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An Assessment of Correlation between Twitter Sentiments Indicators and Stock Market Indicators, with Reference to BSE and NSE in India

Sakthivel, Santhoshkumar; Selvam, Murugesan; … - 2021

reference to BSE and NSE in India. This study used secondary daily time series data, for a period of two years, from 01 ….01.2018 to 31.12.2019. Statistical tools, such as Descriptive Statistics and Correlation Matrix, were employed to perform the … analysis. It was found from the correlation analysis that there was a relationship between Twitter sentiments indicators and …

Persistent link: https://www.econbiz.de/10013213769

Is the stock market a leading indicator of economic activity in nigeria?

Ikoku, Alvan E. - In: CBN journal of applied statistics 1 (2010) 1, pp. 17-38

In an effort to address the lacuna in leading indicator studies of African economies and Nigeria in particular, this paper examines the causal relationships among stock market prices, real GDP and the index of industrial production in Nigeria, using quarterly data from 1984Q1 to 2008Q4. Granger...

Persistent link: https://www.econbiz.de/10011477855

Dependency relations among international stock market indices

Sandoval Junior, Leonidas; Mullokandov, Asher; Kenett, … - In: Journal of risk and financial management : JRFM 8 (2015) 2, pp. 227-265

We develop networks of international stock market indices using information and correlation based measures. We use 83 … stock market indices of a diversity of countries, as well as their single day lagged values, to probe the correlation and … one day coincides to same day correlation between them. …

Persistent link: https://www.econbiz.de/10011545240

Should Stock Market Indexes Time Varying Correlations Be Taken Into Account? A Conditional Variance Multivariate Approach

Lemand, Ryan - 2022

The episodes of stock market crises in Europe and the U.S.A. since the year 2000, and the fragility of the international stock markets, have sparked the interest of researchers in understanding and in modeling the markets’ rising volatilities in order to prevent against crises. Portfolio...

Persistent link: https://www.econbiz.de/10014236561

Which Chinese Markets to Diversify Into

Chan, Leo H. - 2015

This paper investigates the correlation and feedback relationships between the Hong Kong Hang Seng Index (HSI), the …

Persistent link: https://www.econbiz.de/10013016750

Has COVID-19 changed the correlation between cryptocurrencies and stock markets?

Abdelkafi, Ines; Romdhane, Youssra Ben; Loukil, Sahar - In: European journal of government and economics : EJGE 12 (2023) 2, pp. 139-156

. This study uses VAR-OLS techniques to investigate the time-varying correlation between Bitcoin and three major European … are dependent during crisis periods, but not during non-crisis periods. This confirms the time-varying correlation between …

Persistent link: https://www.econbiz.de/10014445351

The Short-Term Impact of COVID-19 on Global Stock Market Indices

Singh, Gurmeet; Shaik, Muneer - 2021

The COVID-19 pandemic, declared on March 11, 2020 by the World Health Organisation (WHO), has had a severe economic and financial impact on every economy around the world. This paper aims to analyze the short-term impact of COVID-19 on global financial stock market indices. We study the impact...

Persistent link: https://www.econbiz.de/10013227586

Hedging Dow Jones Islamic and conventional emerging market indices with CDS, oil, gold and the VSTOXX : a comparison between DCC, ADCC and GO-GARCH models

Hachicha, Nejib; Ghorbel, Ahmed; Feki, Mohamed Chiheb; … - In: Borsa Istanbul Review 22 (2022) 2, pp. 209-225

Our goal in this paper is to examine the time-varying optimal hedging ratios for the Dow Jones Islamic and conventional emerging stock market indices, hedged with oil, gold, and the VSTOXX as well as four emerging-country sectoral CDS indices (raw materials, industry, health care, and...

Persistent link: https://www.econbiz.de/10013183878

Investigating the interaction between the world's ten largest stock market indices and their influence on the global economy in the period 2018-2022

Grouskos, Nikolaos; Papadopoulos, Symeon - In: International journal of financial engineering and risk … 3 (2024) 4, pp. 348-378

Persistent link: https://www.econbiz.de/10015418910

Out-Performance of a Top 50 Equal Weighted Index over Nifty Market Index : Study of Indian Stock Market Indices

Pani, Bijon - 2012

This report looks at the performance of a portfolio of Top 50 Indian stocks by market capitalisation with equal weights against the performance of the Nifty Index which are the Top 50 Indian stocks weighted by their market capitalisation. The equal weight portfolio shows substantial out...

Persistent link: https://www.econbiz.de/10013108405