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Finance and Credit
 

Interrelation transparency and volatility shares of the russian companies

Vol. 15, Iss. 25, JULY 2009

Available online: 17 September 2009

Subject Heading: Securities market

JEL Classification: 

Puchkina E. S. Candidate of economic sciences, associate professor of Economic analysis, Statistics and Finances department, Kuban State University

Rudakov K. V. the student, Kuban State University ;

We analyze changes of volatility shares provided increase Standard and Poor’s index of transparency in terms of the Efficiency Market Hypothesis. It is proved statistically significantly, that volatility shares will be higher at substantial value of an information transparency of the company and at its’ value much lower than average. Explaining ability of interdependence model essentially raises at the account of "a name of the emitter».
     It is devised the alternative technique of estimation an information openness of share cost from the position of two forms (productive and artificial) of the capital movement.

Keywords: transparency, volatility, Efficient Market Hypothesis, statistical analysis, bubble

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ISSN 2311-8709 (Online)
ISSN 2071-4688 (Print)

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