Results 81 to 90 of about 206,316 (302)

The impact of stock spams on volatility [PDF]

This paper is dedicated to study the impact of stock spams through the analysis of the variations of volatility. We use the methodology of event studies on a sample of hundred ten firms.
Taoufik Bouraoui
core  

S&P 500 Cash Stock Price Volatilities

The Journal of Finance, 1989
ABSTRACTS&P 500 stock return volatilities are compared to the volatilities of a matched set of stocks, after controlling for cross‐sectional differences in firm attributes known to affect volatility. No significant difference in volatility is observed between 1975 and 1983—before the start of trade in index futures and index options.
openaire   +2 more sources

Labeling Quality or Quantity? The Differential Impact of Geographical Indications on Export Performance in Turkish Agri‐Food Products

Applied Economic Perspectives and Policy, EarlyView.
ABSTRACT This study investigates the impact of geographical indication (GI) certification on the export performance of Turkish agri‐food products by analyzing both trade volume and unit value dynamics. Drawing on monthly data from 2000 to 2024 across 22 GI‐certified products, the research employs product‐level regressions, fixed‐effects panel models ...
Ihlas Sovbetov, Muge Burcu Ozdemir
wiley   +1 more source

Volatility Modelling Using Hybrid Autoregressive Conditional Heteroskedasticity (ARCH) - Support Vector Regression (SVR) [PDF]

, 2015
High fluctuations in stock returns is one problem that is considered by the investors. Therefore we need a model that is able to predict accurately the volatility of stock returns.
Hoyyi, Abdul, Tarno, Tarno, Yasin, Hasbi
core   +3 more sources

COVID-19 and A-share banks' stock price volatility: From the perspective of the epidemic evolution in China and the US. [PDF]

Glob Financ J, 2022
Li S.
europepmc   +1 more source

Volatility and Derivatives [PDF]

, 2014
There are six primary inputs used to determine the price of a stock option: underlying stock price, exercise price, time to expiration, volatility of the underlying stock\u27s price, market interest rate, and dividend yield on the underlying stock.
Dolvin, Steven D.
core   +1 more source

Assessing Photovoltaic Recycling Capacities and Policy Gaps in the European Union

Advanced Energy and Sustainability Research, EarlyView.
This study maps photovoltaic recycling capacity in the EU and key global regions, highlighting gaps between growing waste volumes and available infrastructure. It combines survey insights and policy analysis to identify recycling bottlenecks and offers recommendations to boost circularity in the solar sector.
Nieves Espinosa, Silvia Bobba, Cynthia E. L. Latunussa, Enrica Leccisi   +3 more
wiley   +1 more source

Forecasting the volatility of educational firms based on HAR model and LSTM models considering sentiment and educational policy

Heliyon
This study aims to investigate the impact of sentiment and policy on the volatility of educational stock prices by using HAR (Heterogeneous Auto Regressive) and LSTM (Long Short-Term Memory) models.
Xuefan Li, Donghua Li, Yuxiang Cheng, Wen Li   +3 more
doaj   +1 more source

New Evidence on Price and Volatility Effects of Stock Option Introductions [PDF]

This paper adds to the literature dealing with the effect of derivatives trading on underlying securities by examining option listings from the Netherlands.
Kabir, M.R.
core   +1 more source

The impact of the Russia–Ukraine war on stock prices, profits and perceptions in the food supply chain

Agribusiness, EarlyView.
Abstract The Russian invasion of Ukraine in February 2022 had profound consequences for the global economy. As both countries are major commodity exporters, the food value chain was also affected. This study investigates the impact of the invasion on stock prices, profitability and sentiments of agribusinesses along the food supply chain by using an ...
Julia Höhler, Ivo Harmens, Alfons Oude Lansink   +2 more
wiley   +1 more source