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

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

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

Assessing market liquidity amidst crisis : evidence from indian stock market

Sidharth.J - 2025

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

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

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

Is there a relationship between macroeconomic variables and stock market indices in Bosnia and Herzegovina?

Abdić, Adem; Abdić, Ademir; Lazovic-Pita, Lejla; … - In: Naše gospodarstvo : NG 70 (2024) 3, pp. 48-70

The economic growth and development of a country are reflected in many aspects, one of them being the stock market … stock market indices in Bosnia and Herzegovina (BiH). Using quarterly data over the 2010q1-2019q4 period, a cointegration … variables and stock market indices in BiH, while no short-run relationship was found. The results contribute to the scientific …

Persistent link: https://www.econbiz.de/10015130484

Market resilience in turbulent times : a proactive approach to predicting stock market responses during geopolitical tensions

Maddodi, Srivatsa; Kunte, Srinivasa Rao - In: Journal of capital markets studies 8 (2024) 2, pp. 173-194

Purpose - The Indian stock market can be tricky when there's trouble in the world, like wars or big conflicts. It …-breaking predictive model with an impressive 98.47% accuracy in forecasting stock market values during such events. Originality/value - To …

Persistent link: https://www.econbiz.de/10015132811

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