Leader Effect and Return Stock Market
نویسندگان
چکیده
منابع مشابه
The Threshold Effect of Investors Sentiment On Stock Market Return
The behavioral financial perspective shows some changes in the price of securities have no fundamental reason and depend on the irrational behaviors of investors as measured by the investor sentiment. Investor sentiment plays an important role in the volatility of securities prices and returns. At first, by finding the thresholds and testing these points statistically, we showed that the invest...
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 کاملNonlinear Model Improves Stock Return Out of Sample Forecasting (Case Study: United State Stock Market)
Improving out-of-sample forecasting is one of the main issues in financial research. Previous studies have achieved this objective by increasing the number of input variables or changing the kind of input variables. Changing the forecasting model is another possible approach to improve out-of-sample forecasting. Most researches have focused on linear models, while few have studied nonlinear mod...
متن کاملStock Market Returns, Return Volatility, and Interest Groups*
This paper provides preliminary evidence that interest groups reduce both the level and the volatility of returns on a national stock market. These findings are robust to model specifications that include traditional growth regression “policy” variables as well as political, economic, and financial institutions variables. The estimated magnitude of the relationship between interest group activi...
متن کاملScaling and Memory Effect in Volatility Return Interval of the Chinese Stock Market
Abstract: We investigate the probability distribution of the volatility return intervals τ for the Chinese stock market. We rescale both the probability distribution Pq(τ) and the volatility return intervals τ as Pq(τ) = 1/τf(τ/τ) to obtain a uniform scaling curve for different threshold value q. The scaling curve can be well fitted by the stretched exponential function f(x) ∼ e γ , which sugge...
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: SRIWIJAYA INTERNATIONAL JOURNAL OF DYNAMIC ECONOMICS AND BUSINESS
سال: 2019
ISSN: 2581-2912,2581-2904
DOI: 10.29259/sijdeb.v3i3.207-212