scholarly journals Estimating the relationship between BRICS and U.S. stock index returns using panel regression methods

2015 ◽  
Author(s):  
Adejimi Ademuyiwa
Keyword(s):  
Stock Index ◽  
Panel Regression ◽  
Regression Methods ◽  
The Relationship ◽  
Stock Index Returns

scholarly journals MODELLING THE FOOD SECURITY IN UKRAINE

Ekonomika ◽  
2014 ◽  
Vol 93 (3) ◽  
pp. 102-115 ◽  
Author(s):  
A.V. Stavytskyy ◽  
O.O. Prokopenko
Keyword(s):  
Food Security ◽  
Food Availability ◽  
Security Level ◽  
Panel Regression ◽  
General Development ◽  
Development Trends ◽  
Regional Food ◽  
Regression Methods ◽  
The Relationship ◽  
Integral Indicator

In the present paper, regional food security in Ukraine is investigated. Food security level is estimated using the developed integral indicator based on food availability and accessibility. The relationship between this indicator and some macroeconomic parameters is estimated with the help of the panel regression methods that allow to evaluate some specific features for each region and to summarize some general development trends. 

Relationship Between Market Orders and Stock Returns: Evidence from Taiwan

2014 ◽  
Vol 17 (02) ◽  
pp. 1450013 ◽  
Author(s):  
Chiao Yi Chang ◽  
Andy Chien ◽  
Ya-Ting Hsu
Keyword(s):  
Regression Model ◽  
Stock Returns ◽  
Reference Point ◽  
Trading Volume ◽  
Positive Relationship ◽  
Stock Index ◽  
Panel Regression ◽  
Empirical Results ◽  
Order Imbalance ◽  
The Relationship

Unlike previous studies that adopted price as the reference point in this paper we employ the adjusted order imbalance that relates to volume as a reference. We examine the relationship between a firm's characteristics and stock returns. Adjusted order imbalance, including trading direction of stock index and trading volume of individual stock and stock index, is freely and easily obtained by investors in Taiwan. Employing the panel regression model, this paper found prior adjusted order imbalance has a significantly positive relationship with individual stock returns. Additionally, empirical results show that adjusted order imbalance enhances the impacts of the value and size variables.

An Examination of Asymmetric Relation between Implied Volatility Index and Its Underlying Asset

GIS Business ◽  
2017 ◽  
Vol 12 (6) ◽  
pp. 10-22
Author(s):  
Karam Pal Narwal ◽  
Purva Chhabra
Keyword(s):  
Implied Volatility ◽  
Negative Relationship ◽  
Stock Index ◽  
Investment Risk ◽  
Underlying Asset ◽  
Volatility Index ◽  
Asymmetric Relation ◽  
Asymmetric Behaviour ◽  
The Relationship ◽  
Stock Index Returns

The volatility index is the measure of 30-day expected volatility. Its association with stock index returns provides an insight to the volatility traders to launch derivatives products so that it can be used as a hedging tool. The aim of the present study is to empirically examine the relationship between the implied volatility indices and its underlying asset in context of developed and developing markets (like U.S., Japan, Germany, and China). The empirical findings report the asymmetric behaviour which indicates that a larger impact on implied volatility indices are from negative return shocks as compared to positive returns. This evinced that the investors and traders respond highly to negative returns in low volatile period by demanding more options at high premium which makes the implied volatility high. Therefore, the negative relationship between IVIX and stock index returns makes the index relevant for investors to diversifying their portfolio so that they can mitigate the investment risk associated with the volatility.

scholarly journals The drivers of social responsible stock index: The case of Dow Jones sustainability index world

2017 ◽  
Vol 14 (2) ◽  
pp. 173-180 ◽  
Author(s):  
Grigoris Giannarakis ◽  
Alexandros Garefalakis ◽  
Christos Lemonakis ◽  
George Konteos
Keyword(s):  
Oil Prices ◽  
Stock Index ◽  
Socially Responsible ◽  
Explanatory Variables ◽  
Sustainability Index ◽  
Business Operations ◽  
Negative Effect ◽  
Dow Jones Sustainability Index ◽  
The Relationship ◽  
Stock Index Returns

This study intends to investigate the main drivers of socially responsible stock index returns. For this reason, Dow Jones Sustainability Index World (DJSIW) is employed to identify companies that incorporate socially responsible initiatives in their business operations. As far as explanatory drivers of DJSIW returns are concerned, four variables are considered namely, gold prices, dollar US value to major currencies, interest rate and air pollution, while oil prices is examined in relation to volatility of DJSIW returns. Furthermore, a GARCH method was applied to investigate the relationship between explanatory variables and DJSIW returns for the period August, 1999 to 31 May, 2016 using monthly data. It is revealed that all explanatory variables have a negative effect on DJSIW. In addition, the increase of oil prices has a stabilizing effect on volatility of DJSIW returns. The results are important to explain the investor’s behaviour to socially responsible stock index returns.

