Which Factors Macroeconomics or Financial More Influence Initial Return Anomaly in the Capital Market? Empirical Proving of WIPO Theory

2021 ◽  
Author(s):  
Dwi Putranto ◽  
Dimas Angga Negoro
Keyword(s):  
Capital Market ◽  
Initial Return ◽  
Return Anomaly ◽  
The Capital Market

Institutional Investors on the Securities Market

2003 ◽  
pp. 95-101
Author(s):  
O. Khmyz
Keyword(s):  
Financial Crisis ◽  
Capital Market ◽  
Hedge Funds ◽  
Institutional Investors ◽  
Securities Market ◽  
Main Role ◽  
Investment Funds ◽  
Investment Process ◽  
The Capital Market

Acording to the author's opinion, institutional investors (from many participants of the capital market) play the main role, especially investment funds. They supply to small-sized investors special investment services, which allow them to participate in the investment process. However excessive institutialization and increasing number of hedge-funds may lead to financial crisis.

ANALISA PREDIKSI INDEKS HARGA SAHAM GABUNGAN MENGGUNAKAN METODE ARIMA

2020 ◽  
Vol 2 (2) ◽  
pp. 454
Author(s):  
Julkifli Purnama ◽  
Ahmad Juliana
Keyword(s):  
Capital Market ◽  
Stock Price ◽  
Time Series Data ◽  
Arima Model ◽  
Secondary Data ◽  
Actual Data ◽  
Series Data ◽  
Analysis Technique ◽  
The Right ◽  
The Capital Market

Investment in the capital market every manager needs to analyze to make decisions so that the right target to produce profits in accordance with what is expected. For that, we need a way to predict the decisions that will be taken in the future. The research objective is to find the best model and forecasting of the composite stock price index (CSPI). Data analysis technique The ARIMA Model time series data from historical data is the basis for forecasting. Secondary data is the closing price of the JCI on July 16 2018 to July 16 2019 to see how accurate the forecasting is done on the actual data at that time. The results of the study that the best Arima model is Arima 2.1.2 with an R-squared value of 0.014500, Schwarz criterion 10.83497 and Akaike info criterion of 10.77973. Results of forecasting actual data are 6394,609, dynamic forecast 6387,551 selisish -7,05799, statistics forecas 6400,653 difference of 6,043909. For investors or the public can use the ARIMA method to be able to predict or predict the capital market that will occur in the next period.

FUNDAMENTALS OF CAPITAL MARKET FORMATION AND THEIR FEATURES IN THE CONDITIONS OF TAJIKISTAN

2020 ◽  
Vol 3 (8(77)) ◽  
pp. 40-43
Author(s):  
Dilrabo Ikromalievna Kasimova ◽  
Marhabo Ikromalievna Kоsimova
Keyword(s):  
Capital Market ◽  
Market Formation ◽  
Institutional Features ◽  
The Republic ◽  
The Capital Market

The article discusses the features of the capital market and the mechanism of its functioning. The institutional features of the formation of the capital market and their features in the context of Tajikistan are presented. The author revealed the main problems of the formation and development of the capital market in the Republic of Tajikistan.

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