Investment Opportunities For Investors Research Articles

A Study on Employees Perception From Govche India Private Limited Towards Investing in Indian Stock Market

Stock market investments have become a typical occurrence for all people today. The development of the country's stock markets has a significant impact on the growth of the national economy. Global financial market developments have opened up a wide range of markets and investment opportunities for investors. Making investment decisions is a difficult undertaking that requires extensive analysis. Research has been conducted to identify the variables affecting investors' preferences and investment choices. Through the use of a structured questionnaire, primary data is acquired. The study included 107 respondents as its sample size. Data was analysed in this study using percentages, chi square, and Anova. It has been discovered that economic factors such as currency strength and legal considerations have an impact on investment choices.

PERFORMANCE TREND OF HESTER BIOSCIENCES LTD

Today businesses have become more dynamic in nature and therefore it is important to conduct financial performance research to consider and tackle investment opportunities for investors in a remarkably manner. The present study is conducted based on secondary research to assess the financial health of Hester Biosciences Limited. The study on financial performance focuses on investigating the solvency ratio, profitability ratio and return ratio for Hester Biosciences Limited. The study also explores the companys efficiency using balance sheet and income statements historical data. The collected data is tested with statistical tools such as descriptive, percentage method and statistical excel software is used to derive the output. It is found that the companys financial performance is improving post pandemic impact. The company is successful in maintaining its financial performance parameters.

The effects from the international crude oil returns to Asian frontier oil and gas company stock returns

Asian frontier markets present compelling investment opportunities for investors seeking higher returns and low correlation with traditional assets. As such, it is important for financial market participants to understand the volatility transmission mechanism across these markets in order to make better portfolio allocation decisions. This study investigates the magnitude of return and volatility spillovers from the international crude oil markets on the Asian frontier oil and gas stock markets. In particular, we construct mean return and volatility spillover models to discuss whether regional (DSE, CSE, HNX, HOSE) and global (ICE) market impacts are crucial for the determination of oil & gas stock returns in Bangladesh, Sri Lanka, and Vietnam by employing ARMA(1,1)-GARCH(1,1) model. Using daily returns from January 4, 2010 to December 31, 2019, the findings of this paper show that the Brent oil and WTI crude oil markets influence the Sri Lanka and Vietnamese oil and gas stock markets. WTI price changes, however, have a relatively minor impact on Sri Lanka companies. For Bangladesh, it is noticeable that none of the spillover effects is statically significant. The results are explained by different levels of the reform process in the energy sector as well as by the importance of oil in these markets. In general, these frontier markets, especially the Bangladesh and Sri Lanka may offer promising diversification benefits due to low correlations with developed equity markets. These results are important for economic policymakers and investors in understanding the magnitude of volatility spillover effects of the international crude oil on these markets. Investors can use this information to make better portfolio allocation decisions to reduce risks and enhance returns.

Pengembangan Exchange Trade Fund Syariah Indonesia: Peluang dan Tantangan

This paper aims to discuss the opportunities and challenges of developing Sharia Exchange Trade Fund (ETF) investment products in Indonesia. ETF is an investment product in the capital market that collaborates stock and mutual fund products that can collectively be traded on the capital market. This will provide attractive new investment opportunities for investors who are concerned about sharia investment. With the consideration that Indonesia's population is predominantly Muslim, then of course Islamic investment products will attract them. ETFs have the following advantages: easy and flexible process of ownership and transfer, low cost and risk, wide coverage because they are like investing in several portfolios at once, and the process is transparent. In particular, Islamic ETFs have the advantage in the aspect of ensuring product halalness because their portfolios are always monitored by the sharia supervisory board in each investment manager as the manager. On the other hand, Islamic ETFs are faced with challenges related to the low literacy of the Muslim community about investing in the capital market that has sharia products.

