Results 21 to 30 of about 634,953 (304)
Complexity, 2020 This paper studies the dependence structure and information spillover effect between the RMB exchange rate and the Chinese stock market based on the R-vine copula model and spillover index model.
Xiaofei Wu, Shuzhen Zhu, Suxue Wang
doaj +1 more source
Future Business Journal, 2022 The multi-fractal analysis has been applied to investigate various stylized facts of the financial market including market efficiency, financial crisis, risk evaluation and crash prediction.
Mohammad Arashi, Mohammad Mahdi Rounaghi
doaj +1 more source
PLoS ONE, 2022 Modeling and forecasting stock prices have been important financial research topics in academia. This study seeks to determine whether improvements can be achieved by forecasting a stock index using a hybrid model and incorporating financial variables ...
Xiaohua Zeng +3 more
doaj +1 more source
The COVID-19 shocks on the stock markets of oil exploration and production enterprises
Energy Strategy Reviews, 2021 Using daily data from January 1, 2020 to March 31, 2021, this research explores COVID-19 shocks on the stock market of 15 representative oil exploration and production enterprises from 7 countries.
Di Chen, Haiqing Hu, Chun-Ping Chang
doaj +1 more source
Impact of news-based equity market volatility on international stock markets
Journal of Applied Economics, 2020 This study examines the long run impacts of equity market volatility on index returns of nine major international stock exchanges in the Western and Asian regions.
Abdullah Alqahtani +3 more
doaj +1 more source
The nexus between oil price and stock market: Evidence from South Asia
Energy Reports, 2021 We examine the interactive link between oil prices and the stock market in the 4 selected South Asian countries using a Nonlinear Autoregressive Distributed Lag (NARDL) model for 1997–2018.
Farzana Alamgir, Sakib Bin Amin
doaj +1 more source
Topological Properties of the Minimal Spanning Tree in Korean and American Stock Markets [PDF]
, 2006 We investigate a factor that can affect the number of links of a specific stock in a network between stocks created by the minimal spanning tree (MST) method, by using individual stock data listed on the S&P500 and KOSPI.
Eom, Cheoljun +2 more
core +2 more sources
Modus, 2021 ABSTRACT The purpose of this study is to examine the impact of COVID-19 on six stock market indexes of countries listed on ASEAN Exchanges and three stock market indexes of countries listed on ASEAN Exchanges which have sectoral index of consumer products and property.
Sutrisno Sutrisno +2 more
openaire +1 more source
Modeling a Variety of Indices of Iranian Stock Exchange Using Genetic Function Approximation Algorithm [PDF]
پژوهشهای مدیریت عمومی, 2017 The most important issues in the stock market are stock indices. The main topic of this research is modeling the factors affecting stock price index, stock price and stock return index, financial index, and industry index in Iran's Stock Exchange.
Mahmoud Hashemi Tabar +3 more
doaj +1 more source
An Agent‐Based Computational Model for China’s Stock Market and Stock Index Futures Market [PDF]
Mathematical Problems in Engineering, 2014 This study presents an agent‐based computational cross market model for Chinese equity market structure, which includes both stocks and CSI 300 index futures. In this model, we design several stocks and one index future to simulate this structure. This model allows heterogeneous investors to make investment decisions with restrictions including wealth,
Hai-Chuan Xu +3 more
openaire +3 more sources