Please use this identifier to cite or link to this item: http://essuir.sumdu.edu.ua/handle/123456789/71728
Title: Competitiveness in the Ukrainian stock market and local crisis of 2013–2015
Authors: Plastun, Oleksii Leonidovych 
Makarenko, Inna Oleksandrivna 
Balatskyi, Yevhen Olehovych 
Keywords: фондовий ринок
фондовый рынок
stock market
концентрація
концентрация
concentration
competitiveness
Issue Year: 2018
Publisher: LLC “Consulting Publishing Company “Business Perspectives”
Citation: Plastun, A. Competitiveness in the Ukrainian stock market and local crisis of 2013-2015 [Text] / A. Plastun, I.Makarenko, E. Balatskiy // Investment Management and Financial Innovations. - 2018. - Vol. 15, Issue 2. - P. 29-39. - DOI: http://dx.doi.org/10.21511/imfi.15(2).2018.03.
Abstract: This paper investigates competitiveness in the Ukrainian stock market during local crisis of 2013–2015. The following hypothesis is tested: crisis decreases competitiveness in the stock market. The analysis is carried out for the most liquid stocks in the Ukrainian Exchange (UX) over the period from 2010 to 2017 using both traditional measurements of market concentration (Hirschman Index, Lerner Index, Comprehensive Concentration Index, Entropy Index, Gini coefficient, etc.) and some alternative methods like regression analysis with dummy variables and Kruskal-Wallis test. The results suggest that the current degradation of the Ukrainian stock market is closely related with significant changes in the market concentration which are caused by the local crisis.
URI: http://essuir.sumdu.edu.ua/handle/123456789/71728
Type: Article
Appears in Collections:Наукові видання (ННІ БТ)

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