نتایج جستجو برای: stock index

تعداد نتایج: 481181  

Journal: Money and Economy 2012
Ali Hassanzadeh, Mehran Kianvand,

This paper examines the effects of selected macroeconomic variables on the stock market index in Iran. Using quarterly data, we examine the relationships between the Tehran Stock Index (TSI) and five macroeconomic variables which consist of gross domestic product, nominal effective exchange rate, money supply, gold coin price and investment in housing sector from 1996:1 to 2008:1.Various e...

Journal: :Algorithmic Finance 2014
Lior Zatlavi Dror Y. Kenett Eshel Ben-Jacob

The stock market index is one of the main tools used by investors and financial managers to describe the market and compare the returns on specific investments. Common approaches to index calculation rely on a company’s market value generating a weighted average as the index. This work presents new methods of computing adaptive stock market indices based on dynamical properties of the underlyin...

Journal: :IJBIDM 2014
Yanshan Wang

The prediction of a stock market direction may serve as an early recommendation system for short-term investors and as an early financial distress warning system for long-term shareholders. Many stock prediction studies focus on using macroeconomic indicators, such as CPI and GDP, to train the prediction model. However, daily data of the macroeconomic indicators are almost impossible to obtain....

2015
Alaa F. Sheta Sara Elsir M. Ahmed Hossam Faris

Obtaining accurate prediction of stock index significantly helps decision maker to take correct actions to develop a better economy. The inability to predict fluctuation of the stock market might cause serious profit loss. The challenge is that we always deal with dynamic market which is influenced by many factors. They include political, financial and reserve occasions. Thus, stable, robust an...

2015
Xiong Xiong Ding Nan Yang Yang Zhang Yongjie Wei-Xing Zhou

This paper explores a method of managing the risk of the stock index futures market and the cross-market through analyzing the effectiveness of price limits on the Chinese Stock Index 300 futures market. We adopt a cross-market artificial financial market (include the stock market and the stock index futures market) as a platform on which to simulate the operation of the CSI 300 futures market ...

The purpose of this paper is the empirically examination of the effect of the Institutional Quality Components (Voice and Accountability, political stability and Absence of Violence and Terrorism, government effectiveness, regulatory quality, rule of law and control of corruption) on the prediction of total stock price index. The study was carried out using data extracted from 53 countries from...

2015
Ulrich Oberndorfer Peter Schmidt Marcus Wagner Andreas Ziegler

This paper empirically analyzes the effect of the inclusion of German corporations in the Dow Jones STOXX Sustainability Index (DJSI STOXX) and the Dow Jones Sustainability World Index (DJSI World) on stock performance. In order to receive robust estimation results, we apply an (short-term) event study approach that is based on both a modern asset pricing model, namely the three-factor model ac...

2012
Lars Forsberg

This paper is mainly talking about several volatility models and its ability to predict and capture the distinctive characteristics of conditional variance about the empirical financial data. In my paper, I choose basic GARCH model and two important models of the GARCH family which are E-GARCH model and GJR-GARCH model to estimate. At the same time, in order to acquire the forecasting performan...

2011
Vladimir Vovk

We consider a financial market in which two securities are traded: a stock and an index. Their prices are assumed to satisfy the Black–Scholes model. Besides assuming that the index is a tradable security, we also assume that it is efficient, in the following sense: we do not expect a prespecified self-financing trading strategy whose wealth is almost surely nonnegative at all times to outperfo...

Journal: :International Journal of Academic Research in Accounting, Finance and Management Sciences 2020

نمودار تعداد نتایج جستجو در هر سال

با کلیک روی نمودار نتایج را به سال انتشار فیلتر کنید