Hong Kong journal of Social Sciences最新文献_第10页

Accuracy of Single- and Multi-Index Models in Stock Investment Portfolios: Study on LQ45 Shares after the Covid-19 Pandemic in Indonesia 股票投资组合中单指数和多指数模型的准确性——以印尼新冠肺炎疫情后LQ45股票为例

Hong Kong journal of Social Sciences Pub Date : 2023-01-01 DOI: 10.55463/hkjss.issn.1021-3619.61.64

{"title":"Accuracy of Single- and Multi-Index Models in Stock Investment Portfolios: Study on LQ45 Shares after the Covid-19 Pandemic in Indonesia","authors":"","doi":"10.55463/hkjss.issn.1021-3619.61.64","DOIUrl":"https://doi.org/10.55463/hkjss.issn.1021-3619.61.64","url":null,"abstract":"This study discusses the problem of the accuracy of the single- and multi-index models to form a stock investment portfolio. This study aims to reveal information related to the accuracy of the single- and multi-index models to form an optimal stock investment portfolio after the COVID-19 pandemic in Indonesia. The results of the analysis can be used to choose which model is more accurate to form an optimal stock portfolio that can provide returns for investors. This research is devoted to determining the optimal stock portfolio using the single- and multi-index models. The data were collected from stocks included in the LQ45 list for February-July 2022 with 5980 observations consisting of 115 market returns, 1150 industrial sector returns, and 4715 individual stock returns. The analytical method used was regression analysis to predict the expected returns from single- and multi-index models, standard deviation of residuals, and Wilcoxon's differential signed-rank test. The results of the study show that stock investment portfolios based on daily data using the single index model approach and the multi-index model have their respective levels of accuracy with an accuracy rate of 95% (alpha 5%). The main finding is that the multi-index model proved to be more accurate than the single-index model, where the standard deviations of the multi- and single-index models were 0.0215 and 0.0280, respectively. Keywords: individual stock returns, market returns, multi-index model, single-index model, Wilcoxon’s signed-rank test. DOI: https://doi.org/10.55463/hkjss.issn.1021-3619.61.64","PeriodicalId":38983,"journal":{"name":"Hong Kong journal of Social Sciences","volume":"66 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135498457","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}

引用次数: 0

Influence of Narcissism on Gen Z’s Life Satisfaction 自恋对Z世代生活满意度的影响

Hong Kong journal of Social Sciences Pub Date : 2023-01-01 DOI: 10.55463/hkjss.issn.1021-3619.61.65

引用次数: 0

Influence of Behavioural Finance, Customer Satisfaction, and Service Quality on Bank-Switching Behavior 行为金融、客户满意度和服务质量对银行转换行为的影响

Hong Kong journal of Social Sciences Pub Date : 2023-01-01 DOI: 10.55463/hkjss.issn.1021-3619.60.21

引用次数: 0

E-Learning Platforms Analysis – Modern Review 电子学习平台分析-现代评论

Hong Kong journal of Social Sciences Pub Date : 2023-01-01 DOI: 10.55463/hkjss.issn.1021-3619.60.89

引用次数: 0

Determinant Factors in Decision-Making for Women Leaders 女性领导者决策中的决定因素

Hong Kong journal of Social Sciences Pub Date : 2023-01-01 DOI: 10.55463/hkjss.issn.1021-3619.60.35

引用次数: 0

Liberal Feminism Propaganda and Social and Political Implications in Indonesia 印尼的自由主义女权主义宣传及其社会政治影响

Hong Kong journal of Social Sciences Pub Date : 2023-01-01 DOI: 10.55463/hkjss.issn.1021-3619.61.26

引用次数: 0

The Relevance of Capability Approach to Evaluate Living Standard: A Systematic Review 评价生活水平的能力相关性方法:系统回顾

Hong Kong journal of Social Sciences Pub Date : 2023-01-01 DOI: 10.55463/hkjss.issn.1021-3619.60.65

引用次数: 0

Research Partnership Gap between Universities and Public and Private Institutions to Achieve Oman Vision 2040 大学与公立和私立机构之间的研究伙伴关系差距，以实现阿曼2040年愿景

Hong Kong journal of Social Sciences Pub Date : 2023-01-01 DOI: 10.55463/hkjss.issn.1021-3619.61.35

Ahmed Al Rabaani, Huda Mubarak Al Dayri, Al Rabaani, Al Dayri

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Potential Social Impacts of the Capital Relocation Plan of the Republic of Indonesia: Identification and Management Alternatives 印度尼西亚共和国首都迁移计划的潜在社会影响:识别和管理选择

Hong Kong journal of Social Sciences Pub Date : 2023-01-01 DOI: 10.55463/hkjss.issn.1021-3619.61.13

Hong Kong

{"title":"Potential Social Impacts of the Capital Relocation Plan of the Republic of Indonesia: Identification and Management Alternatives","authors":"Hong Kong","doi":"10.55463/hkjss.issn.1021-3619.61.13","DOIUrl":"https://doi.org/10.55463/hkjss.issn.1021-3619.61.13","url":null,"abstract":": The plan to relocate the Republic of Indonesia's National Capital to East Kalimantan will certainly have impacts, including social impact. This impact certainly must be managed, especially the negative impact, to avoid or prevent, overcome, minimize, or control it. The environmental study carried out in 2019 is a Strategic Environmental Assessment (SEA) because this project is a national strategic project. The purpose of this SEA is to provide protection directions and criteria for environmental security and identify the condition of social and economic aspects. Through SEA, one of the priority strategic issues is recognized, namely social dynamics. The SEA drafting team provided some recommendations. However, it turns out that these recommendations do not cover social feature priority issues. Therefore, it is necessary to identify the social impacts or Social Impact Analysis (SIA) of this project plan. Because the National Capital is planned as an area, every physical development project plan planned within it must be accompanied by an Environmental Impact Analysis (EIA), including an SIA. Identification of potential impacts using the simple interaction matrix method succeeded in identifying some social impacts. Because currently the capital relocation project has entered the construction stage, identification of potential impacts is carried out to predict the impacts that may occur during the construction and operation stages. Four positive impacts are possible during construction: increased in-migration, increased employment opportunities or reduced unemployment, increased population, and more even distribution of Indonesian population. The negative impacts are increased population density and the occurrence of social conflict. So, there are more positive impacts than negative impacts. All potential impacts during the construction phase are predicted to continue into the operation phase, however, the intensity is predicted to decrease slightly, especially with increased employment opportunities.","PeriodicalId":38983,"journal":{"name":"Hong Kong journal of Social Sciences","volume":"115 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"89401178","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}

引用次数: 0

Government Policy Support and the Performance of Technology-Based Start-Ups: Evidence from South Korea 政府政策支持与科技型初创企业绩效:来自韩国的证据

Hong Kong journal of Social Sciences Pub Date : 2023-01-01 DOI: 10.55463/hkjss.issn.1021-3619.61.6

Kwang-Hoon Lee, Seung Ahn, Juil Kim

引用次数: 0