Search results for "financial markets"

showing 10 items of 57 documents

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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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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Synergistic Information Transfer in the Global System of Financial Markets.

2020

Uncovering dynamic information flow between stock market indices has been the topic of several studies which exploited the notion of transfer entropy or Granger causality, its linear version. The output of the transfer entropy approach is a directed weighted graph measuring the information about the future state of each target provided by the knowledge of the state of each driving stock market index. In order to go beyond the pairwise description of the information flow, thus looking at higher order informational circuits, here we apply the partial information decomposition to triplets consisting of a pair of driving markets (belonging to America or Europe) and a target market in Asia. Our …

Information transferFLOWGeneral Physics and Astronomysynergylcsh:AstrophysicsGRANGER CAUSALITYArticleeconometricsstock marketBusiness and EconomicsGranger causalityFinancial marketsHigher order dependencies SynergyOrder (exchange)lcsh:QB460-466EconomicsEconometricsfinancial marketsInformation flow (information theory)NETWORKlcsh:Scienceinformation theoryhigher order dependenciesCROSS-CORRELATIONSFinancial marketStock market indexlcsh:QC1-999Mathematics and Statisticstime series analysislcsh:QTransfer entropyStock marketlcsh:PhysicsEntropy (Basel, Switzerland)
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Wine - investment: a profitable alternative investment or a simple long term pleasure?

2014

International audience; The purpose of this work is twofold: - to make a first historic analysis of performance through an investment in wine by comparing its performance with those that would have been possible to obtain at the same time by providing financial term investments; - to introduce the regional diversity of performance by considering the situation in the three selected geographic areas.

JEL: D - Microeconomics/D.D4 - Market Structure Pricing and Design/D.D4.D44 - AuctionsJEL: Q - Agricultural and Natural Resource Economics • Environmental and Ecological Economics/Q.Q1 - Agriculture/Q.Q1.Q11 - Aggregate Supply and Demand Analysis • PricesJEL : G - Financial Economics/G.G1 - General Financial Markets/G.G1.G11 - Portfolio Choice • Investment DecisionsJEL: G - Financial Economics/G.G1 - General Financial Markets/G.G1.G11 - Portfolio Choice • Investment Decisions[ SHS.ECO ] Humanities and Social Sciences/Economies and finances[SHS.ECO]Humanities and Social Sciences/Economics and Finance[SHS.ECO] Humanities and Social Sciences/Economics and FinanceJEL : Q - Agricultural and Natural Resource Economics • Environmental and Ecological Economics/Q.Q1 - Agriculture/Q.Q1.Q11 - Aggregate Supply and Demand Analysis • PricesJEL : D - Microeconomics/D.D4 - Market Structure Pricing and Design/D.D4.D44 - Auctions
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How local conditions affect global banking: the case of BBVA and Santander

2021

This paper explores why Spanish banks internationalize and why Latin America has been the main region for the international expansion of BBVA and Santander. It shows that prior to 1986 Spanish banks had a limited presence abroad, and analyses the main drivers of this initial expansion (remittances and trade connections). However, from 1986 on, there was a confluence of domestic and external factors (economic and regulatory changes in Latin America) that encouraged the international forays of BBVA and Santander. The fact that changes in the Spanish and Latin American financial sectors occurred just when other transnational banks were turning their attention to other regions created the optim…

Latin AmericansBanking globalisationmercados financieros en América LatinaEconomySpanish banksPolitical sciencebancos españolesFinancial markets in Latin Americaglobalización bancariaGeneral MedicineAffect (psychology)
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Can Soft Models Describe Polymer Knots?

2020

Similar to macroscopic ropes and cables, long polymers create knots. We address the fundamental question whether and under which conditions it is possible to describe these intriguing objects with crude models that capture only mesoscale polymer properties. We focus on melts of long polymers which we describe by a model typical for mesoscopic simulations. A worm-like chain model defines the polymer architecture. To describe nonbonded interactions, we deliberately choose a generic "soft" repulsive potential that leads to strongly overlapping monomers and coarse local liquid structure. The soft model is parametrized to accurately reproduce mesoscopic structure and conformations of reference p…

