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Year of publication
Subject
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Aktienindex 7,099 Stock index 7,061 Index futures 1,917 Index-Futures 1,917 Börsenkurs 1,844 Share price 1,840 Volatilität 1,724 Volatility 1,721 Index 1,719 Index number 1,711 Economic indicator 1,453 Wirtschaftsindikator 1,453 Indexberechnung 1,339 Index construction 1,338 Aktienmarkt 1,321 Stock market 1,311 Capital income 1,226 Kapitaleinkommen 1,226 Indexbindung 1,218 Indexation 1,217 Schätzung 1,111 Estimation 1,110 Theorie 1,051 Theory 1,051 USA 857 United States 854 ARCH model 814 ARCH-Modell 814 Portfolio selection 780 Portfolio-Management 780 Prognoseverfahren 680 Forecasting model 677 Welt 604 World 604 Zeitreihenanalyse 497 Time series analysis 496 Deutschland 425 Germany 420 Anlageverhalten 381 Behavioural finance 378
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Online availability
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Undetermined 2,521 Free 1,917 CC license 216
Type of publication
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Article 5,076 Book / Working Paper 2,144 Journal 9 Database 1 Other 1
Type of publication (narrower categories)
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Article in journal 3,679 Aufsatz in Zeitschrift 3,679 Graue Literatur 637 Non-commercial literature 637 Working Paper 599 Arbeitspapier 598 Aufsatz im Buch 202 Book section 202 Hochschulschrift 117 Thesis 80 Collection of articles written by one author 16 Sammlung 16 Conference paper 15 Dissertation u.a. Prüfungsschriften 15 Konferenzbeitrag 15 Statistik 12 Bibliografie enthalten 11 Bibliography included 11 Collection of articles of several authors 9 Sammelwerk 9 Statistics 9 Article 8 Ratgeber 8 Aufsatzsammlung 7 Guidebook 7 Systematic review 5 Übersichtsarbeit 5 Bibliografie 4 Case study 3 Fallstudie 3 Glossar enthalten 3 Glossary included 3 Handbook 3 Handbuch 3 Mikroform 2 Reprint 2 Accompanied by computer file 1 Elektronischer Datenträger als Beilage 1 Enzyklopädie 1 Forschungsbericht 1
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Language
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English 6,733 German 304 Undetermined 88 Spanish 42 French 32 Portuguese 13 Italian 6 Russian 6 Polish 5 Danish 2 Bulgarian 1 Czech 1 Finnish 1 Croatian 1 Indonesian 1 Dutch 1 Norwegian 1 Chinese 1
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Author
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McAleer, Michael 34 Gil-Alaña, Luis A. 32 Caporale, Guglielmo Maria 27 Gupta, Rangan 26 Platen, Eckhard 23 Giot, Pierre 18 Chang, Chia-Lin 17 Bouri, Elie 16 Tiwari, Aviral Kumar 16 Allen, David E. 15 Rockinger, Michael 14 Härdle, Wolfgang 13 Hammoudeh, Shawkat 12 Hassan, M. Kabir 12 Jondeau, Eric 12 Tse, Yiuman 12 Baker, Scott 11 Bloom, Nicholas 11 Cheung, Yin-Wong 11 Davis, Steven J. 11 Durré, Alain 11 Ivanov, Stoyu I. 11 Lucey, Brian M. 11 Masih, Abdul Mansur M. 11 Shaik, Muneer 11 Shaikh, Imlak 11 Todorov, Viktor 11 Zaremba, Adam 11 Ślepaczuk, Robert 11 Brooks, Chris 10 Jalbert, Terrance 10 Linton, Oliver 10 Masih, Rumi 10 McMillan, David G. 10 Röder, Klaus 10 Scheicher, Martin 10 Yu, Jun 10 Chevallier, Julien 9 Jeribi, Ahmed 9 Kang, Sang Hoon 9
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Institution
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International Monetary Fund (IMF) 61 National Bureau of Economic Research 30 International Monetary Fund 14 OECD 11 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 9 School of Finance and Business Economics <Perth, Western Australia> 6 Rodney L. White Center for Financial Research 4 Duff & Phelps Corp. 3 Ekonomiska forskningsinstitutet <Stockholm> 3 Instituto Valenciano de Investigaciones Económicas 3 Springer Fachmedien Wiesbaden 3 BHF-Trust <Frankfurt, Main> 2 Banca nazionale del lavoro / Ufficio studi 2 Books on Demand GmbH <Norderstedt> 2 Chambre de commerce et d'industrie de Paris 2 Deutsche Börse AG 2 Deutschland <Bundesrepublik> / Statistisches Bundesamt 2 Escola de Pós-Graduação em Economia <Rio de Janeiro> 2 Europäische Kommission 2 Großbritannien / Central Statistical Office 2 HAL 2 Institut for Finansiering <Frederiksberg> 2 Institut für Höhere Studien 2 Institute of European Finance <Bangor, Gwynedd> 2 Internationale Atomenergie-Organisation 2 Internationaler Währungsfonds / Research Department 2 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 2 Svenska Handelshögskolan <Helsinki> 2 Zentrum für Europäische Wirtschaftsforschung 2 Association Française de Cliométrie - AFC 1 Banca nazionale del lavoro / Ufficio scenari economici 1 Banca nazionale del lavoro / Ufficio studi economici 1 Banco Central do Brasil 1 Boston College / Department of Economics 1 C.E.P.R. Discussion Papers 1 CESifo 1 Center for Economic Analysis <Boulder, Colo.> 1 Centre for European Policy Studies 1 Centre of Financial Studies 1 Centro de Investigação em Gestão e Economia (CIGE), Universidade Portucalense 1
