Results 271 to 280 of about 7,176,766 (309)
Some of the next articles are maybe not open access.
Predicting stock market indexes with world news
2017 4th International Conference on Systems and Informatics (ICSAI), 2017With the rapid development of economy, people need to raise the accuracy of predicting prices considering late events. The main tackle in raising the accuracy is to fully use the information in daily reports. Unfortunately, most of the current solutions separate the time series statistics, the events reported in text data and prediction in data mining ...
Yunsong Zhong, Qinpei Zhao, Weixiong Rao
openaire +1 more source
The design and performance of the adaptive stock market index
Algorithmic Finance, 2014The stock market index is one of the main tools used by investors and financial managers to describe the market and compare the returns on specific investments. Common approaches to index calculation rely on a company's market value generating a weighted average as the index.
Lior Zatlavi +2 more
openaire +1 more source
The impact of stock index futures on the Korean stock market
Applied Financial Economics, 2004This article investigates the impact on the spot market of trading in KOSPI 200 futures. Empirical results show that futures trading increases the speed at which information is impounded into spot market prices, reduces the persistence of information and increases spot market volatility.
Hyun-Jung Ryoo, Graham Smith
openaire +1 more source
The effect of stock index futures to stock market volatility
2011 International Conference on System science, Engineering design and Manufacturing informatization, 2011Based on daily closing price of Shanghai-Shenzhen 300 Index from 16st April 2008 to 16st April 2011, the paper constructs the GARCH model in order to study whether the Chinese stock markets show some significant change in the volatility after the introduction of stock index futures trading.
null Zhang Jianfeng +2 more
openaire +1 more source
STOCK MARKET INDEX DYNAMICS AND MARKET ACTIVITY
International Journal of Theoretical and Applied FinanceThis paper proposes a parsimonious model for stock market index dynamics grounded in information theory. It models market activity, the derivative of the market time, as a linear function of the squared derivative of an exponential moving average from a proxy of the single driving Brownian motion.
ECKHARD PLATEN, RENATA RENDEK
openaire +1 more source
Modeling stock market indexes with copula functions [PDF]
e-Finanse, 2011 Contemporary financial risk management is significantly based on the analysis of time series of returns. One of the most significant errors frequently committed by analysts is the predominant use of normal distributions when it is clear that the returns are not normal. Copula models and models for non-normal multivariate distributions provide new tools
Jacek Leskow +2 more
openaire +1 more source
THE IMPACT OF STOCK MARKET VOLATILITY ON STOCK INDEXES
Современные проблемы развития экономики России и Китая. Материалы IV международной научно-практической конференции. Часть 2, 2023D.A. Starchukov, Ye.S. Novopashina
openaire +1 more source
Prediction risk and the forecasting of stock market indexes [PDF]
, 1995 In most of the empirical research on capital markets, stock market indexes are used as proxies for the aggregate market development. In previous work we found that a particular market segment might be less efficient than the whole market and hence easier to forecast. In this paper we extend the focus of this investigation by taking a comprehensive look
Haefke, Christian +1 more
openaire +1 more source
Forecasting Croatian stock market index: Crobex
UTMS Journal of Economics, 2013Forecasting 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 +2 more
openaire +1 more source