Results 11 to 20 of about 55,060 (310)
Index Funds and Stock Market Growth [PDF]
SSRN Electronic Journal, 1998 Our analysis of daily index fund flows indicates a strong contemporaneous correlation between fund inflows and S&P market returns. We also document a strong negative correlation between fund out flows and S&P market returns with the exception of outflows from a back-end load fund. These effects may be interpreted in two ways. Either investor supply and
Massimo Massa, William N. Goetzmann
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Predicting the Direction of Stock Market Index Movement Using an Optimized Artificial Neural Network Model. [PDF]
PLoS ONE, 2016 In the business sector, it has always been a difficult task to predict the exact daily price of the stock market index; hence, there is a great deal of research being conducted regarding the prediction of the direction of stock price index movement. Many
Mingyue Qiu, Yu Song
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IMPACT OF CONVENTIONAL STOCK MARKET INDEX ON ISLAMIC STOCK MARKET INDEX IN BOSNIA AND HERZEGOVINA
Human Research in Rehabilitation, 2019 This study analyzes the impact of conventional index (SASX-30) on Islamic index (SASE-BBI) in Bosnia and Herzegovina. In the study are used daily index observations spanning in a period from October 2016 until May 2018.
Edin Djedović, Irfan Djedović
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Predicting stock market index using LSTM
Machine Learning with Applications, 2022 The rapid advancement in artificial intelligence and machine learning techniques, availability of large-scale data, and increased computational capabilities of the machine opens the door to develop sophisticated methods in predicting stock price.
Hum Nath Bhandari +5 more
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Galformer: a transformer with generative decoding and a hybrid loss function for multi-step stock market index prediction [PDF]
Scientific ReportsThe prediction of stock market fluctuations is crucial for decision-making in various financial fields. Deep learning algorithms have demonstrated outstanding performance in stock market index prediction.
Yi Ji +5 more
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Market mood index and stock market. Evidence from National Stock Exchange
Theoretical and Applied Economics, 2023 This study examines the time-series relationship between investor sentiment and the Indian stock market. Investor sentiment is measured through the market mood index (MMI); MII is a tool that shows the investor’s emotions regarding the market and helps ...
Neha SETH, Yogesh KUMAR
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Investigation of the Effect of Coronavirus Outbreak on Iran Stock Market by Considering Regime Changes [PDF]
فصلنامه پژوهشهای اقتصادی ایران, 2021 The present study investigates the effect of coronavirus outbreak and exchange rate and oil price variables on the stock market index using Markov Switching model during the period 1398/11/30 – 1399/03/27.
Soheil Roudari, Masoud Homayounifar
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Revisiting Stock Market Index for the Helsinki Stock Exchange 1912–1981
Journal of Risk and Financial ManagementStock market indices play a central role in portfolio and risk management and performance evaluation, as well as academic research. This paper presents a fully updated and extended stock market index for the Finnish stock market using new and updated historical databases that cover the period from the establishment of the Helsinki Stock Exchange in ...
Mika Vaihekoski, Vaihekoski Mika
exaly +2 more sources
Entropy, 2021 Combined with the B-P (breakpoint) test and VAR–DCC–GARCH model, the relationship between WTI crude oil futures and S&P 500 index futures or CSI 300 index futures was investigated and compared.
Xunfa Lu +3 more
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Stock Market Price Forecasting Using the Arima Model: an Application to Istanbul, Turkiye
İktisat Politikası Araştırmaları Dergisi, 2022 Because of its critical position in open economies and its extremely high volatility, the stock market price index has been a popular subject of market research. In modern financial markets, traders and practitioners have had trouble predicting the stock
Tamerlan Mashadihasanli
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