Statistical Analysis of the Characteristics of Stock Returns in China's Securities Market

2011 ◽  
Author(s):  
Hua Luo ◽  
Ming-lei Wang
Keyword(s):  
Statistical Analysis ◽  
Stock Returns ◽  
Securities Market

scholarly journals Pengaruh size dan beta terhadap return pada perusahaan kecil dan besar yang terdaftar di Bursa Efek Indonesia periode 2010-2014

2019 ◽  
Vol 9 (1) ◽  
pp. 93
Author(s):  
Y.S. Soefian Nur Hidayat ◽  
Sri Hasnawati ◽  
Ernie Hendrawaty
Keyword(s):  
Statistical Analysis ◽  
Stock Returns ◽  
Analytical Method ◽  
Small Companies ◽  
Public Companies ◽  
Analysis Methods ◽  
Statistical Analysis Methods

This study aims to empirically prove the effect of size and beta on returns. The analytical method used in this research is descriptive and statistical analysis methods. This research was conducted in the period 2010-2014 with a sample of 953 public companies. The results of the study stated that the effect of size on stock returns in small companies is stronger than large companies. The effect of beta on stock returns is higher in small companies than in large companies. Based on these findings, large companies must be able to improve their performance so that they are able to increase stock returns so investors are interested in investing.

A Statistical Analysis of the Colombo Stock Returns

2018 ◽  
pp. 097215091879719
Author(s):  
Zili Zhang ◽  
Saralees Nadarajah
Keyword(s):  
Statistical Analysis ◽  
Stock Returns

scholarly journals PENGARUH TINGKAT PENDIDIKAN MANAJER TERHADAP KINERJA PERUSAHAAN GO-PUBLIC

2015 ◽  
Vol 1 (1) ◽  
Author(s):  
Moerdiyanto .
Keyword(s):  
Stock Returns ◽  
Capital Market ◽  
Sampling Technique ◽  
Cash Flows ◽  
Securities Market ◽  
Financial Statement ◽  
Company Performance ◽  
Manufacturing Companies ◽  
Educational Levels ◽  
Public Company

Abstract: The Effect of Managers’ Educational Levels on the Go-PublicCompany Performance. This study aims to investigate the effect of managers’educational levels on the company performance. The population comprised allthe manufacturing companies listed in the Indonesian Capital Market duringthe period of 2003-2007. The sample, consisting of 60 companies, was selectedusing the purposive sampling technique. The variable of managers’ educationallevels was controlled by the variables of accounting income and cash flows. Thedata on managers’ educational levels were collected through a questionnaireand those on accounting income and the cash flows through documents fromthe company financial statement published in the Indonesian Capital Market.The data on the stock returns movement as a company’s performanceparameter were obtained from the Indonesian Securities Market Database(ISMD). The data were analyzed using the data panel regression, employing thesoftware of EVIEWS-3 program. The result shows that the regression coefficientof managers’ educational levels on the company performance is positive andstatistically significant with α 1% and t-value at p < 0.01. Keywords: managers’ educational levels, accounting income, cash flow, go- public company performance

scholarly journals Adoption of corporate governance practices of the chilean market in triennium 2015 – 2017

2019 ◽  
pp. 56-72
Author(s):  
Felipe Arenas Torres ◽  
Roberto Campos Troncoso ◽  
Valentín Santander Ramírez
Keyword(s):  
Corporate Governance ◽  
Data Analysis ◽  
Statistical Analysis ◽  
Confidence Interval ◽  
Financial Market ◽  
Securities Market ◽  
General Character ◽  
Governance Practices ◽  
Two Stages ◽  
Descriptive Statistical Analysis

The present research describes the degree of adoption of corporate governance practices of 203 Chilean open anonymous corporations during the 2015-2017 triennium, in compliance with the Norm of General Character N°385. The aforementioned practices must be reported annually to the securities market regulator in Chile, called Comisión para el Mercado Financiero (Commission for the Financial Market). The data analysis, within a confidence interval of 95%, was divided into two stages. First, with a descriptive statistical analysis, and secondly, the presentation of the levels of adoption at the market level, categories and principles for the periods 2015, 2016 and 2017. In both stages, it was established that the degree of adoption is low (close to 30%), and that in the three years of study no interest to make significant improvement in the adoption of corporate governance practices has been evidenced by the corporations.

