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Author(s):  
Charmi Gotecha

Abstract: This paper analysis the impact of pandemic over the global stock exchange. The stock listing values are determined by variety of factors including the seasonal changes, catastrophic calamities, pandemic, fiscal year change and many more. This paper significantly provides analysis on the variation of listing price over the world-wide outbreak of novel corona virus. The key reason to imply upon this outbreak was to provide notion on underlying regulation of stock exchanges. Daily closing prices of the stock indices from January 2017 to January 2022 has been utilized for the analysis. The predominant feature of the research is to analyse the fact that does global economy downfall impacts the financial stock exchange. Keywords: Stock Exchange, Matplotlib, Streamlit, Data Science, Web scrapping.


2022 ◽  
Vol 9 (2) ◽  
pp. 72-80
Author(s):  
Soltane et al. ◽  

The objective of this research is to investigate the relationship between illiquidity and stock prices on the Tunisian stock exchange. While previous researches tended to focus on one form of illiquidity to examine this relationship, our study unifies three forms of illiquidity at the same time. Indeed, we simultaneously consider illiquidity as systematic risk, as a characteristic of the market, and as a characteristic of the stock. The aggregate illiquidity of the market is the average of individual stock illiquidity. The illiquidity risk is the sensitivity of the stock price to illiquidity shocks. Shocks of market illiquidity are estimated by the innovations in the expected market illiquidity. Results show that investors on the Tunisian stock exchange do not require higher returns when they expect a rise of market illiquidity, whereas investors on U.S markets are compensated for higher expected market illiquidity. In addition, shocks of market illiquidity provoke a fall in stock prices of small caps, while large caps are not sensitive to market illiquidity shocks. This differs slightly from results based on U.S. data where illiquidity shocks reduce all stock prices but most notably those of small caps. Robustness tests validate our findings. Our results are consistent with previous studies which reported that the “zero-return” ratio predicts significantly the return-illiquidity relationship on emerging markets.


2022 ◽  
Vol 4 (3) ◽  
pp. 663-682
Author(s):  
Khoirunnisa Nur Hasanah ◽  
Teguh Erawati

This study aims to prove the effect of capital structure, liquidity, profitability and firm age on earnings quality. The type of research used is quantitative research and secondary data. The sample of this research is mining companies listed on the Indonesia Stock Exchange (IDX) in 2017-2020 using purposive sampling. This study shows that capital structure has no significant effect on earnings quality, liquidity has no significant effect on earnings quality, profitability has no significant effect on earnings quality and firm age has no significant effect on earnings quality. The implications of this research are related to earnings quality. Investors and other users of financial statement information, need to consider the liquidity factor because this factor has a significant impact on the quality of earnings in the company. This shows that users of financial statements, especially investors, need to consider the liquidity factor when making investment decisions in affiliated companies. Keywords: Capital Structure, Liquidity, Profitability, Company Age, Earnings Quality


2022 ◽  
Vol ahead-of-print (ahead-of-print) ◽  
Author(s):  
Mohammadreza Mahmoudi ◽  
Hana Ghaneei

Purpose This study aims to analyze the impact of the crude oil market on the Toronto Stock Exchange Index (TSX). Design/methodology/approach The focus is on detecting nonlinear relationship based on monthly data from 1970 to 2021 using Markov-switching vector auto regression (VAR) model. Findings The results indicate that TSX return contains two regimes: positive return (Regime 1), when growth rate of stock index is positive; and negative return (Regime 2), when growth rate of stock index is negative. Moreover, Regime 1 is more volatile than Regime 2. The findings also show the crude oil market has a negative effect on the stock market in Regime 1, while it has a positive effect on the stock market in Regime 2. In addition, the authors can see this effect in Regime 1 more significantly in comparison to Regime 2. Furthermore, two-period lag of oil price decreases stock return in Regime 1, while it increases stock return in Regime 2. Originality/value This study aims to address the effect of oil market fluctuation on TSX index using Markov-switching approach and capture the nonlinearities between them. To the best of the author’s knowledge, this is the first study to assess the effect of the oil market on TSX in different regimes using Markov-switching VAR model. Because Canada is the sixth-largest producer and exporter of oil in the world as well as the TSX as the Canada’s main stock exchange is the tenth-largest stock exchange in the world by market capitalization, this paper’s framework to analyze a nonlinear relationship between oil market and the stock market of Canada helps stock market players like policymakers, institutional investors and private investors to get a better understanding of the real world.


