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Year of publication
Subject
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Aktienindex 4,396 Stock index 4,359 Börsenkurs 1,317 Share price 1,313 Volatilität 1,187 Volatility 1,184 Aktienmarkt 999 Stock market 989 Capital income 896 Kapitaleinkommen 896 Theorie 838 Theory 838 Schätzung 831 Estimation 830 USA 776 United States 773 ARCH model 537 ARCH-Modell 537 Index futures 490 Index-Futures 490 Portfolio selection 448 Portfolio-Management 448 Prognoseverfahren 421 Forecasting model 418 Index 401 Index number 398 Deutschland 382 Germany 378 Welt 357 World 357 Zeitreihenanalyse 309 Time series analysis 308 Economic indicator 242 Wirtschaftsindikator 242 Cointegration 205 Indexberechnung 205 Index construction 204 Kointegration 204 Großbritannien 198 United Kingdom 198
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Online availability
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Free 1,291 Undetermined 753
Type of publication
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Article 2,874 Book / Working Paper 1,642 Journal 10 Other 1
Type of publication (narrower categories)
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Article in journal 2,657 Aufsatz in Zeitschrift 2,657 Graue Literatur 569 Non-commercial literature 569 Working Paper 524 Arbeitspapier 523 Aufsatz im Buch 169 Book section 169 Hochschulschrift 111 Thesis 80 Collection of articles written by one author 16 Sammlung 16 Dissertation u.a. Prüfungsschriften 15 Bibliografie enthalten 11 Bibliography included 11 Statistik 11 Collection of articles of several authors 9 Sammelwerk 9 Statistics 9 Ratgeber 8 Aufsatzsammlung 7 Guidebook 7 Conference paper 6 Konferenzbeitrag 6 Systematic review 5 Übersichtsarbeit 5 Article 4 Bibliografie 4 Case study 3 Fallstudie 3 Glossar enthalten 3 Glossary included 3 Handbook 3 Handbuch 3 Mehrbändiges Werk 3 Multi-volume publication 3 Reprint 2 Accompanied by computer file 1 Elektronischer Datenträger als Beilage 1 Enzyklopädie 1
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Language
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English 4,037 German 298 Undetermined 88 Spanish 41 French 31 Portuguese 13 Italian 6 Russian 6 Polish 5 Danish 2 Bulgarian 1 Czech 1 Finnish 1 Croatian 1 Indonesian 1 Dutch 1 Norwegian 1 Chinese 1
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Author
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McAleer, Michael 31 Gil-Alaña, Luis A. 23 Caporale, Guglielmo Maria 21 Platen, Eckhard 21 Giot, Pierre 17 Allen, David E. 15 Chang, Chia-Lin 15 Ivanov, Stoyu I. 14 Todorov, Viktor 12 Cheung, Yin-Wong 11 Gupta, Rangan 11 Rockinger, Michael 11 Tse, Yiuman 11 Brooks, Chris 10 Durré, Alain 10 Hassan, M. Kabir 10 Jalbert, Terrance 10 Masih, Abdul Mansur M. 10 Röder, Klaus 10 Shaikh, Imlak 10 Bloom, Nicholas 9 Davis, Steven J. 9 Hanousek, Jan 9 Härdle, Wolfgang 9 Jondeau, Eric 9 Masih, Rumi 9 Scheicher, Martin 9 Tiwari, Aviral Kumar 9 Bollerslev, Tim 8 Giannarakis, Grigoris 8 Hammoudeh, Shawkat 8 Keef, Stephen P. 8 Kočenda, Evžen 8 Linton, Oliver 8 Mazouz, Khelifa 8 McMillan, David G. 8 Padhi, Puja 8 Raunig, Burkhard 8 Stulz, René M. 8 Westermann, Frank 8
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Institution
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International Monetary Fund (IMF) 61 National Bureau of Economic Research 26 International Monetary Fund 14 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 9 School of Finance and Business Economics <Perth, Western Australia> 6 Ekonomiska forskningsinstitutet <Stockholm> 4 Rodney L. White Center for Financial Research 4 Duff & Phelps Corp. 3 Instituto Valenciano de Investigaciones Económicas 3 Springer Fachmedien Wiesbaden 3 BHF-Trust <Frankfurt, Main> 2 Banca nazionale del lavoro / Ufficio studi 2 Books on Demand GmbH <Norderstedt> 2 Chambre de commerce et d'industrie de Paris 2 Deutsche Börse AG 2 Deutschland <Bundesrepublik> / Statistisches Bundesamt 2 Escola de Pós-Graduação em Economia <Rio de Janeiro> 2 Europäische Kommission 2 Großbritannien / Central Statistical Office 2 HAL 2 Institut for Finansiering <Frederiksberg> 2 Institut für Höhere Studien 2 Institute of European Finance <Bangor, Gwynedd> 2 Internationaler Währungsfonds / Research Department 2 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 2 Svenska Handelshögskolan <Helsinki> 2 USA / Joint Committee on Printing 2 Zentrum für Europäische Wirtschaftsforschung 2 Association Française de Cliométrie - AFC 1 Banca nazionale del lavoro / Ufficio scenari economici 1 Banca nazionale del lavoro / Ufficio studi economici 1 Banco Central do Brasil 1 Boston College / Department of Economics 1 C.E.P.R. Discussion Papers 1 CESifo 1 Center for Economic Analysis <Boulder, Colo.> 1 Centre of Financial Studies 1 Centro de Investigação em Gestão e Economia (CIGE), Universidade Portucalense 1 Commission of the European Communities 1 Commodity Research Bureau 1
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Published in...
