Search Results - subject:"Stock market"

Evaluation and prediction of stock market crash risk in Mexico using log-periodic power-law modeling

Sunil, Suryansh; Goyal, Amit Kumar; Mahadeva, Rajesh; … - 2026

This study applies the Log-Periodic Power-Law (LPPL) framework to three major equity markets-Mexico (IPC), Brazil (IBOVESPA), and the United States (NYSE Composite)-using daily closes from 8 November 1991-30 January 2025 for IPC and NYSE, and 3 May 1993-30 January 2025 for IBOVESPA. Multi-window...

Persistent link: https://www.econbiz.de/10015611246

The adaptive markets hypothesis : insights into small stock market efficiency

Rönkkö, Mikael; Holmi, Joonas; Niskanen, Mervi; … - 2024

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

Empirical analysis of the dogs of the dow trading strategy : Polish evidence

Ziarko-Siwek, Urszula - 2026

blue-chip stock market between 2002-2023. This strategy involves investing the same amount of funds each year in shares of …

Persistent link: https://www.econbiz.de/10015625934

Show one more version 1

Empirical analysis of the dogs of the dow trading strategy: Polish evidence

Ziarko-Siwek, Urszula - 2026

Article

Oil market uncertainty and financial stability in energy-dependent Europe

Özbek, Gökhan Berk; Şeyranlıoğlu, Onur - 2026

This study examines how oil market uncertainty influences stock market integration among four major energy …

Persistent link: https://www.econbiz.de/10015653682

Stock market return, market capitalization and financial stability in the Middle East and North Africa region : the moderating role of renewable energy

Ben M’Barek, Hassene - 2026

Persistent link: https://www.econbiz.de/10015665436

Modeling the dynamic relationship between stock market performance and key macroeconomic indicators in Saudi Arabia : an ARDL-ECM approach

Elsharif, Mohamed Sharif Bashir; Mohd, Sharif - 2026

capital flows, trade balance and interest rate on stock market performance in Saudi Arabia for the period 1990-2023. The … the long run, inflation and interest rate exert a statistically significant negative effect on stock market performance … significant long-run effects. Short-run dynamics indicate persistence in stock market performance along with significant effects …

Persistent link: https://www.econbiz.de/10016059553

Deregulation and the predictability of U.S. stock market bubbles : state-dependent evidence from multivariate quantile-on-quantile approach

Alakkari, Khder; Ali, Bushra; Brahim, Mariem; Gupta, Rangan - 2026

Persistent link: https://www.econbiz.de/10016089596

Ripples of global fear : transmission of investor sentiment and financial stress to GCC sectoral stock volatility

Tabash, Mosab I.; Issa, Suzan Sameer; Mansour, Marwan; … - 2025

This study analyzes how sectoral stock volatility in the GCC region responds to global financial uncertainty shocks originating from the U.S. (CBOE VIX), Europe (VSTOXX-50), Bitcoin investors' Sentiment Indices (BSI), and disaggregated global Financial Stress Indicators (FSI) by using both the...

Persistent link: https://www.econbiz.de/10015553126

Quantitative modeling of speculative bubbles, crash dynamics, and critical transitions in the stock market using the log-periodic power-law model

Singh, Avi; Mahadeva, Rajesh; Sarda, Varun; Goyal, Amit … - 2025

in the Brazilian stock market, which serves as a representative case of a volatile market, particularly through the …

Persistent link: https://www.econbiz.de/10015584534

Commodity spot prices and the US stock market performance : evidence from the COVID-19 crisis

Alam, Quazi Nur; Banik, Dipta - 2025

We examine whether the US stock market significantly responds to the movement of commodity spot prices during the COVID … as a proxy to the US stock market performance and movements in sector-specific weekly market capitalization as the sector … explore the association between commodity spot prices and the US stock market performance during the COVID-19 crisis while …

Persistent link: https://www.econbiz.de/10015560538