Results 61 to 70 of about 243,049 (217)

Highly Interconnected Subsystems of the Stock Market [PDF]

, 2004
The stock market is a complex system that affects economic and financial activities around the world. Analysis of stock price data can improve our understanding of the past price movements of stocks.
Idicula, John - Netz Informatics
core  

Is Money Neutral In Stock Market? The Case of Malaysia [PDF]

The objective of this study is to examine whether the notion of monetary neutrality hold in Malaysian stock market. Our findings indicate that there is considerable evidence against the long-run neutrality (LRN) of money in Malaysia’s stock market.
Chin-Hong, Puah, Venus Khim-Sen, Liew, Muzafar Shah, Habibullah   +2 more
core   +4 more sources

Asymmetric Impact of Interest Rates on Stock Market Returns: Empirical Evidence from South Africa

Studies in Business and Economics
This study explores the relationship between interest rates and stock market returns in South Africa from 2000Q1 to 2023Q3, utilizing the non-linear autoregressive distributed lag (NARDL) model.
Pamba Dumisani
doaj   +1 more source

Robust Global Stock Market Interdependencies [PDF]

In this paper, we examine the scope for international stock portfolio diversification, from the viewpoint of a United States representative investor, in regard to both the Asian and theEuropean stock markets.
Cal Muckley, Brian M Lucey
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Modelling stock market volatility : bridging the gap to continuous time / [PDF]

, 1996
This essay collection focuses on the relationship between continuous time models and Autoregressive Conditionally Heteroskedastic (ARCH) models and applications.
Rossi, Peter E.(Peter Eric),
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A Comparison of Stock Market Mechanisms [PDF]

The RAND Journal of Economics, 2001
This paper studies the relationship between the amount of public information that stock market prices incorporate and the equilibrium behavior of market participants. The analysis is framed in a static, NREE setup where traders exchange vectors of assets accessing multidimensional information under two alternative market structures.
openaire   +6 more sources

Stock Market in Pakistan: An Overview [PDF]

This paper reviews the main features of the Stock market in Pakistan focussing on post-liberalization period. The aspects of the market investigated include liberalization of the market, integration the market with the world markets, trading and ...
Iqbal, Javed
core   +1 more source

Stock Market Forecast through Neural Networks [PDF]

openThe objective of this thesis project is to forecast stock markets using various types of neural network models, including Graph Convolutional Networks (GCNs), Long Short Term Memory (LSTM) networks, Convolutional Neural Networks (CNNs). The data used
BIANCO, TOMMASO
core  

Does information environment affect information spillover between the CDS and stock markets in Korea? [PDF]

Seonmul yeongu
This study analyzes the impact of the information environment (IE) and credit default swap (CDS) transaction costs on information transmission between the stock and CDS markets.
Heewoo Park, Yuen Jung Park
doaj   +1 more source

Macroeconomic Determinants of Stock Market Development [PDF]

Using pooled data from fifteen industrial and developing countries from 1980 to 1995, this paper examines the macroeconomic determinants of stock market development, particularly market capitalization.
Lin Liu, Valeriano F. García
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