Results 1 to 10 of about 30,945,589 (274)
Using E-GARCH to Analyze the Impact of Investor Sentiment on Stock Returns Near Stock Market Crashes. [PDF]
Front Psychol, 2021 Purpose: Investor sentiment, the willingness of market participants to invest, is a difficult concept to measure. Exploring the relationship between investor sentiment and stock returns can reveal how investor sentiment affects the operation of the stock market.
Chen ST, Haga KYA.
europepmc +5 more sources
Ekonomi dan Bisnis, 2023 Perdagangan saham suatu negara memiliki karakteristik yang sama ataupun berbeda dengan negara lainnya. Karakteristik dari pasar tersebut merupakan cerminan karakter dari investor yang berperan dalam perdagangan di bursa saham tersebut.
Siwi Nugraheni +2 more
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Assessing the Impact of the Realized Range on the (E)GARCH Volatility: Evidence from Brazil
BBR: Brazilian Business Review, 2016 This paper investigates whether the inclusion of the realized range as regressor in the (E)GARCH volatility equation would add information to the process improving out - of - sample forecasts performance and providing more accurate ...
Victor Bello Accioly +1 more
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An Analysis of the Stock Market Volatility Spread in Emerging Countries
Istanbul Business Research, 2021 This article provides results on the volatility spread for stock markets in emerging economies. Empirical studies on determining or predicting volatility in national and international financial markets provide information for investors.
Murat Akkaya
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Is Bitcoin Resilient for Indian Investors? The E-GARCH Analysis
International Journal For Multidisciplinary Research, 2023 This paper explores the financial asset capabilities and hedge alternative properties of Bitcoin by investigating several aspects of its volatility in relation to Nifty50 and Indian exchange rates (USD/INR & EUR/INR). This study delves into the volatility dynamics of the returns of Bitcoin.
Anjali Yadav -, Akhilesh Kumar -
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PLoS ONEThe COVID-19 pandemic has emerged as a significant event of the current century, introducing substantial transformations in economic and social activities worldwide.
Baixiang Wang +5 more
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, 2008 The GARCH-t model is widely used to predict volatilty. However, modeling the conditional variance as a linear combination of past squared observations may not be the best approach if the standardized observations are non-Gaussian. A simple modi.cation lets the conditional variance, or its logarithm, depend on past values of the score of a t ...
Harvey, A., Chakravarty, T.
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Jurnal Aplikasi Bisnis dan Manajemen, 2023 The Covid-19 pandemic increased uncertainty in the Indonesian stock market. This paper aims to investigate foreign and domestic investors' behavior in the Indonesian stock market, especially during the Covid-19 pandemic.
Reffi Marizka Dewi +2 more
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Evaluating the Effectiveness of GARCH Models in the Estimation of Systematic Risk in listed companies of the Tehran Stock Exchange [PDF]
Journal of Asset Management and Financing, 2020 The stock market of each country, in addition to reflecting its economic structure, is considered as an important source of capital Circulation of that country.
nemat rastgoo, Hossein panahian
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Impact of COVID-19 on Stock Market and Gold Returns in India [PDF]
Eurasian Journal of Business and Economics, 2021 The spread of COVID-19 has caused severe damage to human lives and the global economy. The stock markets around the world have plummeted to their lowest levels since the 2008 Global Financial Crisis.
Sarika MAHAJAN, Priya MAHAJAN
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