Showing 1 - 10 of 14
This paper aims to examine the main points of the emergence of controversies regarding digital currencies. By using secondary data and qualitative-descriptive analysis, it was found that digital currency cannot replace the function of money as a medium of exchange, a store of value, and a unit...
Persistent link: https://www.econbiz.de/10015266170
Basel II Accord implicitely demands the usage of the recent statistical approaches to enrich the risk measurement in financial analysis. A widely known aspect in risk analysis today is the Value at Risk. We showed that the conventional VaR measurement regarding to the usage of normality as a...
Persistent link: https://www.econbiz.de/10015261829
The paper elaborates some analytical opportunities for econophysics in the implementation of Basel II documents for banking. We see this chances by reviewing some methodologies proposed by the econophysicists in the three important aspects of risk management: the market risk, credit risk, and...
Persistent link: https://www.econbiz.de/10015261879
This paper aims to examine briefly about financial technology (FinTech) in Indonesia. By using a qualitative-descriptive approach, it can be seen that FinTech development tends to increase in Indonesia, both in terms of institutional (number of companies) and in terms of the financing model. The...
Persistent link: https://www.econbiz.de/10015266427
The Capital Asset Pricing Model (CAPM) has dominated finance theory for over thirty years; it suggests that the market … the price movements in the stock exchange. The Arbitrage Pricing Theory (APT) has been proposed as the first multifactor … asset pricing model (TPFM) and the Four Factor Pricing Model (FFPM) adding the third and fourth moments to calculate …
Persistent link: https://www.econbiz.de/10015230813
This study aimed to test five fundamental factors (growth, profitability, leverage, liquidity, and efficiency) and two market ratios (earning ratio, and price earning ratio) that predicted to influence stock price in several groups of manufacturing industries listed in Jakarta Stock Exchange...
Persistent link: https://www.econbiz.de/10015230814
This study aimed to clarify the value of the bias beta stocks listed on the Indonesia Stock Exchange and make corrections to the bias value using Scholes and Williams, Dimson, and Fowler and Rorke. Results of this study indicate that the stock beta is the value of bias, besides the results...
Persistent link: https://www.econbiz.de/10015230817
This study aimed to a stock portfolio formed with composite of companies market (PER, PBV, ROE, EPS, PSR, and B/M, VaR) and accounting performance (ROE, and EPS) also their market capitalization in Indonesia Stock Exchange period 2003-2006. Some clarification need to achieved, such as: real...
Persistent link: https://www.econbiz.de/10015230818
As reaction from market inefficient specified about information distribution, all market participant trying to reduce …
Persistent link: https://www.econbiz.de/10015230831
The Capital Asset Pricing Model (CAPM) has dominated finance theory for over thirty years; it suggests that the market … the price movements in the stock exchange. The Arbitrage Pricing Theory (APT) has been proposed as the first multifactor … asset pricing model (TPFM) and the Four Factor Pricing Model (FFPM) adding the third and fourth moments to calculate …
Persistent link: https://www.econbiz.de/10015232798