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Published in...
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Applied financial economics 101 Finance research letters 85 International review of financial analysis 76 International review of economics & finance : IREF 73 The journal of futures markets 66 Applied economics letters 59 The North American journal of economics and finance : a journal of financial economics studies 55 Journal of banking & finance 52 Applied economics 50 Journal of international financial markets, institutions & money 50 IMF Working Papers 49 Journal of risk and financial management : JRFM 41 Investment management and financial innovations 39 Economic modelling 38 International journal of economics and finance 38 International Journal of Energy Economics and Policy : IJEEP 37 Journal of empirical finance 36 Pacific-Basin finance journal 35 Research in international business and finance 33 The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association 33 The European journal of finance 32 Finance India : the quarterly journal of Indian Institute of Finance 31 International journal of economics and financial issues : IJEFI 31 Journal of forecasting 31 The journal of asset management 31 NBER working paper series 29 Cogent economics & finance 28 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 27 Energy economics 26 Managerial finance 25 The journal of finance : the journal of the American Finance Association 25 Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets 24 International journal of finance & economics : IJFE 24 Working paper 23 International journal of forecasting 22 Review of quantitative finance and accounting 22 The empirical economics letters : a monthly international journal of economics 22 International journal of theoretical and applied finance 21 The international journal of business and finance research : IJBFR 20 International Journal of Financial Studies : open access journal 19
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Source
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ECONIS (ZBW) 7,064 RePEc 114 USB Cologne (EcoSocSci) 39 EconStor 9 BASE 4 Other ZBW resources 1
Showing 1 - 50 of 7,231
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Impact of geopolitical turmoil in the developing European stock markets vs. the global benchmark indices : an event study analysis of the Russo-Ukrainian war
Grinius, Meinardas; Baležentis, Tomas - 2025
The capital markets are sensitive to geopolitical events. It is important to provide evidence of reactions to specific geopolitical events in order to identify general patterns and effective risk management strategies. This study follows the event study approach to assess the reactions of...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015338641
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Drivers of S&P 500's profitability : implications for investment strategy and risk management
Nagy, Marek; Valaskova, Katarina; Kovalova, Erika; … - In: Economies : open access journal 12 (2024) 4, pp. 1-24
The financial markets, shaped by dynamic forces, including macroeconomic trends and technological advancements, are influenced by a multitude of factors impacting the S&P 500 stock index, a pivotal indicator in the US equity markets. This paper highlights the significance of understanding the...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014635954
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Probability distributions for modeling stock market returns : an empirical inquiry
Pokharel, Jayanta K.; Aryal, Gokarna; Khanal, Netra; … - In: International Journal of Financial Studies : open … 12 (2024) 2, pp. 1-27
Investing in stocks and shares is a common strategy to pursue potential gains while considering future financial needs, such as retirement and children's education. Effectively managing investment risk requires thoroughly analyzing stock market returns and making informed predictions....