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Applied financial economics 95 The journal of futures markets 61 International review of financial analysis 60 IMF Working Papers 49 Journal of banking & finance 42 Applied economics letters 38 International review of economics & finance : IREF 38 Applied economics 37 The North American journal of economics and finance : a journal of financial economics studies 37 Journal of international financial markets, institutions & money 35 Investment management and financial innovations 34 Journal of risk and financial management : JRFM 33 Journal of empirical finance 32 Finance research letters 31 The journal of asset management 28 Economic modelling 27 International journal of economics and finance 26 NBER working paper series 26 The European journal of finance 25 The journal of finance : the journal of the American Finance Association 24 The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association 24 Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets 22 Finance India : the quarterly journal of Indian Institute of Finance 22 International journal of economics and financial issues : IJEFI 22 Pacific-Basin finance journal 22 Research in international business and finance 20 The empirical economics letters : a monthly international journal of economics 20 Discussion paper / Tinbergen Institute 19 International journal of theoretical and applied finance 19 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 19 Managerial finance 19 The review of financial studies 19 Review of quantitative finance and accounting 18 Working paper / National Bureau of Economic Research, Inc. 18 Corporate finance : Finanzierung, Kapitalmarkt, Bewertung, Mergers & Acquisitions 17 Journal of forecasting 17 Review of Pacific Basin financial markets and policies 17 Finanz-Betrieb : FB ; Zeitschrift für Unternehmensfinanzierung und Finanzmanagement 16 Finanzmarkt und Portfolio-Management 16 Journal of economics & business 16
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Source
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ECONIS (ZBW) 4,365 RePEc 114 USB Cologne (EcoSocSci) 39 EconStor 5 BASE 4
Showing 1 - 50 of 4,527
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Stock market reactions during different phases of the COVID-19 pandemic : cases of Italy and Spain
Keliuotyte-Staniuleniene, Greta; Kviklis, Julius - In: Economies : open access journal 10 (2022) 1, pp. 1-32
The COVID-19 pandemic and pandemic-induced lockdowns and quarantine establishments have inevitably affected individuals, businesses, and governments. At the same time, the spread of the COVID-19 pandemic had a dramatic impact on financial markets all over the world and caused an increased level...
Persistent link: https://ebtypo.dmz1.zbw/10012800500
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Assessing the diversification risk of a single equity market : evidence from the largest European stock indexes
Nuhiu, Artor; Aliu, Florin; Peci, Bedri - In: International journal of management and economics 58 (2022) 1, pp. 3-16
Diversification of financial securities is considered a substantial element of portfolio risk. In this context, the construction of an optimal portfolio is an ongoing concern for portfolio managers. This study measures the risk-reward tradeoffs linked to the stock indexes of Germany, Spain,...
Persistent link: https://ebtypo.dmz1.zbw/10013277308
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Are cryptocurrencies a backstop for the stock market in a COVID-19-led financial crisis? : evidence from the NARDL approach
Jeribi, Ahmed; Jena, Sangram Keshari; Lahiani, Amine - In: International Journal of Financial Studies : open … 9 (2021) 3, pp. 1-36
The study investigates the safe haven properties and sustainability of the top five cryptocurrencies (Bitcoin, Ethereum, Dash, Monero, and Ripple) and gold for BRICS stock markets during the COVID-19 crisis period from 31 January 2020 to 17 September 2020 in comparison to the precrisis period...
