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Title | Research of innovation activity influence on return of stocks in industrial enterprises |
Authors |
Obidjon, G.
Zakharkin, Oleksii Oleksandrovych Zakharkina, Liudmyla Serhiivna |
ORCID |
http://orcid.org/0000-0001-9317-252X http://orcid.org/0000-0003-1002-130X |
Keywords |
innovations інновації инновации return on equity рентабельність капіталу рентабельность капитала modeling моделювання моделирование risks ризики риски innovative activity інноваційна діяльність инновационная деятельность industrial enterprises промислові підприємства промышленные предприятия |
Type | Article |
Date of Issue | 2017 |
URI | http://essuir.sumdu.edu.ua/handle/123456789/61593 |
Publisher | Sumy State University |
License | |
Citation | Obidjon, G. Zakharkin, O., Zakharkina, L. (2017). Research of innovation activity influence on return of stocks in industrial enterprises. SocioEconomic Challenges, 1(2), 80-102. http://doi.org/10.21272/sec.1(2).80-102.2017. |
Abstract |
The paper investigates the possibility of using the Fama-French Three Factor Model to determine the effect
of innovation on the market value of the enterprise’s securities, and the regulation of index that characterizes
excessive equity returns is proposed to register. The structure of determinated influencing factor to model
the connection of innovation and market value of the enterprise’s securities was fixed. The methods of calculating
the parameters which are the part of the Fama-French Model are given considering their adaptation
to the economic conditions of developing countries. The indicators of innovation activity of enterprises, the
index of economic development and innovation of the country are proposed to use as a variable component
of the model. With the help of software complex Stata 12 the results of structural modeling impact of the
innovations on the characteristics of profitableness and risk in assessing the market value of securities of
Ukrainian enterprises are received. |
Appears in Collections: |
SocioEconomic Challenges (SEC) |
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File | Size | Format | Downloads |
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Zakharkin_SEC_2_2017.pdf | 928.02 kB | Adobe PDF | 1330336324 |
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