Application of Method of Financial Risk in Serbian Companies - Survey Sample Company
AbstractThe aim was to obtain information on the use of financial instruments hedging the Serbian large and medium-sized enterprises, as well as to detect any differences between the characteristics of companies that use them or not used. Survey researches based on telephone interviews with financial or accounting managers with a stratified random sample of 101 Serbian companies and conducted in 2010. The contribution of this study comes from testing hypotheses about the relationships between the characteristics of Serbian companies and the use of financial instruments hedging. Finally, in the future, researchers should make use of this work and make a deeper study based on differentiation from Serbian companies. In this way, it would be possible to include different sizes of companies (on the number of employees) to include different types of financial measures in relation to the size of the company, for example, the factor of annual revenues.
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Bibliographic InfoArticle provided by Econjournals in its journal International Journal of Economics and Financial Issues.
Volume (Year): 1 (2011)
Issue (Month): 2 (June)
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Web page: http://www.econjournals.com
Financial risk management instruments; survey research; test of independence; t-test differences of means;
Find related papers by JEL classification:
- G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
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- Thomas J. Chemmanur & Imants Paeglis & Karen Simonyan, 2010. "Management Quality and Equity Issue Characteristics: A Comparison of SEOs and IPOs," Financial Management, Financial Management Association International, vol. 39(4), pages 1601-1642, December.
- Mine Ertugrul & Shantaram Hegde, 2009. "Corporate Governance Ratings and Firm Performance," Financial Management, Financial Management Association International, vol. 38(1), pages 139-160, 03.
- Zhang, Feng & Tian, Yao & Wirjanto, Tony S., 2009. "Empirical tests of the float-adjusted return model," Finance Research Letters, Elsevier, vol. 6(4), pages 219-229, December.
- Eisdorfer, Assaf, 2010. "Risk-shifting and investment asymmetry," Finance Research Letters, Elsevier, vol. 7(4), pages 232-237, December.
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