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Volatility in Asian stock markets and global financial crisis
Singhania, Monica; Anchalia, Jugal - In: Journal of Advances in Management Research 10 (2013) 3, pp. 333-351
affected critically. An attempt is made to study the volatility of stock returns in this paper. The authors studied the impact … of global crisis on volatility of stock returns; that can help in better policy selection and implementation in the … understanding of Asian Markets. Design/methodology/approach – Impact on volatility of stock market returns of Hong Kong, Japan …
Persistent link: https://www.econbiz.de/10014839940
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Financial applications of ARMA models with GARCH errors
Ghahramani, M.; Thavaneswaran, A. - In: The Journal of Risk Finance 7 (2006) 5, pp. 525-543
principal method used for the research. The results were also illustrated using examples and simulation studies. Volatility … statistical properties of volatility modeling.  …
Persistent link: https://www.econbiz.de/10014901409
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Blood, Sweat, and Tears: The Rise and Decline of the East German Economy, 1949–1988 / Blut, Schweiß, Tränen: Aufstieg und Niedergang der ostdeutschen Wirtschaft, 1949–1988
Blum, Ulrich; Dudley, Leonard - In: Jahrbücher für Nationalökonomie und Statistik 220 (2000) 4, pp. 438-452
Summary The rise of the East-German economy in the 1950s and 1960s and its decline in the 1970s and 1980s is difficult to explain by neoclassical economics. However; the observed life cycle may be explained by the inclusion of concepts from old and new institutional economics and from functional...
Persistent link: https://www.econbiz.de/10014608780
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A Prescriptive Stock Market Investment Strategy for the Restaurant Industry using an Artificial Neural Network Methodology
Weckman, Gary R.; Dravenstott, Ronald W.; Young II, … - In: International Journal of Business Analytics (IJBAN) 3 (2016) 1, pp. 1-21
Stock price forecasting is a classic problem facing analysts. Forecasting models have been developed for predicting individual stocks and stock indices around the world and in numerous industries. According to a literature review, these models have yet to be applied to the restaurant industry....
Persistent link: https://www.econbiz.de/10012043160
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A Study on Factors Influencing the Initial Public Offerings (IPO) in the Bombay Stock Exchange (BSE), India: During 2007-2013
Dokku, Srinivasa Rao; Lakshmi, P. Adi; Jampala, Rajesh C. - In: International Journal of Corporate Finance and … 3 (2016) 1, pp. 22-35
This study has examined the IPO performance in India from 2007 to 2013. Results show that under-pricing exists in the first day of trading during the particular period, but results show that the degree of under-pricing is dramatically decreased in comparison with what is shown in previous...
Persistent link: https://www.econbiz.de/10012043615
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Construction and Application of Sentiment Lexicons in Finance
Seki, Kazuhiro; Shibamoto, Masahiko - In: International Journal of Multimedia Data Engineering … 9 (2018) 1, pp. 22-35
This article proposes an approach to constructing sentiment lexicons in the financial domain. The approach takes advantages of news bulletins and a given financial variable, such as stock prices, to generate candidates of sentiment expressions by fusing the two data sources. The candidates are...
Persistent link: https://www.econbiz.de/10012046534
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Predicting Stock Market Price Using Neural Network Model
Tripathy, Naliniprava - In: International Journal of Strategic Decision Sciences (IJSDS) 9 (2018) 3, pp. 84-94
The present article predicts the movement of daily Indian stock market (S&P CNX Nifty) price by using Feedforward Neural Network Model over a period of eight years from January 1st 2008 to April 8th 2016. The prediction accuracy of the model is accessed by normalized mean square error (NMSE) and...
Persistent link: https://www.econbiz.de/10012047543
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Social Media-Based Forecasting: A Case Study of Tweets and Stock Prices in the Financial Services Industry
He, Wu; Guo, Lin; Shen, Jiancheng; Akula, Vasudeva - In: Journal of Organizational and End User Computing (JOEUC) 28 (2016) 2, pp. 74-91
Social media-based forecasting has received significant attention from academia and industries in recent years. With a focus on Twitter, this paper investigates whether sentiments of the tweets regarding the 7 largest US financial service companies (in U.S. dollars) are related to the stock...
Persistent link: https://www.econbiz.de/10012049204
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The Role of Stock Markets in Current Account Dynamics: a Time Series Approach
Mercereau, Benoit - In: Topics in Macroeconomics 3 (2003) 1
This paper develops a simple model to study the impact of stock markets on the current account. The model allows for an arbitrary number of risky assets, which form an incomplete market, as well as a risk-free bond. A closed-form solution for the current account is derived from the optimal...
Persistent link: https://www.econbiz.de/10014588346
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Can Noise Traders Cause Persistent Deviations from Fundamental Values on the Stock Market? / Können Noise Trader langfristige Abweichungen der Aktienkurse von ihren Fundamentalwert...
Binswanger, Mathias - In: Jahrbücher für Nationalökonomie und Statistik 219 (1999) 5-6, pp. 556-574
dividend shocks, which results in waves of optimism or pessimism that create high price volatility. The model shows that …
Persistent link: https://www.econbiz.de/10014608729