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

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

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

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

Unravelling crash risk transmission : cryptocurrency impact on stock markets in G-7 and China

Khan, Asad ul Islam; Ozcan, Rasim; Ibrahim, Mahat Maalim - In: Pakistan journal of commerce and social sciences 18 (2024) 4, pp. 848-871

, there is a negative correlation between the historical crash risks of the G-7 stock market and the present crash risks of … the same stock market. This suggests that past stock market crashes can serve as a predictive factor for assessing the … current risk of a stock market crash. …

Persistent link: https://www.econbiz.de/10015179649

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

Vine copula approach to understand the financial dependence of the istanbul stock exchange index

Evkaya, Ozan; Gür, İsmail; Külekci, Bükre Yıldırım; … - In: Computational economics 64 (2024) 5, pp. 2935-2980

Persistent link: https://www.econbiz.de/10015144100

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