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Mean reversion lessens mean blur : evidence from the S&P composite index
Buzzacchi, Luigi; Ghezzi, Luca - In: International Journal of Financial Studies : open … 11 (2023) 1, pp. 1-13
This study makes use of a very long time series of the S&P Composite Index, checking once more that the rates of return benefit from aggregational normality. It performs unit root tests as well as elementary statistical tests that take advantage of normality. It finds that mean blur is not...
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On the return distributions of a basket of cryptocurrencies and subsequent implications
Börner, Christoph J.; Hoffmann, Ingo; Kürzinger, Lars; … - In: Research in economics 79 (2025) 1, pp. 1-17
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Integrating macroeconomic and technical indicators into forecasting the stock market : a data-driven approach
Latif, Saima; Aslam, Faheem; Ferreira, Paulo; Iqbal, Sohail - In: Economies : open access journal 13 (2025) 1, pp. 1-28
Forecasting stock markets is challenging due to the influence of various internal and external factors compounded by the effects of globalization. This study introduces a data-driven approach to forecast S&P 500 returns by incorporating macroeconomic indicators including gold and oil prices, the...
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Resilience or returns : assessing green equity index performance across market regimes
An Thi Thuy Duong - In: International review of economics & finance : IREF 97 (2025), pp. 1-21
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Impact of indices on stock price volatility of BRICS countries during crises : comparative study
Ruzgar, Nursel Selver - 2025
This study aims to identify the common indices having an impact on the SPV of BRICS countries during crises. To address this, the monthly data retrieved from the database of the Global Economic Monitor (GEM), World Bank, IMF International Financial Statistics data, and OECD in the period of...
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Does the VIX act as the main transmitter of mispricing in index futures markets? : insights from European and American regions
Samarakoon, S. M. R. K.; Pradhan, Rudra Prakash; … - 2025
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An IID test for functional time series with applications to high-frequency VIX index data
Huang, Xin; Shang, Han Lin; Siu, Tak Kuen - In: Risks : open access journal 13 (2025) 2, pp. 1-25
To address a key issue in functional time series analysis on testing the randomness of an observed series, we propose an IID test for functional time series by generalizing the Brock-Dechert-Scheinkman (BDS) test, which is commonly used for testing nonlinear independence. Similarly to the BDS...
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Spatial linkages of positive feedback trading among the stock index futures markets
Tian, Shuxi; Liu, Shuyi; Mu, Lijie - 2025
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ESG-firm performance nexus : evidence from an emerging economy
Biju, Ajithakumari Vijayappan Nair; Geetha, Sreelekshmi; … - 2025
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Extreme dependence, connectedness, and causality between US sector stocks and oil shocks
Mensi, Walid; Gök, Remzi; Gemici, Eray; Vo Xuan Vinh; … - In: International review of economics & finance : IREF 98 (2025), pp. 1-26
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Dynamic dependence between sectoral indexes of BRIC countries and the baltic dirty tanker index : an investigation using the generalized R2 approach
Tok, Şerife Akıncı; Tarkun, Savaş - In: Borsa Istanbul Review 25 (2025) 2, pp. 265-274
This study analyzes the dynamic connectedness between the Baltic Dirty Tanker Index (BDTI) and sector indexes in the stock exchanges of the BRIC countries, focusing on the chemical, oil, and raw materials sectors. Using daily data from January 1, 2015, to September 30, 2024, the analysis reveals...
