Results 1 to 10 of about 7,328 (183)
Indian and Chinese Metal Futures Markets: A Linkage Analysis
Acta Universitatis Sapientiae: Economics and Business, 2022 This paper aims to test the long-run and short-run relationships between the Indian and Chinese metal futures markets using the weekly closing prices of three nonferrous metals, that is, copper, aluminium, and zinc, for the period of 2009–2020.
Kumar Ravi, Dhiman Babli
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Regional Limitations of Stock Indices Prediction Models Based on Macroeconomic Variables
Economics and Culture, 2019 Research purpose. Stocks as well as other securities are a crucial part of the financial market that helps to redistribute financial resources amongst market participants, which in a modern economy include not only professional stock players but also ...
Kvainickas Tomas Sovijus +1 more
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International Journal of Management and Economics, 2022 This article sheds new light on the informational efficiency of the cryptocurrency market by analyzing investment strategies based on structural factors related to on-chain data. The study aims to verify whether investors in the cryptocurrency market can
Łęt Blanka +3 more
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Mutual volatility transmission between assets and trading places
Dependence Modeling, 2023 This article proposes a framework to model the mutual volatility transmission between multiple assets and multiple trading places in different time zones.
Masuhr Andreas, Trede Mark
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Review of Economic Perspectives, 2019 This paper aims to focus weekly stock market prices from the CEECs (Lithuania, Hungary, Romania, Croatia, Slovenia, Poland, Bulgaria, the Slovak Republic, Latvia, Estonia, and the Czech Republic) markets for evidence of weak-form market efficiency.
Erdas Mehmet Levent
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Real Estate Management and ValuationThis study investigates value relevance of three-performance measures (net income (NI), funds from operations (FFO), and fair values on investment property (FVIP) on stock prices of Australian Real Estate Investment Trusts (A-REITs).
Sarpong-Oti William +3 more
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Viral Trends and Stock Markets: Spillover Between Meme Assets and Sectoral Returns
Financial Internet QuarterlyMeme assets are a unique and modern phenomenon in the stock market, characterized by social media-driven hype and significant price volatility. The aim of this paper is to explore the relationships between meme assets and sectoral dynamics. We employ the
Barbić Tajana, Čondić-Jurkić Iva
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The Turn of the Month Effect on CEE Stock Markets
International Journal of Financial Studies, 2019 The Turn of the month effect is one of the better-known calendar anomalies. If a stock market is affected by the Turn of the month effect, it records significantly higher returns during a relatively short time period around the end of the old month and ...
Peter Arendas, Jana Kotlebova
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Forecasting cryptocurrencies in turbulent times: Evidence on parsimony versus model complexity
Economics and Business ReviewThis study examines short-term return forecasting for Bitcoin, Ethereum, and Litecoin over 2020–2024, comparing autoregressive benchmarks with Kitchen Sink and VARX-type models using point and density accuracy measures supported by Diebold–Mariano and ...
Tatarczak Anna, Humeniuk Oleksandra
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International Journal of Management and Economics, 2015 This article investigates the interdependence of stock-forex markets in MENA (Middle East and North Africa) countries for the February 26, 1999 to June 30, 2014 period.
Arfaoui Mongi, Ben Rejeb Aymen
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