OBJECTIVE This study aims to discuss the correlation between daily reported H7N9 cases and stock price indices in China. METHODS Information on daily reported H7N9 cases and stock market sectors indices between February 19, 2013 and March 31, 2014 were collected. A distributed lag non-linear model was used to describe the variation trend for the stock indices. RESULTS The daily reported num...

the present research aims to evaluate impacts of crude oil price return index, bloomberg petroleum index and bloomberg energy index on stock market returns of 121 companies listed in tehran stock exchange in a 10 years' period from early 2006 to april 2016. first, explanatory variables were aligned with petroleum products index mostly due to application of dollar data. subsequently, to che...

The aim of this study was to investigate the asymmetric effects of exchange rate fluctuations on Stock index of Tehran Stock Exchange. For this purpose, we first calculated the exchange rate fluctuations using model General Autoregressive Conditional Heteroskedastic (GARCH), and then the effect of these fluctuations on the Stock index of Tehran Stock Exchange was estimated using the Generalized...

In the business sector, it has always been a difficult task to predict the exact daily price of the stock market index; hence, there is a great deal of research being conducted regarding the prediction of the direction of stock price index movement. Many factors such as political events, general economic conditions, and traders' expectations may have an influence on the stock market index. Ther...

the goal of this research is to predict total stock market index of tehran stock exchange, using the compound method of arima and neural network in order for the active participations of finance market as well as macro decision makers to be able to predict trend of the market. first, the series of price index was decomposed by wavelet transform, then the smooth's series  predicted by using...

in this paper we investigate the effect of oil price shocks on stock market index in iran, by using of a structural var (svar) approach. we used four variables in the model namely kilian index, global oil supply, real oil price and real stock market index. the data are monthly and spanning the period 1997m10-2014m12. we identify the effect of four different shocks on stock market including oil ...

This paper develops a model of trading in stock and stock index security markets in the presence of transaction costs. We show that the introduction of stock index market improves the dissemination of market-wide information and index trading is more informative about stock market price movements than stock trading. The model generates rich implications on the informativeness of the stock index...

This paper describes the prediction scheme of stock price by using multiagent systems. Agents predict the stock price according to their strategies which is defined from technical and fundamental parameters such as some index related to the stock price, the currency exchange rate of the Japanese Yen (JPY) against the US Dollar and so on. Agents are randomly generated to construct population and...

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...

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...