Results 31 to 40 of about 3,469,724 (345)
Mathematics, 2021 The purpose of this study was to investigate the effects of risk tolerance, financial well-being, financial literacy, overconfidence bias, herding behavior, and social interaction on stock market investment intention and stock market participation among ...
Marvello Yang +4 more
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On the Autocorrelation of the Stock Market* [PDF]
Journal of Financial Econometrics, 2021 Abstract I introduce an index of market return autocorrelation based on the prices of index options and of forward-start index options and implement it at a six-month horizon. The results suggest that the autocorrelation of the S&P 500 index was close to zero before the subprime crisis but was negative in its aftermath, attaining ...
openaire +2 more sources
Financial Innovation, 2023 Using a recent stock market liberalization reform policy in China—the Stock Connect—as a quasi-natural experiment, this study examines the effect of stock market liberalization on market efficiency.
Yan Meng +3 more
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DIRECTIONS OF OFFENSE PREVENTION IN THE STOCK MARKET OF UKRAINE
Фінансово-кредитна діяльність: проблеми теорії та практики, 2021 . The article considers the legislative and regulatory documents which outline the features of detecting offenses in the stock market of Ukraine. The main offenses in the domestic stock market have been formed, and the subjects, objects and types of ...
M. Blikhar +4 more
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Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test
, 1987 In this paper, we test the random walk hypothesis for weekly stock market returns by comparing variance estimators derived from data sampled at different frequencies. The random walk model is strongly rejected for the entire sample period (1962-1985) and
A. Lo, A. Mackinlay
semanticscholar +1 more source
A comprehensive evaluation of ensemble learning for stock-market prediction
Journal of Big Data, 2020 Stock-market prediction using machine-learning technique aims at developing effective and efficient models that can provide a better and higher rate of prediction accuracy.
Isaac Kofi Nti +2 more
semanticscholar +1 more source
EXCHANGE RATE VOLATILITY AND STOCK MARKET DEVELOPMENT: AN EMPIRICAL EVIDENCE FROM NIGERIA
Malete Journal of Accounting and Finance, 2023 Recent evidence suggests that stock markets experience shift in volatility which can affect development of such markets. This study re-examines exchange rate volatility and stock market development in Nigeria using annual data from 1985-2020.
Ahmed Oluwatobi ADEKUNLE
doaj
Fractal Characteristics, Multiple Bubbles, and Jump Anomalies in the Chinese Stock Market
Complexity, 2020 To consider the jump problem of the Chinese stock market, this paper takes the CSI 300 Index from April 2005 to November 2015 as the research object, uses the rescaled range analysis (R/S analysis) method to examine the fractal characteristics of the ...
Sun Meng, Hairui Fang, Dongping Yu
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PLoS ONE, 2021 This paper employs the multifractal detrended cross-correlation analysis (MF-DCCA) model to estimate the nonlinear relationship between the money market rate and stock market liquidity in China from a multifractal perspective, leading to a better ...
Yihong Sun, Xuemei Yuan
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Вестник Российского экономического университета имени Г. В. Плеханова, 2023 Stock market is seen as a sum total of different happenings, especially if we speak about share price. However, share price, as any other economic phenomenon is a combination of chance and law.
V. A. Galanov, A. V. Galanova
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