Search Results - subject:"Stock market"

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Risks in China's financial system

Song, Zheng; Xiong, Wei - 2018

Risks in China's financial system

Song, Zheng; Xiong, Wei - 2018

The masters of capital : a chronicle of Wall Street

Moody, John - 2018

The impact of global financial crisis on market efficiency : an empirical analysis of the Indian stock market

Gupta, Jyoti P.; Sankalp, Sardana - In: International journal of economics and finance 9 (2017) 4, pp. 225-252

Democratic prospects in Imperial Russia: the revolution of 1905 and the political stock market

Opitz, Alexander - 2015

This paper assesses the attitude of investors towards Democratic change by performing an event study using Russian government bonds. The Revolution of 1905 offers an ideal occasion as, alongside the related revolutionary events, it was accompanied by two opposing constitutional changes within a...

The Iraqi stock market : development and determinants

Kaehler, Juergen; Weber, Christoph S.; Aref, Haider … - In: Review of Middle East economics and finance 10 (2014) 2, pp. 151-175

Stock trend forecasting in turbulent market periods using neuro-fuzzy systems

Atsalakis, George S.; Protopapadakis, Eftychios E.; … - In: Operational research : an international journal 16 (2016) 2, pp. 245-269

Equity fund flows and stock market returns in the US before and after the global financial crisis : a VAR-GARCH-in-mean analysis

Babalos, Vassilios; Caporale, Guglielmo Maria; … - 2016

stock market returns. This paper analyses it using US monthly data over the period 2000:1-2015:08. A VAR-GARCH(1,1)-in … causality-in-mean from stock market returns to equity fund flows (consistently with the feedback-trading hypothesis) only in the … post-September 2008 period. There are also volatility spillovers from stock market returns to equity fund flows both before …

How are VIX and stock index ETF related?

Chang, Chia-Lin; Hsieh, Tai-Lin; McAleer, Michael - 2016 - Revised: February 2016

As stock market indexes are not tradeable, the importance and trading volume of Exchange Traded Funds (ETFs) cannot be …

Comparing the market risk premia forecasts in JSE and NYSE equity markets

Oikonomikou, Leoni Eleni - 2016 - Corrected version: March 2016

This paper examines the evidence regarding predictability in the market risk premium using artificial neural networks (ANNs), namely the Elman Network (EN) and the Higher Order Neural network (HONN), univariate ARMA and exponential smoothing techniques, such as Single Exponential Smoothing (SES)...