Narrow search
Showing 1 - 10 of 8,288
Cover Image
Drivers of S&P 500's profitability : implications for investment strategy and risk management
Nagy, Marek; Valaskova, Katarina; Kovalova, Erika; … - In: Economies : open access journal 12 (2024) 4, pp. 1-24
The financial markets, shaped by dynamic forces, including macroeconomic trends and technological advancements, are influenced by a multitude of factors impacting the S&P 500 stock index, a pivotal indicator in the US equity markets. This paper highlights the significance of understanding the...
Persistent link: https://www.econbiz.de/10014635954
Cover Image
Intraday volatility patterns in the Taiwan stock market and the impact on volatility forecasting
Wang, Yaw-huei; Wang, Yun-Yi - In: Asia-Pacific journal of financial studies 39 (2010) 1, pp. 70-89
Persistent link: https://www.econbiz.de/10009315274
Cover Image
Non-linear predictability of stock market returns : comparative evidence from Japan and the US
Humpe, Andreas; Macmillan, Peter - In: Investment management and financial innovations 11 (2014) 4, pp. 36-48
Persistent link: https://www.econbiz.de/10010514142
Cover Image
The granularity of the stock market : forecasting aggregate returns using firm-level data
Schiaffi, Stefano - In: Rivista di politica economica 102 (2013) 10/12, pp. 141-169
Persistent link: https://www.econbiz.de/10010245548
Cover Image
Stock market volatility: Identifying major drivers and the nature of their impact
Mittnik, Stefan; Robinzonov, Nikolay; Spindler, Martin - In: Journal of banking & finance 58 (2015), pp. 1-14
Persistent link: https://www.econbiz.de/10011543844
Cover Image
Stock return predictability and market integration : the role of global and local information
McMillan, David G. - In: Cogent economics & finance 4 (2016) 1, pp. 1-18
is related to dividend growth. A single dominant realised returns factor is also noted. A forecasting exercise comparing …
Persistent link: https://www.econbiz.de/10011487829
Cover Image
Forecasting Nigerian stock market returns using ARIMA and artificial neural network models
Isenahd, Godknows M.; Olubusoye, Olusanya E. - In: CBN journal of applied statistics 5 (2014) 2, pp. 25-48
The study reports empirical evidence that artificial neural network based models are applicable to forecasting of stock … the artificial neural network based models outperformed the ARIMA based model in forecasting future developments of the … can be used as predictors for forecasting future values of the stock market returns given that the returns has memory of …
Persistent link: https://www.econbiz.de/10011488820
Cover Image
Time-varying industry beta in Indian stock market and forecasting errors
Das, Sudipta; Barai, Parama - In: International journal of emerging markets 10 (2015) 3, pp. 521-534
Persistent link: https://www.econbiz.de/10011489295
Cover Image
Testing volatility in Nigeria stock market using GARCH models
Atoi, Ngozi V. - In: CBN journal of applied statistics 5 (2014) 2, pp. 65-93
forecasting volatility model with the most appropriate error distribution. The results suggest the presence of leverage effect … forecasting model that could guarantee a sound policy decisions. …
Persistent link: https://www.econbiz.de/10011489480
Cover Image
Economic gains of realized volatility in the Brazilian stock market
Santos, Francisco; Garcia, Márcio Gomes Pinto; … - 2014
This paper evaluates the economic gains associated with following a volatility timing strategy based on a multivariate model of realized volatility. To study this issue we build a high frequency database with the most actively traded Brazilian stocks. Comparing with traditional volatility...
Persistent link: https://www.econbiz.de/10010402112