Performance Ratios for Selecting International Portfolios: A Comparative Analysis Using Stock Market Indices in the Euro Area

2020 ◽  
Author(s):  
José Soares da Fonseca
Keyword(s):  
Comparative Analysis ◽  
Stock Market ◽  
Euro Area ◽  
International Portfolios

scholarly journals Volatility Modeling: An Overview of Equity Markets in the Euro Area during COVID-19 Pandemic

Mathematics ◽  
2021 ◽  
Vol 9 (11) ◽  
pp. 1212
Author(s):  
Pierdomenico Duttilo ◽  
Stefano Antonio Gattone ◽  
Tonio Di Di Battista
Keyword(s):  
Stock Market ◽  
Euro Area ◽  
Risk Premium ◽  
Stock Markets ◽  
Market Volatility ◽  
Stock Market Volatility ◽  
Volatility Modeling ◽  
The Impact ◽  
Second Wave ◽  
Daily Returns

Volatility is the most widespread measure of risk. Volatility modeling allows investors to capture potential losses and investment opportunities. This work aims to examine the impact of the two waves of COVID-19 infections on the return and volatility of the stock market indices of the euro area countries. The study also focuses on other important aspects such as time-varying risk premium and leverage effect. This investigation employed the Threshold GARCH(1,1)-in-Mean model with exogenous dummy variables. Daily returns of the euro area stock markets indices from 4th January 2016 to 31st December 2020 has been used for the analysis. The results reveal that euro area stock markets respond differently to the COVID-19 pandemic. Specifically, the first wave of COVID-19 infections had a notable impact on stock market volatility of euro area countries with middle-large financial centres while the second wave had a significant impact only on stock market volatility of Belgium.

scholarly journals A comparative analysis of stock market volatility depending on investment time horizon

2018 ◽  
Vol 167 (9-10) ◽  
pp. 49-52 ◽  
Author(s):  
Oleksii Zakharkin ◽  
◽  
Liudmyla Zakharkina ◽  
Nataliia Antoniuk ◽  
◽  
...  
Keyword(s):  
Comparative Analysis ◽  
Stock Market ◽  
Time Horizon ◽  
Market Volatility ◽  
Stock Market Volatility

scholarly journals COMPARATIVE ANALYSIS OF POST-RECESSION STOCK MARKET PERFORMANCE IN THE BALTIC STATES

2018 ◽  
Vol 12 (1) ◽  
pp. 37-46
Author(s):  
Irina Pilvere ◽  
Aija Pilvere-Javorska ◽  
Baiba Rivza
Keyword(s):  
Comparative Analysis ◽  
Stock Market ◽  
Market Performance ◽  
Bank Lending ◽  
Listed Companies ◽  
Baltic States ◽  
Market Capitalization ◽  
Main Research ◽  
Stock Market Performance ◽  
The Baltic

Stock market is alternative place to bank lending for company’s finance and contributor to economic development. Baltic States is market, which traditionally is perceived as one, however it is comprised of 3 separate stock markets. Research aim was to conduct comparative analysis of stock market development performance post-recession in the Baltic States.. In order to perform analysis, number of listed companies, their market capitalization and structure in Baltic States were analyzed and also compared to main economic indicators structure in 2008-2018 6 months. The main research methods are: analysis, synthesis, the logical construction method, the induction and deduction methods, as well as time series analysis. Authors have determined main stock market performance indicators and compared stock market indicators structure with Baltic region’s economic structure. Research results indicates that number of listed companies had increased only in Estonia, also market capitalization there had experienced their value to more than double in analyzed period. In Lithuania number of companies had declined, while market capitalization the growth was slower when compared to in Estonia, while more linear. In turn, stock market capitalization and number of listed companies in Latvia were declining in 2008-2018 6 months. Overall number of listed companies in Baltic States was decreasing, while their market capitalization is increasing, but still is only 60% of value it was in pre-recession year 2007. In Estonia and in Lithuania average listed companies are larger in size, when compared to in Latvia. Size of average listed companies on stock market in Estonia and in Lithuania more than doubled in size, while in Latvia it showed insignificant growth. Stock market indicators’ structure had insignificant deviations from the main economic indicator structure in 2008, while in 6 months 2018 dynamics in Latvia stock market parameters had dropped in the structure among all 3 Baltic States. Overall, in Latvia stock market is lagging behind, when compared to one in Estonia and in Lithuania in analyzed period, thus all 3 Baltic States has had asymmetrical recovery and development speed post-recession.

scholarly journals US INVESTMENTS IN PRIORITY SECTORS OF THE ECONOMY OF KAZAKHSTAN

THE BULLETIN ◽  
2020 ◽  
Vol 5 (387) ◽  
pp. 199-207
Author(s):  
G. Т. Shakulikova ◽  
◽  
Zh. K. Yerzhanova ◽  
Zh. Zh. Gabbassova ◽  
R. A. Karabassov ◽  
...  
Keyword(s):  
Comparative Analysis ◽  
Stock Market ◽  
Foreign Investment ◽  
Mining Industry ◽  
Raw Material ◽  
Key Factors ◽  
Investment Funds ◽  
The Public ◽  
Advantages And Disadvantages ◽  
Returns On Investment

In the conditions of self-isolation, a small and medium business suffered as a result of a pandemic, however, large business remained afloat due to large “long money”. Large business in Kazakhstan is mainly a raw material business, i.e., the mining industry, as a priority, has not suspended its activities. The tasks in the field of attracting investment remained the same. For Kazakhstan, in the direction of attracting foreign investment, firstly, it is worth identifying competitive sectors of the economy. Secondly, clearly understand the key factors in the development of these industries. Thirdly, to conduct a comparative analysis and assess the advantages and disadvantages in relation to other countries, which will be the main competitors in this industry. Fourth, identify potential investors. Fifth, optimize the activities of the coordinating agency or body that is responsible for investments in Kazakhstan. For US investors, the stock market in Kazakhstan is very small. It presents mainly companies in the mining and financial sectors of the economy, as well as the public sector. The limited financing opportunities in the stock market do not allow providing higher returns on investment funds, and this in turn negatively affects the influx of potential investors and investors.

A comparative analysis of stock market cycles

2016 ◽  
Vol 9 (3) ◽  
pp. 241-261
Author(s):  
Jorge Mario Uribe ◽  
Stephanía Mosquera
Keyword(s):  
Comparative Analysis ◽  
Stock Market
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