Results 21 to 30 of about 6,291 (265)
A concave security market line [PDF]
Journal of Banking & Finance, 2012 Abstract We provide theoretical and empirical arguments in favor of a diminishing marginal premium for market risk. In capital market equilibrium with binding portfolio restrictions, investors with different risk aversion levels generally hold different sets of risky securities.
Enrico G. De Giorgi +2 more
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Empirical Research on the Herding in Chinese Securities Investment Fund
SHS Web of Conferences, 2015 The securities investment fund is the largest investor in China, and its herding has an important impact on the securities market. This article takes the seasonal data of the open-end fund from the 1st season in 2010 to the 4th season in 2013 as the ...
Li Shuyuan
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Complexity, 2021 Based on the daily data from January 2, 2019, to September 30, 2020, this paper uses the extended CoVaR model to measure the spillover effect of systemic risk among top 10 securities companies by market value in China, All Share Brokerage Index, All ...
Ze-Jiong Zhou +3 more
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Problems of strategic development of regional and meso-regional securities markets in Russia [PDF]
Strategic Management, 2016 In the conditions of deepening inter-state contradictions and the decline in oil prices on world markets, there is a need for efficient redistribution of financial resources within the fragile national economy.
Gorlovskaya Irina, Ivanova Ludmila
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Evolving Importance of Securities Market to Ensure Economic Growth: Evidence from Armenia
Scientific Annals of Economics and Business, 2017 This research aims to reveal the importance of securities market in ensuring economic growth in Armenia. In order to make the research more substantial, we also examined the impact of other financial market segments, such as insurance market and credit ...
Salnazaryan Ashot, Aramyan Haykaz
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International Journal of Financial Studies, 2018 This paper investigates the risk-return relations in Chinese equity markets. Based on a TARCH-M model, evidence shows that stock returns are positively correlated with predictable volatility, supporting the risk-return relation in both aggregate and ...
Thomas C. Chiang, Yuanqing Zhang
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Evaluation the Role of Securities Market in Increasing the Regional Budget Revenues [PDF]
Экономика региона, 2015 In the article, the relevant problem of increasing the regional budget revenues is investigated. The subject matter of the research is the securities market as a mechanism for the redistribution of financial resources.
Aleksandr Yemelyanovich Miller +1 more
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A simulation of a constrained securities market [PDF]
Proceedings of the 7th conference on Winter simulation - WSC '74, 1974 This paper presents a simulated environment of (1) a pure securities market and (2) a market containing a specialist constrained by selected trading rules of the New York Stock Exchange. The purpose of this paper is to consider the price stability attributes of order service, price variance and market efficiency (as defined) in these two short-run ...
Paul J. Swanson, Robert J. Graham
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Therapeutic Apheresis and Dialysis, EarlyView.ABSTRACT Background Establishing a comprehensive apheresis medicine program in a resource‐constrained setting presents significant structural, financial, and logistical challenges. Despite the growing clinical importance of apheresis services globally, published experience from sub‐Saharan Africa remains sparse.
Folasade Adelekan‐Popoola +4 more
wiley +1 more source
Open Market Operation with Government Securities and Central Bank [PDF]
تحقیقات مالی اسلامی (پیوسته), 2015 This paper tries to evaluate the nature of open market operation in the conventional banking system and to compare the usage of government securities and central bank securities for conducting this operation.
Hossein Meisami, Kamran Nadri
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