Entering New Markets-a Challenge in Times of Crisis
Anca Gheorghiu, Anda Gheorghiu
备注：
10 pages, 3 tables, 5 figures
发表信息：
Proceedings of the 3rd World Congress on the Advancement of Scholarly Research in Science, Economics, Law and Culture, New York, Addleton Academic Publishers, S.U.A. (pag.41-53) ISBN 978-1-935494-04-1, 2009, 25-29 august
After September 2008, the advanced economies severe decline caused demand for emerging economies' exports to drop and the crisis became truly global, much deeper and broader than expected. In these times of global depression, most countries and companies are affected, some more than others. The financial crisis has turned out to be much deeper and broader than expected. Entering new markets has always been a hazardous entrepreneurial attempt, but also a rewarding one, in the case of success. The paper aims to asses the market entry risk of a company trying to make a good acquisition, to buy shares of another company, activating in a foreign country. For this purpose, the case of Electroputere S.A., the old Romanian producer of railway equipment, has been chosen. The data were collected from the records of Bucharest Stock Exchange. After two years from the acquisition, one can draw a conclusion whether the strategy of the investor was a good one or a waste of money.
Forecasting financial markets with semantic network analysis in the COVID-19 crisis
University of Perugia（佩鲁贾大学）；University of Rome ‘Tor Vergata’（罗马第二大学（罗马托尔韦尔加塔大学））；BI Norwegian Business School（挪威商学院）；Free University of Bozen-Bolzano（博岑-波尔扎诺自由大学）；Institut Louis Bachelier（路易·巴舍利耶研究所）；CREATES（CREATES（丹麦奥胡斯大学的研究机构，全称为Center for Research in Econometric Analysis of Time Series））
Random walker in a temporally deforming higher-order potential forces observed in financial crisis
市场价格波动的基本特性被最近开发的随机游走模型很好地描述在一个时间变形的二次势力，其中心是由过去的价格轨迹的移动平均[Physica A 370，pp 91 -97，2006]。通过对泡沫、崩盘等异常事件的高频金融时间序列的分析，证实了市场中存在非线性势能。我们通过应用信息准则证明了它的存在性的统计意义。这种新的时间序列分析有望广泛应用于随机现象中的非平稳征兆的检测。
