Similar Search Results

Correlation based clustering of the Amman stock exchange

Abdoh, Hussein A. - In: International journal of economics and financial issues … 7 (2017) 2, pp. 259-265

Persistent link: https://www.econbiz.de/10011786586

Banking stock price movement and macroeconomic indicators : k-means clustering approach

Zuhroh, Idah; Rofik, Mochamad; Abdelghani Echchabi - In: Cogent business & management 8 (2021) 1, pp. 1-10

This study investigates the price movement characteristics of banking issuers listed on the Indonesia Stock Exchange with macroeconomic indicators as an exogenous variable. By using the k-means clustering based on the monthly rate of return, banks are classified into three clusters, lower,...

Persistent link: https://www.econbiz.de/10012627880

Equity clusters through the lens of realized semicorrelations

Bollerslev, Tim; Patton, Andrew J.; Zhang, Haozhe - In: Economics letters 211 (2022), pp. 1-5

Persistent link: https://www.econbiz.de/10013172536

Warnings about future jumps : properties of the exponential Hawkes model

Foschi, Rachele; Lilla, Francesca; Mancini, Cecilia - 2020

Persistent link: https://www.econbiz.de/10012306820

Clustering of extremes in financial returns : a study of developed and emerging markets

Alokley, Sara Ali; Albarrak, Mansour Saleh - In: Journal of risk and financial management : JRFM 13 (2020) 7/141, pp. 1-11

emerging markets, we use indices from China, Brazil, India, Malaysia, Russia, Saudi Arabia, and Portugal. The results show that …

Persistent link: https://www.econbiz.de/10012309278

Analysis of dynamic correlation of Japanese stock returns with network clustering

Isogai, Takashi - In: Asia-Pacific financial markets 24 (2017) 3, pp. 193-220

Persistent link: https://www.econbiz.de/10011797666

A new method for dynamic stock clustering based on spectral analysis

Li, Zhaoyuan; Tian, Maozai - In: Computational economics 50 (2017) 3, pp. 373-392

Persistent link: https://www.econbiz.de/10011783319

Data vs. information : using clustering techniques to enhance stock returns forecasting

Vásquez Sáenz, Javier; Quiroga, Facundo Manuel; … - In: International review of financial analysis 88 (2023), pp. 1-10

Persistent link: https://www.econbiz.de/10014462210

The impact on performance of IPO allocation reform : an event study of Shanghai stock exchange A-shares

Jiang, Fei; Leger, Lawrence A. - In: Journal of financial economic policy 2 (2010) 3, pp. 251-272

Persistent link: https://www.econbiz.de/10008670033

No news is not good news: evidence from the intra-day return volatility-volume relationship in Shanghai stock exchange

Krishnamurti, Chandrasekhar; Tian, Gary Gang; Xu, Min; … - In: Journal of the Asia Pacific economy 18 (2013) 1, pp. 149-167

Persistent link: https://www.econbiz.de/10009713176

1
2
3
4
5
6
7
8
9
10
Next
Last