The study investigates the effect of macroeconomic determinants on the performance of the Indian Stock Market using monthly data over the period January 1991 to December 2011 for eight macroeconomic variables, namely, Interest Rate, Inflation, Exchange Rate, Index of Industrial Production, Money Supply, Gold Price, Silver Price & Oil Price, and two stock market indices namely Sensex and S&P CNX...

There have been several efforts in the literature to extract as much information as possible from the financial networks. Most of the research has been concerned about the hierarchical structures, clustering, topology and also the behavior of the market network; but not a notable work on the network filtration exists. This paper proposes a stock market filtering model using the correlation - ba...

In many empirical studies, the dynamic relationship among energy sector variables (such as, oil, electricity, gasoline, coal, renewable energy, etc.) and economic variables (such as; financial markets, real economy and the overall economy) are studied. Oil price changes may affect the economic variables more of oil importer countries then oil exporter countries especially emerging markets. In a...

creating confidence in the stock market through a secure environment is one of the main achievements of stock markets in the world. in the stock markets of developed countries, there are markets which provide confidence and reduce the risks resulting from the fluctuation of share prices. these markets are called “stock transaction choice markets”. while comparing stock transaction choice contra...

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In the paper,wavelet-based adaptive support vector machine is applied to stock exchange index prediction,and Morlet wavelet function can be used as kernel function of adaptive support vector regression model. In the study, the proposed wavelet-based adaptive support vector regression models trained by the training sample sets with 2 ̃6 -dimensional input vector respectively are used to show the ...

the development of the cyprus stock exchange together with the increasing trend of investors’ presence in financing activities has led to the importance of this market. in such circumstances, the first step towards a sustainable development of the exchange is to support the investors. risk of bankruptcy for the investee is a major challenge that an inexperienced stock investor encounters. in th...

Impact of investor sentiments on mean variance trade off with respect to Pakistani market has been investigated in this paper. Composite index for Investor Sentiments for Karachi stock exchange is developed. The six measures incorporated in the composite investor sentiment index are closed end fund discount, KSE turnover, the number of IPOs, average first day returns of IPOs, equity share in ne...

One of the most important methods of opacity accounting information by management is to accelerate the identification of good news versus delaying the identification of bad news on profits, but there is always a final level of accumulation of bad news in the company, and by reaching that its final level, these bad news will be released, which will lead to a Stock Price Crash Risk. In fact, stoc...