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Exploratory classification of time-series

Camiz, Sergio - In: Handbook of research on emerging theories, models, and …, (pp. 1-29). 2021

. It is likely that the use of such classification method may help both in deepening the knowledge of a market structure …

Persistent link: https://www.econbiz.de/10012604167

Forecasting changes in stock prices on the basis of patterns identified with the use of data classification methods

Szanduła, Jacek - In: Folia oeconomica Stetinensia : FOS 14 (2014) 1, pp. 7-21

Persistent link: https://www.econbiz.de/10010518938

Thai stock news classification based on price changes and sentiments

Ponrudee Netisopakul; Woranun Saewong - In: International journal of electronic finance : IJEF 11 (2022) 1, pp. 49-66

Persistent link: https://www.econbiz.de/10012939852

Does intergeneration succession influence stock prices of family businesses?

Zou, Kunlun; Wu, Rong; Chen, Pu - In: Applied economics letters 27 (2020) 8, pp. 667-672

Persistent link: https://www.econbiz.de/10012205801

Family First? Kinship Ties and Equity Prices

Parise, Gianpaolo - 2019

In this paper, we construct a novel measure of nepotism and explore its implications for firm value. We document that 35% of U.S. public firms employ relatives in top jobs. Using our measure, we show that nepotism decreases firm value: high-nepotism stocks underperform low-nepotism stocks by...

Persistent link: https://www.econbiz.de/10012903304

DAXplus Family – Primer on a Family Firm Stock Index in Germany (DAXplus Family – Ein Aktienindex zur Darstellung der Performance von Familienunternehmen) (German)

Achleitner, Ann‐Kristin - 2010

In January 2010 the Deutsche Börse Group introduced two family firm stock indices. Both indices are calculated as price and performance indices and extend the number of investment strategy indices of Deutsche Börse Group. The DAXplus Family is an all-share index whereas the DAXplus Family 30...

Persistent link: https://www.econbiz.de/10013139738

Improving out-of-sample forecasts of stock price indexes with forecast reconciliation and clustering

Mattera, Raffaele; Athanasopoulos, George; Hyndman, Rob J. - In: Quantitative finance 24 (2024) 11, pp. 1641-1667

Persistent link: https://www.econbiz.de/10015196952

Price clustering asymmetries in limit order flows

Box, Travis; Griffith, Todd - In: Financial management 45 (2016) 4, pp. 1041-1066

Persistent link: https://www.econbiz.de/10011718796

Trade-size clustering and price efficiency

Chen, Tao - In: Japan and the world economy : international journal of … 49 (2019), pp. 195-203

Persistent link: https://www.econbiz.de/10012306159

International Stock Comovements with Endogenous Clusters

Coroneo, Laura - 2020

We use an endogenous cluster factor model to examine international stock return comovements of country …-industry portfolios. Our model allows country-industry portfolio comovements to be driven by a global and a cluster component, with the … cluster membership endogenously determined. Results indicate that country-industry portfolios tend to cluster mainly within …

Persistent link: https://www.econbiz.de/10012850445