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Investor attention and its impact on portfolio volatility and sectoral risk spillovers in Borsa Istanbul
Özdemir, Müge; Taş, Oktay - In: Borsa Istanbul Review 25 (2025) 1, pp. 107-126
This study examines the impact of investor attention on portfolio volatility and sectoral risk spillovers in Borsa Istanbul. We use advanced econometric models, including E-GARCH-X, GJR-GARCH-X, and multivariate BEKK-GARCH-X, and analyze daily data from January 2004 to June 2024. We find that...
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Characterization and prediction of the Ghana stock exchange composite index utilizing Bayesian stochastic volatility models
Tweneboah, Osei Kofi; Ohene-Obeng, Kwesi A.; Mariani, … - 2025
This study delves into the dynamics of the Ghana Stock Exchange Composite Index (GSE-CI) over the period from 2011 to 2022, a symbolic emerging market index that presents unique challenges and opportunities for financial analysis. We characterize the GSE-CI using advanced analytical tools such...
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Impact of geopolitical turmoil in the developing European stock markets vs. the global benchmark indices: An event study analysis of the Russo-Ukrainian war
Grinius, Meinardas; Baležentis, Tomas - In: Contemporary Economics 19 (2025) 1, pp. 121-131
The capital markets are sensitive to geopolitical events. It is important to provide evidence of reactions to specific geopolitical events in order to identify general patterns and effective risk management strategies. This study follows the event study approach to assess the reactions of...
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Climate policies, energy shocks and spillovers between green and brown stock price indices
Albanese, Marina; Caporale, Guglielmo Maria; Colella, Ida; … - 2025
This paper examines the effects of climate policies and energy shocks on mean and volatility spillovers between green and brown stock price indices in five countries (Canada, India, Japan, the UK and the US). More specifically, bivariate GARCH-BEKK models including dummy variables controlling...
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Stock market reactions during different phases of the COVID-19 pandemic : cases of Italy and Spain
Keliuotyte-Staniuleniene, Greta; Kviklis, Julius - In: Economies : open access journal 10 (2022) 1, pp. 1-32
The COVID-19 pandemic and pandemic-induced lockdowns and quarantine establishments have inevitably affected individuals, businesses, and governments. At the same time, the spread of the COVID-19 pandemic had a dramatic impact on financial markets all over the world and caused an increased level...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012800500
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Assessing the diversification risk of a single equity market : evidence from the largest European stock indexes
Nuhiu, Artor; Aliu, Florin; Peci, Bedri - In: International journal of management and economics 58 (2022) 1, pp. 3-16
Diversification of financial securities is considered a substantial element of portfolio risk. In this context, the construction of an optimal portfolio is an ongoing concern for portfolio managers. This study measures the risk-reward tradeoffs linked to the stock indexes of Germany, Spain,...
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Long-run and short-run causality between stock price indices and macroeconomic variables : evidence of panel VECM analysis from Bosnia and Herzegovina, Croatia, North Macedonia and Serbia
Mojanoski, Goran - In: Economic review : journal of economics & business 20 (2022) 2, pp. 3-14
The purpose of this paper is to identify the long-run and short-run relationship between the values of the Macedonian Stock Exchange Index composed of 10 most liquid listed stocks (MBI10), the Zagreb Stock Exchange Index (CROBEX) composed of the most liquid listed stocks, the Sarajevo Stock...
