In this paper, cointegration relationships among 26 global stock market indices over the periods of sub-prime and European debt crisis and their influence rank are investigated by constructing and analyzing directed and weighted cointegration networks. The obtained results are shown as follows:...

In this study, we choose the daily closing price of 268 constituent stocks of the S&P 500 index, 221 stocks of London Stock Exchange, 148 constituent stocks of the Shanghai Composite index and 152 constituent stocks of the Hang Seng index as the research objects and select the sample of all the...

The paper estimates earnings per share (EPS) of top three Indian public sector banks on the basis of Ohlson O score, Zmijewski score and Graham Number, for a period of 12 years (2004-2015), with the help of the generalized method of moments (GMM), along with the use of an artificial neural...