{"title":"Detection Model for Correlation between SNS Spikes and Stock Price Movement","authors":"N. Itoh, Yuriko Yano, Y. Shirota","doi":"10.18178/IJTEF.2018.9.6.626","DOIUrl":"https://doi.org/10.18178/IJTEF.2018.9.6.626","url":null,"abstract":"Stock price prediction has become an important research theme in text mining application fields. Many models of sentiment analyses for the prediction have been published. If they found SNS volume spikes on companies or products, many stock investors might quickly sell the stocks even if they cannot predict whether the stock price direction is an increase or a decrease. In the paper, we shall propose a detection model for the clear-cut correlation between a SNS spike and stock price movement. If we find a SNS spike, firstly, topic extraction is conducted on the SNS text data to remove the noise data to extract a purely breaking topic. Then, from the breaking topic distribution, we make the differential equation. Finally, we determine whether the solution data matches the actual stock price data.","PeriodicalId":381210,"journal":{"name":"International Journal of Trade, Economics and Finance","volume":"7 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2018-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"127558766","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 Determinant of Stock Price at the Banking Sub-Sector Company in Indonesia Stock Exchange","authors":"Kukuh Prayogo, E. Lestari","doi":"10.18178/IJTEF.2018.9.6.621","DOIUrl":"https://doi.org/10.18178/IJTEF.2018.9.6.621","url":null,"abstract":"Before investing their fund to buy a stock or share, an investor must make analysis toward the prediction of investment risks as well as the projection of earned profit and the stock price is one of indicators that can be used on this analysis. The aim of this research is to analyze the influence of stock price seen from Return on Assets (ROA), Earning per Share (EPS) dan Price to Earning Ratio (PER) which take places at the banking sub sector company on the Stock Exchange of Indonesia. This is explanatory research that describes causal relations between one variable and another variable by using hypothesis and quantitative approach. Data analysis technique which is used on this research is panel data regression. The finding of this research is that ROA has negative influence yet insignificant toward the stock price. This condition is rarely seen but possible to happen since the condition of Stock Exchange of Indonesia is in medium market or emerging market, a condition in which government gives many interventions. Due to the intervention, many rules on the Stock Exchange are not applied well.","PeriodicalId":381210,"journal":{"name":"International Journal of Trade, Economics and Finance","volume":"12 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2018-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"116973108","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":"Big Data Analysis of the Dynamic Relationship between Stock Prices and Business Cycles Via Bayesian Methods","authors":"Koki Kyo","doi":"10.18178/IJTEF.2018.9.6.620","DOIUrl":"https://doi.org/10.18178/IJTEF.2018.9.6.620","url":null,"abstract":"In previous study, we proposed a Bayesian modeling technique to decompose a daily time series of Nikkei Stock Average (NSA) into three components which include a trend component, and analyzed the behavior of each estimated component. It was confirmed that there is time-varying correlation between the trend component and the coincident Composite Index in Japan (CIJ). In this paper, as an extension of the previous study we analyze the dynamic relationship between the trend component in the NSA and the CIJ using a regression model with a time-varying coefficient and a lag parameter. The regression model is constructed using the NSA as the dependent variable and the CIJ as the explanatory variable. Bayesian smoothness prior technique is applied to estimate the time-varying coefficient. Moreover, we explain the dynamic relationship between business cycles and stock prices based on the estimates of the time-varying coefficient and the lag parameter. As an empirical example, we analyze the daily time series of NSA closing values from January 4, 1991, to March 30, 2018, together with the monthly CIJ data over the same period.","PeriodicalId":381210,"journal":{"name":"International Journal of Trade, Economics and Finance","volume":"22 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2018-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"132400705","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}
Muhammad Bayu Aji Sumantri, H. Yudawisastra, Ridho C. Handanu
{"title":"How Fundamental Analysis and Technical Analysis Determining the Stock Price: Case Study of Mining Company Listed on the Indonesia Stock Exchange","authors":"Muhammad Bayu Aji Sumantri, H. Yudawisastra, Ridho C. Handanu","doi":"10.18178/IJTEF.2018.9.6.628","DOIUrl":"https://doi.org/10.18178/IJTEF.2018.9.6.628","url":null,"abstract":"This study aims to determine the magnitude of the influence of fundamental analysis and technical analysis of stock prices. Fundamental analysis in research is measured using price earnings ratio (PER). Technical analysis in research is measured using trading frequency and trading volume. The stock price in the study is measured using the closing price at the end of the year. The study used data of mining sector companies in Kompas 100 index which listed in Bursa Efek Indonesia (BEI) year 2013-2015 as many as 10 company samples taken by using nonprobability purposive sampling method. The method of analysis used in this research is multiple linear regression analysis. The conclusion of the hypothesis is done by observing the coefficient of determination and regression, taking into account the significant test result that is T-Test and F-Test 5 percent significance level, performing classical assumption test such The result of the research shows that the variable of fundamental analysis which is calculated using price earnings ratio indicator does not have an effect on stock price, technical analysis variable with trade frequency indicator and trading volume influence to stock price, and fundamental analysis and technical analysis