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Returns to Buying Upward Revision and Selling Downward Revision Stocks
Managerial Finance. 2016. Vol. 42. Article 11.
МакНайт Ф. Д.
Language:
English
Haniev A., Suhih V., Journal of Applied Economic Research 2025 Т. 24 № 1 С. 319–343
This study examines the impact of ESG indicators on the financial well-being of shareholders in Russian companies. Using data from publicly traded non-financial companies in Russia for the period 2018–2023, the analysis focuses on the overall ESG rating and its components – environmental (E), social (S), and governance (G) – in the context of their ...
Added: December 11, 2025
Koldanov P., Alexander Koldanov, Semenov D., Operations Research Forum 2024 Vol. 5 Article 116
The issue of identifying sets of weakly correlated stocks is explored. Four distinct
methods for constructing these sets are compared: the traditional approach using
Pearson correlation, the traditional approach using Kendall correlation, and multi
ple hypothesis testing methods, which apply both Pearson and Kendall correlations.
To derive specific findings, we analyze daily returns of a selection of stocks listed ...
Added: December 14, 2024
Haniev A., Journal of Applied Economic Research 2024 Vol. 23 No. 3 P. 833–854
This study examines the impact of intangible assets on stock returns in the U.S. using the Drucker Institute indices, which assess companies based on customer satisfaction, employee engagement and development, innovation, social responsibility, and financial stability. The relevance of this study lies in the growing importance of considering non-financial indicators in investment decision-making. The objective ...
Added: September 10, 2024
Утевская М. В., Makarova V. A., Бударин А. Н., Экономический вектор 2023 № 2(33) С. 139–150
The article examines the relationship between the COVID-19 crisis and the change in the structure of the PRC market using the example of bonds with a high degree of safety based on data from 2020. The authors discover the existence of a relationship between structural changes in the market and the time of the pandemic, ...
Added: June 18, 2023
Dmitri Trifonov, / Series WP BRP "Basic research program". 2020. No. 230/EC/2020.
This paper provides comprehensive empirical evidence on political connections of Russian corporations based on a sample of companies for the period 2011 – 2015, divided into subsamples before and after the events in Ukraine. Specifically, the study (1) evaluates how common political connections are for Russian corporate environment, and (2) investigates the impact of political ...
Added: March 24, 2021
Trifonov D., Journal of Behavioral and Experimental Finance 2021 Vol. 29 Article 100458
This paper provides comprehensive empirical evidence on political connections of Russian corporations based on a sample of companies for the period 2011–2015 (divided into subsamples before and after the events in Ukraine). Based on a unique database, the study (1) evaluates how common political connections are for Russian corporate environment, and (2) investigates the impact ...
Added: March 24, 2021
Филин Н. А., Кокликов В. О., Malkov S. Y. et al., В кн.: Системный мониторинг глобальных и региональных рисковЧ. 2. Т. 11.: Волгоград: Издательство "Учитель", 2020. С. 558–591.
Added: January 12, 2021
Meshcherina K., Malkov S. Y., Korotayev A., В кн.: Системный мониторинг глобальных и региональных рисковЧ. 2. Т. 11.: Волгоград: Издательство "Учитель", 2020. С. 528–557.
С использованием разработанной методики прогнозирования предкризисного развития социально-политических систем рассмотрена ситуация в Арабской республике Египет. Выделены основные социальные группы, оказывающие влияние на политические процессы, а также конкурирующие группировки в элите (и в правящей, и в оппозиционной). Определено, какие социальные, полити- ческие и др. расколы существуют в обществе и какие из них наиболее значимы (опасны) с точки зрения возможной дестабили- зации. Определено, какие расколы имеют тенденцию к снижению, а какие – к возрастанию в ...
Added: January 12, 2021
Dranev Y., Frolova K., Ochirova E., Research in International Business and Finance 2019 Vol. 48 P. 353–364
Technological development and digitalization plays a crucial role in financial sector by allowing firms to create value in a rapidly changing environment. The acquisitions of firms related to financial technologies are one of the ways to obtain vital knowledge. In order to identify the fintech companies we are looking at firms that are involved in business activities in both ...
Added: February 14, 2019
Koldanov A. P., Voronina M., , in: Computational Aspects and Applications in Large-Scale Networks. Springer Proceedings in Mathematics & StatisticsVol. 247.: Springer, 2018. P. 135–142.
Market network analysis attracts a growing attention last decades. One of the most important problems related with it is the detection of dynamics in market network. In the present paper, the stock market network of stock’s returns is considered. Probability of sign coincidence of stock’s returns is used as the measure of similarity between stocks. ...
Added: October 11, 2018
Latyshev A., Koldanov P., , in: Models, Algorithms, and Technologies for Network Analysis / From the 4th International Conference on Network Analysis.: NY: Springer, 2016. P. 175–182.
The connection between the sign correlation of Fechner and the classic Pearson correlation is studied. The sign correlation is linearly connected with the probability of the coincidence of the signs of random variables. One of the features of this measure is its simplicity. Therefore it can be used as an alternative measure of similarity between ...
Added: December 13, 2015
Bronevich A., Penikas H. I., Lepskiy A. et al., / Высшая школа экономики. Серия WP7 "Математические методы анализа решений в экономике, бизнесе и политике". 2015. № 10.
There is one of the investment strategies on a stock market called a choice of securities including
its buying and sale based on financial analysts’ recommendations. The distinguishing characteristic of
these recommendations is that in each of it for the same securities there can be different recommendations
(«Buy», «Sell», «Hold») as well as for one type of recommendations ...
Added: December 2, 2015
Bronevich A., Lepskiy A., Penikas H. I., Procedia Computer Science 2015 Vol. 55 P. 1113–1122
This paper is devoted to modern approaches to the estimation of external conflict in the theory of evidence based on axioms. The conflict measure is defined on the set of beliefs obtained from several sources of information. It is shown that the conflict measure should be a monotone set function with respect to sets of ...
Added: August 16, 2015
Ivashkovskaya I., Dyachenko K., Journal of Corporate Finance Research / Корпоративные финансы 2013 Т. 7 № 4 С. 79–90
This study is focused on the use market expectations in firm’s management. According to the results of previous researches performed on developed markets, expectations management is an efficient corporate tool which allows managers to influence company’s value. The literature on expectations management in the emerging capital markets almost does not exist. We contributed to the ...
Added: March 30, 2015
Meshalkina A., Gelman S. V., , in: X Международная научная конференция по проблемам развития экономики и общества: В 3 кн.Кн. 1.: М.: Издательский дом ГУ-ВШЭ, 2010.
In this paper we will lean on the behavioral explanation of return dynamics. The most popular behavioral origin of autocorrelation is gradual information diffusion between equity securities [Badrinath et al., 1995] and different groups of investors [Hong, Stein, 1999]. The first point out, that some piece of information is instantaneously considered to be price-relevant for ...
Added: September 27, 2013