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Capabilities of statistical residual-based control charts in short-and long-term stock trading
Berislav Žmuk, 2016, original scientific article

Abstract: The aim of this paper is to introduce and develop additional statistical tools to support the decision-making process in stock trading. The prices of CROBEX10 index stocks on the Zagreb Stock Exchange were used in the paper. The conducted trading simulations, based on the residual-based control charts, led to an investor’s profit in 67.92% cases. In the short run, the residual-based cumulative sum (CUSUM) control chart led to the highest portfolio profits. In the long run, when average stock prices were used and 2-sigma control limits set, the residual-based exponential weighted moving average control chart had the highest portfolio profit. In all other cases in the long run, the CUSUM control chart appeared to be the best choice. The acknowledgment that the SPC methods can be successfully used in stock trading will, hopefully, increase their use in this field.
Keywords: Zagreb Stock Exchange, investments, statistical process control, autocorrelation, residual-based control charts
Published: 13.11.2017; Views: 276; Downloads: 122
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8.
Greenfield and brownfield investments and economic growth
Yilmaz Bayar, 2017, original scientific article

Abstract: Global foreign direct investment flows in terms of greenfield and brownfield investments have increased during the recent three decades resulting from the accelerating globalization. The considerable increases in the flows of foreign direct investment have many eventualities for the national economies. This study investigates the mutual effects among greenfield and brownfield (mergers and acquisitions) investments and economic growth in Central and Eastern European Union countries during the 2003–2015 period employing panel data analysis. The findings revealed that both greenfield and brownfield investments had positive influence on the economic growth, but the influence of greenfield investments was found to be relatively higher. Furthermore, one-way causality was discovered from both greenfield and brownfield investments to the economic growth.
Keywords: greenfield investments, brownfield investments, economic growth, panel data analysis, Central and Eastern European Union countries
Published: 03.05.2018; Views: 192; Downloads: 45
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Sustainability
Borut Jereb, Matjaž Knez, Darja Kukovič, Tina Cvahte, Matevž Obrecht, 2016, independent scientific component part or a chapter in a monograph

Abstract: Sustainable development aims to optimize the balance between economic, social and environmental objectives. Sustainable thinking reflects concerns about the long-term risks posed by the current consumption of resources, taking into account the objectives of intergenerational justice. This is clearly defined in the detailed definition of sustainable development by WCED (1987): "in essence, sustainable development is not a particular state of harmony, but rather a process of change in which the exploitation of resources, direction of investments, the orientation of technological investment and institutional changes are in harmony, in order to enhance the current and future potential to meet human needs and aspirations." The starting point is given by the economic and social development that meets human needs and desires, but also takes into account the natural resource base and social justice.
Keywords: environmental management, sustainable development, sustainability, investments, organizations
Published: 10.05.2018; Views: 192; Downloads: 26
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