Persistent link: https://ebtypo.dmz1.zbw/10012587922
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Mean reversion lessens mean blur : evidence from the S&P composite index
Buzzacchi, Luigi; Ghezzi, Luca - In: International Journal of Financial Studies : open … 11 (2023) 1, pp. 1-13
This study makes use of a very long time series of the S&P Composite Index, checking once more that the rates of return benefit from aggregational normality. It performs unit root tests as well as elementary statistical tests that take advantage of normality. It finds that mean blur is not...
Persistent link: https://ebtypo.dmz1.zbw/10013549738
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Measuring contagion effects of crude oil prices on sectoral stock price indices in India
Sahoo, Madhuchhanda; Shrivastava, Arvind Kumar; … - 2023
Persistent link: https://ebtypo.dmz1.zbw/10013483907
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Identification of nonlinear determinants of stock indices derived by Random Forest algorithm
Tratkowski, Grzegorz - In: International journal of management and economics 56 (2020) 3, pp. 209-217
In this paper, the use of the machine learning algorithm is examined in derivation of the determinants of price movements of stock indices. The Random Forest algorithm was selected as an ideal representative of the nonlinear algorithms based on decision trees. Various brokering and investment...
Persistent link: https://ebtypo.dmz1.zbw/10012303034
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Volatility modeling for currency pairs and stock indices by means of complex networks
Liashenko, Olena; Kravets, Tetyana; Filogina, Anastasiya - In: Mokslo darbai / Ekonomika / Vilniaus Universitetas 99 (2020) 2, pp. 20-38
Financial markets are complex systems. Network analysis is an innovative method for improving data sharing and knowledge discovery in financial data. Oriented weighted networks were created for the Shanghai Composite, S&P500, DAX30, CAC40, Nikkei225, FTSE100, IBEX35 indexes, for CNY-JPY,...
Persistent link: https://ebtypo.dmz1.zbw/10012318113
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Stock index pattern discovery viaToeplitz Inverse Covariance-Based Clustering
Ouyang, Hongbing; Wei, Xiaolu; Wu, Quifeng - In: Romanian journal of economic forecasting 23 (2020) 2, pp. 58-72
Persistent link: https://ebtypo.dmz1.zbw/10012422442
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Stock market reactions during different phases of the COVID-19 pandemic: Cases of Italy and Spain
Keliuotyte-Staniuleniene, Greta; Kviklis, Julius - In: Economies 10 (2022) 1, pp. 1-32
The COVID-19 pandemic and pandemic-induced lockdowns and quarantine establishments have inevitably affected individuals, businesses, and governments. At the same time, the spread of the COVID-19 pandemic had a dramatic impact on financial markets all over the world and caused an increased level...
Persistent link: https://ebtypo.dmz1.zbw/10013199946
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Dynamic linkages among Saudi market sectors indices
Altahtamouni, Farouq; Masfer, Hajar; Alyousef, Shikhah - In: Economies : open access journal 10 (2022) 1, pp. 1-11
This study aims to test the causal relationship between Saudi stock market index (TASI) and sectoral indices throughout the period from 2016-2020. The study data were extracted through the main index of the Saudi market and the indices of the available data of 19 sectors out of 21 sectors. The...
Persistent link: https://ebtypo.dmz1.zbw/10012800639
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Price index modeling and risk prediction of sharia stocks in Indonesia
Hersugondo; Ghozali, Imam; Handriani, Eka; Trimono, Trimono - In: Economies : open access journal 10 (2022) 1, pp. 1-13
This study aimed to predict the JKII (Jakarta Islamic Index) price as a price index of sharia stocks and predict the loss risk. This study uses geometric Brownian motion (GBM) and Value at Risk (VaR; with the Monte Carlo Simulation approach) on the daily closing price of JKII from 1 August...
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Expiration-day effects of index futures in a frontier market : the case of Ho Chi Minh Stock Exchange
Nguyen Thi Kim Anh; Loc Dong Truong; Friday, H. S. - In: International Journal of Financial Studies : open … 10 (2022) 1, pp. 1-12
This study employs OLS, GARCH and EGARCH regression models to test the expiration-day effects of index stock futures on market returns, volatility and trading volume for the Ho Chi Minh Stock Exchange (HOSE). Data used in this study is from a daily return series of the VN30-Index for the period...
