scholarly journals The Impact of Coronavirus (COVID-19) on New York Stock Exchange

2020 ◽  
Vol 12 (2) ◽  
pp. 28
Author(s):  
Issam Tlemsani ◽  
Maram Alghamdi ◽  
Munira Alomair ◽  
Fatimah Alsaleh ◽  
Samar Balhareth ◽  
...  
Keyword(s):  
New York ◽  
Stock Market ◽  
Stock Exchange ◽  
Financial Economic ◽  
New York Stock Exchange ◽  
Exchange Market ◽  
Health Crisis ◽  
Expert Opinions ◽  
York Stock Exchange ◽  
The Impact

The value of any stock market could change for several diverse reasons such as financial, economic and health. The value of the New York Stock Exchange market has reduced drastically in the first quarter of 2020 and expected to reduce further in the upcoming months, according to many economists (Ayittey et al., 2020; White, 2017). It will face a huge blow this year due to the appearance of the unexpected new virus (COVID-19). The New York Stock Exchange has fallen sharply for the first time in 23 years, causing a significant crash in consumer sentiment indexes, thereafter, decreasing the overall global stock market value (Financial Buzz, 2020). Such instances are rarely encountered, making investors to feel insecure and unsafe to make significant decisions about their investments. Together with these uncertainties and fears, many industries were badly affected and many other industries benefited from this global health crisis (Ayittey et al., 2020). Through this research paper, an exploration of the effects of COVID-19 on New York Stock Exchange market are done with support from expert opinions.

Are stock market networks non-fractal? Evidence from New York Stock Exchange

2016 ◽  
Vol 17 ◽  
pp. 97-102 ◽  
Author(s):  
Zhi-Jian Zeng ◽  
Chi Xie ◽  
Xin-Guo Yan ◽  
Jue Hu ◽  
Zhou Mao
Keyword(s):  
New York ◽  
Stock Market ◽  
Stock Exchange ◽  
New York Stock Exchange ◽  
York Stock Exchange ◽  
Market Networks

scholarly journals Exploring the Determinants of Financial Structure in the Technology Industry: Panel Data Evidence from the New York Stock Exchange Listed Companies

2019 ◽  
Vol 12 (4) ◽  
pp. 163 ◽  
Author(s):  
Vintilă ◽  
Gherghina ◽  
Toader
Keyword(s):  
New York ◽  
Panel Data ◽  
Stock Exchange ◽  
Financial Structure ◽  
New York Stock Exchange ◽  
Debt Ratio ◽  
Technology Industry ◽  
York Stock Exchange ◽  
Dependent Variables ◽  
The Impact

This paper aims to analyze the influencing factors on the financial structure of 51 companies listed on the New York Stock Exchange, in the technology industry, from 2005–2018. The objective is to see the impact of independent company-specific variables such as company size, tangibility of assets, growth opportunity, effective tax rate, current liquidity, depreciation, stock rotation, financial return, working capital, price to book value, price to earnings ratio, as well as the impact of governance variables and macroeconomic variables such as inflation rate, interest rate, market size, gross domestic product per capita. Using panel data and multiple linear regressions, we analyze the relationship between the independent variables listed above and the dependent variables, namely the total debt ratio, the long-term debt ratio and the short-term debt ratio. The results of the analysis showed that variables such as size, tangibility, liquidity, profitability have a significant influence on the dependent variables in accordance with the theories regarding the capital structure.

scholarly journals Varying market conditions on the New York Stock Exchange and their effects on non-USA markets

1993 ◽  
Vol 24 (2) ◽  
pp. 39-44
Author(s):  
D. J. Bradfield
Keyword(s):  
New York ◽  
Empirical Investigation ◽  
Stock Exchange ◽  
New York Stock Exchange ◽  
Market Conditions ◽  
York Stock Exchange ◽  
The Impact

The effects of various market conditions of the New York Stock Exchange (NYSE) on non-USA markets are investigated in this article. On the basis of an empirical investigation, evidence is presented which suggests that the influence of the NYSE on non-USA markets differs during different market conditions of the NYSE. For example, it was found that during declining market conditions on the NYSE the influence was greater on non-USA markets than during rising market conditions on the NYSE. A model designed to yield detailed risk statistics of individual non-USA securities was also implemented to investigate the impact of various market conditions of the NYSE.

