Zobrazeno 1 - 7
of 7
pro vyhledávání: '"Benedicto Kulwizira Lukanima"'
Publikováno v:
Revista Contabilidade & Finanças
ABSTRACT In 2014, the Colombian Stock Exchange commenced the implementation of its market-maker facility (MMF), aiming at improving market efficiency. This paper examines the impact of the MMF program on three volatility-related aspects: volatility p
Externí odkaz:
https://doaj.org/article/22ae8c87a69f416998993d0647ea7685
Autor:
Benedicto Kulwizira Lukanima
This book provides students with basic knowledge and advance skills for addressing practical challenges in valuation. First, the book presents financial information as a vital ingredient for performing corporate valuation. Second, the book presents k
Autor:
Benedicto Kulwizira Lukanima, Natalia Hernandez-Vargas, Luis Ricardo Almanza Herazo, Luis Javier Sanchez-Barrios
This chapter presents solutions to some challenges when calculating CAPM Beta. Three methods for calculating traditional beta are presented and illustrated through the case of Facebook. Different choices of market index, data frequency, and sample si
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f883fc1f1c34fcc611b37d6f1ebefdc9
https://doi.org/10.4018/978-1-7998-1086-5.ch006
https://doi.org/10.4018/978-1-7998-1086-5.ch006
Publikováno v:
The World Economy. 37:1152-1185
The goal of this paper is to examine the impact of commodity market reforms on producer price volatility using evidence from the East African coffee market. The results, based on time-varying volatility models and key summary statistics, show that co
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::1ed5915d3c37d56ab38058f712287032
https://doi.org/10.1111/twec.12124
https://doi.org/10.1111/twec.12124
Autor:
Benedicto Kulwizira Lukanima
Publikováno v:
International Journal of Economics and Finance. 6
This paper examines the price discovery mechanism at the Dar es Salaam Stock Exchange (DSE) in Tanzania. The objective is to explain the efficiency of price discovery in relation to its dynamics and deterministic market features, using the All Sector
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::4228d130dec373102dedcc635f13d33d
https://doi.org/10.5539/ijef.v6n11p36
https://doi.org/10.5539/ijef.v6n11p36
Publikováno v:
International Journal of Economics and Finance. 5
We use EGARCH-M models to examine the co-cyclical nature of stock returns in relation to economic cycles, focusing on three key variables, namely stock return volatility, risk premium and information asymmetry. We incorporate a wider and systematic a
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::32fec299fff4315e147ecb8784491781
https://doi.org/10.5539/ijef.v5n7p50
https://doi.org/10.5539/ijef.v5n7p50
Publikováno v:
Revista Contabilidade & Finanças
Revista Contabilidade & Finanças, Volume: 32, Issue: 86, Pages: 345-358, Published: 26 APR 2021
Revista Contabilidade & Finanças v.32 n.86 2021
Universidade de São Paulo (USP)
instacron:USP
Revista Contabilidade & Finanças, Volume: 32, Issue: 86, Pages: 345-358, Published: 26 APR 2021
Revista Contabilidade & Finanças v.32 n.86 2021
Universidade de São Paulo (USP)
instacron:USP
In 2014, the Colombian Stock Exchange commenced the implementation of its market-maker facility (MMF), aiming at improving market efficiency. This paper examines the impact of the MMF program on three volatility-related aspects: volatility persistenc
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::557c0adafb37e24429ac5e1dd9e0a7a0
http://www.scielo.br/scielo.php?script=sci_arttext&pid=S1519-70772021000200345&tlng=en
http://www.scielo.br/scielo.php?script=sci_arttext&pid=S1519-70772021000200345&tlng=en