Search Results - subject:"SP 500"

Application of financial market approaches related to uncertainty into the area of Corporate Finance

Leinweber, Václav - In: Ekonomika a managment 2012 (2012) 2, pp. 24-36

Charts, based on CFD-SP500.I figures. Using indicators MACDH and RSI enabled evaluation of prospective occurance of …

Persistent link: https://www.econbiz.de/10011195025

Implied volatility and skewness surface

Feunou, Bruno; Fontaine, Jean-Sébastien; Tédongap, Roméo - In: Review of derivatives research 20 (2017) 2, pp. 167-202

Persistent link: https://www.econbiz.de/10011935979

Transparency among S&P 500 companies : an analysis of ESG disclosure scores

Tamimi, Nabil; Sebastianelli, Rose - In: Management decision : MD 55 (2017) 8, pp. 1660-1680

Persistent link: https://www.econbiz.de/10011759260

Extended stock returns in response to S & P 500 index changes

Patel, Nimesh; Welch, Ivo - In: Review of asset pricing studies 7 (2017) 2, pp. 172-208

Persistent link: https://www.econbiz.de/10011779073

Transparency among S&P 500 companies: an analysis of ESG disclosure scores

Tamimi, Nabil; Sebastianelli, Rose - In: Management Decision 55 (2017) 8, pp. 1660-1680

Purpose The purpose of this paper is to explore the state of S&P 500 companies’ transparency by analyzing their Bloomberg ESG (Environmental-Social-Governance) disclosure scores. Additionally, the effects of industry sector, firm size, and governance practices on transparency are examined....

Persistent link: https://www.econbiz.de/10014935069

Forecasting the Global Financial Crisis in the Years 2009-2010: Ex-post Analysis

Fantazzini, Dean - In: Economics Bulletin 31 (2011) 4, pp. 3259-3267

The ex-ante forecast of the SP500 index discussed in Fantazzini (2010a), covering the time sample 14/04/2009 - 09 … the SP500 index trailed the forecasted values quite well, moving inside the forecast confidence bands for over a year …, the SP500 started to diverge upwards, and after the speech by the FED Chairman at Jackson Hole (Wyo., USA) on the 27 …

Persistent link: https://www.econbiz.de/10011278827

Option pricing for GARCH-type models with generalized hyperbolic innovations

Chorro, Christophe; Guegan, Dominique; Ielpo, Florian - HAL - 2010

written on the French CAC 40 and the American SP 500. Then, using our theoretical result associated with Monte Carlo …

Persistent link: https://www.econbiz.de/10010549117

Chorro, Christophe; Guegan, Dominique; Ielpo, Florian - HAL - 2010

recursive method may be the most relevant approach for estimation purposes. We then turn to a sample of SP500 returns. We …

Persistent link: https://www.econbiz.de/10010603661

Option pricing for GARCH-type models with generalized hyperbolic innovations.

Chorro, Christophe; Guegan, Dominique; Ielpo, Florian - Centre d'Économie de la Sorbonne, Université Paris 1 … - 2010

written on the French CAC 40 and the American SP 500. Then, using our theoretical result associated with Monte Carlo …

Persistent link: https://www.econbiz.de/10008622008

Chorro, Christophe; Guegan, Dominique; Ielpo, Florian - Centre d'Économie de la Sorbonne, Université Paris 1 … - 2010

recursive method may be the most relevant approach for estimation purposes. We then turn to a sample of SP500 returns. We …

Persistent link: https://www.econbiz.de/10008679898