Search results for "Markets"

showing 10 items of 332 documents

Effects of Behavioural Factors on Human Financial Decisions

2014

Abstract In this article, we investigate the factors that may explain the trading volume evolution on two emerging capital markets, Romania and Brazil. We analyze the impact of both investors who ground their trading behaviour on rational expectations and investors who show psychological and emotional facets of the human decision, which we call behavioural errors, as independent variables on the trading volume as dependent variable. The results indicate that trading is influenced by the investors’ irrational behaviour. Thus, the rationality hypothesis can be rejected for both capital markets.

FinanceRational expectationsVariablesbusiness.industryFinancial economicsmedia_common.quotation_subjectbehavioural financeGeneral EngineeringEnergy Engineering and Power TechnologyRationalitycapital marketsrational expectationsIrrational numberEconomicsHuman decisionbusinessCapital marketmedia_commonProcedia Economics and Finance
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Venture capitalists' decision-making in small equity markets: a case study using participant observation

2004

Despite significant academic research undertaken in the field of venture capital decision-making process, the dimension and maturity of equity market has not yet been considered as an important contextual factor. Aiming at developing an understanding on how venture capitalists (VCs) select early-stage projects in small equity markets, a pilot study using participant observation technique has been conducted in a Portuguese venture capital firm. The findings indicate that the decision-making process and the criteria used by VCs in this market context differ significantly from those used in the developed equity markets. Regarding the decision-making process as a whole, it appears to be more in…

FinanceSocial venture capitalbusiness.industryEquity (finance)Private equity firmParticipant observationVenture capitallanguage.human_languageEconomicslanguageBusiness and International ManagementMarketingPortugueseDecision-makingbusinessFinanceEquity capital marketsVenture Capital
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Access to Finance: Baltic Financial Markets

2014

Abstract Access to finance is considered one of the main obstacles to successful financial market development. Access to finance was second-ranked most pressing problem faced by companies in the Euro Area and one of the main barriers to company's innovation capacity. The study results highlight the need to recognize that countries require sound and well-functioning financial markets. Only in this case financial markets can provide much needed sources of investments such as sound banking loans, properly regulated securities exchanges, venture capital, and other resources.

Financebusiness.industryBaltic financial marketsFinancial intermediaryGeography of financeGeneral EngineeringEnergy Engineering and Power TechnologyFinancial systemStock marketsLoansVenture capitalIndirect financeEconomicsAccess to financeStructured financeAccess to financebusinessFinancial market efficiencyCapital marketSocial studies of financeProcedia Economics and Finance
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Sustainable and Conventional Banking in Europe

2020

At the end of the 20th century a new banking model, the so-called ethical banking, emerged becoming the maximum exponent of a socially responsible investment. The financial crisis in 2008 led to a distrust of the conventional financial system and consequently investors began to look with interest this new banking, which only invests in ethical activities and products, with social and environmental criteria, total transparency and a democratic management. The aim of this article is to analyze the economic structure of ethical banking, compared to that of conventional banking, by paying attention to its liquidity, coverage and solvency. Specifically, We compare the financial statements of Tri…

Financial ManagementEconomicsCost-Benefit AnalysisSocial SciencesFinancial systemGeographical Locationstotal transparency and a democratic managementMathematical and Statistical Techniques050207 economicsFinancial Marketsmedia_commonMarketingSolvencyMultidisciplinaryEconomic CompetitionDistrust05 social sciencesStatisticsQRMarket liquidityEuropeBanking PersonalModels EconomicTransparency (graphic)Financial crisisPhysical SciencesMedicineProfitability indexResearch Articlemedia_common.quotation_subjectScienceFinancial ratioResearch and Analysis MethodsSustainability ScienceEconomía0502 economics and businessHumansStatistical MethodsAnalysis of Variancenew banking modelfinancial crisisFinancial marketEcology and Environmental SciencesEconomic Analysisethical bankingPublic FinancePeople and PlacesMoney Supply and BankingBusiness050203 business & managementFinanceMathematics
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Market Impact and Trading Profile of Hidden Orders in Stock Markets

2009

We empirically study the market impact of trading orders. We are specifically interested in large trading orders that are executed incrementally, which we call hidden orders. These are statistically reconstructed based on information about market member codes using data from the Spanish Stock Market and the London Stock Exchange. We find that market impact is strongly concave, approximately increasing as the square root of order size. Furthermore, as a given order is executed, the impact grows in time according to a power law; after the order is finished, it reverts to a level of about 0.5-0.7 of its value at its peak. We observe that hidden orders are executed at a rate that more or less m…

Financial ManagementFluids & PlasmasFinancial markets econophysics hidden orderscomputer.software_genre01 natural sciencesRisk-TakingStock exchangeLondon0502 economics and business0103 physical sciencesEconometricsEconomicsHumansInvestmentsAlgorithmic trading010306 general physicsStock (geology)Models Statistical050208 financeEconophysics05 social sciencesFinancial marketReproducibility of ResultsFlash tradingSpain8. Economic growthStock marketMarket impactcomputerAlgorithms
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Future directions in international financial integration research - A crowdsourced perspective

2018

This paper is the result of a crowdsourced effort to surface perspectives on the present and future direction of international finance. The authors are researchers in financial economics who attended the INFINITI 2017 conference in the University of Valencia in June 2017 and who participated in the crowdsourcing via the Overleaf platform. This paper highlights the actual state of scientific knowledge in a multitude of fields in finance and proposes different directions for future research.

