Results 21 to 30 of about 1,296,636 (358)
INTERNAL GOVERNANCE AND ROLE OF INTERNAL AUDIT IN FINANCIAL INSTITUTIONS. CASE STUDY: RISK BASED PLANNING [PDF]
The global financial crisis from 2008 was considered a trigger to reshape the financial systems and to enhance the risk management practices. Considering the developments and new guidelines that are now used it can be observed a “positive” effect of the ...
Andrei Florin
doaj
Liquidity at the Oslo Stock Exchange [PDF]
This report analyzes the relationship between the long term development in liquidity at the OSE and the Norwegian economy for the period 1980 to 2007. We calculate different liquidity measures that captures various dimensions of liquidity over time and across industry groups.
Næs, Randi+2 more
openaire +4 more sources
An analysis of the relation between return and beta for portfolios of Turkish equities
The present study investigates the possible existence of a systematic relation between beta and excess-return for portfolios of Turkish equities. In the process, no systematic relation is found between beta and realized portfolio excess-return, in an ...
Salvatore J. Terregrossa, Veysel Eraslan
doaj +1 more source
Cross-country evidence on the relation between stock prices and the current account [PDF]
This paper explores the relation between stock prices and the current account for 17 OECD countries in 1980-2007. I use a panel vector autoregression (VAR) to compare the effects of stock price shocks to those originating from monetary policy and ...
Berg, Tim Oliver
core +1 more source
The aim of this study is to examine the existence of causality between corporate governance practice and performance of commercial banks in Indonesia.
Cynthia A. Utama, Haidir Musa
doaj +1 more source
Tick Size and Market Quality Using an Agent-Based Multiple-Order-Book Model
This study investigated the dynamics between tick size and market quality using an agent-based multiple-order-book stock-market model. Given the multiple-order-book setting, we integrated the model with small-, medium-, and large-cap stocks and conducted
Ruwei Zhao, Yian Cui, Xuenu Liu
doaj +1 more source
The study addresses the benefits of a unified stock market in terms of diversification risk for the eight CEE stock markets. For this purpose, each stock market was treated as a separate portfolio based on the companies listed during 2018–2019. Portfolio
Florin Aliu+3 more
doaj +1 more source
The Effect of Asymmetric Fluctuations of Exchange Rate and Oil Price on Stock Index of Tehran Stock Exchange [PDF]
The aim of this study was to investigate the asymmetric effects of exchange rate fluctuations on Stock index of Tehran Stock Exchange. For this purpose, we first calculated the exchange rate fluctuations using model General Autoregressive Conditional ...
Naser Seifollahi
doaj +1 more source
Volatility Spillover Between the Stock Market and the Foreign Exchange Market in Pakistan [PDF]
Our paper examines the volatility spillover between the stock market and the foreign exchange market in Pakistan. For long run relationship we use Engle Granger two step procedure and the volatility spillover is modelled through bivariate EGARCH method ...
Kemal, A. R., Qayyum, Abdul
core +1 more source
A Crypto Yield Model for Staking Return
We introduce a model that derives a metric to answer the question: what is the expected gain of a staker? We calculate the rewards as the staking return in a Proof-of-Stake (PoS) consensus context.
Julien Riposo, Maneesh Gupta
doaj +1 more source