scholarly journals The Impact of BW Emotional Index on China's A - Share Market Returns

2017 ◽  
Vol 1 (1) ◽  
pp. 14
Author(s):  
Hongming Zhang
Keyword(s):  
Principal Component Analysis ◽  
Stock Returns ◽  
Investor Sentiment ◽  
Principal Component ◽  
Component Analysis ◽  
Securities Market ◽  
Specific Situation ◽  
Cross Sectional ◽  
Emotional Indicators ◽  
The Impact

Investor sentiment has its characteristics of the inherent complexity and changing. In this paper, through the analysis of the "investor sentiment and cross-sectional data on the impact of stock returns"[1] published by Baker and others in 2006, combining with the specific situation of China's securities market, and basing on the BW model to select Shanghai and Shenzhen 300 index turnover rate and other 5 emotional indices, and using the principal component analysis to build a monthly investor sentiment index of China's securities market. The principal component analysis of residual that calculated by a regression of emotional indicators and macroeconomic data is carried out, to get macroscopical emotional indicators that removes macro factors. Finally, OLS regression analysis is carried out with the Shanghai Composite Index and Shenzhen Component Index to find that the constructed emotional index has a significant effect on the yield of China's stock market, thus verifying the validity of the emotional index. 

Statistical analysis of classification

1966 ◽  
Vol 24 ◽  
pp. 188-189
Author(s):  
T. J. Deeming
Keyword(s):  
Multivariate Analysis ◽  
Statistical Analysis ◽  
Classification Scheme ◽  
Analytical Procedure ◽  
Narrow Band ◽  
Scientific Research ◽  
Maximum Amount ◽  
Amount Of Information

If we make a set of measurements, such as narrow-band or multicolour photo-electric measurements, which are designed to improve a scheme of classification, and in particular if they are designed to extend the number of dimensions of classification, i.e. the number of classification parameters, then some important problems of analytical procedure arise. First, it is important not to reproduce the errors of the classification scheme which we are trying to improve. Second, when trying to extend the number of dimensions of classification we have little or nothing with which to test the validity of the new parameters.Problems similar to these have occurred in other areas of scientific research (notably psychology and education) and the branch of Statistics called Multivariate Analysis has been developed to deal with them. The techniques of this subject are largely unknown to astronomers, but, if carefully applied, they should at the very least ensure that the astronomer gets the maximum amount of information out of his data and does not waste his time looking for information which is not there. More optimistically, these techniques are potentially capable of indicating the number of classification parameters necessary and giving specific formulas for computing them, as well as pinpointing those particular measurements which are most crucial for determining the classification parameters.

Quantitative parallel EELS spectrum imaging developed as a new tool in AEM

1992 ◽  
Vol 50 (2) ◽  
pp. 1202-1203
Author(s):  
Gianluigi Botton ◽  
Gilles L'espérance
Keyword(s):  
Statistical Analysis ◽  
Spatial Resolution ◽  
Personal Computer ◽  
Systematic Study ◽  
Present Author ◽  
Chemical Elements ◽  
Detection Limits ◽  
Research Groups ◽  
Quantitative Performance ◽  
Spectrum Imaging

As interest for parallel EELS spectrum imaging grows in laboratories equipped with commercial spectrometers, different approaches were used in recent years by a few research groups in the development of the technique of spectrum imaging as reported in the literature. Either by controlling, with a personal computer both the microsope and the spectrometer or using more powerful workstations interfaced to conventional multichannel analysers with commercially available programs to control the microscope and the spectrometer, spectrum images can now be obtained. Work on the limits of the technique, in terms of the quantitative performance was reported, however, by the present author where a systematic study of artifacts detection limits, statistical errors as a function of desired spatial resolution and range of chemical elements to be studied in a map was carried out The aim of the present paper is to show an application of quantitative parallel EELS spectrum imaging where statistical analysis is performed at each pixel and interpretation is carried out using criteria established from the statistical analysis and variations in composition are analyzed with the help of information retreived from t/γ maps so that artifacts are avoided.

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