منابع مشابه
Petrochemical Products Market and Stock Market Returns: Empirical Evidence from Tehran Stock Exchange
While the relationship between stock market return and oil price is of great interest to researchers, previous studies do not investigate stock market return with petrochemical products market. In this paper, we analyzed the relationship between prices of main petrochemical products and stock returns of petrochemical companies in Tehran stock exchange. Using a panel data model and GLS estimatio...
متن کاملEmpirical Rationality in the Stock Market
Rational expectations models make stringent assumptions on the agent’s knowledge about the true model. This paper introduces a model in which the rational agent realizes that using a given model involves approximation errors, and adjusts behavior accordingly. If the researcher accounts for this empirical rationality on part of the agent, the resulting empirical model assigns likelihood to the d...
متن کاملEmpirical Study on Stock Return Volatility in China's Stock Market
Wave of financial globalization and financial innovation has brought great changes of the international financial market, the traditional measuring method is not well adapt to these new changes, this requires the presence of the new analysis method. This article will link function to copulas connect theory is introduced into the financial analysis. In this paper, the author makes an empirical a...
متن کاملStock Market Prediction and Analysis Using Naïve Bayes
The stock market is the most popular investing places for users. Because of its expected high profit. Recently forecasting stock market returns gaining more attention. The prediction of stock markets is regarded as a challenging task. Data analysis is the way of predicting future value. if future stocks prices will increase or decrease. The main objective of this paper is to predict future stoc...
متن کاملInvestor’s Sentiments and Stock Market Volatility: an empirical evidence from emerging stock market
The concept of efficient market hypothesis has prevailed the financial markets for a long time which says that the prices of the securities reflect all available information. This approach was mainly followed by the rational investors but with the passage of time, the concept of behavioral finance emerged due to some of the major global financial crashes. This concept states that there are inve...
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: Advances in Applied Mathematics
سال: 1986
ISSN: 0196-8858
DOI: 10.1016/0196-8858(86)90029-1