Search Results - subject:"STOCK PRICES"

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Refining the general equilibrium relation that subsists between stock returns, and each of investors' risk preferences and information sets

Obrimah, Oghenovo Adewale - In: Finance research letters 46 (2022) 2, pp. 1-7

Persistent link: https://www.econbiz.de/10013341864

A dichotomy of sport sponsorships : does the nature of competition among sponsors matter?

Doellman, Thomas W.; Walkup, Brian R.; Bouchet, Adrien; … - In: Journal of sport management : the official journal of … 36 (2022) 2, pp. 188-198

Persistent link: https://www.econbiz.de/10013426060

Dynamic relationship between exchange rates and stock prices for the G7 countries : a nonlinear ARDL approach

Nusair, Salah A.; Olson, Dennis O. - In: Journal of international financial markets, … 78 (2022), pp. 1-20

Persistent link: https://www.econbiz.de/10013357282

Killing the deal

Klomp, Jeroen - In: Defence and peace economics 33 (2022) 5, pp. 548-562

Persistent link: https://www.econbiz.de/10013361379

The informativeness of the top holdings of Chinese equity mutual funds

Yao, Shuyi; Zhang, Jianing - In: International Journal of Emerging Markets 19 (2022) 10, pp. 3441-3458

Purpose This study aims to determine whether the stock holdings of equity mutual funds are informative for predicting future stock performance in the Chinese market. It is a puzzle that actively managed mutual funds underperform passive benchmarks, whereas retail investors still delegate...

Persistent link: https://www.econbiz.de/10015346486

The Impact of Accounting Disclosure On Emerging Stock Market Prediction in an Unstable Socio-Political Context

Kooli, Chaima; Trabelsi, Raoudha; Tlili, Fethi - In: Journal of Accounting and Management Information … 17 (2018) 3, pp. 313-329

predict the time series. The simulations showed that the average annual prediction error of the stock prices is the largest in … stock prices prediction for all the study periods, except the one that corresponds to the events of January 2011. In other …

Persistent link: https://www.econbiz.de/10015196005

Hidden Markov model for stock trading

Nguyen, Nguyet - In: International Journal of Financial Studies 6 (2018) 2, pp. 1-17

regimes and stock prices. In this paper, we introduce the application ofHMMin trading stocks (with S&P 500 index being an …

Persistent link: https://www.econbiz.de/10011996122

Modelling and forecasting stock price movements with serially dependent determinants

Yatigammana, Rasika; Peiris, Shelton; Gerlach, Richard; … - In: Risks 6 (2018) 2, pp. 1-22

The direction of price movements are analysed under an ordered probit framework, recognising the importance of accounting for discreteness in price changes. By extending the work of Hausman et al. (1972) and Yang and Parwada (2012),This paper focuses on improving the forecast performance of the...

Persistent link: https://www.econbiz.de/10011996610

Exchange rate and oil price interactions in selected CEE countries

Drachal, Krzysztof - In: Economies 6 (2018) 2, pp. 1-21

This paper reports a study on the causal dynamics between spot oil price, exchange rates, and stock prices in Poland …

Persistent link: https://www.econbiz.de/10012009834

Stock prices of renewable energy firms: Are there asymmetric responses to oil price changes?

Lee, Donggyu; Baek, Jungho - In: Economies 6 (2018) 4, pp. 1-8

significant, positive short-run effect on renewable energy stock prices in an asymmetric manner. However, this short-run effect …

Persistent link: https://www.econbiz.de/10012009866