Market Volatility Risk and Stock Returns around the World: Implication for Multinational Corporations*

2019 ◽  
Vol 20 (4) ◽  
pp. 923-959 ◽  
Author(s):  
Samuel Xin Liang ◽  
K.C. John Wei
Keyword(s):  
Stock Returns ◽  
Multinational Corporations ◽  
Market Volatility ◽  
Volatility Risk ◽  
The World

'Restrictive Business Practices', report by the UNCTAD Secretariat, April 1972.

1973 ◽  
Vol 12 (3) ◽  
pp. 315-316
Author(s):  
G. M. Radhu
Keyword(s):  
Multinational Corporations ◽  
World Trade ◽  
Developed Countries ◽  
Business Practices ◽  
Less Developed Countries ◽  
International Firms ◽  
The World ◽  
The Sixties ◽  
Financial Power ◽  
Administrative Structures

The report by the UNCTAD Secretariat, submitted to the third session of the United Nations Conference on Trade and Development held in Santiago (Chile) in April 1972, deals with the restrictive business practices of the multinational corporations with special reference to the export interests of the developing countries. Since the world war, there has been a tremendous growth in the size and activities of many international firms. They have grown from the national corporation to the multidivisional corporation and now to the multinational corporation. With each step they acquired greater financial power, better technology and know-how and more complex administrative structures. They have subsidiaries and branches all over the world. In the course of the sixties they became one of the dominant factors in determining the pattern of world trade. At the same time, their increasingly restrictive business practices, which tended to adversely affect world trade and the export interest of less developed countries, attracted the attention of the governments both in developed and less developed countries and serious concern was shown at the international level. It is against this background that the UNCTAD undertook the study on the question of restrictive business practices.

Market Volatility, Liquidity, and Stock Returns

2015 ◽  
Author(s):  
Kee H. Chung ◽  
Chairat Chuwonganant
Keyword(s):  
Stock Returns ◽  
Market Volatility

scholarly journals Information-Theoretic Measures and Modeling Stock Market Volatility: A Comparative Approach

Risks ◽  
2021 ◽  
Vol 9 (5) ◽  
pp. 89
Author(s):  
Muhammad Sheraz ◽  
Imran Nasir
Keyword(s):  
Stock Market ◽  
Stock Returns ◽  
Stock Exchange ◽  
Approximate Entropy ◽  
Market Volatility ◽  
Comparative Approach ◽  
Stock Market Volatility ◽  
Information Theoretic ◽  
Information Theoretic Measures ◽  
Garch Modeling

The volatility analysis of stock returns data is paramount in financial studies. We investigate the dynamics of volatility and randomness of the Pakistan Stock Exchange (PSX-100) and obtain insights into the behavior of investors during and before the coronavirus disease (COVID-19 pandemic). The paper aims to present the volatility estimations and quantification of the randomness of PSX-100. The methodology includes two approaches: (i) the implementation of EGARCH, GJR-GARCH, and TGARCH models to estimate the volatilities; and (ii) analysis of randomness in volatilities series, return series, and PSX-100 closing prices for pre-pandemic and pandemic period by using Shannon’s, Tsallis, approximate and sample entropies. Volatility modeling suggests the existence of the leverage effect in both the underlying periods of study. The results obtained using GARCH modeling reveal that the stock market volatility has increased during the pandemic period. However, information-theoretic results based on Shannon and Tsallis entropies do not suggest notable variation in the estimated volatilities series and closing prices. We have examined regularity and randomness based on the approximate entropy and sample entropy. We have noticed both entropies are extremely sensitive to choices of the parameters.

The Price of Market Volatility Risk

2007 ◽  
Author(s):  
Jefferson Duarte ◽  
Christopher S. Jones
Keyword(s):  
Market Volatility ◽  
Volatility Risk

scholarly journals Margin requirements and Stock Market Volatility in Bangladesh

2012 ◽  
Vol 3 (2) ◽  
pp. 29
Author(s):  
A. F. M. Mainul Ahsan ◽  
Mohammad Osman Gani ◽  
Md. Bokhtiar Hasan
Keyword(s):  
Stock Returns ◽  
Stock Price ◽  
Stock Exchange ◽  
Price Volatility ◽  
Market Volatility ◽  
Stock Market Volatility ◽  
Margin Requirements ◽  
Margin Requirement ◽  
Daily Stock Returns ◽  
The Impact

Officially margin requirements in bourses in Bangladesh were initiated on April 28, 1999, to limit the amount of credit available for the purpose of buying stocks. The goal of this paper is to measure the impact of changing margin requirement on stock returns' volatility in Dhaka Stock Exchange (DSE). The impact of margin requirement on stock price volatility has been extensively studied with mixed and ambiguous results. Using daily stock returns, we found mixed evidence that SEC's margin requirements have significant impact on market volatility in DSE.

scholarly journals MANAGING CROSS-CULTURAL DIFFERENCES IN MULTINATIONAL CORPORATIONS OF THAILAND

2018 ◽  
pp. 61-72
Author(s):  
Shiva Rajpal ◽  
Irina Onyusheva
Keyword(s):  
Multinational Corporations ◽  
Geographic Region ◽  
Cross Cultural ◽  
Cultural Management ◽  
Cross Cultural Communication ◽  
Cross Cultural Differences ◽  
Political Ideologies ◽  
The World ◽  
Cross Cultural Management ◽  
Global Project

As corporations expand and their business activities increase, their focus is not limited only to the local geographic region but to the world. This, in turn, has led to the emergence of multinational corporations, sometimes called transnational corporations or even global firms. With the advent of new political ideologies, multinational corporations have found their firm footing all around the world. Having a cross-cultural team can help in providing a varied experience and advanced thinking in the establishment of competitive position among organizations. Definitely, there could be some interference in completing projects due to this diversity but the manager should be better equipped to face this challenge so that to avoid and prevent cultural misunderstandings. In this paper we will try to look at some of the theories related to cross-cultural management and some methods such as motivational training of employees dealing with the related issues. The paper shows that global project management can succeed through culturally aware leadership, cross-cultural communication, and mutual respect.

Volatility Risk-Pricing and Stock Returns In Emerging Market: Evidence from Nigeria

2018 ◽  
Vol 14 (2) ◽  
pp. 130-148
Author(s):  
Saidi Atanda Mustapha ◽  
Bibiana Oluhukwu Njogo ◽  
Lawrence Imeokparia
Keyword(s):  
Stock Returns ◽  
Emerging Market ◽  
Volatility Risk ◽  
Risk Pricing

The Impact of COVID-19 on Stock Markets

2022 ◽  
pp. 250-262
Author(s):  
Aslı Aybars ◽  
Mehtap Öner
Keyword(s):  
Literature Review ◽  
Financial Markets ◽  
Stock Returns ◽  
Empirical Studies ◽  
The Novel ◽  
The World ◽  
Fast Pace ◽  
Novel Coronavirus ◽  
Almost All ◽  
The Impact

The novel coronavirus, COVID-19, which emerged at the end of 2019 and spread to the world at a very fast pace, resulted in a pandemic affecting the finance industry besides many other industries though at varying extents. Financial markets, which can be regarded as cornerstones of each and every country's economic success, have been adversely influenced due to the fear and uncertainty arising with the emergence of the novel coronavirus at different degrees. This chapter provides a summary of a literature review based on the impact of this pandemic on stock returns and volatility in the stock exchanges of different countries and regions of the world. What has been captured as a result of this literature review is that almost all of the financial markets around the world have been influenced due to the virus. Further, industry-wise empirical studies demonstrate that not all industries are affected at the same level or even in the same direction.

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