Decimalization of Stock Exchanges

2011 ◽  
pp. 165-180
Author(s):  
Bin Chang
Keyword(s):  
New York ◽  
Stock Exchange ◽  
Stock Exchanges ◽  
New York Stock Exchange ◽  
Tick Size ◽  
Toronto Stock Exchange ◽  
Bid Ask Spread ◽  
Limit Orders ◽  
York Stock Exchange ◽  
The Impact

Technological innovation is propelling the move in financial markets away from fractional trading and towards decimal trading, as in the example of The New York Stock Exchange (NYSE) tick size changed from $1/16 to $0.01 on January 29, 2001. This chapter examines the impact of that trend as it relates to market quality and trading behaviour, and draws on comparisons between NYSE and NASDAQ, as well as evidence from other markets and market-traded securities, in demonstrating how decimalization leads to a decrease in the bid-ask spread and depth and an improvement in the probability of information-based trading, while having seemingly no effect on the frequency of limit orders. Our examination also demonstrates how the 1996 decimalization of the Toronto Stock Exchange (TSX, formerly TSE) has had little impact on its giant competitor, NYSE.

The NYSE Korea ETF Market

2015 ◽  
Vol 23 (4) ◽  
pp. 571-595
Author(s):  
Myeong-Hoon Yeom ◽  
Jae-Seung Baek
Keyword(s):  
New York ◽  
Stock Market ◽  
Price Discovery ◽  
Stock Exchange ◽  
Spot Market ◽  
New York Stock Exchange ◽  
Predictive Tool ◽  
York Stock Exchange ◽  
Sample Data ◽  
Korean Stock Market

This study focused on the Korea ETF which is listed and traded in NYSE (New York stock exchange) and analyzed empirically the price discovery effect of NYSE Korea ETF on the Korean stock market. There was almost no related research even though the Korea ETF listed in NYSE did not only show high correlation with the Korean stock market but also was often used as a predictive tool of the Korean stock market by investors. The significance of this study is in conducting a price discovery analysis on the Korea ETF traded in NYSE by using sample data of ‘iShares MSCI South Korea Capped (symbol: EWY)' of the most abundant liquidity among Korea ETF traded in NYSE. Also, the Korea ETF traded at in Korean nighttime is the spot trading, but since the KOSPI200 nighttime futures are the derivatives trading, there is an implication that the price discovery effect between spot market and derivatives market can be compared by comparing each price discovery effect.

scholarly journals An Econometric Approach Regarding the Impact of Fiscal Pressure on Equilibrium: Evidence from Electricity, Gas and Oil Companies Listed on the New York Stock Exchange

Mathematics ◽  
2021 ◽  
Vol 9 (6) ◽  
pp. 630
Author(s):  
Larissa Batrancea
Keyword(s):  
New York ◽  
Global Financial Crisis ◽  
Stock Exchange ◽  
New York Stock Exchange ◽  
Oil Companies ◽  
York Stock Exchange ◽  
The World ◽  
Fiscal Pressure ◽  
Energy Companies ◽  
The Impact

The matter of fiscal pressure is more current than ever in most countries around the world for various reasons. In the first place, disruptive phenomena such as financial crises put tremendous pressure on worldwide economies. Secondly, high taxes trigger an overall reduction in the level of investments aiming at creating stable and well-paid jobs. Thirdly, the income generated by the majority of taxpayers is subject to excessive taxation, which may fuel tax evasion acts. On these grounds, the article is the first empirical research investigating the impact of fiscal pressure on the financial equilibrium of energy companies listed on the New York Stock Exchange. The sample included 88 electricity, gas, and oil companies from around the world, which were analyzed over a time span of 16 years, including the periods before, during, and after the 2008 global financial crisis. The methodology entailed estimating econometric models via Panel Least Squares (cross-section weights) with and without time fixed effects. Empirical results showed that fiscal pressure had a stronger impact on the short-term and long-term equilibrium of electricity and oil companies than on the equilibrium of gas companies. The study can serve as a compass for the managers of energy companies interested in estimating the evolution of company equilibrium state when considering other potential financial downturns.

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