The present paper explores the relationships between two commodity market indicators and stock market in India using daily time series data of 2 nd January 1991 – 31 st December 2012 comprising 5321 observations in the midst of employing Johansen co integration approach and Granger causality method. During the last two decades, both crude oil price and gold price (except 1997-2001) have been in...

Stock exchange and interest rate are two crucial factors of economic growth of a country. The impacts of interest rate on stock exchange provide important implications for monitory policy, risk management practices, financial securities valuation and government policy towards financial markets. This study seeks evidence supporting the existence of share market efficiency based on the monthly da...

This paper discusses the application of support vector machine (SVM) in stock price change trend forecasting. By reviewing prior research, thirteen technical indicators are defined as the input attributes of SVM. By training this model, we can forecast if the stock price would rise the next day. In order to make best use of market information, analyst recommendations about upgrading stocks are ...

This paper examines the profitability of technical trading rules in the five Southeast Asian stock markets. The data cover a period of 14 years from January 2000 to December 2013. The instruments investigated are five Southeast Asian stock market indices: SET index (Thailand), FTSE Bursa Malaysia KLC index (Malaysia), FTSE Straits Times index (Singapore), JSX Composite index (Indonesia), and PS...

nowadays reforming, of the ownership structure, from governmental ownership to privatization ownership, is a way of gaining constant and dynamic development. one of the best ways of privatization is denoting stocks by stock change and one of the most important factors to reach its fulfillment is how to price the denoted stocks. so far due to the importance and greatness of pricing stocks, many ...

T he measurement of the " average " price of common stocks is a matter of widespread interest. Investors want to know how " the market " is doing, and to be able to compare their returns with a meaningful benchmark. Money managers often have their compensation tied to performance, typically measured by comparing their results to a benchmark portfolio, so they and their clients are interested in...