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Title Competitiveness in the Ukrainian stock market and local crisis of 2013–2015
Authors Plastun, Oleksii Leonidovych  
Balatskyi, Yevhen Olehovych  
Makarenko, Inna Oleksandrivna  
Keywords регуляторні інструменти
регуляторные инструменты
regulatory instruments
концентрація
концентрация
concentration
Type Article
Date of Issue 2018
URI http://essuir.sumdu.edu.ua/handle/123456789/72332
Publisher LLC “Consulting Publishing Company “Business Perspectives”
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Citation Plastun, A. Competitiveness in the Ukrainian stock market and local crisis of 2013-2015 / A. Plastun, I. Makarenko, E. Balatskiy // Investment Management and Financial Innovations. - 2018. - Vol. 15, Issue #2. - P. 29-39/
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.
Appears in Collections: Наукові видання (ННІ БТ)

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