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Transformers and tradition : using generative AI and Deep Learning for financial markets prediction
Wade, Toby J. - 2024
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Understanding dynamic return connectedness and portfolio strategies among international sustainable exchange-traded funds
Xu, Danyang; Corbet, Shaen; Lang, Chunlin; Hu, Yang - In: Economic modelling 141 (2024), pp. 1-18
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Robust estimation of the range-based GARCH model : forecasting volatility, value at risk and expected shortfall of cryptocurrencies
Fiszeder, Piotr; Małecka, Marta; Molnár, Peter - In: Economic modelling 141 (2024), pp. 1-21
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Improving out-of-sample forecasts of stock price indexes with forecast reconciliation and clustering
Mattera, Raffaele; Athanasopoulos, George; Hyndman, Rob J. - In: Quantitative finance 24 (2024) 11, pp. 1641-1667
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Can hybrid model improve the forecasting performance of stock price index amid COVID-19? : contextual evidence from the MEEMD-LSTM-MLP approach
Yang, Qu; Yu, Yuanyuan; Dai, Dongsheng; He, Qian; Lin, Yu - In: The North American journal of economics and finance : a … 74 (2024), pp. 1-20
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Network measurement and influence mechanism of dynamic risk contagion among global stock markets : based on time-varying spillover index and complex network method
Bo, Yu; Ouyang, Haiqin; Guan, Chao; Lin, Binzhao - In: The North American journal of economics and finance : a … 74 (2024), pp. 1-15
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Testing the diversifying asset hypothesis between clean energy stock indices and oil price
Dias, Rui; Galvão, Rosa Morgado; Cruz, Sandra; Irfan, … - In: International Journal of Energy Economics and Policy : IJEEP 14 (2024) 6, pp. 295-302
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Long-term value versus short-term profits : when do index funds recall loaned shares for voting?
Luo, Haoyi; Xu, Zijin - In: Corporate governance : an international review 32 (2024) 5, pp. 856-889
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Vine copula approach to understand the financial dependence of the istanbul stock exchange index
Evkaya, Ozan; Gür, İsmail; Külekci, Bükre Yıldırım; … - In: Computational economics 64 (2024) 5, pp. 2935-2980
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Energy prices and their impact on US stock indices : a wavelet- based quantile-on-quantile regression approach
Ahmad Monir Abdullah; Aini Aman - In: International Journal of Energy Economics and Policy : IJEEP 14 (2024) 3, pp. 216-234
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014533190
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Side effects and interactions : exploring the relationship between dirty and green cryptocurrencies and clean energy stock indices
Dias, Rui; Chambino, Mariana; Galvão, Rosa; Alexandre, … - In: International Journal of Energy Economics and Policy : IJEEP 14 (2024) 3, pp. 411-416
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Volatility transmission and market connectivity of metals and energy commodities : insights from the spillover index
Tessmann, Mathias; Gutiérrez, Carlos Enrique Carrasco; … - In: International Journal of Energy Economics and Policy : IJEEP 14 (2024) 3, pp. 609-618
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Does investor sentiment affect the Indian stock market? : evidence from Nifty 500 and other selected sectoral indices
Kamath, Aditi N.; Shenoy, Sandeep S.; Abhilash, Abhilash; … - In: Cogent economics & finance 12 (2024) 1, pp. 1-12
Investor sentiment is the result of irrational speculations about the future asset values driven by the market participants. Though scholarly works on investor sentiment are evolving in both developed and emerging markets, the literature in the Indian context is relatively modest. To fill this...
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Critical raw materials index - CRMI
Hasse, Jean-Baptiste; Nobletz, Capucine - 2024
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Is there a relationship between macroeconomic variables and stock market indices in Bosnia and Herzegovina?
Abdić, Adem; Abdić, Ademir; Lazovic-Pita, Lejla; … - In: Naše gospodarstvo : NG 70 (2024) 3, pp. 48-70
The economic growth and development of a country are reflected in many aspects, one of them being the stock market indices. The purpose of the article is to examine and determine the relationship between selected macroeconomic variables and stock market indices in Bosnia and Herzegovina (BiH)....
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Asymmetric effect of oil prices on Kazakhstan's stock market index and exchange rate
Syzdykova, Aziza; Azretbergenova, G. Ž. - In: International Journal of Energy Economics and Policy : IJEEP 14 (2024) 6, pp. 15-23
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Interrelationship and volatility dynamics among the seven main NYSE mineral ETFs
Streck, Pedro Augusto; Passos, Marcelo de Oliveira; … - In: Economies : open access journal 12 (2024) 12, pp. 1-14
This paper aims to investigate the main mineral exchange-traded funds (ETFs) in terms of trading volumes on the New York Stock Exchange by measuring the volatility transmission among them and the connectivity of this market. Daily closing ETF data from 2019 to 2023 for platinum, silver, copper,...
