Investment environment, stock market perception and stock investments after stock market crash

Khan, Mohammad Tariqul Islam; Tan, Siow‐Hooi; Chong, Lee Lee; Goh, Gerald Guan Gan

doi:10.1108/ijoem-03-2021-0456

Cited by 5 publications

(4 citation statements)

References 54 publications

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“…Lastly, Khan et al. (2021) explore the investment environment, stock market perception, and stock investments after a market crash. While not directly focused on the COVID‐19 crisis, the study provides insights into investor behavior and stock market reactions following a crash.…”

Section: Literature Reviewmentioning

confidence: 99%

Causality and volatility spillovers of banks' stock price returns on BSE Bankex returns

Subburayan

2023

J Corp Accounting Finance

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This paper investigates the causal relationships and volatility spillovers between the BSE Bankex index and the stock prices of five major Indian banks (Axis Bank, HDFC Bank, ICICI Bank, Kotak Bank, and SBI). Daily data from January 2, 2018 to March 8, 2023 are used, and statistical techniques such as descriptive statistics, Unit Root test, Cointegration test, Ganger Causality test, OLS regression, and GARCH model are employed. The study finds bidirectional causal relationships between the bank stocks and BSE Bankex returns, suggesting that the movement of the bank stocks significantly affects the overall market returns and vice versa. The study also finds significant volatility spillovers between the bank stocks and BSE Bankex returns, implying that the shocks in the bank stocks affect the market returns and vice versa. The study's outcomes have practical implications for investors and policymakers. Investors can use the results to make informed investment decisions in the Indian stock market, while policymakers can use the findings to monitor the financial stability of the banking sector and design appropriate policy interventions to address any potential financial crises. Overall, the study's findings suggest that policymakers should proactively monitor and manage market risks to safeguard overall financial stability.

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Section: Literature Reviewmentioning

confidence: 99%

Causality and volatility spillovers of banks' stock price returns on BSE Bankex returns

Subburayan

2023

J Corp Accounting Finance

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“…Cluster category 2 (short to medium term investment category): Innovation and technology category has a large component, is the national key support industries and fields, release of new products can be a short period of time to get a high investment income, with good growth; by the press release hot spots and industrial adjustment, suitable for short-term investment [16], combined with the results of the clustering can be seen, this category is generally the industry high-tech enterprises.…”

Section: Specific Analysis and Definition Of Stock Clustering Categoriesmentioning

confidence: 99%

Construction of Valuation System with Chinese Characteristics Based on Entropy Weight Method and K-means

2023

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Stock valuation" is one of the main reference factors for investment in the securities stock market. With the continuous development of China's securities market, the traditional "price-earnings ratio valuation model" is no longer adapted to the requirements of China's market, the logic of stock valuation in China's securities market needs to be redefined in order to enable investors to make better decisions. In this regard, Yi Huiman, Chairman of the China Securities Regulatory Commission (CSRC), has put forward the idea of constructing a valuation system with Chinese characteristics, so as to enable real quality stocks, i.e., those with high dividends, low valuation and good growth, to obtain more valuation and win the attention of investors. Therefore, this paper is dedicated to constructing a valuation system with Chinese characteristics and redefining the valuation model to help investors better value stocks in the Chinese stock market. After that, this paper categorizes the valuation stocks with Chinese characteristics in Shanghai and Shenzhen A-shares, and obtains two types of stocks: long-term investment type and shortand medium-term investment type, which help investors in stock investment in Chinese stock market.

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“…It was found that after the stock market crisis, investors stronger considered the investment environment before making financial decisions. They assess stock market behaviour, the situation in neighbouring countries, political issues, government decisions, and economic indicators (Khan et al 2021). Wang et al (2009b) found that stocks with higher betas, higher capitalization, lower levels of illiquidity, and higher volatility in pre-crisis returns experienced a more considerable fall during the market crash itself.…”

Section: Literature Reviewmentioning

confidence: 99%

Integrated Intellectual Investment Portfolio as an Efficient Instrument to Manage Personal Financial Investment

Rutkauskas

Stasytytė

2022

JRFM

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The redistribution of resources in global stock markets is prevalent: the capital is transferred from one investor to another. Sometimes, earning a substantial return in the stock market seems complicated to implement for an individual investor. Investing contributes to the welfare of society and the wealth of citizens. This is why people should look for efficient ways to invest. Investment should become a natural part of personal finance management in the majority of households. For this reason, an investment model is developed where stocks are selected based only on market intelligence using historical data. The model helps find one or several stocks that generate the highest return on a separate step. Applying this model, experiments were performed with daily data from German, US, and UK stock markets. The possibility of obtaining higher than average returns in these markets has been noticed. In the German market, during the 97-day period, the authors obtained a 1.46 return, which implies a 2.31 annual return: in the USA market, a 2.37 return (7.93 annual return), and in the UK market, a 1.90 return (4.09 annual return). Thus, the proposed investment decision-making system could be an efficient tool for forming a sustainable individual or household portfolio. It can generate higher investment returns for an investor and, moreover, make the market more efficient by applying market intelligence and related historical data.

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Investment environment, stock market perception and stock investments after stock market crash

Cited by 5 publications

References 54 publications

Causality and volatility spillovers of banks' stock price returns on BSE Bankex returns

Causality and volatility spillovers of banks' stock price returns on BSE Bankex returns

Construction of Valuation System with Chinese Characteristics Based on Entropy Weight Method and K-means

Integrated Intellectual Investment Portfolio as an Efficient Instrument to Manage Personal Financial Investment

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