Search Results - subject:"Stock market"

The adaptive markets hypothesis : insights into small stock market efficiency

Rönkkö, Mikael; Holmi, Joonas; Niskanen, Mervi; … - In: Applied economics 56 (2024) 25, pp. 3048-3062

Persistent link: https://www.econbiz.de/10014526575

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...

Persistent link: https://www.econbiz.de/10015207282

Reassessment of structural changes in financial markets : the direct impact of central banks

Miró, Damià Rey; Piffaut, Pedro V.; Zurdo, Ricardo Palomo - In: Journal of central banking theory and practice 14 (2025) 1, pp. 21-42

thresholds is carried out for each of the main stock market indices to estimate the changes in these borders that affect and …

Persistent link: https://www.econbiz.de/10015375716

Banks' stock market reaction to prudential policy announcements : the role of central bank independence and financial stability sentiment

Bobiceanu, Andreea Maura; Nistor, Simona; Ongena, Steven - 2025

Persistent link: https://www.econbiz.de/10015211786

Volatility analysis of the Indian stock market : insights from Bank Nifty Index and futures trading

Paientko, Tetiana; Pundir, Rashmi Ravindra Kumar - In: Journal of intercultural management : the journal of … 16 (2025) 4, pp. 5-41

Objective To diagnose the relationship between futures contract trading and the volatility of stocks in the Bank Nifty Index. Methodology Time series analysis and the GARCH model are employed to study the interaction between futures trading and spot market volatility. Findings The analysis...

Persistent link: https://www.econbiz.de/10015417101

Assessing market liquidity amidst crisis : evidence from indian stock market

Sidharth.J - 2025

Persistent link: https://www.econbiz.de/10015414693

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

How does investor sentiment affect stock market crash risk? : evidence from Asia-Pacific markets

An Tuan Nguyen; Nguyễn Thị Nhung - In: Cogent economics & finance 12 (2024) 1, pp. 1-17

This study aims to examine the effect of investor sentiment on stock market crash risk in the Asia-Pacific region. The … increases stock market crash risk, particularly at higher quantiles, while local sentiment generally reduces crash risk at the … lower to middle quantiles. Besides, the magnitude and direction impact of investor sentiment on stock market crash risk is …

Persistent link: https://www.econbiz.de/10015193537

Integration of the Indonesian stock market with eight major trading partners' stock markets

Endri, Endri; Fauzi, Firman; Effendi, Maya Syafriana - In: Economies : open access journal 12 (2024) 12, pp. 1-22

This study investigates the integration of the Indonesian stock market with eight major trading partner countries … stock-market integration investigation includes the following two main things: short-term and long-term dynamic … the Indonesian stock market with those of its main trading partners in the long term is relatively low. This finding …

Persistent link: https://www.econbiz.de/10015198546

Microstructure of the Chinese stock market : a historical review

Peng, Zhe; Xiong, Kainan; Yang, Yahui - In: Pacific-Basin finance journal 88 (2024), pp. 1-34

Persistent link: https://www.econbiz.de/10015324595