Results 1 to 10 of about 3,614,788 (171)
Informational Content of the VIX Index: Dynamic Entropy Approach [PDF]
EntropyThe aim of this study is to thoroughly assess the informational content of the CBOE Volatility Index® (VIX® Index) in the context of various turbulent periods. The VIX Index is especially important from an investor perspective. It is often referred to as
Joanna Olbryś, Dawid Toczydłowski
doaj +2 more sources
CBOE volatility index (VIX) and corporate market leverage
Cogent Economics & Finance, 2022 Our paper investigates the nexus between the CBOE Volatility Index (VIX) and the market leverage of firms listed on the US stock market. Analyzing the yearly database of non-financial US firms from 2000 to 2019, we find that an increase in the VIX index ...
Giang Thi Huong Vuong +2 more
doaj +2 more sources
Heliyon, 2023 The current study aims to investigate how index returns of conventional and shariah indices of the USA, Europe, and Asia are affected by changes in oil prices, gold prices, VIX, gold-VIX, and oil-VIX. In our investigation, we used the S&P 500, S&P Europe
Safika Praveen Sheikh +5 more
doaj +2 more sources
Asia-Pacific stock market return and volatility in the uncertain world: Evidence from the nonlinear autoregressive distributed lag approach. [PDF]
PLoS ONE, 2023 This paper examines the effects of three distinct groups of uncertainties on market return and volatility in the Asia-Pacific countries, including (i) the country-specific and US geopolitical risks; (ii) the US economic policy uncertainty; and (iii) the ...
Minh Phuoc-Bao Tran, Duc Hong Vo
doaj +2 more sources
Forecasting stock indices with the COVID-19 infection rate as an exogenous variable [PDF]
PeerJ Computer Science, 2023 Forecasting stock market indices is challenging because stock prices are usually nonlinear and non- stationary. COVID-19 has had a significant impact on stock market volatility, which makes forecasting more challenging.
Mohammad Saha A. Patwary, Kumer Pial Das
doaj +3 more sources
The impact and profitability of day trading following the relaxation of day trading restrictions in Taiwan [PDF]
Heliyon, 2023 The relaxation of day trading restrictions in Taiwan at the start of 2016 resulted in a significant increase in day trading volume, which piqued our interest in researching the impact and profitability of day trading, expected (unexpected) day trading ...
Wan-Hsiu Cheng +4 more
doaj +2 more sources
The Interactions between COVID-19 Cases in the USA, the VIX Index and Major Stock Markets
International Journal of Financial Studies, 2021 With this study, we aimed to determine (1) the effect of the daily new cases and deaths due to the COVID-19 pandemic in the United States on the CBOE volatility index (VIX index) and (2) the effect of the VIX index on the major stock markets during the ...
Simon Grima +3 more
doaj +1 more source
Can Bitcoin be a safe haven in fear sentiment?
Technological and Economic Development of Economy, 2022 This paper explores how fear sentiment affects the price of Bitcoin by employing the rolling-window Granger causality tests. The analysis reveals negative influences from the volatility index (VIX) to Bitcoin price (BTC), which ascertains that Bitcoin ...
Chi-Wei Su +3 more
doaj +1 more source
Capital Market Volatility During Crises: Oil Price Insights, VIX Index, and Gold Price Analysis
Management şi Marketing, 2023 The study aims to investigate capital market volatility during crises, exploring the relationships between three key financial indicators: oil prices, the VIX index, and gold prices, using monthly data covering the period from January 2013 to May 2023 ...
Hapau Razvan Gabriel
doaj +1 more source
Afyon Kocatepe Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi, 2023 This study aims to examine the dynamic relationship between Islamic markets and global financial risk factors using the Dow Jones Islamic Markets World Index (DJIM), Participation 30 Index (KATLM 30), and the CBOE Volatility Index (VIX).
Halilibrahim Gökgöz, Cantürk Kayahan
doaj +1 more source