Advanced Search
MyIDEAS: Login to save this article or follow this journal

Application of Method of Financial Risk in Serbian Companies - Survey Sample Company

Contents:

Author Info

  • Jelisavka Bulatovic

    (College of Textile Design, Serbia)

Abstract

The 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.

Download Info

If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
File URL: http://www.econjournals.com/index.php/ijefi/article/download/13/pdf
Download Restriction: no

File URL: http://www.econjournals.com/index.php/ijefi/article/view/13/pdf
Download Restriction: no

Bibliographic Info

Article provided by Econjournals in its journal International Journal of Economics and Financial Issues.

Volume (Year): 1 (2011)
Issue (Month): 2 (June)
Pages: 54-73

as in new window
Handle: RePEc:eco:journ1:2011-02-4

Contact details of provider:
Web page: http://www.econjournals.com

Related research

Keywords: Financial risk management instruments; survey research; test of independence; t-test differences of means;

Find related papers by JEL classification:

References

References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
as in new window
  1. Eisdorfer, Assaf, 2010. "Risk-shifting and investment asymmetry," Finance Research Letters, Elsevier, Elsevier, vol. 7(4), pages 232-237, December.
  2. 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, Financial Management Association International, vol. 39(4), pages 1601-1642, December.
  3. Zhang, Feng & Tian, Yao & Wirjanto, Tony S., 2009. "Empirical tests of the float-adjusted return model," Finance Research Letters, Elsevier, Elsevier, vol. 6(4), pages 219-229, December.
  4. Mine Ertugrul & Shantaram Hegde, 2009. "Corporate Governance Ratings and Firm Performance," Financial Management, Financial Management Association International, Financial Management Association International, vol. 38(1), pages 139-160, 03.
Full references (including those not matched with items on IDEAS)

Citations

Lists

This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

Statistics

Access and download statistics

Corrections

When requesting a correction, please mention this item's handle: RePEc:eco:journ1:2011-02-4. See general information about how to correct material in RePEc.

For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Ilhan Ozturk).

If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

If references are entirely missing, you can add them using this form.

If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

Please note that corrections may take a couple of weeks to filter through the various RePEc services.