Search Results - subject:"STOCK PRICES"

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Positive feedback trading, institutional investors and securities price fluctuation

Hong, Yin - In: China Finance Review International 1 (2011) April, pp. 120-132

Purpose–The purpose of this paper is to research and analyze the influence of institutional investors in the present securities market due to behavior alienation with “running after rising and falling” and “herd behavior”. Design/methodology/approach–A DeLong, Shleifer, Summers, and...

Persistent link: https://www.econbiz.de/10010561533

Inflation hedging effectiveness of an emerging Asian market: the case of Malaysia

Ibrahim, Mansor H. - In: International Journal of Economics and Business Research 3 (2011) 5, pp. 514-525

asymmetric error-correction modelling. The focus is on the long-run relation between stock prices and consumer prices, the …

Persistent link: https://www.econbiz.de/10009352459

Test of an inverted J-curve hypothesis between the expected real exchange rate and real output: the case of Hungary

Hsing, Yu - In: International Journal of Economics and Business Research 3 (2011) 2, pp. 166-175

Applying a reduced form equation derived from a simultaneous system and the interactive dummy variable technique, this paper finds that expected real depreciation raises real output for Hungary in early years whereas expected real appreciation increases real output in later years. Hence, there...

Persistent link: https://www.econbiz.de/10009352475

US and European stock market crashes: Any evidence of interdependence?

Sooreea, Rajeev; Wheeler, Mark - In: International Journal of Monetary Economics and Finance 4 (2011) 4, pp. 372-389

This paper examines the response of Stock Prices (SPs) in Germany, Italy, and the UK to shocks to US Stock Prices … implications. Positive shocks to USSPs lead to significant, positive, responses in European SPs. Shocks to US stock prices also …

Persistent link: https://www.econbiz.de/10009352498

Fuzzy-neural model with hybrid market indicators for stock forecasting

Adebiyi, A.A.; Ayo, C.K.; Otokiti, S.O. - In: International Journal of Electronic Finance 5 (2011) 3, pp. 286-297

A number of research had been carried out to forecast stock price based on technical indicators, which rely purely on historical stock price data. Nevertheless, their performance is not always satisfactory. In this paper, the effect of using hybrid market indicators of technical, fundamental...

Persistent link: https://www.econbiz.de/10009352618

Long- and Short-Run Relationships between House and Stock Prices in South Africa: A Nonparametric Approach

Aye, Goodness C.; Balcilar, Mehmet; Gupta, Rangan - Department of Economics, Faculty of Economic and … - 2011

This paper provides empirical evidence on the long- and short-run relationships between real house and stock prices of … between house and stock prices. At the same time, the linear Granger causality test produced no evidence of causality running …

Persistent link: https://www.econbiz.de/10009401049

EXCHANGE RATE AND STOCK PRICE INTERACTION IN MAJOR ASIAN MARKETS: EVIDENCE FOR INDIVIDUAL COUNTRIES AND PANELS ALLOWING FOR STRUCTURAL BREAKS

LEAN, HOOI HOOI; NARAYAN, PARESH; SMYTH, RUSSELL - In: The Singapore Economic Review (SER) 56 (2011) 02, pp. 255-277

This article examines the relationship between exchange rates and stock prices in eight Asian countries. We test for … for individual countries suggest that the only country for which exchange rates and stock prices are cointegrated over the … prices. Employing the panel LM cointegration test with multiple structural breaks, we find that exchange rates and stock …

Persistent link: https://www.econbiz.de/10009143982

MBAR Models: A Test of ARIMAX Modelling

Maggina, Anastasia - In: Review of Pacific Basin Financial Markets and Policies … 14 (2011) 02, pp. 347-366

The main purpose of this paper is to provide evidence on some of the standard models of accounting earnings and returns relations mainly collected through the literature. Standard models such as earnings level and earnings changes, among others, have been investigated in this study. Models that...

Persistent link: https://www.econbiz.de/10009143991

Estimating the leverage parameter of continuous-time stochastic volatility models using high frequency S&P 500 and VIX

Ishida, Isao; McAleer, Michael; Oya, Kosuke - In: Managerial Finance 37 (2011) October, pp. 1048-1067

Purpose – The purpose of this paper is to propose a new method for estimating continuous-time stochastic volatility (SV) models for the S&P 500 stock index process using intraday high-frequency observations of both the S&P 500 index and the Chicago Board Options Exchange (CBOE) implied (or...

Persistent link: https://www.econbiz.de/10010675798

Evaluating the effect of "Zumwinkel-Affair" and financial crisis on stock prices in Liechtenstein : an "unconventional" augmented GARCH-approach

Brunhart, Andreas - 2011 - Preliminary version

impact of this affair, separated from the financial crisis, on the daily stock prices of two banks from Liechtenstein …

Persistent link: https://www.econbiz.de/10009153349