title: Risk assessment of the illiquid stocks on Kazakhstan’s market
metadata.name: dc.contributor.advisor
metadata.value: Okulov, Vitaliy L.
metadata.lang: -
metadata.name: dc.contributor.author
metadata.value: Kariyeva, Ainur A.
metadata.lang: -
metadata.name: dc.date.accessioned
metadata.value: 2014-06-14T20:56:24Z
metadata.lang: -
metadata.name: dc.date.available
metadata.value: 2014-06-14T20:56:24Z
metadata.lang: -
metadata.name: dc.date.issued
metadata.value: 2014
metadata.lang: -
metadata.name: dc.identifier.uri
metadata.value: http://hdl.handle.net/11701/1282
metadata.lang: -
metadata.name: dc.description.abstract
metadata.value: The goal of this paper is to provide possible method to calculate risk of illiquid stocks on Kazakhstan’s market. To meet this objective, three main research questions have been raised. Firstly, to analyze the risk of the illiquid stocks on Kazakhstan’s market with trade-to-trade beta. Secondly, to analyze the risk of the illiquid stocks on Kazakhstan’s market with bid-ask spread approach. Finally, to discover whether bid-ask spread approach provide valid results for illiquid stocks with comparison to more accepted method.
metadata.lang: en_GB
metadata.name: dc.language.iso
metadata.value: English
metadata.lang: en_GB
metadata.name: dc.publisher
metadata.value: Graduate School of Management, Saint Petersburg State University, Master in Corporate Finance
metadata.lang: en_GB
metadata.name: dc.subject
metadata.value: systematic risk
metadata.lang: en_GB
metadata.name: dc.subject
metadata.value: beta
metadata.lang: en_GB
metadata.name: dc.subject
metadata.value: Kazakhstan’s market
metadata.lang: en_GB
metadata.name: dc.subject
metadata.value: bid-ask spread
metadata.lang: en_GB
metadata.name: dc.subject
metadata.value: trade-to-trade method
metadata.lang: en_GB
metadata.name: dc.subject
metadata.value: систематический риск
metadata.lang: en_GB
metadata.name: dc.subject
metadata.value: бета
metadata.lang: en_GB
metadata.name: dc.subject
metadata.value: рынок акций Казахстана
metadata.lang: en_GB
metadata.name: dc.subject
metadata.value: bid-ask спред
metadata.lang: en_GB
metadata.name: dc.subject
metadata.value: метод trade-to-trade
metadata.lang: en_GB
metadata.name: dc.title
metadata.value: Risk assessment of the illiquid stocks on Kazakhstan’s market
metadata.lang: en_GB
metadata.name: dc.title.alternative
metadata.value: Оценка риска неликвидных акций на казахстанском рынке
metadata.lang: en_GB
metadata.name: dc.type
metadata.value: Thesis
metadata.lang: en_GB
metadata.name: dc.contributor.altauthor
metadata.value: Кариева, A. A.
metadata.lang: -
metadata.name: dc.description.altabstract
metadata.value: Данное исследование посвящено вопросу оценки риска неликвидных акций на казахстанском рынке. С этой целью было поднято три вопроса. Во-первых, оценить риск акции способом trade-to-trade. Во-вторых, оценить риск акции с помощью bid-ask спреда биржевых котировок акции. В-третьих, определить обоснованность бета коэффициентов, оцененных способом bid-ask спреда биржевых котировок акции.
metadata.lang: en_GB
resources.filename: Risk assessment of the illiquid stocks on Kazakhstan's market master's thesis (MCF) – ВШМ СПбГУ – Vivaldi.html
resources.url: https://dspace.spbu.ru/bitstream/11701/1282/3/Risk%20assessment%20of%20the%20illiquid%20stocks%20on%20Kazakhstan%27s%20market%20master%27s%20thesis%20%28MCF%29%20%e2%80%93%20%d0%92%d0%a8%d0%9c%20%d0%a1%d0%9f%d0%b1%d0%93%d0%a3%20%e2%80%93%20Vivaldi.html
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