Results 301 to 310 of about 1,383,546 (361)
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Journal of Development Economics, 2000
Nearly sixty countries have opened their first national stock exchanges since 1950. I investigate the effects on economic growth of these openings in two ways. First, economic growth histories of at least five years are available for seventeen of these countries.
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Nearly sixty countries have opened their first national stock exchanges since 1950. I investigate the effects on economic growth of these openings in two ways. First, economic growth histories of at least five years are available for seventeen of these countries.
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REGULATING TRANSATLANTIC STOCK EXCHANGES
International and Comparative Law Quarterly, 2008AbstractThis paper examines the regulatory questions surrounding transatlantic stock exchange consolidation. Underlying these questions is, in essence, a problem of fit between, on the one hand, the market space and, on the other hand, the regulatory space.
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Aiesec Stock Exchange 94: Burzovna simulacija - Stock Exchange Game
Zbornik radova Ekonomskog fakulteta Rijeka, 1994U okviru riječkog ogranka međunarodnog udruženja studenata ekonomije (AIESEC), 1994. je godine na Ekonomskom fakultetu u Rijeci organizirana burzovna simulacija "Stock Exchange Game". Svrha je burzovne simulacije da se što više studenata riječkog sveučilišta upozna sa trgovinom vrijednosnim papirima na sekundarnom financijskom tržištu.
Prohaska, Zdenko +4 more
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More Stock Exchange Figures than the Stock Exchange
Business History Review, 1927Extensive use of the Business Library's collections of early Boston and New York stock exchange prices has been made by the National Bureau of Economic Research for its forthcoming study of “Bond Yields and Interest Rates” for the last seventy years.
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International Stock Exchange Linkages The Boston Stock Exchange and the Montreal Exchange
Quebec Studies, 1993Cet article examine la mise en oeuvre d'un reseau electronique entre la Bourse de Boston et la Bourse de Montreal et les retombees d'un tel lien, y compris les questions administratives. La plus grande efficacite de ces bourses est le resultat d'une plus grande concurrence du point de vue du prix, du produit, et de l'espace.
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Co-integration and Causality Among Jakarta Stock Exchange, Singapore Stock Exchange, and Kuala Lumpur Stock Exchange [PDF]
, 2007 For both risk management and portfolio selection purposes, modeling the linkage across financial markets is crucial, especially among neighboring stock markets. In investigating the dependence or co-movement of three or more stock markets in different countries, researchers frequently use co-integration and causality analysis.
Febrian, Erie, Herwany, Aldrin
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Journal of the Staple Inn Actuarial Society, 1960
The best known and most common type of option is that where an investor pays money (option money) for the call—that is for the right to buy shares at the current price in 3 months time.This is best explained by an example. Suppose shareAstands at 50s. (market price 49s. 10½d.–50s.
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The best known and most common type of option is that where an investor pays money (option money) for the call—that is for the right to buy shares at the current price in 3 months time.This is best explained by an example. Suppose shareAstands at 50s. (market price 49s. 10½d.–50s.
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1967
About 25 million people in Britain have a financial interest in the London Stock Exchange whether they know it or not. Some have stocks and shares and ‘play’ the Exchange to make a quick profit (or a loss); some have steady investments; and about 22 1/2 million of the total have an indirect interest.
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About 25 million people in Britain have a financial interest in the London Stock Exchange whether they know it or not. Some have stocks and shares and ‘play’ the Exchange to make a quick profit (or a loss); some have steady investments; and about 22 1/2 million of the total have an indirect interest.
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Random walks in stock exchange prices and the Vienna Stock Exchange [PDF]
, 1995 This paper uses the multiple variance ratio test procedure developed by Chow and Denning (1993) to test for a random walk of stock returns on the Austrian Stock Exchange. I find that with daily data the test rejects the random walk hypothesis at all conventional significance levels for each and every title and for both indeces tested. Individual shares,
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