIDENTIAL ELECTION - 2016 AND AMERICAN STOCK MARKET

2020 ◽  
Vol 38 (1) ◽  
Author(s):  
Farhan Ahmed ◽  
Salman Bahoo ◽  
Sohail Aslam ◽  
Muhammad Asif Qureshi
Keyword(s):  
Content Analysis ◽  
Stock Market ◽  
Event Study ◽  
Presidential Election ◽  
Republican Party ◽  
Stock Exchange ◽  
Meta Analysis ◽  
Composite Index ◽  
Stock Index ◽  
Political Event

This paper aims to analyze the efficient stock market hypothesis as responsive to American Presidential Election, 2016. The meta-analysis has been done combining content analysis and event study methodology. The all major newspapers, news channels, public polls, literature and five important indices as Dow Jones Industrial Average (DJIA), NASDAQ Stock Market Composit Indexe (NASDAQ-COMP), Standard & Poor's 500 Index (SPX-500), New York Stock Exchange Composite Index (NYSE-COMP) and Other U.S Indexes-Russell 2000 (RUT-2000) are critically examined and empirically analyzed. The findings from content analysis reflect that stunned winning of Mr Trump from Republican Party worked as shock for American stock market. From event study, findings confirmed that all the major indices reflected a decline on winning of Trump and losing of Ms. Clinton from Democratic. The results are supported empirically and practically through the political event like BREXIT that resulted in shock to Global stock index and loss of $2 Trillion.

Sunlight exposure: the effects on the performance of paragliding fabric

2018 ◽  
Vol 69 (05) ◽  
pp. 381-389
Author(s):  
MENGÜÇ GAMZE SÜPÜREN ◽  
TEMEL EMRAH ◽  
BOZDOĞAN FARUK
Keyword(s):  
Mechanical Properties ◽  
Aging Process ◽  
Air Permeability ◽  
Sunlight Exposure ◽  
Test Results ◽  
Coating Materials ◽  
Strength Tests ◽  
Before And After ◽  
The Relationship ◽  
Dark Blue

This study was designed to explore the relationship between sunlight exposure and the mechanical properties of paragliding fabrics which have different colors, densities, yarn counts, and coating materials. This study exposed 5 different colors of paragliding fabrics (red, turquoise, dark blue, orange, and white) to intense sunlight for 150 hours during the summer from 9:00 a.m. to 3:00 p.m. for 5 days a week for 5 weeks. Before and after the UV radiation aging process, the air permeability, tensile strength, tear strength, and bursting strength tests were performed. Test results were also evaluated using statistical methods. According to the results, the fading of the turquoise fabric was found to be the highest among the studied fabrics. It was determined that there is a significant decrease in the mechanical properties of the fabrics after sunlight exposure. After aging, the fabrics become considerably weaker in the case of mechanical properties due to the degradation in both the dyestuff and macromolecular structure of the fiber

Examining Contemporaneous Relationship between Return of Nifty Index and India VIX

2015 ◽  
Vol 5 (2) ◽  
Author(s):  
Prasenjit Chakrabarti
Keyword(s):  
Implied Volatility ◽  
Stock Index ◽  
Quadratic Effect ◽  
Asymmetric Building ◽  
Volatility Index ◽  
India Vix ◽  
The Relationship

The study examines the contemporaneous relationship between Nifty returns and India VIX returns. Literature documents that the relationship between them is negative and asymmetric. Building on this, the study considers the linear and quadratic effect of stock index return (CNX Nifty) and examines the changes in implied volatility index (India VIX). The study finds both linear and quadratic CNX Nifty index returns are significant for changes in the level of India VIX. Findings suggest that India VIX provides insurance both for downside market movement and size of the downside movement.

Adolescent smoking behavior and communication with parents: Depression as a mediator and gender as a moderator

2019 ◽  
Vol 47 (10) ◽  
pp. 1-9 ◽  
Author(s):  
Xieping Chen ◽  
Qian Xie ◽  
Yuting Yang
Keyword(s):  
Smoking Behavior ◽  
Depression Scale ◽  
Epidemiological Studies ◽  
Adolescent Smoking ◽  
Junior High Schools ◽  
Test Results ◽  
Negative Effect ◽  
And Gender ◽  
The Relationship ◽  
Communication Scale

Parent–adolescent communication is assumed to be an important factor affecting adolescent smoking behavior. However, the inner mechanism accounting for this association has still not been clarified in research. Our purpose in this study was to examine the relationships between parent–adolescent communication, adolescent smoking behavior, and depression, as well as gender differences in the relationship between depression and adolescent smoking behavior. Participants were 1,134 students at 6 junior high schools in China who completed the Parent-Adolescent Communication Scale, the Epidemiological Studies Depression Scale, and the Smoking Behavior Test. Results showed that parent-adolescent communication had a significant negative effect on adolescent smoking behavior and depression partially mediated the relationship between parent–adolescent communication and adolescent smoking behavior. In addition, gender moderated the relationship between depression and adolescent smoking behavior. Overall, these findings may help to promote better understanding of the relationship between parent–adolescent communication and adolescent smoking behavior.

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