A network visualization approach and global stock market integration
نویسندگان
چکیده
منابع مشابه
Stock Market Fraud Detection, A Probabilistic Approach
In order to have a fair market condition, it is crucial that regulators continuously monitor the stock market for possible fraud and market manipulation. There are many types of fraudulent activities defined in this context. In our paper we will be focusing on "front running". According to Association of Certified Fraud Examiners, front running is a form of insider information and thus is very ...
متن کاملFinancial Integration for India Stock Market, a Fractional Cointegration Approach
The Indian stock market is one of the earliest in Asia being in operation since 1875, but remained largely outside the global integration process until the late 1980s. A number of developing countries in concert with the International Finance Corporation and the World Bank took steps in the 1980s to establish and revitalize their stock markets as an effective way of mobilizing and allocation of...
متن کاملVisualization of Stock Market Charts
With this work in progress we propose a visualization system for stock market charts. Insight into stock charts is important in technical stock market analysis where exclusively the chart shape is considered in decision making. We focus on clustering existing chart shapes. Clustering delivers representative charts representing a set of similar charts. In our work, we generate a 2D map of these ...
متن کاملEssays on Stock Market Integration - On Stock Market Efficiency, Price Jumps and Stock Market Correlations
This thesis consists of four self-contained papers related to the change of market structure and the quality of equity market. In Paper [I] we found, by using of a Flexible Dynamic Component Correlations (FDCC) model, that the creation of a common cross-border stock trading platform has increased the long-run trends in conditional correlations between foreign and domestic stock market returns. ...
متن کاملGlobal Stock Market Integration - a Study of Select World Major Stock Markets
The present study is being contemplated with the objective of studying the degree of stock market integration. In this study, month-wise average prices of BSE-Sensex, NYSE, NASDAQ, S&P500, HangSeng, Nikkei225, SSE Composite index and FTSE100 have been selected. Multiple Correlations has been computed for the select stock market indices. Statistical Significance of the correlation has been teste...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: International Journal of Finance & Economics
سال: 2018
ISSN: 1076-9307
DOI: 10.1002/ijfe.1617