INTEGRATION OF THE BALTIC STOCK MARKETS WITH GLOBAL MARKETS DURING THE PREVIOUS DECADE by Anmar Pretorius

“…In the period between 1993 and 1996, the three Baltic countries established their own stock exchanges. The dualistic nature of these economies – namely, relatively young democracies with newly established stock exchanges on the one hand and high levels of integration into Europe due to EU and Euro area membership on the other – gives rise to the question of whether these stock exchanges are integrated with the developed markets or the emerging markets. …”
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Developing a hybrid model for comparative analysis of financial data clustering algorithms by Mojtaba Movahedi, Mahdi Homayounfar, Mehdi Fadaei, Mansour Soufi

“…The statistical population of the research includes 403 companies listed on the Tehran Stock Exchange in 2019, whose performance has been evaluated based on four financial criteria.Findings: After clustering the surveyed companies by five clustering algorithms, namely K-means, EM, COBWEB, density-based algorithm and ward method, seven indicators RS, DB, Dun, SD, Purity, Entropy and Time were used to evaluate the algorithms. …”
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Adjustment Speed of Capital Structure: Effect of Organizational and Performance Characteristics (Comparison between Financial and Non-Financial Sectors) by Saeed Dehghan Khavari, Seyed Hossein Mirjalili, Mohammad Hossein Abdorrahimian, Farida Khosh Sirat

“…The statistical population consists of companies listed on the Tehran Stock Exchange from 2017 to 2022. The results show that the speed of capital structure adjustment is lower in the financial sector compared to the non-financial sector. …”
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LISTING OF SHARES OF SOME COMMERCIAL BANKS AND FINANCIAL SERVICES COMPANIES IN POLAND

“…The purpose of the research was to identify the volatilities of daily quotes of banks and financial services companies listed on Warsaw Stock Exchange in the six-year period ie 2011-2016. It was found that the volatility of the stock price of the eCard was the strongest correlated with BPH stock price volatility, while the volatility of KREDYTIN stock prices was strongly correlated with the volatility of BZ WBK shares, ING and PKO BP. …”
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UNCOVERING TRANSPARENCY IN BIODIVERSITY ACCOUNTING STANDARDS IN INDONESIA’S MINING SECTOR by Simon Nisja Putra Zai, Yuni Pristiwati Noer Widianingsih

“…Using a qualitative approach, this study analyzed 60 sustainability reports from 30 mining companies listed on the Indonesia Stock Exchange (IDX) in the 2022-2023 periods. The results showed that the level of biodiversity reporting was still low, where out of 30 GRI indicators; only 11 indicators (36.67%) were reported. …”
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What Effect Does CEO Power Has over Integrated Reporting? Evidence from Indonesian Listed Companies by Putri Nurmala, Akhmad Sigit Adiwibowo

“…This study is based on an unbalanced data panel of 106 firms listed on Indonesian Stock Exchange from  2017 to 2021 (530 observations). …”
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Does Green Accounting Matter for Financial Performance? Evidence from the Indonesia Mining Sector by Jodi Setiawan, Yossi Diantimala, Maya Febrianty Lautania, Sayuthi Sayuthi

“…The population were mining companies listed on the Indonesia Stock Exchange from 2020 to 2023. The samples were selected using the purposive technique and the number of observations is 144 firm-years. …”
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Multivariate Nonlinear Analysis and Prediction of Shanghai Stock Market by Junhai Ma, Lixia Liu

“…This study attempts to characterize and predict stock returns series in Shanghai stock exchange using the concepts of nonlinear dynamical theory. …”
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Empirical Evidence of ESG Disclosure's Impact on Corporate Investment Decision in Indonesia by Suham Cahyono, Vira Ayu Damayanti, Ardianto Ardianto, Ardianto Ardianto

“…Data were collected from annual reports of firms listed in Indonesia Stock Exchange between 2015 and 2020 (378 firm-year observations). …”
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Comparison of ARIMA and Artificial Neural Networks Models for Stock Price Prediction by Ayodele Ariyo Adebiyi, Aderemi Oluyinka Adewumi, Charles Korede Ayo

“…This paper examines the forecasting performance of ARIMA and artificial neural networks model with published stock data obtained from New York Stock Exchange. The empirical results obtained reveal the superiority of neural networks model over ARIMA model. …”
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The Complexity of Social Capital: The Influence of Board and Ownership Interlocks on Implied Cost of Capital in an Emerging Market by Luciano Rossoni, Cezar Eduardo Aranha, Wesley Mendes-Da-Silva

