Improving the Efficiency of Securities Market Operations amid Economic Turbulence

Abstract

The aim of this study is to delineate strategies for enhancing the operational efficiency of the securities market during periods of economic turbulence. The goal was achieved by solving several tasks: analyzing statistical data pertaining to securities market operations, identifying interrelationships and implications within the statisti-cal data, pinpointing extant issues directly linked to market functioning and regulation, and devising solutions to address these challenges. The paper uses methods of analysis and synthesis in the framework of studying statistical data from reliable sources, such as data from the Bank of Russia and others, as well as a historical method for the theoretical part of the study. Logical methods of cognition including deduction, induction, gener-alization, and analogy are employed to ascertain correlations between statistical data and economic phenom-ena. In formulating recommendations, methods such as hypothesis formulation and forecasting are utilized. The relevance of the work is underscored by the prevailing global economic instability and specific challenges facing the Russian economy, notably sanctions-related issues. In conditions of uncertainty, problems pertinent to the securities market assume heightened significance, magnified against the backdrop of broader economic challenges, necessitating a meticulous and nuanced approach.