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Implementation of deep learning models in predicting ESG index volatility
Bhandari, Hum Nath; Nawa Raj Pokhrel; Rimal, Ramchandra; … - In: Financial innovation : FIN 10 (2024), pp. 1-24
The consideration of environmental, social, and governance (ESG) aspects has become an integral part of investment decisions for individual and institutional investors. Most recently, corporate leaders recognized the core value of the ESG framework in fulfilling their environmental and social...
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Analyzing time-frequency connectedness between cryptocurrencies, stock indices, and benchmark crude oils during the COVID-19 pandemic
Ghazani, Majid Mirzaee; Malekshah, Ali Akbar Momeni; … - In: Financial innovation : FIN 10 (2024), pp. 1-28
We used daily return series for three pairs of datasets from the crude oil markets (WTI and Brent), stock indices (the Dow Jones Industrial Average and S&P 500), and benchmark cryptocurrencies (Bitcoin and Ethereum) to examine the connections between various data during the COVID-19 pandemic. We...
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Volatility spillover among the sectors of emerging and developed markets : a hedging perspective
Sahoo, Satyaban; Kumar, Sanjay - In: Cogent economics & finance 12 (2024) 1, pp. 1-17
This study empirically investigates the volatility spillover among the sectors of emerging markets, that is, India and China and developed markets, that is, the United Kingdom (UK) and the United States (US). Focusing on financial services, auto, oil and gas, Information Technology (IT),...
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The role of centralization index in identifying momentum stage of stocks : empirical evidence from investor networks
Liu, Wen-Rang - In: Cogent economics & finance 12 (2024) 1, pp. 1-25
This study uses a unique dataset of transactions at the account level to construct investor networks. These networks are then analyzed to examine the role of the network centralization index in identifying the stock momentum stages. The empirical results demonstrate that the early stage strategy...
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Does the U.S. extreme indicator matter in stock markets? : international evidence
Jing, Xiaozhen; Xu, Dezhong; Li, Bin; Singh, Tarlok - In: Financial innovation : FIN 10 (2024), pp. 1-27
We propose a new predictor - the innovation in the daily return minimum in the U.S. stock market () - for predicting international stock market returns. Using monthly data for a wide range of 17 MSCI international stock markets during the period spanning over half a century from January 1972 to...
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Dynamic tail risk forecasting : what do realized skewness and kurtosis add?
Gallo, Giampiero M.; Okhrin, Ostap; Storti, Giuseppe - 2024 - Prima edizione
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How does passive investing effect the informational efficiency of prices?
Corgnet, Brice; DeSantis, Mark; Peng, Yan; Porter, David P. - 2024
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Unveiling outperformance : a portfolio analysis of top ai-related stocks against IT indices and robotics ETFs
Karoui, Ali Trabelsi; Sayari, Sonia; Dammak, Wael; … - In: Risks : open access journal 12 (2024) 3, pp. 1-21
In this study, we delve into the financial market to compare the performance of prominent AI and robotics-related stocks against traditional IT indices, such as the Nasdaq, and specialized AI and robotics ETFs. We evaluate the role of these stocks in diversifying portfolios, analyzing their...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014497423
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Stock price index analysis of four OPEC members : a Bayesian approach
Hatamerad, Saman; Asgharpur, Hossain; Adrangi, Bahram; … - In: Financial innovation : FIN 10 (2024), pp. 1-29
This study examines the relationship between macroeconomic variables and stock price indices of four prominent OPEC oil-exporting members. Bayesian model averaging (BMA) and regularized linear regression (RLR) are employed to address uncertainties arising from diferent estimation models and...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014548148
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Model-free moments : predictability of STOXX Europe 600 Oil & Gas future returns
Capriotti, Alessio; Muzzioli, Silvia - 2024
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014550830
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Deep learning for enhanced index tracking
Dai, Zhiwen; Li, Lingfei - In: Quantitative finance 24 (2024) 5, pp. 569-591
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014552105
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Improving volatility forecasts : evidence from range-based models
Fałdziński, Marcin; Fiszeder, Piotr; Molnár, Peter - In: The North American journal of economics and finance : a … 69 (2024) 2, pp. 1-28
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014445632
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