Financial economicsEconomics and EconometricsSociology of scientific knowledgeHFCredit default swapemsFinancial researchCrowdsourcingHGComputerApplications_MISCELLANEOUSPolitical science0502 economics and business050207 economicsEmerging marketsta512International financeLiterature review050208 financebusiness.industry05 social sciencesPerspective (graphical)MultitudeFinancial integrationPublic relationsFinancial economics Crowdsourcing Literature review Financial researchCrowdsourcingbusinessFinanceInternational Review of Financial Analysis
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German Bank Lending During Emerging Market Crises: A Bank Level Analysis

2007

This paper studies German bank lending during the Asian and Russian crises, using a bank level data set, which has been compiled from credit data at the Deutsche Bundesbank. Our aim is to gain more insight into the pattern of German bank lending during financial crises in emerging markets. We find that German banks reacted to the Asian crisis mainly by reallocating their portfolios among emerging markets. This behaviour is consistent with active portfolio management and does not necessarily indicate a spontaneous reaction to the Asian crisis. By contrast, the banks' behaviour during the Russian crisis is characterised by a general withdrawal from emerging markets. The use of micro data allo…

Financial stabilityEconomic policybusiness.industryLevel dataSpontaneous reactionEconomics Econometrics and Finance (miscellaneous)Public sectorFinancial systemjel:F32jel:F30language.human_languagejel:F34Germanbankingcurrency crisesemerging markets crisescontagionfinancial stabilitybank lendingActive managementlanguageBusiness Management and Accounting (miscellaneous)BusinessEmerging marketsLawSSRN Electronic Journal
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Non-destructive determination of ‘Big Bang’ nectarine quality and harvest maturity

2021

In nectarines, potential shelf life and quality at consumption are closely related to the ripeness stage of fruit at harvest. Usually, the harvest is based on color, firmness, sugar and acids content of fruit, although these determinations are carried out through destructive methods and in a limited number of samples. The technique of Vis/Nir spectroscopy is used for the development of a non-destructive index based on the difference of absorbance (IDA) between two wavelengths near the absorption peak of chlorophyll-a, and it allows monitoring of changes in ripeness processes directly in the field. The objective of this paper is to track changes in quality that occur during nectarine ripenes…

Fruit qualityNon-destructive testmedia_common.quotation_subjectIADAgricultural engineeringHorticultureMaturity (finance)Settore AGR/03 - Arboricoltura Generale E Coltivazioni ArboreeEthyleneNon destructivePrunus persica L. BatschBig Bang (financial markets)FirmneHarvest dateQuality (business)Mathematicsmedia_commonActa Horticulturae
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Holes in the Dike: the global savings glut, U.S. house prices and the long shadow of banking deregulation

2015

We explore empirically how capital inflows into the US and financial deregulation within the United States interacted in driving the run-up (and subsequent decline) in US housing prices over the period 1990-2010. To obtain an ex ante measure of financial liberalization, we focus on the history of interstate-banking deregulation during the 1980s, i.e. prior to the large net capital inflows into the US from China and other emerging economies. Our results suggest a long shadow of deregulation: in states that opened their banking markets to out-of-state banks earlier, house prices were more sensitive to capital inflows. We provide evidence that global imbalances were a major positive funding sh…

G28media_common.quotation_subjectHouse pricesjel:F20Monetary economicsjel:F40credit constraintsjel:G21Deregulationjel:G28CREDIT CONSTRAINTSSTATE BANKING DEREGULATIONsavings glut10007 Department of Economics0502 economics and businessddc:330F32G10state banking regulations050207 economicsSAVINGS GLUTEmerging marketsmedia_common050208 finance05 social sciencesHouse prices savings glut global imbalances credit constraints state banking deregulationGlobal imbalancesjel:F32jel:G10330 EconomicsInterest rateShock (economics)Net capital ruleCapital (economics)interstate banking deregulationPortfolioG21house pricesBusinessGeneral Economics Econometrics and FinanceF40state banking deregulationglobal imbalancesF20
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Emerging Economies’ Institutional Quality and International Competitiveness: A PLS-SEM Approach

2021

The home country’s institutional framework determines the capacity to compete in the global arena. This paper discusses the linkage between institutional quality (IQ) and international competitiveness (IC). We measured institutions’ quality in emerging economies through the use of selected indicators between 2007–2017. To evaluate the proposed IQ constructs and their relationship with IC, we applied partial least squares – structural equation modeling (PLS-SEM) analysis. The model outcomes suggest that political and lack of systemic conditions have a significant and negative effect on international competitiveness, while science, technology, engineering and mathematics (STEM) resource condi…

General Mathematicsmedia_common.quotation_subjectLinkage (mechanical)Structural equation modelinglaw.inventionResource (project management)lawinternational competitiveness0502 economics and businessPartial least squares regressionQA1-939institutional qualityComputer Science (miscellaneous)Quality (business)Emerging marketsemerging economieEngineering (miscellaneous)pls-semIndustrial organizationmedia_common05 social sciencesinternational competitivene050211 marketingMathematicsemerging economies050203 business & managementInstitutional qualityMathematics
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