Levkovych O. Formation of the Ukrainian stock market reaction to monetary and non-monetary information signals.

The object of research is processes of asset pricing that are influenced by information signals. The aim is theoretical reasoning, development of scientific-methodological approaches and practical recommendations, aimed at determination the features of Ukrainian stock market reactions on macroeconomic (monetary and non-monetary) information signals. Research methods: abstract-logical, analysis and synthesis, induction, deduction, GARCH-modeling, vector autoregression analysis, graphical, formalization and constructive methods. Interpretation of the concept of "macroeconomic information signal" is deepened. The system of features for macroeconomic information signals is supplemented. Scientific- methodological provision for consideration sectoral index PFTS during assessment the influence of non-monetary information signals on its volatility is improved. Scientific-methodological foundations for detection the transmission of volatility between stock markets of Ukraine and the USA in context of influence of information content of non-monetary information signals of the USA is improved. Methodological approach for evaluation the formation of risk premium components on expected and non-expected information content of monetary information signals about discount rates and cycle of Ukrainian stock market development is grounded. Degree of implementation - financial regulator, stock market and 3 financial companies. Sphere (area) of use - financial regulator, financial companies, learning processes.