{"title":"Distribution of Medicinal Products in Light of Non-legislative Regulations and Market Agreements on the Pharmaceutical Market","authors":"Aleks, ra Czerw, Magdalena BiliÅska","doi":"10.4172/2168-9458.1000112","DOIUrl":"https://doi.org/10.4172/2168-9458.1000112","url":null,"abstract":"Distribution of medicines in Poland is strictly regulated by legal provisions. Non-legislative regulations included in codes of ethical pharmaceutical marketing or market agreements between entities operating in the pharmaceutical sector also play an important role. The aim of this paper is to describe distribution agreements between entities operating in the pharmaceutical sector, voluntary associations of economic entities on this market, and regulations contained in codes of ethics shaping the distribution of medications in Poland. Non-legislative regulations do not create nor clarify the law, they exist to streamline the activities of pharmaceutical market entities and ensure their stronger protection. The fact that entrepreneurs join these initiatives voluntarily indicates an increase in their awareness and concern with the patients’ interest.","PeriodicalId":315937,"journal":{"name":"Journal of Stock & Forex Trading","volume":"32 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"123907326","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Perceptions of Farmers about Adoption of System of Rice Intensification (SRI)","authors":"Vishal Dagar, U. Tuteja, P. ini, Ey, Archana.","doi":"10.4172/2168-9458.1000166","DOIUrl":"https://doi.org/10.4172/2168-9458.1000166","url":null,"abstract":"Rice is one of the most important ingredients of food basket and staple food for population in India. The indiscriminate use of resources particularly, water and fertilizer are creating serious challenges by degrading natural resource base. Also, the productivity of rice has started stagnating in major producing states. The System of Rice Intensification (SRI) was innovated in 1980s’ and was designed to increase the productivity of rice with optimum utilization of water and other inputs and to ensure food security for the billion plus population of the country. This paper aims to analyze the perceptions of growers about biotic and abiotic stresses faced by the producers in cultivation of paddy in an agriculturally advanced state of Haryana. It also seeks to highlight the benefits of the SRI system in terms of yield, cost and net returns in some states. The primary and secondary sources of data are used to fulfill these objectives. Findings show that biotic and abiotic stresses impact yield of paddy across all farm sizes in Haryana. The SRI system is being considered as a solution to these problems. Further, we have established on the basis of secondary data that adoption of the SRI system by paddy growers in some states has increased yield and returns per unit of land. Therefore, pragmatic policy initiatives are urgent to popularize the SRI system in Haryana in order to increase the profitability from cultivating paddy and to save the precious resources.","PeriodicalId":315937,"journal":{"name":"Journal of Stock & Forex Trading","volume":"1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"115515065","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Complication of a Red Tattoo","authors":"R. Moutran","doi":"10.4172/SCIENTIFICREPORTS.410","DOIUrl":"https://doi.org/10.4172/SCIENTIFICREPORTS.410","url":null,"abstract":"","PeriodicalId":315937,"journal":{"name":"Journal of Stock & Forex Trading","volume":"25 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"121630124","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"On Sharia'a-Compliance and Return to Investment","authors":"L. Arbi, S. Basov, M. Bhatti","doi":"10.4172/2168-9458.1000116","DOIUrl":"https://doi.org/10.4172/2168-9458.1000116","url":null,"abstract":"In this paper we study the role of contract limitations on the performance of Islamic banks, in contrast to the role of asset limitations, invoked by Derigs and Marzban [1] to explain why Sharia’a-compliant strategies result in much lower portfolio performance than do the conventional strategies. Their results were, however, challenged in recent empirical paper by Walkshausl and Lobe [2], who argued asset limitation even sometimes, is beneficial. The reason may be that they prevent excessive risk taking by the managers. Contract limitations provide a more nuanced explanation of performance of Islamic banks, and can explain why Islamic indexes seem to underperform in emergent, rather than developed markets, as documented by Walkshausl and Lobe.","PeriodicalId":315937,"journal":{"name":"Journal of Stock & Forex Trading","volume":"32 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"131334777","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"The Signaling Effect of Margin Debt on Stock Market Returns","authors":"J. C. Ola, Eric A. Sartell","doi":"10.4172/2168-9458.1000186","DOIUrl":"https://doi.org/10.4172/2168-9458.1000186","url":null,"abstract":"The use of margin debt to exacerbate returns for investors is widely used during times of economic growth. It is also used as a tool for investors to take short positions on stocks when a decline in expected. This paper examines the relationship between the use of margin debt, labor market participation rates, Put/Call ratios, and Volatility Index as a signal for possible asset bubbles or market bottoms. By analyzing the amount of existing monthly margin debt, labor market participation rates, Put/Call ratio figures, and Volatility Index from 2003 through the present, we hypothesize that an increase in the labor market participation rate, margin debt, Put/Call