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Forecasting Nigerian stock market returns using ARIMA and artificial neural network models
Isenahd, Godknows M.; Olubusoye, Olusanya E. - In: CBN Journal of Applied Statistics 05 (2014) 2, pp. 25-48
study. These networks are TECH (4-3-1) and TECH (3-3-1) whose out-of-sample forecast performance was compared with a …
Persistent link: https://www.econbiz.de/10011518784
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What drives performance while being far away from home? An examination of leader-member exchange (LMX) ambivalence, job embeddedness, trust, and perceived organisation support of T...
Setthakorn, Kevalin Puangyoykeaw - In: Cogent Business & Management 10 (2023) 3, pp. 1-17
This study investigates the determinants of performance among Thai seafarers working away from their homes using … embeddedness, trust, and perceived organisational support (POS) on seafarers' performance. Using a survey questionnaire, data were … collected from 175 Thai seafarers. Results suggest that LMX ambivalence is a better predictor of performance than traditional …
Persistent link: https://www.econbiz.de/10014527834
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Equity premium prediction: Are economic and technical indicators unstable?
Baetje, Fabian; Menkhoff, Lukas - 2016
We show that technical indicators deliver stable economic value in predicting the U.S. equity premium over the out-of-sample period from 1966 to 2014. Results tentatively improve over time and beat alternatives over a large continuum of sub-periods. By contrast, economic indicators work well...
Persistent link: https://www.econbiz.de/10011438994
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A machine learning integrated portfolio rebalance framework with risk-aversion adjustment
Jiang, Zhenlong; Ji, Ran; Chang, Kuo-Chu - In: Journal of Risk and Financial Management 13 (2020) 7, pp. 1-20
tests with real financial data to evaluate the performance of the machine learning integrated portfolio rebalance framework …
Persistent link: https://www.econbiz.de/10012611384
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Equity premium prediction: Are economic and technical indicators instable?
Baetje, Fabian; Menkhoff, Lukas - 2015
We show that technical indicators deliver economic value in predicting the U.S. equity premium. A crucial element of this value stems from the stability of return predictability over the full sample period from 1950 to 2013. Results tentatively improve over time and beat alternatives over...
Persistent link: https://www.econbiz.de/10010471510
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Integration of the European market for e-finance: evidence from online brokerage
Schüler, Martin - 2002
The internet revolution is said to foster integration of the market for financial services, since consumers are able to shop around at all companies worldwide and firms can easily offer their services on the internet at a minimum of distribution cost. However, the European market for online...
Persistent link: https://www.econbiz.de/10010298097
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A process model on P2P lending
Wang, Huaiqing; Chen, Kun; Zhu, Wei; Song, Zhenxia - In: Financial Innovation 1 (2015) 3, pp. 1-8
Background: Online peer-to-peer lending (P2P lending) is booming as the popularity of e-finance. To develop a conceptual model for the P2P lending process is great valuable for managers to tack the issues of marketing, management and operation. Methods: In this paper, we focus on the P2P lending...
Persistent link: https://www.econbiz.de/10011808190
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E-finance in the Philippines: Status and prospects for digital financial inclusion
Llanto, Gilberto M.; Rosellon, Maureen Ane D.; Ortiz, … - 2018
Digital technology applied to banking and financial transactions or e-finance in general has made financial services more widely available and affordable to consumers. And with appropriate and affordable technologies and applications, the financially excluded and the unserved can participate in...
Persistent link: https://www.econbiz.de/10012145907
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Political Orientation of Government and Stock Market Returns
Bialkowski, Jedrzej; Gottschalk, Katrin; Wisniewski, … - 2006
Prior research documented that U.S. stock prices tend to grow faster during Democratic administrations than during Republican administrations. This letter examines whether stock returns in other countries also depend on the political orientation of the incumbents. An analysis of 24 stock markets...
Persistent link: https://www.econbiz.de/10010296360
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Modeling and predicting market risk with Laplace-Gaussian mixture distributions
Haas, Markus; Mittnik, Stefan; Paolella, Marc S. - 2005
While much of classical statistical analysis is based on Gaussian distributional assumptions, statistical modeling with the Laplace distribution has gained importance in many applied fields. This phenomenon is rooted in the fact that, like the Gaussian, the Laplace distribution has many...
Persistent link: https://www.econbiz.de/10010298301