Results 251 to 260 of about 634,953 (304)

Biodiversity risks and corporate innovation: Evidence from China. [PDF]

PLoS One
Lin Y, Song Z.
europepmc   +1 more source

Bond market opening, monetary policy, and systemic financial risks - An empirical study based on the TVP-SV-VAR model. [PDF]

PLoS One
Ping WY, Hu YW, Luo LQ.
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Overreaction Index for Stock Markets

Overreaction Index for Stock Markets
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Intraday Volatility in the Stock Index and Stock Index Futures Markets

Review of Financial Studies, 1991
We examine the intraday relationship between returns and returns volatility in the stock index and stock index futures markets. Our results indicate a strong intermarket dependence in the volatility of the cash and futures returns. Price innovations that originate in either the stock or futures markets can predict the future volatility in the other ...
CHAN, K., CHAN, KC, KAROLYI, GA
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Stock Index Forecasting for Vietnam's Stock Market

2012 Sixth International Conference on Genetic and Evolutionary Computing, 2012
In the so-called global crisis from late 2007 up to early 2009, the economy was shaken, especially stock market by global increased volatility transmission. Stocks' price in Viet Nam continuously went down. Therefore, in this paper, we will analyze to find main factors which strongly have influence on fluctuation of Vietnam's stock index for the period
Juifang Chang, Son Van Duong
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Determinants of stock market index movements: Evidence from New Zealand stock market

2017 6th National Conference on Technology and Management (NCTM), 2017
This study examines the impact of a selected macroeconomic variables on the New Zealand stock market(S&P/NZX 50) index. We use exchange rate, interest rate, inflation rate and foreign stock market index (S&P 500 index) to evaluate their influence on the New Zealand stock market (S&P/NZX 50) index.
Wajira Dassanayake, Chandimal Jayawardena   +1 more
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Index Numbers and Stock Market Indexes

2012
Business executives and government officials often make judgments that involve summarizing how business, economic, and financial variables change with time or place. Examples of variation over time include variation in gross national production, variation in the price of consumer goods, and variation in stock market prices, As an example of variation ...
Cheng-Few Lee, John C. Lee, Alice C. Lee
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Index Numbers and Stock Market Indexes

2014
Throughout the text, we have learned that one of the most important uses of statistics is to summarize data and to make comparisons. Often we are interested in comparing the past and the present. For example, we may be interested in how prices have changed over time.
Ronald L. Moy, Li-Shya Chen, Lie Jane Kao   +2 more
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Intelligent stock market instability index: Application to the Korean stock market

Intelligent Data Analysis, 2015
In order to monitor stock market instability in emerging markets, we propose a stock market instability index (SMII) with a corresponding p-value by using a model fitted to a stable period. More precisely, this study considers a random walk model and combines it with a nonparametric model by using Bayesian model averaging.
Kim, Young Min, Han, Sung Kwon, Kim, Tae Yoon, Oh, Kyong Joo, Luo, Zhiming, Kim, Chiho   +5 more
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Forecasting Croatian stock market index: Crobex

UTMS Journal of Economics, 2013
Forecasting stock returns is considered one of the hardest tasks for every potential investor. This paper attempts to predict the movement of Croatian stock market index Crobex on Zagreb Stock Exchange. Main aim of this paper was to empirically examine the best univariate Autoregressive Integrated Moving Average model for forecasting.
Ivanovic, Zoran, Bogdan, Sinisa, Baresa, Suzana   +2 more
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