Impact of external and internal economic factors on the value of shares of the leading banks of Russia
Abstract
Due to intensified competition among commercial banks, increasing requirements for capital adequacy, tightening monetary policy, global banking crises, as well as declining returns in many segments of the Russian stock market, qualitative analysis of factors affecting bank share values has become increasingly relevant. The article identifies external and internal economic factors of the five largest banks in Russia for the period 2007–2012 and tests hypotheses concerning the nature of these factors.
Keywords
share, dynamics, factor, correlation analysis, factor analysis
References
- Коломиец Д. А. Факторный анализ перспектив интеграции российского рынка корпоративных акций // Вестник Академии. 2009. № 1. С. 25–30.
- Куштанок С. А., Спирина С. Г. Информационные технологии анализа динамики колебания цен на фондовом рынке // Вестник Майкопского государственного технического университета. 2010. № 3. С. 13–21.
- Халафян А. А. STATISTICA 6. Статистический анализ данных. — М.: Бином-Пресс, 2007.
- Жуков П. Е., Исаакян О. А. Зависимость российского рынка ценных бумаг от макроэкономических показателей и мировых индексов // Финансовый журнал. 2010. № 2. С. 39–50.
Statistics
Download data is not yet available.
Article Sidebar
Article Details
Issue
Section
Investments
Publication History
Published
2012-06-15
How to Cite
[1]
Rudenko O.N., Vorushilina V.N. Impact of external and internal economic factors on the value of shares of the leading banks of Russia // Economics: Theory and Practice. 2012. No 2 (26). С. 36–42. URL: https://etip.kubsu.ru/article/view/62
License
Copyright (c) 2012 O. N. Rudenko, V. N. Vorushilina
This work is licensed under a Creative Commons Attribution 4.0 International License.