نتایج جستجو برای: banking stock index

تعداد نتایج: 502739  

Journal: :The Quarterly Review of Economics and Finance 2021

• We examine cross hedging effectiveness between FTSE100 and world stock index futures. Our daily dataset spans from August 2002 through November 2019. apply OLS, VECM Wavelet to calculate OHR & effectiveness. US E-Mini DJIA$5 Australia S&P/ASX 200 are the best pairs. The optimal period for pairs is 256 days or longer. This paper examines UK futures developed emerging markets: US, Australia, Br...

Amini, M. R., Rahnama Roodposhti, F., Rezaei, M., Shamsi, H.,

Risk analysis is necessary for portfolio management. Investors in setting an appropriate portfolio need to pay attention to risk-related indicators as well as profitability. Beside soft approaches for composing indicators to an index such as AHP, the optimization approaches such as DEA are also considered. However, if the indicators have a hierarchical structure, then it is no longer possible t...

Journal: :European heart journal 2011
Wenjuan Ma Honglei Chen Lili Jiang Guixiang Song Haidong Kan

AIMS The volatility of financial markets may cause substantial emotional and physical stress among investors. We hypothesize that this may have adverse effects on cardiovascular health. The Chinese stock markets were extremely volatile between 2006 and 2008. We, therefore, examined the relationship between daily change of the Shanghai Stock Exchange (SSE) Composite Index (referred as the Index)...

2016
Ethan Xu David Aldous

The stock market is forward looking; economic indicators and important future events are factored into stock prices. According to the Efficient Market Hypothesis†, markets operate efficiently and stock prices instantly and stock prices instantly reflect all information available. However, inefficiencies in the stock market exist due to the behaviors and expectations of investors. Stock prices m...

Journal: :Journal of Finance and Accounting 2015

Journal: :Journal of Global Economics 2014

Journal: :The Journal of Business 2003

Journal: :International Journal of Computer and Communication Engineering 2015

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