2022 ◽  
Vol 4 (3) ◽  
pp. 616-627
Author(s):  
Dewi Kusuma Wardani ◽  
Ayu Pratiwi Wijayanti

This study aims to determine the effect of corporate social responsibility on tax aggressiveness with firm size as moderation. The research method used is quantitative methods and secondary data using annual financial reports. The sample of this research is the property and real estate sector companies listed on the Indonesia Stock Exchange in 2016-2019. The results of this study indicate that corporate social responsibility has a positive effect on tax aggressiveness. Company size cannot moderate corporate social responsibility with tax aggressiveness. The conclusion of this study is that companies that disclose high CSR will have higher tax aggressiveness, because companies will attract public sympathy by disclosing broad CSR, to cover up the company's bad image with tax avoidance that has been carried out by the company. The existence of a large company size cannot affect the level of CSR disclosure. This is because large companies are not guaranteed to disclose broad CSR, where investors do not only look at how big the company is but also look at it from a financial perspective.  Keywords: Corporate Social Responsibility, Tax Aggressiveness and Company Size  


Complexity ◽  
2022 ◽  
Vol 2022 ◽  
pp. 1-1
Author(s):  
Mario A. Bertella ◽  
Jonathas N. Silva ◽  
André L. Correa ◽  
Didier Sornette


Complexity ◽  
2022 ◽  
Vol 2022 ◽  
pp. 1-8
Author(s):  
Parmod Kumar Paul ◽  
Om Prakash Mahela ◽  
Baseem Khan

For selecting and interpreting appropriate behaviour of proportion between buy/neutral/sell patterns and high/moderate/low returns, the prediction error reduction index is a very useful tool. It is operationally interpretable in terms of the proportional reduction in error of estimation. We first obtain the buy/sell pattern using an Optimal Band. The analysis of the association between patterns and returns is based on the Goodman–Kruskal prediction error reduction index ( λ ). Empirical analysis suggests that the prediction of returns from patterns is more impressive or of less error as compared to the prediction of patterns from returns. We demonstrated the prediction index for Index NIFTY 50, BANK-NIFTY, and NIFTY-IT of NSE (National Stock Exchange), for the period 2010–2020.


2022 ◽  
Vol 14 (2) ◽  
pp. 435-442
Author(s):  
Tri Nur Rohmah

This research on profitability aims to examine the effect of good corporate governance on profitability. The population in this research are Consumer Goods Industry companies listed on the Indonesia Stock Exchange in 2019 - 2020. The sample in this research was selected through purposive sampling, so that a sample of 104 companies was obtained. The statistical test tool uses multiple regression analysis. Profitability in this research was measured using Return on Assets, while good corporate governance was measured using external ownerships. The results show that external ownerships has no significant positive effect on profitability.


Neraca ◽  
2022 ◽  
Vol 17 (2) ◽  
pp. 14-37
Author(s):  
Muhamad Yusuf ◽  
U Usamah ◽  
Uswatun Khasanah

The purpose of this study is to determine the effect of Auditor Opinion, Profitability, Liquidity, Company Size, Age of the company to Audit Delay on real estate and property companies listed on the BEI both simultaneously and partially. The population of this study is a real estate and property company listed on the Stock Exchange in 2015 until 2017.             The sample method used is Purposive Sampling with the number of companies as many as 12and 61 samples used in this study. The data used is secondary data, namely date and financial statements of real estate and property companies listed on the Indonesia Stock Exchange in 2015 until 2017. Analysis technique used in this study is multiple linier regression analysis.             Based on the result of test which is tested with t test of variable profitability and company size have a significant effect to variable of Audit Delay. The variables of Auditor Opinion, Liquidity, Age of the company have no effect on audit delay. While based on simultaneous test (F test) of Auditor Opinion, Profitability, Liquidity, Company Size, and Age of the company have influence to Audit Delay. The amount of  R2 in real estate and property in Indonesia amounted to 0.977 this shows the effect of independent variables ie auditor opinion, profitability, liquidity, company size, and age of the company to variable Audit Delay can be explained by this equation model of 97.7% while the remaining 2.3% influenced by other factors outside the study.   Keyword: Audit Delay, Auditor Opinion, Profitability, Liquidity, Company Size, Age of the company


Neraca ◽  
2022 ◽  
Vol 17 (2) ◽  
pp. 38-46
Author(s):  
Djauhar Edi Purnomo ◽  
Ayu Norfatmawati ◽  
Rini Hidayah

This research aims to determine and analyze the effect of public ownership, company size, age of listings, number of independent commissioners, and profitability on the timeliness of corporate internet reporting in financial sector companies listed on the Indonesia Stock Exchange. The sample used in this study is financial sector companies listed on the Indonesia Stock Exchange with the sample collection technique used purposive sampling with the amount of final sample to 50 companies that meet the criteria. The data used are secondary data from the official page on the Indonesia Stock Exchange. The analytical tool used in this study is logistic regression analysis using Microsoft Excel and SPSS 16.             The result of this study indicate that partially the variable of public ownership, age of listings, number of independent commissioners, and profitability has no effect on the timeliness of corporate internet reporting. While the company size have a significant effect on the timeliness of corporate internet reporting. And the simultaneously that the variable of public ownership, company size, age of listings, number of independent commissioners, and profitability have a significant effect on the timeliness of corporate internet reporting. Keywords : Public Ownership, Company Size, Age of Listings, Number of Independent Commissioners, and Profitability, Timeliness of Corporate Internet Reporting.


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