scholarly journals Factors Affecting Preference of Short-Term Financial Borrowing: ISE (Istanbul Stock Exchange) Application

2009 ◽  
Vol 5 (1) ◽  
Author(s):  
Mehmet DEN ◽  
Eda ORUC
Keyword(s):  
Stock Exchange ◽  
Short Term ◽  
Factors Affecting ◽  
Istanbul Stock Exchange

scholarly journals Factors Affecting the Earning Response Coefficient with Real Activities Earning Management as Moderator: Evidence from Indonesia Stock Exchange

2019 ◽  
pp. 1-14 ◽  
Author(s):  
Aminullah Assagaf ◽  
Etty Murwaningsari ◽  
Juniati Gunawan ◽  
Sekar Mayangsari
Keyword(s):  
Stock Return ◽  
Sampling Method ◽  
Capital Expenditure ◽  
Stock Exchange ◽  
Financial Statements ◽  
Short Term ◽  
Factors Affecting ◽  
Earnings Per Share ◽  
Negative Effect ◽  
Positive Effect

This study aims to explain the phenomenon of the most active companies traded shares in Indonesian stock exchange. This research is motivated to analyze the response of investors to take a decision after presenting the company's financial statements. This study uses panel data consisting of 20 companies selected by purposive sampling method, using a regression model and data processing via SPSS 24. The results of this study found that the variable leverage and capital expenditure variables significantly influence the response of investors to execute the company's stock, thereby affecting the stock return. The level of leverage and significant positive effect on the response of investors, particularly due to the use of debt to investment would increase earnings per share or at a certain amount of equity can boost earnings per share acquisition. Capital expenditure and significant negative effect on the response of investors for investor tend to speculate on short-term period, which means that companies that invest in the early stages will have difficulties liquidity and rate of return will decline, so investors will shift their investment.

scholarly journals Extreme Value Volatility Estimators and Realized Volatility of Istanbul Stock Exchange: Evidence from Emerging Market

2016 ◽  
Vol 8 (8) ◽  
pp. 71 ◽  
Author(s):  
Hakki Ozturk ◽  
Umit Erol ◽  
Asli Yuksel
Keyword(s):  
Stock Exchange ◽  
Emerging Market ◽  
Realized Volatility ◽  
Extreme Value ◽  
Short Term ◽  
Forecasting Models ◽  
Major Index ◽  
Istanbul Stock Exchange ◽  
Forecasting Performance ◽  
The One

<p>This paper evaluates the forecasting performance of alternative models for the one-day ahead forecasts of BIST-30 index (Istanbul Stock Exchange- Borsa Istanbul major index that contains 30 blue-chip stocks) volatility. Realized volatility is used as the relevant benchmark for the evaluation of forecasts. We document evidence, which shows that realized volatility is a less noisy estimator than the daily square benchmark explaining more of the variation in the volatility. In addition; the benefit of using extreme value estimators as volatility proxies are discussed. It is empirically demonstrated that the extreme value estimators are 5 to 8 times more efficient than historical volatility measures. The use of extreme value estimators with simple forecasting models provide better short-term forecasts than the GARCH based volatility forecasts due to higher efficiency of extreme value estimators.</p>

scholarly journals ANALYSIS OF FACTORS AFFECTING THE INDONESIAN SYARIAH STOCK INDEX (ISSI) ON THE INDONESIAN STOCK EXCHANGE (IDX)

2019 ◽  
Vol 8 (2) ◽  
pp. 26
Author(s):  
Siska Angriani Hasibuan ◽  
Armin Rahmansyah
Keyword(s):  
Exchange Rate ◽  
Stock Exchange ◽  
Stock Index ◽  
Variable Amount ◽  
Short Term ◽  
Correction Model ◽  
Factors Affecting ◽  
Independent Variables ◽  
The Relationship

The Indonesian Syariah Stock Index (ISSI) is an indicator that can be used by investors to know the movements of the sharia stock market. This research aims to analyze the effect of the Indonesian Syariah Stock Index (ISSI) on the Indonesian Stock Exchange (IDX). The analysis uses equations by the method of Error Correction Model (ECM). This study analyzed the relationship between the dependent and independent variables in both the short term and long term. Estimation results show that in the long term and the short term, the variable amount of the inflation was a positif and significant in the short term but not significant in the long term affect the Indonesian Syariah Stock Index (ISSI). The variable amount of the BI rate and exchange rate was a negative and significant in the short term but not significant in the long term affect the Indonesian Syariah Stock Index (ISSI). These results show that inflation, BI rate and exchange rate was significant in the short term affect the Indonesian Syariah Stock Index (ISSI) on the Indonesian Stock Exchange (IDX).

