Financial indicators are the most used variables in measuring the business performance of companies, signaling about the financial position, comprehensive income, and other significant reporting aspects. In a competitive environment, the performance measurement model allows performing...

Volatility is widely considered to be a category of technical indicators with a simple interpretation - no matter how it is measured volatility is widely believed to rise in a market downturn. This approach is applied to indicators such as the Average True Range (ATR), Bollinger Bands®...

This paper presents a computational approach for predicting the S&P CNX Nifty 50 Index. A neural network based model has been used in predicting the direction of the movement of the closing value for the next day of trading. The model presented in the paper also confirms that it can be used to...

The primary aim of this study is to analyze the impact of financial services and real sector confidence indexes on some macroeconomic and financial indicators such as industrial production, inflation, stock market index, foreign exchange rates and interest rates in Turkey for the period from May...

Investment in stock market requires taking risk. Investors typically buy several stocks to create a portfolio which targets to maximize the return while keeping a certain level of risk. In today's information-rich financial markets, one of the main challenges for individual investors in...

The main objective of this study is the development of the model for predicting illiquidity, i.e. identification of financial indicators on the basis of which one can predict illiquidity. The research focus is on large companies in the Republic of Serbia. Bearing in mind the results of previous...

The main objective of this study is the development of the model for predicting illiquidity, i.e. identification of financial indicators on the basis of which one can predict illiquidity. The research focus is on large companies in the Republic of Serbia. Bearing in mind the results of previous...

This study attempts analyse the different indices of ‘Bombay Stock Exchange' (BSE) of India, in terms of risk return characteristics and their relatedness and predictibility to address the relavite neglect of past studies. Further it investigates the volatility impact of different sub indices...

We have constructed a financial conditions index for Norway (FCIN). The FCIN offers a daily update on Norwegian financial conditions based on data from January 2003 on bank lending rates, bond spreads, the foreign exchange market, the stock market and the housing market. The index is constructed...