Results 31 to 40 of about 243,049 (217)

Stock returns and volatility: Evidence from the Athens Stock market index [PDF]

open access: yes, 2001
This paper investigates the volatility of the Athens Stock excess stock returns over the period 1990–1999 through the comparison of various conditional hetero-skedasticity models.
Apergis, Nicholas, Eleftheriou, Sofia
core  

Market Confidence Predicts Stock Price: Beyond Supply and Demand. [PDF]

open access: yesPLoS ONE, 2016
Stock price prediction is an important and challenging problem in stock market analysis. Existing prediction methods either exploit autocorrelation of stock price and its correlation with the supply and demand of stock, or explore predictive indictors ...
Xiao-Qian Sun   +3 more
doaj   +1 more source

Granger Causality between Stock Market and Macroeconomic Indicators: Evidence from Germany

open access: yesActa Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, 2016
The aim of this paper is to investigate informational efficiency of the stock market in Germany. Granger causality between the stock market and the selected macroeconomic variables is investigated by bivariate analysis using Toda-Yamamoto (1995) approach.
Tomáš Plíhal
doaj   +1 more source

AN ANALYSIS OF HERDING BEHAVIOR IN THE STOCK MARKET: A CASE STUDY OF THE ASEAN-5 AND THE UNITED STATES

open access: yesBuletin Ekonomi Moneter dan Perbankan, 2020
We construct a new dataset to examine herding behavior in the ASEAN-5 (Indonesia, Singapore, Malaysia, the Philippines and Thailand) and the US stock market. Our dataset consists of daily closing prices on the most liquid stock indices in the ASEAN-5 and
R. Eki Rahman, Ermawati Ermawati
doaj   +1 more source

Study on the linkage between macro policy and market effectiveness in China's stock market: Based on run test of China's stock market index.

open access: yesPLoS ONE, 2023
The macro policy of the stock market is an important market information. The implementation goal of the macro policy of the stock market is mainly to improve the effectiveness of the stock market. However, whether this effectiveness has achieved the goal
Manqing Liu   +6 more
doaj   +1 more source

AN INTERNATIONAL FINANCIAL CENTER. WHO BENEFITS?

open access: yesМодернизация, инновация, развитие, 2016
In recent decades we can see the rise of global financial centers on the wave of globalisation of financial operations. Alongside with traditional centers with a long history some new centers formed.
M. K. Belyaev
doaj  

HIGH-TECH PROJECTS OR HOW TO RAISE THE ECONOMY TO A NEW LEVEL OF INNOVATION

open access: yesМодернизация, инновация, развитие, 2015
High-tech project of the all-national scale is able to raise the economy to a higher innovative level. The realization of such project suppose more activity in large number of industrial branches, demands bold decisions in neighboring fields.
M. K. Beliaev
doaj  

Do Stock Market Liberalizations Cause Investment Booms? [PDF]

open access: yes, 2007
Stock market liberalizations lead private investment booms. In a sample of 11 developing countries that liberalized, 9 experience growth rates of private investment above their non-liberalization median in the first year after liberalizing. In the second
Henry, Peter
core  

Institutional Determinants of Stock Market Development in European Union Transition Economies

open access: yesRomanian Economic Journal, 2016
Stock markets have become an important market for long run fund flows between savers and investors and also a determinant of economic growth with the emergence of endogenous growth theories. This study investigates the impact of institutional development
Yilmaz Bayar
doaj  

Nonlinear relationship between money market rate and stock market liquidity in China: A multifractal analysis.

open access: yesPLoS 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
doaj   +1 more source

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