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return and risk of personal investment into financial instruments. There are two parts of bachelor: theoretical and … investment return and risk, there was chosen three investments forms: deposits, mutual funds and Lithuanian pension funds of … forms for a statistical resident. The effectiveness of an investment has been evaluated by comparing the investment return …
Persistent link: https://www.econbiz.de/10009479294
investment return and measurement of the risk. At the same time the analysis of various author opinions, how useful these models …. Afterwards the risk of these projects was counted because investment returns were almost the same. In the third part author … return of investment depend not only from the economical sectors in which the firm function but and from the distribution of …
Persistent link: https://www.econbiz.de/10009479349
basis of the Makowitz model have better change and risk characteristics than the portfolios made on the basis of other … models. Also, in the respect of change and risk, all the composed portfolios are more effective than the index NSEL 30 used … now. After the risk evaluation, it was observed that if the number of shares in the portfolio grows, the risk decreases …
Persistent link: https://www.econbiz.de/10009479357
that the company tend to face higher risk, as JPFA find itself with positif return 15.47% expected return. And companies … type of stocks that are aggressive and defensive. With positive and negative return. The company with aggressive beta shows … with defensive type of stocks tend to have positive return such as: FISH, STTP, AISA, APLN, and others since they are not …
Persistent link: https://www.econbiz.de/10011529201
The efficient market hypothesis states that an efficient market immediately incorporates all available information into the price of the traded entity. It is well established that the stock market is not an efficient market as it consists of numerous traders with differing strategies and...
Persistent link: https://www.econbiz.de/10009437733
This paper reexamines the dynamic relation between intraday trading volume and return volatility of large and small … public information as hypothesized by the SIAH. Our analysis further suggests that return volatility is higher in the periods …-attribution triggers excessive return volatility. …
Persistent link: https://www.econbiz.de/10009448126
that was better, for emiten more will be easy to receive capital and for the investor will obtain the profit or return. In … the macro variable economics (inflation, the bank's Indonesian certificate, and the exchange rate) toward return of the … BOPO variable, ROE, inflasi, and the exchange rate that were influential toward return. For the interval of time 6 monthly …
Persistent link: https://www.econbiz.de/10009464542
Darbe siekiama aprašyti periodinį ilgos atminties finansinių laiko eilučių elgesį. Remiantis anksčiau sukurtais modeliais, siūlomas h-faktorių Gegenbauer-LARCH modelis, kuris į LARCH tipo proceso sąlyginės dispersijos lygtį įtraukia apibendrintą ilgos atminties filtrą, paremtą...
Persistent link: https://www.econbiz.de/10009479239
This study employs the ARDL cointegrating approach to examine the impact of financial liberalization on the relationships between three Chinese main bilateral exchange rates and its share market performance. We discovered that a long-term equilibrium relationship measured by cointegration has...
Persistent link: https://www.econbiz.de/10009457348
influence, and dividen payout ratio to return with earnings per share as moderating variable in company of manufacture at … return with significantly value 0.112. While result of examination by parsial show investment cash flow and financing cash … flow give influence negative and sigficant to return shown with t significantly value calculate each 0,021 and 0 …
Persistent link: https://www.econbiz.de/10009480826