Length scalePolymers and PlasticsReference data (financial markets)Polymer architecture02 engineering and technology010402 general chemistry01 natural sciencesArticle[PHYS] Physics [physics]Inorganic ChemistryChain (algebraic topology)[CHIM] Chemical SciencesMaterials Chemistrymedicine[CHIM]Chemical SciencesStatistical physicsTopology (chemistry)ComputingMilieux_MISCELLANEOUSPhysics[PHYS]Physics [physics]Mesoscopic physicsQuantitative Biology::BiomoleculesOrganic ChemistryStiffness021001 nanoscience & nanotechnology0104 chemical sciencesCondensed Matter::Soft Condensed MatterExcluded volumemedicine.symptom0210 nano-technology
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FinTech in Latvia: Status Quo, Current Developments, and Challenges Ahead

2021

FinTech has been in the focus of discussion for quite some time. However, the market share of FinTech companies is still relatively small compared to that of more traditional financial services. The purpose of this paper is to analyse the status quo, current developments, and challenges ahead for the Latvian FinTech sector. We combine three analyses: a political and legal, economic, social, and technological environment (PEST) analysis

Level playing fieldFinTech Latvia Digital transformation in financeStatus quoStrategy and Managementmedia_common.quotation_subjectEconomics Econometrics and Finance (miscellaneous)financeHarmonizationBusiness modelModernization theoryFinTechInsuranceMarket economyAccountingHG8011-9999ddc:330financial marketsMarket shareFinancial servicesmedia_commonbusiness.industryFinancial marketDigital transformation in financesurvey analysisPEST analysis:SOCIAL SCIENCES::Business and economics::Business studies [Research Subject Categories]BusinessFinTech LatviaRisks
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Can an unglamorous non-event affect prices? The role of newspapers

2016

AbstractOur paper offers evidence that the print media can affect stock prices by covering public information. After price-to-book value figures of Italian listed shares were first published on the major national financial newspaper, the prices of value stocks did, on average, show a positive reaction. The price reaction was limited to small caps stocks and disappeared within three weeks. Over the period of analysis, we could not find any abnormal behaviour of the returns of small and value stocks on other European markets. These findings support the view that newspapers play a role in disseminating information to small investors and grabbing their attention, even if news are continuously r…

Macroeconomicsevent studieEconomics and EconometricsMarket efficiencyPositive reactionSettore SECS-P/05 - EconometriainattentionMonetary economicsmedi and and financial marketNewspaperlcsh:Financelcsh:HG1-99990502 economics and businessddc:330EconomicsC58050207 economicsmedia and financial marketsStock (geology)Public informationMedia and financial market050208 financeG14Print medialcsh:Economic theory. Demographymarket efficiency05 social sciencesMarket efficiencyEvent studymarket efficiency; inattention; media and financial markets; event studies; wild boostraplcsh:HB1-3840Price reactionInattentionwild boostrapevent studiesFinanceCogent Economics & Finance
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Role of noise in a market model with stochastic volatility

2006

We study a generalization of the Heston model, which consists of two coupled stochastic differential equations, one for the stock price and the other one for the volatility. We consider a cubic nonlinearity in the first equation and a correlation between the two Wiener processes, which model the two white noise sources. This model can be useful to describe the market dynamics characterized by different regimes corresponding to normal and extreme days. We analyze the effect of the noise on the statistical properties of the escape time with reference to the noise enhanced stability (NES) phenomenon, that is the noise induced enhancement of the lifetime of a metastable state. We observe NES ef…

Noise inducedProbability theory stochastic processes and statisticFOS: Physical sciencesEconomicFOS: Economics and businessStochastic differential equationStatistical physicsMarket modelCondensed Matter - Statistical MechanicsEconomics; econophysics financial markets business and management; Probability theory stochastic processes and statistics; Fluctuation phenomena random processes noise and Brownian motion; Complex SystemsMathematicsFluctuation phenomena random processes noise and Brownian motionStatistical Finance (q-fin.ST)Stochastic volatilityStatistical Mechanics (cond-mat.stat-mech)Cubic nonlinearityQuantitative Finance - Statistical FinanceComplex SystemsWhite noiseDisordered Systems and Neural Networks (cond-mat.dis-nn)Condensed Matter - Disordered Systems and Neural NetworksCondensed Matter PhysicsSettore FIS/07 - Fisica Applicata(Beni Culturali Ambientali Biol.e Medicin)Electronic Optical and Magnetic MaterialsHeston modelVolatility (finance)econophysics financial markets business and management
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