Results 1 to 10 of about 16,109 (164)
Commodity indexes and the stock markets of the GCC countries
Arab Economic and Business Journal, 2018 Much research is devoted to the study of the effect of oil on GCC markets. The link is evident, although waning. Little is known about the effect of other commodities, maybe because intuitively they are thought not to impact significantly these markets ...
Samih Antoine Azar +1 more
exaly +3 more sources
Cogent Business and Management, 2022 The study examines the co-movement and dynamic causality between conventional and Islamic stock indexes in Bangladesh from 20 January 2014 to 31 August 2019.
Mohammad SAHABUDDIN +2 more
exaly +2 more sources
Profitability of current investments in stock indexes
Entrepreneurship and Sustainability Issues, 2022 Investing in stock indexes has become an integral part of financial portfolios. Fearing the loss of savings value, households move their financial reserves into stocks, bonds and stock indexes; the latest concerns the subject of this article. The article
Jiří Kučera +2 more
doaj +1 more source
Asian Management and Business Review, 2021 The portfolios performance that are develop either a substitute or complement in terms of risk-taking is important information for investors whether the return portfolio could hedge the risk of shock market.
Sylva Alif Rusmita, Putri Swastika
doaj +1 more source
The Cross-correlation Structure of Tehran Stock Exchange Indexes by Multifractal Detrended Fluctuation Analysis [PDF]
تحقیقات مالی, 2012 One of the latest approaches for analyzing the coupled time series is MF-DXA. This technique has been used in many disciplines such as finance. In this paper, we have analyzed Tehran Stock Exchange indexes by MF-DXA and have found a scaling behavior ...
Reza Tehrani +2 more
doaj +1 more source
Coupling index and stocks [PDF]
Quantitative Finance, 2008 In this paper, we are interested in continuous time models in which the index level induces some feedback on the dynamics of its composing stocks. More precisely, we propose a model in which the log-returns of each stock may be decomposed into a systemic part proportional to the log-returns of the index plus an idiosyncratic part.
Benjamin Jourdain, Mohamed Sbai
openaire +3 more sources
Cogent Economics & Finance, 2022 This research article explores the mediating role of stock market indexes on the link between exchange rate variations and oil prices by utilizing unrestricted VAR.
Mosab I Tabash +4 more
doaj +1 more source
Mathematics, 2021 In this article, we propose a test of the dynamics of stock market indexes typical of the US and EU capital markets in order to determine which of the two fundamental hypotheses, efficient market hypothesis (EMH) or fractal market hypothesis (FMH), best ...
Vasile Brătian +4 more
doaj +1 more source
On Survivor Stocks in the S&P 500 Stock Index [PDF]
Journal of Risk and Financial Management, 2022 This paper investigates the performance and characteristics of survivor stocks in the S&P 500 index. Using both in-sample and out-of-sample comparisons, survivor stocks outperformed this market index by a considerable margin. Relative to other S&P 500 index companies, survivor stocks tend to be small-value stocks that exhibit high profitability
openaire +4 more sources
Empirical Test of Composite Stock Price Index: Regional Stock Index
JABI (Jurnal Akuntansi Berkelanjutan Indonesia), 2023 The Composite Stock Price Index (JCI) is an indicator of price movements of all shares on the Indonesia Stock Exchange where one of the factors that can influence the movement of the JCI in Indonesia is the Global Stock Index. This study aims to determine the effect of the Global Stock Index on the Composite Stock Price Index (CSPI) on the Indonesia ...
Wulandari, Rosita +3 more
openaire +2 more sources