ratio, Volatility Index (VIX), and Federal Funds rate will reach an equilibrium that can provide correlation to a stock market retracement. Additionally, we hypothesize that a decrease in the monthly labor participation rate, margin debt, Put/Call ratio, monthly VIX, and Federal Funds rate will reach an equilibrium that will correlate to eventual upward stock market movements. The results of our study found a statistically significant correlation between the S and P 500 directional movement change as a percentage and the amount of margin debt change as a percentage and the VIX monthly change as a percentage. There is no statistically significant correlation between the S and P 500 directional movement change as a percentage and the labor market participation rate, the Put/Call ratio, or the Federal Funds rate as percentage changes month over month. The results are consistent with previous literature related to margin debt and the VIX. Further, our results provide new foundations to work for future research related to signaling related to market-wide risks such as labor market rates, option-based analysis, and central bank policy. Finally, labor-market participation rates reflect timely employment data related to market sentiment and corporate hiring practices. As such, it serves as a better variable in this study than unemployment figures, which are not only lagging indicators but also allow for revision after the initial release. This paper will explore the seminal works with a brief, albeit thorough literature review examining several key concepts in finance, accounting, economics, and investment theory. Next, we will examine various methodologies used in the past that have explored the use of margin debt, Put/Call ratios, volatility, and labor-market participation. Then we will explain the methodology we will use in our empirical examination of data, as well as the sources of our data and rationale for its selection. Finally, analysis of our findings will be included along with a discussion of its impact.","PeriodicalId":315937,"journal":{"name":"Journal of Stock & Forex Trading","volume":"140 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"132919818","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Risks for Companies: Discrimination in Employment Relationship","authors":"I. Bostan, D. Lupu, Mihai-Bogdan PetriÈor","doi":"10.4172/2168-9458.1000e123","DOIUrl":"https://doi.org/10.4172/2168-9458.1000e123","url":null,"abstract":"","PeriodicalId":315937,"journal":{"name":"Journal of Stock & Forex Trading","volume":"29 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"129256997","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Do Macro News Surprises of the US Affect Forex Implied Volatility? The Evidence of Japanese Yen in 1997-2015","authors":"Michael C. S. Wong, Wei Li","doi":"10.4172/2168-9458.1000184","DOIUrl":"https://doi.org/10.4172/2168-9458.1000184","url":null,"abstract":"This paper aims to provide an updated research on how macroeconomic news announcements a�?ٴect forex option implied volatility (IV). Forex options are actively traded and used by corporations and financial institutions for risk management, arbitrage and speculation. According to Bank of International Settlement, forex options make up the second largest segment of the global OTC option market [1]. At the end of 2014, the notional amount of outstanding foreign exchange option contracts is totaled at US$15 trillion. Given the important role of IV in options pricing, risk management, trading, investment and forex transaction services, it is worthwhile to explore how IV is a�?ٴected by macroeconomic news. Implied volatility (IV) as important market information Many previous studies analyze how a realized volatility can be predicted by news surprises, information embedded in forex options IV and econometrics models. For instance, Andersen conclude that historical volatility in the forex market is more powerful than predicted volatility obtained from GARCH-related models in forecasting future realized volatility [2-5]. Bush applies heterogeneous autoregressive (HAR) model suggested by Corsi and demonstrates that IV remains to be useful to predict future volatility if it is considered with together jump components in the forex market [6,7]. However, in the crude oil futures market, Agnolucci finds that GARCH-type models seem to outperform IV in predicting realized volatility [8]. Нese studies focus mainly on realized volatility and ignore a fact that IV itself is a collective perception on risk and a fundamental input for derivatives pricing. As information on risk, IV itself can a�?ٴect how market makers manage their quotes. For instance, studies on bid-ask spreads, such as Bollerslev and Melvin and King, find that spreads tend to be higher when IV increases [9,10]. Traders may consider IV as a pre-condition of specific hedge fund strategies. Studies on currency carry trades, such as Egbers and Swinkels, suggest that carry-trade strategies tend to su�?ٴer serious lose when IV turns sharply higher [11]. Нis may explain why traders tend to reverse their carry-trade positions a�?er increased IV see, Menkho�?ٴ] 12]. All these indicate that IV, regardless of its association with realized volatility, is important market information for asset pricing and trading. How market participants form their risk perception and determine the IV is an interesting research area.","PeriodicalId":315937,"journal":{"name":"Journal of Stock & Forex Trading","volume":"18 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"130780652","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
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