Forecast on Political Events with Stock Prices and Trading Volumes: Evidence from Taiwan Stock Exchange

Forecast on Political Events with Stock Prices and Trading Volumes: Evidence from Taiwan Stock Exchange PDF Author: 洪敏豪
Publisher:
ISBN:
Category :
Languages : en
Pages :

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Forecast on Political Events with Stock Prices and Trading Volumes: Evidence from Taiwan Stock Exchange

Forecast on Political Events with Stock Prices and Trading Volumes: Evidence from Taiwan Stock Exchange PDF Author: 洪敏豪
Publisher:
ISBN:
Category :
Languages : en
Pages :

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Book Description


Revisiting the Risk-return Trade-off and Volatility Forecast

Revisiting the Risk-return Trade-off and Volatility Forecast PDF Author: 喬慕恩
Publisher:
ISBN:
Category :
Languages : en
Pages : 66

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The Impacts of Political Events on Foreign Institutional Investors and Stock Returns

The Impacts of Political Events on Foreign Institutional Investors and Stock Returns PDF Author: Dar-Hsin Chen
Publisher:
ISBN:
Category :
Languages : en
Pages : 24

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Book Description
This study investigates the possible impact of various political events on Taiwan's stock performance. When market-adjusted techniques are applied, seemingly Taiwan's stock market often reacts to the occurrences of political incidents with a significant abnormal price performance. Nevertheless, after employing an MVRM framework that accounts for market risk differences across firms and for distributional tendencies in daily returns, we find that price reactions to most of the political events are rather insignificant, implying those events be largely uninformative with only a few exceptions. The abnormal return behaviors are also frequently comparable between firms with small - and large foreign institutional ownerships. Some considerable volatility shifts in portfolio returns, however, are observed after specific events occur.

Forecasting the Trading Volume in Taiwan Stock Market by Principle Components

Forecasting the Trading Volume in Taiwan Stock Market by Principle Components PDF Author: Yu Chun Chen
Publisher:
ISBN:
Category :
Languages : en
Pages :

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Geopolitical Risk on Stock Returns: Evidence from Inter-Korea Geopolitics

Geopolitical Risk on Stock Returns: Evidence from Inter-Korea Geopolitics PDF Author: Seungho Jung
Publisher: International Monetary Fund
ISBN: 1557759677
Category : Business & Economics
Languages : en
Pages : 36

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Book Description
We investigate how corporate stock returns respond to geopolitical risk in the case of South Korea, which has experienced large and unpredictable geopolitical swings that originate from North Korea. To do so, a monthly index of geopolitical risk from North Korea (the GPRNK index) is constructed using automated keyword searches in South Korean media. The GPRNK index, designed to capture both upside and downside risk, corroborates that geopolitical risk sharply increases with the occurrence of nuclear tests, missile launches, or military confrontations, and decreases significantly around the times of summit meetings or multilateral talks. Using firm-level data, we find that heightened geopolitical risk reduces stock returns, and that the reductions in stock returns are greater especially for large firms, firms with a higher share of domestic investors, and for firms with a higher ratio of fixed assets to total assets. These results suggest that international portfolio diversification and investment irreversibility are important channels through which geopolitical risk affects stock returns.

Efficiency and Anomalies in Stock Markets

Efficiency and Anomalies in Stock Markets PDF Author: Wing-Keung Wong
Publisher: Mdpi AG
ISBN: 9783036530802
Category : Business & Economics
Languages : en
Pages : 232

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Book Description
The Efficient Market Hypothesis believes that it is impossible for an investor to outperform the market because all available information is already built into stock prices. However, some anomalies could persist in stock markets while some other anomalies could appear, disappear and re-appear again without any warning. A Special Issue on "Efficiency and Anomalies in Stock Markets" will be devoted to advancements in the theoretical development of market efficiency and anomaly in the Stock Market, as well as applications in Stock Market efficiency and anomalies.

Capitalizing China

Capitalizing China PDF Author: Joseph P. H. Fan
Publisher: University of Chicago Press
ISBN: 0226237249
Category : Business & Economics
Languages : en
Pages : 401

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Book Description
La 4e de couverture indique : "Despite a vast accumulation of private capital, China is not embracing capitalism. Deceptively familiar capitalist features disguise the profoundly unfamiliar foundations of "market socialism with Chinese characteristics." The Chinese Communist Party (CCP), by controlling the career advancement of all senior personnel in all regulatory agencies, all state-owned enterprises (SOEs), and virtually all major financial institutions state-owned enterprises (SOEs), and senior Party positions in all but the smallest non-SOE enterprises, retains sole possession of Lenin's Commanding Heights. The chapters in this volume examine China's high savings rate, banking system, financial markets, financial regulations, corporate governance, and public finances; and consider policy alternatives the CCP might consider if its goal is China's elevation into the ranks of high income countries."

How can I get started Investing in the Stock Market

How can I get started Investing in the Stock Market PDF Author: Lokesh Badolia
Publisher: Educreation Publishing
ISBN:
Category : Self-Help
Languages : en
Pages : 63

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Book Description
This book is well-researched by the author, in which he has shared the experience and knowledge of some very much experienced and renowned entities from stock market. We want that everybody should have the knowledge regarding the different aspects of stock market, which would encourage people to invest and earn without any fear. This book is just a step forward toward the knowledge of market.

Ibss: Economics: 1999

Ibss: Economics: 1999 PDF Author: Compiled by the British Library of Political and Economic Science
Publisher: Psychology Press
ISBN: 9780415240093
Category :
Languages : en
Pages : 660

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Book Description
IBSS is the essential tool for librarians, university departments, research institutions and any public or private institution whose work requires access to up-to-date and comprehensive knowledge of the social sciences

Global Trends 2040

Global Trends 2040 PDF Author: National Intelligence Council
Publisher: Cosimo Reports
ISBN: 9781646794973
Category :
Languages : en
Pages : 158

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Book Description
"The ongoing COVID-19 pandemic marks the most significant, singular global disruption since World War II, with health, economic, political, and security implications that will ripple for years to come." -Global Trends 2040 (2021) Global Trends 2040-A More Contested World (2021), released by the US National Intelligence Council, is the latest report in its series of reports starting in 1997 about megatrends and the world's future. This report, strongly influenced by the COVID-19 pandemic, paints a bleak picture of the future and describes a contested, fragmented and turbulent world. It specifically discusses the four main trends that will shape tomorrow's world: - Demographics-by 2040, 1.4 billion people will be added mostly in Africa and South Asia. - Economics-increased government debt and concentrated economic power will escalate problems for the poor and middleclass. - Climate-a hotter world will increase water, food, and health insecurity. - Technology-the emergence of new technologies could both solve and cause problems for human life. Students of trends, policymakers, entrepreneurs, academics, journalists and anyone eager for a glimpse into the next decades, will find this report, with colored graphs, essential reading.