scholarly journals Extreme Value Volatility Estimators and Realized Volatility of Istanbul Stock Exchange: Evidence from Emerging Market

2016 ◽  
Vol 8 (8) ◽  
pp. 73
Author(s):  
Hakki Ozturk ◽  
Umit Erol ◽  
Asli Yuksel
Keyword(s):  
Stock Exchange ◽  
Emerging Market ◽  
Realized Volatility ◽  
Extreme Value ◽  
Short Term ◽  
Forecasting Models ◽  
Major Index ◽  
Istanbul Stock Exchange ◽  
Forecasting Performance ◽  
The One

<p>This paper evaluates the forecasting performance of alternative models for the one-day ahead forecasts of BIST-30 index (Istanbul Stock Exchange- Borsa Istanbul major index that contains 30 blue-chip stocks) volatility. Realized volatility is used as the relevant benchmark for the evaluation of forecasts. We document evidence, which shows that realized volatility is a less noisy estimator than the daily square benchmark explaining more of the variation in the volatility. In addition; the benefit of using extreme value estimators as volatility proxies are discussed. It is empirically demonstrated that the extreme value estimators are 5 to 8 times more efficient than historical volatility measures. The use of extreme value estimators with simple forecasting models provide better short-term forecasts than the GARCH based volatility forecasts due to higher efficiency of extreme value estimators.</p>

scholarly journals ANALYSIS OF FACTORS AFFECTING THE INDONESIAN SYARIAH STOCK INDEX (ISSI) ON THE INDONESIAN STOCK EXCHANGE (IDX)

2020 ◽  
Vol 8 (2) ◽  
Author(s):  
Siska Angriani Hasibuan
Keyword(s):  
Exchange Rate ◽  
Stock Exchange ◽  
Stock Index ◽  
Variable Amount ◽  
Short Term ◽  
Correction Model ◽  
Factors Affecting ◽  
Independent Variables ◽  
The Relationship

The Indonesian Syariah Stock Index (ISSI) is an indicator that can be used by investors to know the movements of the sharia stock market. This research aims to analyze the effect of the Indonesian Syariah Stock Index (ISSI) on the Indonesian Stock Exchange (IDX). The analysis uses equations by the method of Error Correction Model (ECM). This study analyzed the relationship between the dependent and independent variables in both the short term and long term. Estimation results show that in the long term and the short term, the variable amount of the inflation was a positif and significant in the short term but not significant in the long term affect the Indonesian Syariah Stock Index (ISSI). The variable amount of the BI rate and exchange rate was a negative and significant in the short term but not significant in the long term affect the Indonesian Syariah Stock Index (ISSI). These results show that inflation, BI rate and exchange rate was significant in the short term affect the Indonesian Syariah Stock Index (ISSI) on the Indonesian Stock Exchange (IDX).

Istanbul Stock Exchange

1994 ◽  
Vol 30 (3) ◽  
pp. 133-137
Author(s):  
Bahsayis Temir
Keyword(s):  
Stock Exchange ◽  
Istanbul Stock Exchange

scholarly journals Price adjustments on the Johannesburg Stock Exchange for unexpected and dramatic news events: An empirical analysis

1989 ◽  
Vol 20 (3) ◽  
pp. 119-128 ◽  
Author(s):  
N. Bhana
Keyword(s):  
Empirical Analysis ◽  
Stock Exchange ◽  
Abnormal Returns ◽  
Short Term ◽  
Johannesburg Stock Exchange ◽  
Price Adjustments ◽  
Weak Evidence ◽  
News Events ◽  
One Year

The objective of this study is to determine whether companies listed on the Johannesburg Stock Exchange overreacted to unexpected favourable and unfavourable company-specific news events during the period 1970 - 1984. The JSE appears to be inefficient in reacting to the announcement of unfavourable news; economically significant abnormal returns up to one year following the event are observed. The JSE does not appear to overreact to news of a favourable nature, there is only weak evidence of short-term overreaction. The selling pressure caused by panic selling could depress prices well below levels justified by the unfavourable news. The magnitude of the overreaction to unfavourable news is sufficient to enable astute investors to outperform the market by taking positions in these securities. Knowledge of the pattern of market overreaction can also be of value to investors for transactions that are to take place anyway.

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