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International diversification : investment in country funds as a substitute for direct investment in foreign stocks

Kim, Chan-wung - 1994

Persistent link: https://www.econbiz.de/10001340269

An entropy based analysis of the relationship between the DOW JONES Index and the TRNA Sentiment series

Allen, David E.; McAleer, Michael; Singh, Abhay Kumar - 2016

Persistent link: https://www.econbiz.de/10011477211

An entropy-based analysis of the relationship between the DOW JONES Index and the TRNA Sentiment series

Allen, David E.; McAleer, Michael; Singh, Abhay Kumar - In: Applied economics 49 (2017) 7, pp. 677-692

Persistent link: https://www.econbiz.de/10011810876

Tail dependence analysis of stock markets using extreme value theory

Singh, Abhay Kumar; Allen, David E.; Powell, Robert - In: Applied economics 49 (2017) 45, pp. 4588-4599

Persistent link: https://www.econbiz.de/10011844236

Machine news and volatility : the Dow Jones Industrial Average and the TRNA sentiment series

Allen, David E.; McAleer, Michael; Singh, Abhay Kumar - 2014

This paper features an analysis of the relationship between the volatility of the Dow Jones Industrial Average (DJIA) Index and a sentiment news series using daily data obtained from the Thomson Reuters News Analytics (TRNA) provided by SIRCA (The Securities Industry Research Centre of the Asia...

Persistent link: https://www.econbiz.de/10010234615

Machine news and volatility : the Dow Jones industrial average and the TRNA sentiment series

Allen, David E.; McAleer, Michael; Singh, Abhay Kumar - 2014

Persistent link: https://www.econbiz.de/10010242810