have influence to stock price.","PeriodicalId":381210,"journal":{"name":"International Journal of Trade, Economics and Finance","volume":"83 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2018-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"133917662","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 Effect of Knowledge Taxpayer, Moral Taypayer and Tax Sanctions on Taxpayers Compulsory","authors":"Dyah Purnamasari, Yoyo Sudaryo","doi":"10.18178/IJTEF.2018.9.5.618","DOIUrl":"https://doi.org/10.18178/IJTEF.2018.9.5.618","url":null,"abstract":"","PeriodicalId":381210,"journal":{"name":"International Journal of Trade, Economics and Finance","volume":"35 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2018-10-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"115053767","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 Role of Domestic Demand in the Economic Growth of Cote d’Ivoire","authors":"Y. Keho","doi":"10.18178/IJTEF.2018.9.5.615","DOIUrl":"https://doi.org/10.18178/IJTEF.2018.9.5.615","url":null,"abstract":"Abstract—This study examines the relationship between domestic demand and economic growth in Cote d’Ivoire using time-series data over the period from 1970 to 2015. The study uses two measures for domestic demand, namely household consumption and government consumption. The results show that household consumption and government consumption influence positively economic growth in the short and long-run. These findings suggest that domestic demand can be used as the catalyst for economic growth in Cote d’Ivoire.","PeriodicalId":381210,"journal":{"name":"International Journal of Trade, Economics and Finance","volume":"29 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2018-10-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"123754225","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 Use of Social Media as a Marketing Tool for Purchase Adaption and Purchase Intention to Improve Competitive Advantage","authors":"M. Jarrah","doi":"10.18178/ijtef.2018.9.5.616","DOIUrl":"https://doi.org/10.18178/ijtef.2018.9.5.616","url":null,"abstract":"the use of social media as a marketing tool is one of the important issues affecting the achievement of an organization’s objectives in competitive business. As a result, there is a growing interest in the further study of the factors that lead to a competitive advantage. Today, the focus is on these factors related to social media as a marketing tool on purchase adaption and purchase intention to improve competitive advantage. Hence, in this paper, we propose a conceptual model of social media as a marketing tool on purchase adaption and purchase intention to improve competitive advantage. It highlights the different purchase adaption factors (customer acquisition, customer retention, and customer expansion) and purchase intention factors (customer satisfaction, customer loyalty, and customer profitability) and how their existence can affect the cloud environment. This conceptual model provides useful insights and suggestions for organizations that could ultimately lead to organizational competitiveness and an increased level of trust between organizations and customers to improve competitive advantage.","PeriodicalId":381210,"journal":{"name":"International Journal of Trade, Economics and Finance","volume":"108 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2018-10-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"125197238","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":"Outsourcing in Organizational Performance (Case Study: Tehran Water & Wastewater Supply & Treatment Co)","authors":"S. Derakhshonpour","doi":"10.18178/IJTEF.2018.9.5.614","DOIUrl":"https://doi.org/10.18178/IJTEF.2018.9.5.614","url":null,"abstract":"Outsourcing as one of the best practices in Human resources management. Outsourcing tasks include financial savings, increased ability to address strategic planning, access to technology, and the ability to measure and improve service levels. This research, while reviewing the process of outsourcing and its impact on the company's work processes, cost reduction, and enhancement of organizational performance were evaluated. The statistical population of the research is evaluated in order to improve the quality and performance of the outsourcing projects of Tehran Water & Wastewater Supply & Treatment Co, and then the managers and senior experts of the company have been formed. The SPSS method was used for this study. A review of cost savings suggests a cost reduction of about $ 5.5 million (around 20%) over the five years, as well as outcomes from the company's outsourcing evaluation showed a modest and proper performance, and all outsourcing weaknesses in the company are identified.","PeriodicalId":381210,"journal":{"name":"International Journal of Trade, Economics and Finance","volume":"1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2018-10-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"131392502","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":"Greek Agrifood International Trade Pre and Post Economic Crisis","authors":"Panagiotis Kotsios, G. Kartsiotis, V. Kotsios","doi":"10.18178/ijtef.2018.9.5.613","DOIUrl":"https://doi.org/10.18178/ijtef.2018.9.5.613","url":null,"abstract":"Greece has been faced with a number of severe macroeconomic problems after the breakout of the recent economic crisis. This research focuses on the Greek agrifood sector which is believed by many stakeholders to have large growth potential in terms of value added and employment. The purpose of this research is to examine the Greek agrifood sector’s international trade values pre and post economic crisis, in order to record and examine performance, variations and opportunities. A total of 24 agriculture and food related CN 2-digit codes for periods 2004-2009 and 2010-2015 are examined and compared using various statistical metrics, in order to draw conclusions and make policy recommendations.","PeriodicalId":381210,"journal":{"name":"International Journal of Trade, Economics and Finance","volume":"32 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2018-10-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"122149045","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}