Stock Return Cross‐Autocorrelations and Market Conditions in Japan*

2006 ◽  
Vol 79 (6) ◽  
pp. 3029-3056 ◽  
Author(s):  
Allaudeen Hameed ◽  
Yuanto Kusnadi
Keyword(s):  
Stock Return ◽  
Market Conditions

Terms of rendered façade restoration in case of Hungarian market conditions

2014 ◽  
Vol 42 (1-2) ◽  
pp. 43-56
Author(s):  
István Vidovszky ◽  
Katalin Bukta ◽  
Péter Simon
Keyword(s):  
Market Conditions

A Reexamination of the Causes of Time-Varying Stock Return Volatilities

CFA Digest ◽  
2010 ◽  
Vol 40 (4) ◽  
pp. 33-35
Author(s):  
Stephen Phillip Huffman
Keyword(s):  
Stock Return ◽  
Time Varying

The choice of optimum cross section for overhead line by economic intervals' method

2011 ◽  
Vol 28 (1) ◽  
pp. 37-42 ◽  
Author(s):  
Svetlana Guseva ◽  
Lubov Petrichenko
Keyword(s):  
Cross Section ◽  
Current Density ◽  
Uncertain Information ◽  
Overhead Line ◽  
Market Conditions ◽  
Overhead Lines ◽  
Mathcad Software

The choice of optimum cross section for overhead line by economic intervals' methodIn this paper an approach to choosing the optimum cross section for overhead line in conditions of incomplete and uncertain information is considered. The two methods of such choice are presented: method of economic current density and economic intervals' method. The correction of the economic intervals method is offered under market conditions of costs. As example 20 kV and 110 kV overhead lines with aluminum, copper and ferroaluminum wires are selected. Universal nomograms with different standard cross section are calculated and constructed. The graphics using Mathcad software are offered.

Analisis Komparatif Return Saham Dan Volume Perdagangan Saham Sebelum dan Sesudah Harbolnas Pada Perusahaan Dagang Yang Terdaftar Di Bei

2020 ◽  
Vol 17 (2) ◽  
Author(s):  
Devy Putri Milanda ◽  
Taufan Adi Kurniawan
Keyword(s):  
Linear Regression ◽  
Abnormal Return ◽  
Stock Return ◽  
Industrial Revolution ◽  
Online Shopping ◽  
Stock Exchange ◽  
Trade Volume ◽  
Volume Activity ◽  
Significance Level ◽  
Before And After

The industrial revolution resulted in several industries changing their management in order to survive, one of the industries that was affected quite considerably was the trading industry. This study aims to analyze stock return and Trade Volume Activity (TVA) of trading companies in Indonesia Stock Exchange (IDX) before and after Harbolnas (Hari Belanja Online Nasional) or National Online Shopping Days. The samples are all trading companies that have listed on the IDX in the year 2019. This study use multiple linear regression with a significance level of 5%. The results show there are no significant differences in the abnormal return before and after Harbolnas, and there are no significant differences in the TVA before and after the harbolnas

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