PENGARUH PRODUK DOMESTIK BRUTO, INFLASI DAN RASIO GINI TERHADAP PENGANGGURAN TERBUKA DI PROVINSI DKI JAKARTA

2018 ◽  
Vol 14 (2) ◽  
Author(s):  
Sri Mahendra Putra Wirawan
Keyword(s):  
Economic Growth ◽  
Significant Influence ◽  
Economic Conditions ◽  
Research Model ◽  
Economic Region ◽  
Regression Methods ◽  
Price Increases ◽  
Comprehensive Picture ◽  
Development Goals ◽  
The Relationship

Gross Regional Domestic Product (GRDP) which provides a comprehensive picture of the economic conditions of a region is indicator for analyzing economic region development. Another indicator that is no less important is inflation as an indicator to see the level of changes in price increases due to an increase in the money supply that causes rising prices. The success of development must also look at the income inequality of its population which is illustrated by this ratio. One of the main regional development goals is to improve the welfare of its people, where to see the level of community welfare, among others, can be seen from the level of unemployment in an area. To that end, in order to get an overview of the effects of GRDP, inflation and the ratio of gini to unemployment in DKI Jakarta for the last ten years (2007-2016), an analysis was carried out using multiple linear regression methods. As a result, together the relationship between GRDP, inflation and the Gini ratio is categorized as "very strong" with a score of 0.936, and has a significant influence on unemployment. Partially, the GRDP gives a significant influence, but inflation and gini ratio do not have a significant influence. GDP, inflation and the Gini ratio together for the last ten years have contributed 81.4% to unemployment in DKI Jakarta, while the remaining 18.6% is influenced by other variables not included in this research model, so for reduce unemployment in DKI Jakarta, programs that are oriented to economic growth, suppressing inflation and decreasing this ratio need to be carried out simultaneously. Keywords: GRDP, inflation, unemployment, DKI Jakarta, GINI ratio  

PELAYANAN PUBLIK KESEHATAN PUSKESMAS DALAM MEMBERIKAN KEPUASAN MASYARAKAT DI KABUPATEN SUMENEP

2018 ◽  
Vol 3 (3) ◽  
Author(s):  
Aryo Wibisono ◽  
R. Amilia Destryana
Keyword(s):  
Public Health ◽  
Logistic Regression ◽  
Patient Satisfaction ◽  
Health Center ◽  
Public Service ◽  
Public Health Center ◽  
The Public ◽  
Regression Methods ◽  
Total Satisfaction ◽  
The Relationship

This study aims to determine the index of public satisfaction in public health center services in Sumenep Regency and the relationship between the services to the public satisfaction. The analysis measured the index of public satisfaction and logistic regression methods to determine the effect of the relationship on total satisfaction in the health services of Public Health Center. The results of the study are the alignment between interests and patient satisfaction is still not aligned, there are still differences between interests and satisfaction, the pattern of the result is the relationship between the assurance dimension to the service satisfaction of the public health center, and the results of the index of public satisfaction  values show that the results of the community assess the public health center performance is very good by getting an A grade. Keywords: public service, logistic regretion, index of public satisfaction

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.

scholarly journals Universal Fluctuations of the S&100 Stock Index Returns

2009 ◽  
Author(s):  
Rui Gonçalves ◽  
Alberto Pinto ◽  
Theodore E. Simos ◽  
George Psihoyios ◽  
Ch. Tsitouras
Keyword(s):  
Stock Index ◽  
S 100 ◽  
Stock Index Returns

scholarly journals When All Products Are Digital: Complexity and Intangible Value in the Ecosystem of Digitizing Firms

MIS Quarterly ◽  
2021 ◽  
Vol 45 (3) ◽  
pp. 1025-1058
Author(s):  
Pouya Rahmati ◽  
◽  
Ali Tafti ◽  
J. Christopher Westland ◽  
Cesar Hidalgo ◽  
...  
Keyword(s):  
Control Systems ◽  
Digital Technologies ◽  
Market Value ◽  
Positive Influence ◽  
Panel Regression ◽  
Tobin’S Q ◽  
Tobin's Q ◽  
Regression Methods ◽  
To Come ◽  
Do So

During the last four decades, digital technologies have disrupted many industries. Car control systems have gone from mechanical to digital. Telephones have changed from sound boxes to portable computers. But have the firms that digitized their products and services become more valuable than firms that didn’t? Here we introduce the construct of digital proximity, which considers the interdependent activities of firms linked in an economic network. We then explore how the digitization of products and services affects a company’s Tobin’s q—the ratio of market value over assets—a measure of the intangible value of a firm. Our panel regression methods and robustness tests suggest the positive influence of a firm’s digital proximity on its Tobin’s q. This implies that firms able to come closer to the digital sector have increased their intangible value compared to those that have failed to do so. These findings contribute a new way of measuring digitization and its impact on firm performance that is complementary to traditional measures of information technology (IT) intensity.

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