IDEAS home Printed from https://ideas.repec.org/a/fan/rissri/vhtml10.3280-riss2023-001011.html
   My bibliography  Save this article

Financial planning as a tool for strengthening the company?s financial stability and sustainable development

Author

Listed:
  • Zhakupova Aizada
  • Yessengeldina Anar
  • Myrzhykbayeva Ainur
  • Daribekov Serik
  • Zhanseitov Azamat

Abstract

This study provides a confine monetary arrangements equivalent to the acquisi-tion, venture, and organization of assets of an endeavor. It gives an examination of the budgetary soundness of Kazakh?s companies. The economy of Kazakh has a stable approach to financial and rich resources that lead to arrangements for a stable venture construction in the nation in addition to the quick improvement of the nations and modern area. It also inspects common attributes and highlights Kazakhstan Corporation?s accomplishments. It examines the establishment and execution of the financial management strategic technique of Kazakhstan enter-prises. Research examination strategies incorporate a complex of different investi-gations, measurable techniques, hypothetical and exact techniques, and investi-gate a range of studies. The consequence of the investigation gives the enterprises of Kazakhstan are serious in the local market and financial planning for oversee-ing companies resources for the continued existence into the market and making a decent revenue since revenue is a definitive execution of the ventures. The most critical factors of this study are significant financial stability by proper strategic planning, statistic model, and financial analysis. Consequently, the research hy-pothesis demonstrates the association between financial planning and financial stability.

Suggested Citation

  • Zhakupova Aizada & Yessengeldina Anar & Myrzhykbayeva Ainur & Daribekov Serik & Zhanseitov Azamat, 2023. "Financial planning as a tool for strengthening the company?s financial stability and sustainable development," RIVISTA DI STUDI SULLA SOSTENIBILITA', FrancoAngeli Editore, vol. 0(1), pages 187-202.
  • Handle: RePEc:fan:rissri:v:html10.3280/riss2023-001011
    as

    Download full text from publisher

    File URL: http://www.francoangeli.it/riviste/Scheda_Rivista.aspx?IDArticolo=73695&Tipo=ArticoloPDF
    Download Restriction: Single articles can be downloaded buying download credits, for info: https://www.francoangeli.it/DownloadCredit
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Marco Pagano, 1989. "Trading Volume and Asset Liquidity," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 104(2), pages 255-274.
    2. Mau, Vladimir & Ulyukaev, Sergey, 2015. "Global Crisis and the Economic Policy Challenges of Modern Russia," Published Papers dok23, Russian Presidential Academy of National Economy and Public Administration.
    3. Yuri Simachev & Mikhail Kuzyk & Boris Kuznetsov & Evgeniy Pogrebnyak, 2014. "Russia on the Path Towards a New Technology-Industrial Policy: Exciting Prospects and Fatal Traps," Foresight and STI Governance (Foresight-Russia till No. 3/2015), National Research University Higher School of Economics, vol. 8(4), pages 6-23.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. He, Yinghua & Nielsson, Ulf & Guo, Hong & Yang, Jiong, 2014. "Subscribing to transparency," Journal of Banking & Finance, Elsevier, vol. 44(C), pages 189-206.
    2. Vidović Jelena & Poklepović Tea & Aljinović Zdravka, 2014. "How to Measure Illiquidity on European Emerging Stock Markets?," Business Systems Research, Sciendo, vol. 5(3), pages 67-81, September.
    3. Strobl, Günter, 2022. "A theory of procyclical market liquidity," Journal of Economic Dynamics and Control, Elsevier, vol. 138(C).
    4. Rigobon, Roberto & Karolyi, Andrew, 2001. "Comments," LSE Research Online Documents on Economics 123126, London School of Economics and Political Science, LSE Library.
    5. Babus, Ana & Parlatore, Cecilia, 2022. "Strategic fragmented markets," Journal of Financial Economics, Elsevier, vol. 145(3), pages 876-908.
    6. Petrescu, Monica & Wedow, Michael, 2017. "Dark pools in European equity markets: emergence, competition and implications," Occasional Paper Series 193, European Central Bank.
    7. Rainer Masera, 2014. "CRR/CRD IV: the trees and the forest," PSL Quarterly Review, Economia civile, vol. 67(271), pages 381-422.
    8. Carsten Detken & Philipp Hartmann, 2000. "The Euro and International Capital Markets," International Finance, Wiley Blackwell, vol. 3(1), pages 53-94, April.
    9. Corey Garriott & Sophie Lefebvre & Guillaume Nolin & Francisco Rivadeneyra & Adrian Walton, 2020. "Alternative futures for Government of Canada debt management," Journal of Financial Economic Policy, Emerald Group Publishing Limited, vol. 12(4), pages 659-685, January.
    10. Lena Boneva (Körber) & Oliver Linton & Michael Vogt, 2013. "The effect of fragmentation in trading on market quality in the UK equity market," CeMMAP working papers 42/13, Institute for Fiscal Studies.
    11. Jean-Pierre DANTHINE & Francesco Giavazzi & Ernst-Ludwig von Thadden, 2000. "European Financial Markets After EMU: A First Assessment," FAME Research Paper Series rp13, International Center for Financial Asset Management and Engineering.
    12. Martin, Philippe & Rey, Helene, 2004. "Financial super-markets: size matters for asset trade," Journal of International Economics, Elsevier, vol. 64(2), pages 335-361, December.
    13. D. Alasdair S. Turnbull, 2018. "Market Fragmentation, Market Quality and Clientele Effects," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 9(1), pages 74-89, January.
    14. Kei Kawakami, 2013. "Optimal Market Size," Department of Economics - Working Papers Series 1168, The University of Melbourne.
    15. Kappi, Jari & Siivonen, Risto, 2000. "Market liquidity and depth on two different electronic trading systems: A comparison of Bund futures trading on the APT and DTB," Journal of Financial Markets, Elsevier, vol. 3(4), pages 389-402, November.
    16. Haoxiang Zhu, 2014. "Do Dark Pools Harm Price Discovery?," The Review of Financial Studies, Society for Financial Studies, vol. 27(3), pages 747-789.
    17. Bruno Biais & Richard Green, 2019. "The Microstructure of the Bond Market in the 20th Century," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 33, pages 250-271, July.
    18. Sugato Chakravarty & Chiraphol N. Chiyachantana & Christine Jiang, 2011. "THE CHOICE OF TRADING VENUE AND RELATIVE PRICE IMPACT OF INSTITUTIONAL TRADING: ADRs VERSUS THE UNDERLYING SECURITIES IN THEIR LOCAL MARKETS," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 34(4), pages 537-567, December.
    19. Damian R. Beil & Lawrence M. Wein, 2009. "A Pooling Analysis of Two Simultaneous Online Auctions," Manufacturing & Service Operations Management, INFORMS, vol. 11(1), pages 33-51, October.
    20. Jurich, Stephen N., 2021. "Does off-exchange trading decrease in the presence of uncertainty?," The Quarterly Review of Economics and Finance, Elsevier, vol. 81(C), pages 201-213.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:fan:rissri:v:html10.3280/riss2023-001011. See general information about how to correct material in RePEc.

    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 CitEc recognized a bibliographic reference but did not link an item in RePEc 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 RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Stefania Rosato (email available below). General contact details of provider: http://www.francoangeli.it/riviste/sommario.aspx?IDRivista=168 .

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

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.