Results 41 to 50 of about 1,500,223 (351)
Information flow between composite stock index and individual stocks [PDF]
, 2007 We investigate the strength and the direction of information transfer in the U.S. stock market between the composite stock price index of stock market and prices of individual stocks using the transfer entropy. Through the directionality of the information transfer, we find that individual stocks are influenced by the index of the market.
arxiv +1 more source
The 'COVID' Crash of the 2020 U.S. Stock Market [PDF]
arXiv, 2021 We employed the log-periodic power law singularity (LPPLS) methodology to systematically investigate the 2020 stock market crash in the U.S. equities sectors with different levels of total market capitalizations through four major U.S. stock market indexes, including the Wilshire 5000 Total Market index, the S&P 500 index, the S&P MidCap 400 index, and
arxiv
Non-Parametric Causality Detection: An Application to Social Media and Financial Data [PDF]
, 2017 According to behavioral finance, stock market returns are influenced by emotional, social and psychological factors. Several recent works support this theory by providing evidence of correlation between stock market prices and collective sentiment ...
Musolesi, Mirco +2 more
core +2 more sources
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
doaj +1 more source
Anti-correlation and subsector structure in financial systems
, 2012 With the random matrix theory, we study the spatial structure of the Chinese stock market, American stock market and global market indices. After taking into account the signs of the components in the eigenvectors of the cross-correlation matrix, we ...
Aste T. +11 more
core +1 more source
Asymmetric Conditional Volatility in International Stock Markets [PDF]
, 2006 Recent studies show that a negative shock in stock prices will generate more volatility than a positive shock of similar magnitude. The aim of this paper is to appraise the hypothesis under which the conditional mean and the conditional variance of stock
Bacry +31 more
core +4 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
doaj +1 more source
Inflation and the Stock Market [PDF]
, 1978 This paper discusses a crucial cause of the failure of share prices to rise during a decade of substantial inflation. Indeed, the share value per dollar of pretax earnings actually fell from 10.82 in 1967 to 6.65 in 1976. The analysis here indicates that this inverse relation between higher inflation and lower share prices during the past decade was ...
openaire +3 more sources
Impacts of Us Stock Market on Vietnam Stock Market
Tạp chí Khoa học Đại học Mở Thành phố Hồ Chí Minh - Kinh tế và Quản trị kinh doanh, 2020 This study evaluates impacts of US stock market, represented by Dow Jones Industrial Average Index (DJIA), on Vietnam stock market, particularly on the VN-Index and six investment portfolios classified by size, growth and liquidity.
Trang Hồng Đoan, Nguyễn Thu Hiền
doaj
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