Persistent link: https://ebtypo.dmz1.zbw/10012804832
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Bootstrapping time-varying uncertainty intervals for extreme daily return periods
Makatjane, Katleho - In: International Journal of Financial Studies : open … 10 (2022) 1, pp. 1-23
This study aims to overcome the problem of dimensionality, accurate estimation, and forecasting Value-at-Risk (VaR) and Expected Shortfall (ES) uncertainty intervals in high frequency data. A Bayesian bootstrapping and backtest density forecasts, which are based on a weighted threshold and...
Persistent link: https://ebtypo.dmz1.zbw/10012804913
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Statistical analysis Dow Jones Stock Index : cumulative return gap and finite difference method
Yan, Kejia; Gupta, Rakesh; Haddad, Sama - In: Journal of risk and financial management : JRFM 15 (2022) 2, pp. 1-44
This study was motivated by the poor performance of the current models used in stock return forecasting and aimed to improve the accuracy of the existing models in forecasting future stock returns. The current literature largely assumes that the residual term used in the existing model is white...
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The Bucharest Stock Exchange : a starting point in structuring a valuable CSR index
Panait, Mirela Clementina; Voica, Marian Cătălin; … - In: Journal of risk and financial management : JRFM 15 (2022) 2, pp. 1-14
The aim of this article was to identify the role and specific mechanisms of the stock exchange in promoting corporate social responsibility (CSR) and CSR communications among companies listed on the Romanian capital market given country membership of the European Union. Taking into account the...
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On survivor stocks in the S&P 500 stock index
Grobys, Klaus - In: Journal of risk and financial management : JRFM 15 (2022) 2, pp. 1-24
This paper investigates the performance and characteristics of survivor stocks in the S&P 500 index. Using both in-sample and out-of-sample comparisons, survivor stocks outperformed this market index by a considerable margin. Relative to other S&P 500 index companies, survivor stocks tend to be...
Persistent link: https://ebtypo.dmz1.zbw/10012888297
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Bootstrapped nonlinear impulse-response analysis : the FTSE100 (UK) and the NDX100 (US) indices 2012-2021
Solibakke, Per Bjarte - In: International journal of computational economics and … 12 (2022) 1/2, pp. 197-221
Persistent link: https://ebtypo.dmz1.zbw/10012939622
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National governance quality, COVID-19, and stock index returns : oecd evidence
Almustafa, Hamza - In: Economies : open access journal 10 (2022) 9, pp. 1-16
This research argues that national governance quality may moderate the relationship between COVID-19 and stock returns across markets. Building on the well-established relationship between COVID-19 shock and stock returns, we focus on how the quality of a country's governance system affects the...
Persistent link: https://ebtypo.dmz1.zbw/10013493185
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Equity market volatility impact on S&P 500 sector indexes : 1989-2021
Sosa-Castro, Miriam - In: Applied econometrics and international development 22 (2022) 1, pp. 39-60
Persistent link: https://ebtypo.dmz1.zbw/10013503778
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Multifactor market indexes
Liu, Wei; Kolari, James W. - In: Journal of risk and financial management : JRFM 15 (2022) 4, pp. 1-26
This paper combines the CRSP market index with multiple factors to create a single multifactor market index. Empirical tests of different multifactor market indexes indicate that: (1) Sharpe ratios substantially increase and GRS test statistics decrease as multifactors are incrementally added to...
Persistent link: https://ebtypo.dmz1.zbw/10013168866
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How does Covid-19 affect global equity markets?
Hui, Eddie Chi Man; Chan, Ka Kwan Kevin - In: Financial innovation : FIN 8 (2022), pp. 1-19
This study applies OLS, panel regression and Granger causality test to investigate the impact of the Coronavirus disease 2019 (Covid-19) outbreak on the global equity markets during the early stage of the pandemic. We find that the Covid-19 outbreak has a significant negative impact on the...
Persistent link: https://ebtypo.dmz1.zbw/10013169876
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The applications of artificial neural networks, support vector machines, and long-short term memory for stock market prediction
Chhajer, Parshv; Shah, Manan; Kshirsagar, Ameya - In: Decision analytics journal 2 (2022)
The future is unknown and uncertain, but there are ways to predict future events and reap the rewards safely. One such opportunity is the application of machine learning and artificial intelligence for stock market prediction. The stock market is turbulent, yet using artificial intelligence to...
