# Teachers communication with parents

Document Type:Research Paper

Subject Area:Economics

The commonly traded securities on the stock exchange are for example the companies that are listed, derivatives, trusts, investment products that are pooled and bonds. The stock exchange is usually a continuous auctioning of markets where buyers and sellers are conducting transactions in one central place. Today, several stock exchange use electronic simulated trading. In order to trade a certain security on a particular stock exchange, the security must be put on the list. There is a common place for recording but more so it is usually less connected to a physical location, simply because the present day stock exchange is done electronically and hence it becomes cheaper, easier and faster to perform transactions. It is the most dominating index with 100 of the top blue chips on the LSE. It has over 2000 companies from over 60 countries and is the origin of equal market liquidity, market data and benchmark prices in Europe.

It has a network of connections in both Africa and Asia. In December 2014 the LSE had a US$ 6. trillion market capitalization which turned out to be the biggest stock exchange all over the globe. Other products are for example UnaVista, Regulatory News Service, and Prague. LSEG is the stock exchange’s provider of technology solutions in issues like trading post-trade systems, market surveillance, and the markets that are associated with the group. They also deal with quality assurance testing, hosting, and network connectivity. The usual trading periods are from 0800hrs to 1630hrs local time weekly excluding Saturdays and Sundays and public holidays that are declared by the exchange in advance. The main goal of this exchange is to mitigate cost and regulatory barriers in the world at large. The stock exchange is currently trading limits of 7 % for both bonds and equities.

The exchange does not experience any restrictions with regards to the securities that have been listed. There are however price caps that are imposed in the case of the first-day market operations. The exchange settlement is centralized via the Stock Trading Center of Vietnam using the (BIDV) , a commercial bank that is owned by the state. Many securities companies and other domestic banks have been sanctioned to accept the protection of securities and only two branches presently are the only banks that provide custody services for external investors. the other option to get into random walk is that the stock prices are reverting to the mean. In the case that the prices revert the mean then, the price level will come back to the original path with time hence easier to focus on the future movements in the stock exchange by examining its past prospects.

The investors here will, therefore, get it easy by using the predictable stock returns and they will, therefore, test the reversion in the stock prices which is a pathway in which the market efficiency will be examined. In general, terms, if prices respond accurately to all significant new information in a quick way the market is said to be relatively efficient. But if instead, the facts respond rather gradually through the market, and if the members take time in examining the facts and responding, and maybe overreacting to it, prices might diverge from values founded on a cautious analysis of the general availability, important information. Equity in here has less function in the developing countries that has brought about the case of weak markets which have regulations and restrictions (Gupta, 2006). In the last 20 years, several countries have had a move to improve their own economies which have brought in emerging markets.

Emerging markets, on the other hand, have attracted a lot of international institutional investors for the purpose of their profile diversification advantage. Weak-form market efficiency does not lead to serially correlated and it has a constant mean. The market itself shows some details about the assets and its present prices that are not significant when looking for mispriced assets (Fama, 1991). ” Strong Market The strong market efficiency is the strongest type of market efficiency that shows all the information in the market whether it is public or private and it is well elaborated in the stock market price. The members in here and the investors have a strong trust that even the information in the insider is not enough to give an investor a benefit or advantage. This level of market efficiency shows that the profits that are more than the normal returns cannot be known not even if the amount of study or information the investors can get is vast.

It is a part of random walk earlier explained. In this market, the securities prices and the whole market, in general, are not random and are affected by the events of the past. Cpt across time The above figure is a scatterplot between cpt_rev and index. It shows no correlation (0 association) between cpt_rev and Index (Fonteyne et al, 2016). Testing for a stationary series: (binom test) Exact binomial test The following is the binomial formula that was used. Where p = observed proportion, q is given by (1-p) X = expected number of the successes. To use this text, the following assumptions were made; • The items are dichotomous and normal. Error T value P r (>[t]) (Intercept -0. res[-1] -0. Residual standard error: 33. on 96 degrees of freedom. This represents the standard deviation of the residuals.