“…Starting from sociological perspectives on complexity, we show how the social capital of boards and owners networks affects the implied cost of capital of companies listed on Brazilian stock exchange. We specifically show arguments and evidence that the effect of the relational resources found in the direct, indirect, and heterogeneous board’s ties reduces the cost of capital while relational resources embedded in shareholder networks increase the cost of capital. …”
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Ownership Structure on Tax Avoidance with Independent Commissioner as Moderation by Sudirman Sudirman, Almatius Setya Marsudi

“…The research objects are mining companies listed on the Indonesia Stock Exchange (IDX) from 2021 to 2023. The analytical technique used is Multiple Linear Regression. …”
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Effects of Diversification on Profitability and Operating Risk for Brazilian Publicly Traded Companies by Camila Adam, Tatiane Meurer, Moacir Manoel Rodrigues

“…The sample comprised 210 publicly traded Brazilian companies, who trade shares on the B3 stock exchange. The results of the study showed that industrially diversified companies both reduce operational risk and increase profitability in terms of return on assets, while companies that are internationally diversified reduce their profitability. …”
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Development of a comprehensive model to predict stock prices in the stock market with an interpretive structural modeling approach by Shiva Rezaeyan, Mohammad Taleghani, Azita Sherej Sharifi

“…The aim of this study was to develop a comprehensive model for stock price forecasting in the Tehran Stock Exchange (TSE) using a mixed Delphi-fuzzy approach of Interpretive Structural Modeling (ISM). …”
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MARKET VALUE ADDED (MVA), NILAI TUKAR RUPIAH, DAN LABA AKUNTANSI TERHADAP RETURN SAHAM PADA PERUSAHAAN TELEKOMUNIKASI YANG TERDAFTAR DI BEI by Aniek Murniati

“… This research aims to examine the impact of Market Value Added (MVA), the rupiah exchange rate, and accounting profits on stock returns for telecommunications companies listed on the Indonesia Stock Exchange (BEI). MVA serves as a measure of the market value added by the company, reflecting its contribution to shareholder wealth. …”
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ASSESSMENT OF INVESTMENT ATTRACTIVENESS OF HIGH-TECH COMPANIES by E. B. Tyutyukina, A. I. Danilov, O. M. Abrosimova

“…The study forms portfolios of stocks of high-tech companies traded on the Moscow Stock Exchange, using Markowitz and Fisher models to identify the correlation between the level of investment attractiveness of a company and the type of stock portfolio. …”
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Pengaruh Sales Growth, Kualitas Audit dan Opini Audit Terhadap Nilai Perusahaan Dengan Ukuran Perusahaan Sebagai Pemoderasi by Ismi Nurhasanah, Napisah Napisah

“…The research population is non-cyclical sector companies on the Indonesia Stock Exchange in 2018 - 2022. Sampling used a purposive sampling method, namely 220 data. …”
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Ownership, Corporate Governance, and Bank Performance in Iran by Abdorreza Asadi, Mahyar Ramezankhani

“…This paper uses the structural equation modeling method to investigate the effect of ownership structure and corporate governance on listed banks’ performance in the Tehran Stock Exchange from 2011 to 2017. Based on the results, ownership structure dimensions have a relatively insignificant impact on corporate governance. …”
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Ownership Structure, Board Size, and Carbon Emission Disclosures: Empirical Evidence from ASEAN-5 Countries by Lina Lina, Faizah Syifa Rohmah

“…Large-cap companies listed on each ASEAN-5 countries’ stock exchange were selected as research samples. The sample companies have published sustainability reports and integrated annual reports that disclose carbon emissions between 2018 and 2022 (175 company-year observation). …”
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Forecasting Volatility with Time-Varying Coefficient Regressions by Qifeng Zhu, Miman You, Shan Wu

“…We extend the heterogeneous autoregressive- (HAR-) type models by explicitly considering the time variation of coefficients in a Bayesian framework and comprehensively comparing the performances of these time-varying coefficient models and constant coefficient models in forecasting the volatility of the Shanghai Stock Exchange Composite Index (SSEC). The empirical results suggest that time-varying coefficient models do generate more accurate out-of-sample forecasts than the corresponding constant coefficient models. …”
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