Persistent link: https://ebtypo.dmz1.zbw/10013163098
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The impact of the U.S. macroeconomic variables on the CBOE VIX Index
Prasad, Akhilesh; Bakhshi, Priti; Seetharaman, Arumugam - In: Journal of risk and financial management : JRFM 15 (2022) 3, pp. 1-25
The purpose of this study is to find the influence of various macroeconomic factors on the volatility index, as macroeconomic factors affect stock market volatility, resulting in an impact on the VIX Index, representing the risk in the stock market. To estimate the significance and importance of...
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Stock price forecasting for Jordan insurance companies amid the COVID-19 pandemic utilizing off-the-shelf technical analysis methods
Altarawneh, Ghada A.; Hassanat, Ahmad B.; Tarawneh, Ahmad S. - In: Economies : open access journal 10 (2022) 2, pp. 1-18
One of the most difficult problems analysts and decision-makers may face is how to improve the forecasting and predicting of financial time series. However, several efforts were made to develop more accurate and reliable forecasting methods. The main purpose of this study is to use technical...
Persistent link: https://ebtypo.dmz1.zbw/10013164219
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Daily and intraday application of various architectures of the LSTM model in algorithmic investment strategies on Bitcoin and the S&P 500 Index
Kryńska, Katarzyna; Ślepaczuk, Robert - 2022
Persistent link: https://ebtypo.dmz1.zbw/10013473995
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The efficiency of various types of input layers of LSTM model in investment strategies on S&P500 index
Thi Thu Giang Nguyen; Ślepaczuk, Robert - 2022
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Volatility and tail dependence between sustainable stock indices during the COVID-19 pandemic
Janik, Bogna; Płuciennik, Piotr - In: Ekonomia i prawo 21 (2022) 4, pp. 693-710
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An early indicator for anomalous stock market performance
Fritz, Marlon; Gries, Thomas; Wiechers, Lukas - 2022
Persistent link: https://ebtypo.dmz1.zbw/10013478334
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Is implied volatility index (VIX) a forward-looking indicator of stock market movements in India?
Acharya, Amarendra; Seet, Subrat Kumar; Salvi, Prakash A. - 2022
Persistent link: https://ebtypo.dmz1.zbw/10013402152
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Similarity and granger causality in Polish and Spanish stock market sectors during the COVID-19 pandemic
Żebrowska-Suchodolska, Dorota; Piekunko-Mantiuk, Iwona - In: Comparative economic research : Central and Eastern Europe 25 (2022) 3, pp. 90-109
Capital markets react almost immediately to crises. Such relationships can be both international and local. The research focuses on the stock markets of two countries: Spain and Poland. These countries are often compared in terms of various economic and social criteria. The research covers the...
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Co-movement and causal relationships between conventional and Islamic stock market returns under regime-switching framework
Mathlouthi, Fatma; Bahloul, Slah - In: Journal of capital markets studies 6 (2022) 2, pp. 166-184
Purpose This paper aims at examining the co-movement dependent regime and causality relationships between conventional and Islamic returns for emerging, frontier and developed markets from November 2008 to August 2020. Design/methodology/approach First, the authors used the Markov-switching...
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DAX 40 : weitere Verbesserungen notwendig
Brühl, Volker - In: Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik 102 (2022) 10, pp. 743
Persistent link: https://ebtypo.dmz1.zbw/10013415672
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Detecting and analysing possible outliers in global stock market returns
Shehadeh, Ali A.; Alwadi, Sadam M.; Almaharmeh, Mohammad I. - In: Cogent economics & finance 10 (2022) 1, pp. 1-14
We employ a Boxplot method for detecting and analyzing outlying daily returns of 14 international stock market indices sampled from around the world. The main objective of the paper is to provide an extensive analysis of the main characteristics, features and effects of the detected outlier...
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Islamic market index behavior and performance : empirical evidence from Dow Jones Market indexes
Djedović, Irfan; Khallaf, Hisham - In: Eurasian journal of business and economics : EJBE 15 (2022) 29, pp. 51-66
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Analyzing the COVID-19 pandemic volatility spillover influence on the collaboration of foreign and Indian stock markets
Das, Runumi; Debnath, Arabinda - In: Revista finanzas y política económica 14 (2022) 2, pp. 411-452
Persistent link: https://ebtypo.dmz1.zbw/10013383620
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Measurement errors in index trader positions data : is the price pressure hypothesis still invalid?
