Search Results - subject:"Stock index"

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/10014533190

Spatial linkages of positive feedback trading among the stock index futures markets

Tian, Shuxi; Liu, Shuyi; Mu, Lijie - In: The North American journal of economics and finance : a … 75 (2025) 1, pp. 1-15

Persistent link: https://www.econbiz.de/10015359879

Does asynchronous market update matter? : re-examining the price discovery of stock index and futures in China

Han, Qian; Zhao, Chengzhi; Chen, Jing; Guo, Qian - In: Emerging markets review 67 (2025), pp. 1-25

Persistent link: https://www.econbiz.de/10015412163

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...

Persistent link: https://www.econbiz.de/10015338641

Identifying risk regimes in a sectoral stock index through a multivariate hidden Markov framework

Akara Kijkarncharoensin - In: Risks : open access journal 13 (2025) 7, pp. 1-19

This study explores the presence of hidden market regimes in a sector-specific stock index within the Thai equity …

Persistent link: https://www.econbiz.de/10015436715

Effectiveness of the ESG approach in portfolio selection : an empirical evidence from the US stock market

Șerban, Radu-Alexandru; Mihaiu Cindea, Diana Marieta; … - In: Journal of business economics and management 26 (2025) 4, pp. 918-940

&P 500 Stock Index to answer this question. Data collected included the daily close price of the S&P 500 Stock Index, its …

Persistent link: https://www.econbiz.de/10015481271

Predicting stock market crises using stock index derivatives : evidence from China

Ma, Xiaohan; Lin, Hui - In: Emerging markets, finance & trade : a journal of the … 60 (2024) 3, pp. 576-597

Persistent link: https://www.econbiz.de/10014513872

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

influenced by a multitude of factors impacting the S&P 500 stock index, a pivotal indicator in the US equity markets. This paper …

Persistent link: https://www.econbiz.de/10014635954

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....

Persistent link: https://www.econbiz.de/10014636305

The dynamics of Australian stock indices and commodities based on MGARCH-DCC and wavelet techniques

Ahmad Monir Abdullah; Hishamuddin Abdul Wahab; Mohd … - In: Cogent business & management 17 (2022) 1, pp. 1-29

This paper aims to investigate the extent of hedging and diversification opportunities available for an Australian investor who holds a portfolio consisting of Australian conventional and Islamic indices, crude oil, gold, Bitcoin, and the Australia-US exchange rate of daily data from 2011 to...

Persistent link: https://www.econbiz.de/10014444809