The p-value tells us the probability of the satistic of the test statistic at least as uncommon as the one that was derived in the event that the null hypothesis were true. Bgtest (cpt~pt_1) Breusch-Godfrey test for serial correlation of order up to 1 LM test DF p- value 2. The p-value tells us the probability of a test statistic at least as uncommon as the one that was arrived at in the event that the null hypothesis were true. The DF (degree of freedom) is 1. Cpt against pt-1 Clearly from the plot, the data does not resemble any type of pattern and therefore there is no association between cpt and pt_1. This is the proportion of the variance of the data that the model is explaining. This will increase with the increase of the variables.

F-statistic: 4. on 1 and 97 DF, p-value: 0. This will help to tell whether the regression in entirety is doing good performance. The data shows an uphill pattern that is moving from left to right. This clearly shows that there exist a positive correlation/association between pt and pt_1. As the the values of pt increase, the values of pt_1 increase. Cpt across time The figure above shows a scatter plot of cpt against index of the items. Clearly from the plot, the data does not resemble any type of pattern and therefore there is no association between cpt and the index of the product (Sun et al 2014). Residual standard error: 2. on 96 degrees of freedom. This represents the standard deviation of the residuals. It is does the measurement of how close the fit is from the actual point.

Multiple R-squared: 5. slop (pt_1) estimate Residual standard error: 2. on 97 degrees of freedom Multiple R-squared: 0. Adjusted R-squared: 0. F-statistic: 5. on 1 and 97 DF, p-value: 0. Vietnam SE 1. Pt across time The above figure represents the scatter plot. It’s a plot of pt_rev against index. The data shows an uphill pattern that is moving from left to right. This clearly shows that there exist a positive correlation/association between pt_rev and index. As the the values of pt increase, the values of pt_1increases (Genuer et al, 2015). Cpt across time 3. Exact binomial test Data: 69 and 99 Alternative hypothesis: true probability of success is not equal to 0. percent confidence interval: Number of Successes Number of trials p- value Probability of success Confidence interval 69 99 0. The following is the binomial formula that was used. This is the proportion of the variance of the data that the model is explaining.

This will increase with the increase of the variables. F-statistic: 0. on 1 and 96 DF, p-value: 0. This will help to tell whether the regression in entirety is doing good performance (Genuer et al, 2015). Exact binomial test Data: 55 and 93 Alternative hypothesis: true probability of success is not equal to 0. percent Number of Successes Number of trials p- value Probability of success Confidence interval 55 93 0. Test for a stationary series in “R” (cpt~pt_1) Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 7. res[-1] -0. on 96 degrees of freedom. This represents the standard deviation of the residuals. It is does the measurement of how close the fit is from the actual point. Multiple R-squared: 0. Adjusted R-squared: -0. This tests compares the variances of both samples. F=S2A/S2B The test p-value is p= 0.

which is greater than 0. level of significant and therefore, we conclude that there is no significant difference between the two variance. cpt against pt_1 The figure above shows a scatter plot of cpt against pt_1. A F test was used to check the difference between variance from both sample. The test p-value was p= 0. which is greater than 0. level of significant and therefore, therefore we conclude that there is no constraint difference between the two identified variances. REFERENCES Brealey, R. Fama, E. F. Efficient capital markets: II. The journal of finance, 46(5), 1575-1617. Fama, E. Seasonality in the Vietnam Stock Index. The International Journal of Business and Finance Research, 9(1), 103. Gupta, S. Zeithaml, V. Customer metrics and their impact on financial performance. Journal of Management & Public Policy, 1(1). Rutterford, J. Davison, M. An introduction to stock exchange investment.

Macmillan International Higher Education. et al. The Hamburg rutting test–Effects of HMA sample sitting time and test temperature variation. Construction and Building Materials 108 (2016): 22-28.

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