Bohl, Martin T.; Branger, Nicole; Trede, Mark - In: Applied economic perspectives and policy 44 (2022) 3, pp. 1534-1553
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On the goodness-of-fits of the generalized lambda distribution on high-frequency stock index returns
Owusu Junior, Peterson; Jeyasreedharan, Nagaratnam; … - In: Cogent economics & finance 10 (2022) 1, pp. 1-20
In this paper, we investigate the goodness-of-fit of the flexible four-parameter generalized Lambda Distribution (GLD) for high-frequency 5-min returns sampled from the DJI30 Index. Applying Moment Matching (MM) and Maximum Likelihood Estimation (MLE) techniques, we highlight the significance of...
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Spillovers between Twitter Uncertainty Indexes and sector indexes : evidence from the US
El Khoury, Rim; Alshater, Muneer Maher - In: Borsa Istanbul Review 22 (2022) 5, pp. 961-974
The study examines the spillover between Twitter Uncertainty Indexes (TUI) and 10 US sectors. Our methodology is twofold: a time-varying parameter vector autoregression (TVP-VAR) to explore the dynamic connectedness among sectoral returns and a regression, mainly ordinary least squares (OLS) and...
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The impact of analyst forecast errors on fundamental indexation : the Australian evidence
Casavecchia, Lorenzo; Hambusch, Gerhard; Hitchen, Justin - In: The journal of asset management : a major new, … 23 (2022) 5, pp. 400-418
Persistent link: https://ebtypo.dmz1.zbw/10013392095
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Negative returns on addition to the S&P 500 index and positive returns on deletion? : new evidence on the attractiveness of S&P 500 versus S&P 400 indexes
Vijh, Anand M.; Wang, Jiawei - In: Financial management : FM 51 (2022) 4, pp. 1127-1164
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ASEAN-5 stock price index valuation after COVID-19 outbreak through GBM-MCS and VaR-SDPP methods
Hersugondo; Widyarti, Endang Tri; Maruddani, Di Asih I; … - In: International Journal of Financial Studies : open … 10 (2022) 4, pp. 1-19
In the economic globalization era, mainly since 2010, ASEAN countries' financial and investment sectors have emerged to accelerate economic growth. The driving factor for the financial sector's contribution is the public's growing interest in financial asset investment products, of which the...
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Modelling market indices, commodity market prices and stock prices of energy sector using VAR with variance decomposition model
Meher, Bharat Kumar; Hawaldar, Iqbal Thonse; Kumar, Santosh - In: International Journal of Energy Economics and Policy : IJEEP 12 (2022) 4, pp. 122-130
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Identifying the effect of stock indexing : impetus or impediment to arbitrage and price discovery?
Ahn, Byung Hyun; Patatoukas, Panos N. - In: Journal of financial and quantitative analysis : JFQA 57 (2022) 5, pp. 2022-2062
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Index design : hedging and manipulation
Jarrow, Robert A.; Li, Siguang - In: The Quarterly Journal of Finance : QJF 12 (2022) 2, pp. 1-36
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GARCH-UGH : a bias-reduced approach for dynamic extreme Value-at-Risk estimation in financial time series
Kaibuchi, Hibiki; Kawasaki, Yoshinori; Stupfler, G. - In: Quantitative finance 22 (2022) 7, pp. 1277-1294
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The effects of global risk indicators on the MSCI Emerging Markets Index
Öner, Selma - In: Financial internet quarterly 18 (2022) 3, pp. 1-10
The rising uncertainty in financial markets in the last 40 years has led to the creation of new financial indices that will enable these uncertainties to be defined and measured. For this purpose, the first volatility index created was the VIX Index as an indicator of uncertainty in the stock...
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An OWA analysis of the VSTOXX volatility index
Gambarelli, Luca; Muzzioli, Silvia; De Baets, Bernard - 2022
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On the effectiveness of stock index futures for tail risk protection
Zouari, Hammadi - In: International journal of economics and financial issues … 12 (2022) 3, pp. 38-52
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The effect of energy prices on stock indices in the period of COVID-19 : evidence from Russia, Turkey, Brazil, and India
Akbulaev, Nurkhodzha; Mammadli, Elshan; Bayramli, Gadir - In: International Journal of Energy Economics and Policy : IJEEP 12 (2022) 3, pp. 262-269
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Moderating effects of oil price on the impact of macroeconomic variables on stock market performance
In: Business management review : journal of the University … 25 (2022) 1, pp. 75-89
Persistent link: https://ebtypo.dmz1.zbw/10013349357
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