Showing 1 - 10 of 2,906
Employing asset-pricing models over the period 2012 to 2017, this study examines whether a search attention index (SAI …
Persistent link: https://www.econbiz.de/10013183936
Persistent link: https://www.econbiz.de/10000982245
Persistent link: https://www.econbiz.de/10012041992
Persistent link: https://www.econbiz.de/10012162437
the cap-weighted index in an illiquid and undeveloped market is much more challenging the aim of this paper is to assess … (“ex post”) for 5 revisions for each index. The distance from the efficient frontier was calculated revealing weaker … efficiency but also greater diversification opportunities in the case of the broader CROBEX index. However, lower efficiency …
Persistent link: https://www.econbiz.de/10011781494
S&P 500 index and the detection of End-of-Bubble signals with their corresponding confidence levels. We use monthly S …
Persistent link: https://www.econbiz.de/10011514490
in terms of the sentiment index and the purchasing managers' index. For this research, we focused on the countries of the … - November 2017. The results showed immediate reactions with a higher intensity in March 2015 for the SentiMent index and for …
Persistent link: https://www.econbiz.de/10011964937
Equity Index Leading Indicator for Near-term Gains (CEILING), an indicator that delivers daily global market positioning for …
Persistent link: https://www.econbiz.de/10012864734
Persistent link: https://www.econbiz.de/10012253693
indicators and the stock market. With Large-cap Stock Price Index as dependent variable and the leading and lagging indicators as … significant and positive correlation between the leading indicator of the Index of Export Orders and the closing price of TSEC …
Persistent link: https://www.econbiz.de/10012421825