What drives Tadawul All Stock Index of the Saudi Stock Market
نویسندگان
چکیده
منابع مشابه
Revisiting stock market index correlations
a r t i c l e i n f o a b s t r a c t Comovement of stock market indices increases during volatile periods, and does not come down when the turmoil settles down. This paper explains formation of persistent comovements during high volatility periods with theories from Bayesian learning. My main conclusion is that the correlation that is formed during the high volatility period is persistent beca...
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A Bayesian Approach for a Stock Market Instability Index: Application to the Korean Stock Market
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1.0 Introduction Seasonal variations in production and sales are a well known fact in business. Seasonality refers to regular and repetitive fluctuation in a time series which occurs periodically over a span of less than a year. The main cause of seasonal variations in time series data is the change in climate. For example, sales of woolen clothes generally increase in winter season. Besides th...
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ژورنال
عنوان ژورنال: Archives of Business Research
سال: 2018
ISSN: 2054-7404
DOI: 10.14738/abr.64.4438