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  • Междууниверситетско списание "Икономика 21"
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  • Междууниверситетско списание "Икономика 21"
  • Преглед на Публикация
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DESIGNING THE INVESTMENT PROFILE OF THE SHARES TRADED ON THE BULGARIAN STOCK EXCHANGE IN THE PERIOD FROM AUGUST 2016 TO DECEMBER 2017

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932fc02a0c8ab829ec96cdd9eef512b7.pdf (1.724Mb)
Дата
2018
Автор
SIMEONOV, Stefan
TODOROV, Teodor
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Резюме
The analysis of shares performance is normally focused on risk and yield, while the third investment parameter, market liquidity, is usually ignored. In contrast to the world’s biggest stock exchanges where market liquidity is taken for granted, it seems to be a major issue for developing capital markets, such as the stock exchanges in new Balkan economies. This research paper introduces and employs a model of complex market liquidity assessment of the traded companies. We employ the Frequency Analysis of Volatility to add to the research value of Risk analysis, the coherent alternatives of VaR and the investment profile of traded shares. Based on the complex set of methods employed in our research, we present comprehensive investment profiles of the companies with the highest and the lowest market capitalization which are constituents of the four Bulgarian Stock Exchange indices about the period from August 2016 to December 2017.
URI
http://hdl.handle.net/10610/3911
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  • Междууниверситетско списание "Икономика 21"

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