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Faizul Mubarok,Mohammad Masykur Fadhli
Pág. in press
The presence of the stock market has helped to increase economic growth in a country. However, high levels of volatility plus economic uncertainty make investors have to rethink investing in the capital market. This study aims to examine the share of eac...
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Juan Benjamín Duarte Duarte,Katherine Julieth Sierra Suárez,Víctor Alfonso Rueda Ortiz
Pág. 341 - 357
This article seeks to contrast the weak form efficiency of the Brazilian, US, and Mexican stock indexes, based on the assumption that an efficient market is not predictable. With thi...
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Francois van Dyk,Gary van Vuuren,Paul Styger
AbstractThe residual variance method is the traditional method for measuring portfolio diversification relative to a market index. Problems arise, however, when the market index itself is not appropriately diversified. A diversification measurement (Port...
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Regis Augusto Ely
Pág. 571 - 584
This paper searches for evidence of predictability in the Brazilian stock market using portfolios grouped by sector and firm size with data from 1999 to 2008. I conduct an automatic variance ratio test using wild bootstrap. This methodology eliminates th...
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Lawrance Gunaraj, Sam Paul, Jazeel Mohammed, Edwin Sudhagar, Titus Thankachan
Pág. 259 - 269
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This paper examined the Efficient Market Hypothesis (EMH) for seven financial markets located in the Gulf Cooperative Council (GCC) countries; Bahrain Securities Market (BSE), Qatar?s Doha Financial Market (DFM), Kuwait Securities Market (KSE) , Oman?s M...
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Oscar V. De la Torre Torres,Evaristo Galeana Figueroa,Dora Aguilasocho Montoya
The present paper proposes the use of a life cycle investment benchmark (called actual position benchmark or APB) in the asset types allowed in the CONSAR rules for Mexican pension funds (Siefores). Its mean-variance efficiency is tested against the equa...
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Joel Alejandro Rosado,María Isabel Alvarado Sánchez
Pág. 352 - 361
This paper studied the relationship between the dependency ratio, savings rate and real GDP for Ecuador for the period 1975?2015. Starting with the unit root tests given the use of time series and the cointegration results, the dynamic ordinary least squ...
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Sani Noor Rohman, Karsinah Karsinah
Pág. 135 - 142
Tujuan penelitian ini adalah melihat respon guncangan, dan kontribusi kinerja bank syariah dengan pangsa pasar. Program Akselerasi Pengembangan Perbankan Syariah (PAPBS) Indonesia menargetkan pangsa pasar bank syariah pada tahun 2008 adalah sebesar 5 %. ...
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Masud Pervez,Md. Harun Ur Rashid,Md. Asad Iqbal Chowdhury,Mahbubur Rahaman
Pág. 88 - 95
This study aims to examine the weak form efficiency of Dhaka Stock Exchange (DSE) using random walk model of EMH based on daily return series. The study applies both non-parametric [Kolmogorov-Smirnov test with Lilliefors coefficient, run test] and param...
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Jaka Sriyana,Abdul Hakim
Pág. 68 - 72
This paper models fiscal sustainability in Indonesia using the measure of liabilities-to-asset ratio (LAR), a simple measure of a country?s balanced-sheet. It uses the approach of conditional Value-at-Risk (VaR), assuming normal or t distributions, to de...
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Huicong Jia, Fang Chen, Jing Zhang and Enyu Du
A vulnerability curve is an important tool for the rapid assessment of drought losses, and it can provide a scientific basis for drought risk prevention and post-disaster relief. Those populations with difficulty in accessing drinking water because of dr...
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Sheereen Fauzel
Pág. 745 - 755
During the past decades, the efficient market hypothesis (EMH) has been at the heart of the debate in the financial literature. Ultimately, the consequence of the efficiency of a market is that prices always fully reflect all available information. The o...
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Xuan Jin, Yang Yang, Xiaomei Cao and Jinshui Wu
The variable-area pintle injector has unique geometry and spray characteristics compared to traditional coaxial injectors, and is advantageous for weight lightening and deep throttling of liquid rocket engines. To obtain an accurate prediction of the spr...
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Gergely Nagymáté, Rita M. Kiss
Pág. 238 - 246
During postural stability evaluation frequency analyses are applied on the motion of the foot center of pressure (CoP). In this study we compared the most widely used frequency type CoP parameters (median frequency, mean power frequency, bandwidth) inclu...
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Francois van Dyk, Gary van Vuuren, Andre Heymans
The Sharpe ratio is widely used as a performance measure for traditional (i.e., long only) investment funds, but because it is based on mean-variance theory, it only considers the first two moments of a return distribution. It is, therefore, not suited f...
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Atika Jauharia Hatta,Bambang Sugeng Dwiyanto
Pág. 245 - 256
Some factors in increasing stock price can be interesting when they are scrutinized. Whataffects the stock price so far has been the pursuit of any business recently. The research isaimed at identifying the effect of company fundamental factors (Earning ...
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Shuai Zhang, Heng Wang, Yan Pan, Yun Shao, Tao Zhang, Wei Huang, Yang Li and Bingjie Xu
Dual-polarization division multiplexing (DPDM) is considered to be a potential method to boost the secure key rate (SKR) of the continuous-variable quantum key distribution (CV-QKD) system. In this article, we propose a pilot alternately assisted local l...
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Jinxiu Ma, An Li, Fangjun Qin, Wenbin Gong and Hao Che
The marine atomic interferometric gravimeter is a vital precision instrument for measuring marine geophysical information, which is widely used in mineral resources exploration, military applications, and missile launches. In practical measurements, vibr...
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Wei Liu, Lina Ma, Wangyuan Zong, Jinyi Liu, Mao Li and Guodang Lian
To address the problems of threshing loss and high impurity rate during sunflower oil harvesting, a vertical axial flow sunflower oil threshing device was designed. To reduce severe breakage of the sunflower plate and high entrainment loss rate when thre...
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