Determinants of Hedge Fund Investment in Corporate Endgames

Under German law the corporate endgame process of obtaining full control over a company offers multiple investment opportunities for investors with high investment flexibility, and is therefore particularly attractive to hedge funds. This paper investigates the determinants of hedge fund investment in corporate endgame processes based on a sample of 76 endgame situations of publicly listed German companies and investment data of 326 hedge funds. Examining characteristics of investment targets, we find that hedge funds invest in companies with a non-dominant majority owner and a high stake of index funds as latter’s limited ability to react in change of control situations creates a supportive investment environment. Hedge funds are most likely to invest after takeover consummation and before announcement of a new endgame transaction. Investigating the determinants of ongoing engagement after initial investment, we find that the ownership of other institutional investors, especially hedge funds, positively affects engagement likelihood, serving as a validation of the own investment approach. Abnormal performance and trading liquidity of target stock also positively affect hedge funds’ engagement. The results indicate that the endgame process in Germany is an attractive investment opportunity for hedge funds, while their involvement also adds complexity to the corporate control process.

Modeling Volatility of Exchange Rates Returns in the Nigerian Foreign Exchange Market in the Presence of Non-Gaussian Errors

This study investigates volatility behaviour of exchange rates returns of Naira against CFA, Euro, Great British Pounds, US Dollar, West African Unit of Account (WAUA) and Japanese Yen in Nigeria using historical volatility approach as well as symmetric and asymmetric Autoregressive Conditional Heteroskedasticity (GARCH) models in the presence of non-Gaussian errors. The study utilizes daily quotations of these exchange rates from 12/11/2001 to 04/13/2018 making a total of 4008 observations each. Historical (annualized) volatility approach as well as symmetric GARCH (1,1) and asymmetric EGARCH (1,1) models were used to model the exchange rates return series. Results showed that CFA and USD have the highest and least annualized volatilities (market risk) respectively among the six exchange rates returns as measured by historical approach. The symmetric GARCH (1,1) model showed volatility clustering with evidence of shock persistence in the six exchange rates return series. The asymmetric EGARCH (1,1) model found evidence of asymmetry and leverage effects in the Nigerian foreign exchange market indicating that negative shocks (bad news) generate more volatility than positive shocks (good news) of similar magnitudes. All the estimated models were found to be stationary and mean reverting indicating the predictability and stability of the conditional variances of the foreign exchange rates returns. This result suggests that no matter how high or low the foreign exchange rates shall move in the exchange market, they shall eventually return to their long-run averages. Stationary and mean reverting stocks provide good and long term investment opportunities for investors.

Mutual fund investment decisions of investors in Coimbatore city, Tamil Nadu

Financial investment opportunities for investors include bank deposits, corporate bonds, gold, real estate, stocks and mutual funds. It is sensible to assume that a typical investor wants not only good return on investment but also to minimize risk. Mutual funds offer an opening to an investor with feasibly an optimal investment opportunity to invest in diversified and professionally managed basket of securities relatively at a low cost. In this context the present study was proposed with an objective of finding the investment decision making among mutual fund investors. Coimbatore city was purposively selected due to the presence of large number of asset management companies (AMCs) with different financial instruments and huge investors. Among 25 AMCs in Coimbatore city six were selected based on business potential. Ten samples were drawn from each AMC that made a total sample size of 60. Primary data were collected using well-structured interview schedule. Percentage analysis was used to analyze the socio-economic profile of respondents and chi-square test to analyze the investment decision making behavior of mutual fund investors. Results of the study indicated that majority of the investors were males in the age group of 26 to 40 years, graduates, married, doing private job and in the income group of Rs 2.5 to 5 lakh per annum. Chi-square analysis revealed that there was a significant relationship between occupation and type of mutual fund scheme opted by the investors. There was a significant association between occupation and objective of investment decision made. It was inferred that investors had been expecting their return from mutual fund investments according to their level of risk observed.

Sustainable investment in Korea does not catch a cold when the United States sneezes

We analyse the socially responsible investment (SRI) performance in Korea over the period January 2006 to April 2014. Our analysis shows that sustainable investment portfolio, represented by Dow Jones Sustainability Index Korea, is ranked higher than most of the conventional portfolios in Korea. We also find that there is no significant effect of the 2008 global financial crisis on the sustainable investment return and volatility and US policy uncertainty does not affect the return as well. Generally, we find relative stability during crisis and non-crisis periods. We may also conclude that by decoupling sustainable investment in Korea from US market system, “Korea does not catch a cold when the United States sneezes”. In other words, SRI in Korea can be an alternative investment opportunity for investors to consider for international diversification purpose.