Results 21 to 30 of about 22,403 (309)

Normal Distribution of Returns of Warsaw Stock Exchange Indexes [PDF]

Problemy Zarządzania, 2018
The paper verified the hypothesis regarding a normal distribution of returns of Warsaw Stock Exchange indexes for the following time intervals: daily, weekly, monthly, quarterly and yearly.
prof. dr hab. Krzysztof Borowski
doaj   +1 more source

Abnormal Returns on Bucharest Stock Exchange During the Winter School Vacations [PDF]

Risk in Contemporary Economy, 2023
This paper approaches the behavior of stock prices from Bucharest Stock Exchange during winter school vacations from Romania. We employed closing values of five indexes from Bucharest Stock Exchange covering the period December 2012 - January 2023.
Ramona Dumitriu, Razvan Stefanescu
doaj   +1 more source

Predicting the rise and fall of Shanghai composite index based on artificial intelligence [PDF]

E3S Web of Conferences, 2021
Shanghai composite index reflects the changes of stock prices, and the methods for various models to predict the stock index emerge one after another, and artificial intelligence is also widely used in various fields due to its stability and accuracy. In
Wang Zijun
doaj   +1 more source

Comparison of the Environmental, Social, and Governance Stock Index with Sharia Stock Index Performance Before and During the COVID-19 Pandemic in Southeast Asia

International Journal of Islamic Economics and Finance, 2022
COVID-19 is a pandemic event with a global impact from a health and economic point of view. The number of confirmed cases of COVID-19 that continues to grow has caused several countries to implement lockdown policies.
Een Nuraeni, Faaza Fakhrunnas
doaj   +1 more source

Gold-oil-exchange rate volatility, Bombay stock exchange and global financial contagion 2008: Application of NARDL model with dynamic multipliers for evidences beyond symmetry

Cogent Business & Management, 2020
The primary objective of this research article is to investigate the asymmetrical linkages between gold-oil-exchange rates and Bombay stock indexes by utilizing a nonlinear ARDL approach covering the period from April 2003 to May 2020.
Muzaffar Asad, Mosab I. Tabash, Umaid A. Sheikh, Mesfer Mubarak Al-Muhanadi, Zahid Ahmad   +4 more
doaj   +1 more source

MATHCAD APPLICATION FOR THE MULTIDIMENSIONAL ANALYSIS OF THE INTERDEPENDENCES ON WORLD STOCK MARKETS

Статистика и экономика, 2016
Computer programs for analytical studies and forecasting of economic phenomena and processes are the everyday operating tool of a modern expert associated with the processing of statistical information.
Marina A. Skorik, Andrey G. Nefedov
doaj   +1 more source

Oil hedging with a multivariate semiparametric value-at-risk portfolio

Borsa Istanbul Review, 2022
This paper minimizes the risk of Brent oil in a multivariate portfolio, with three risk-minimizing goals: variance, parametric value-at-risk (VaR), and semiparametric value-at-risk. Brent oil is combined with five emerging ASEAN (Association of Southeast
Dejan Živkov, Slavica Manić, Jasmina Đurašković, Marina Gajić-Glamočlija   +3 more
doaj   +1 more source

The Extended January Effect on London Stock Exchange [PDF]

Risk in Contemporary Economy, 2023
Since their discovery, many calendar anomalies experienced different types of changes. This paper explores the possibility of enlargement of the time interval specific to the January Effect on London Stock Exchange.
Razvan Stefanescu, Ramona Dumitriu
doaj   +1 more source

BLACK SWANS ANOMALIES TESTING ON INDONESIA STOCK EXCHANGE

Manajemen dan Bisnis, 2016
This Research aim to know Black Swan Anomalies happen in BEI to stock indexes LQ45 make overreaction and make price reversal and winner-loser anomalies.
Eman Christianto, Werner Ria Murhadi
doaj   +1 more source