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Analysing stock market data : market sentiment approach and its measures
Moseki, K. K.; Rao, K. S. Madhava - In: Cogent economics & finance 5 (2017) 1, pp. 1-15
This paper states that market sentiments are central to any financial data analysis. A vivid distinction is made between studying financial data in terms of the concept of volatility and in rapport to analysing financial data in terms of market sentiments. The former is an existing approach that...
Persistent link: https://www.econbiz.de/10011884554
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Buying high return low volatility technology stocks
Agarwal, Nipun - In: Economics, management and financial markets 9 (2014) 3, pp. 73-85
Persistent link: https://www.econbiz.de/10011544190
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Equity market linkage and multinational trade accords: The case of NAFTA
Darrat, A. F.; Zhong, M. S. - 2005
decompositions of unexpected stock returns. The evidence proves robust and consistently indicates intensified equity market linkage …
Persistent link: https://www.econbiz.de/10009447946
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On the volatility of daily stock returns of Total Nigeria Plc: Evidence from GARCH models, value-at-risk and backtesting
Emenogu, Ngozi G.; Adenomon, Monday Osagie; Nweze, … - In: Financial Innovation 6 (2020) 1, pp. 1-25
This study investigates the volatility in daily stock returns for Total Nigeria Plc using nine variants of GARCH models … backtesting. We use daily data for Total Nigeria Plc returns for the period January 2, 2001 to May 8, 2017, and conclude that … to converge; the mean reverting number of days for returns differed from model to model. From the analysis of VaR and its …
Persistent link: https://www.econbiz.de/10012602854
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Stock returns and volatility dynamics in China : does the control of state-owned enterprises (SOEs) matter?
McMillan, David G.; Evans, Pornsawan - In: China finance review international 5 (2015) 2, pp. 103-131
Persistent link: https://www.econbiz.de/10011391707
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The dynamic of returns and volatility of Malaysian listed property companies in Asian property market
Razali, Muhammad Najib - In: International journal of strategic property management 19 (2015) 1, pp. 66-83
Persistent link: https://www.econbiz.de/10011302860
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The Stock Exchange of Suriname : returns, volatility, correlations, and weak-form efficiency
Bodeutsch, Denice; Franses, Philip Hans - In: Emerging markets finance & trade : a journal of the … 51 (2015) 1, pp. 130-139
Persistent link: https://www.econbiz.de/10011344353
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Does cash flow predict returns?
Narayan, Paresh Kumar; Westerlund, Joakim - In: International review of financial analysis 35 (2014), pp. 230-236
Persistent link: https://www.econbiz.de/10010530231
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Extreme return correlation and volatility : a two-threshold approach
Sankaran, Harikumar; Nguyen, Anh; Harikumar, Jayashree - In: American journal of business : applying research to … 27 (2012) 2, pp. 154-173
Persistent link: https://www.econbiz.de/10009711426
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Returns on investments and volatility rate in the Nigerian banking industry
Lawala, A. I.; Oloye, M. I.; Otekunrin, A. O.; Ajayi, S. A. - 2013
pricing models postulate a positive relationship between a stock portfolio’s expected returns and risk, which is often … relationship between mean returns on the Nigeria commercial banks portfolio investments and its conditional variance or standard …
Persistent link: https://www.econbiz.de/10009763115