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Volatility and stock price indexes

Clements, Kenneth W.; Izan, H. Y.; Lan, Yihui - In: Applied economics 45 (2013) 22/24, pp. 3255-3262

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Pricing market index target-term securities

Chen, K. C.; Taylor, James C.; Wu, Lifan - In: Journal of financial management and analysis : … 14 (2001) 1, pp. 11-18

Persistent link: https://www.econbiz.de/10001664124

An index of book prices 1967-1979

Rosenbluth, Gideon - 1983

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Critical raw materials index - CRMI

Hasse, Jean-Baptiste; Nobletz, Capucine - 2024

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Flooding in News? Building a Comprehensive News Index to Explain Financial Price Indexes

Ferrer, Jovelyn; Malagon, Juliana; ter Horst, Enrique - 2022

into a news index that has explanatory power over equity, bonds and commodities returns. Our index captures the most … certain types of news or events, our index endogenously controls for the complexity, size and diversity of investors …

Persistent link: https://www.econbiz.de/10014238564

Information content of changes in index composition

Yun, Jooyoung; Kim, Tong Suk - In: Asia-Pacific journal of financial studies 40 (2011) 2, pp. 317-346

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Monthly art market returns

Bocart, Fabian Y.R.P.; Ghysels, Eric; Hafner, Christian M. - 2018

Persistent link: https://www.econbiz.de/10011993450

Monthly art market returns

Bocart, Fabian Y. R. P.; Ghysels, Eric; Hafner, Christian M. - In: Journal of risk and financial management : JRFM 13 (2020) 5/100, pp. 1-22

propose a monthly art market index, as well as sub-indices for impressionist, modern, post-war, and contemporary paintings … based on repeated sales at a monthly frequency. The correlations enable us to update the art index via observed transactions …

Persistent link: https://www.econbiz.de/10012304909

Does index speculation impact commodity prices? : an intraday analysis

Tse, Yiuman; Williams, Michael - In: The financial review : the official publication of the … 48 (2013) 3, pp. 365-383

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The analysis of relationship between participation-30 index in Turkey and commodity markets, national and international indexes

Kevser, Mustafa; Doğan, Mesut - In: Financial studies 24 (2020) 2, pp. 38-48

Persistent link: https://www.econbiz.de/10012421614