Narrow search
Showing 1 - 10 of 12,983
Cover Image
Portfolio optimization at damascus securities exchange : a fractal analysis approach
Dooba, Kinda; Mouselli, Sulaiman - In: Cogent economics & finance 11 (2023) 2, pp. 1-16
This paper adopts the fractal analysis approach, specifically a Hurst exponent index in portfolio optimization at the Damascus Securities Exchange (DSE). We construct three portfolios based on the Hurst index from stocks listed on the DSE during the period between 2019 and 2021 and find that...
Persistent link: https://www.econbiz.de/10014500978
Cover Image
Multiscaling and stock market efficiency in China
Thiele, Thomas A. - In: Review of Pacific Basin financial markets and policies 17 (2014) 4, pp. 1-22
Persistent link: https://www.econbiz.de/10010474386
Cover Image
The random walk theory and stock prices : evidence from Johannesburg stock exchange
Chitenderu, Tafadzwa T.; Maredza, Andrew; Sibanda, Kin - In: International business and economics research journal 13 (2014) 6, pp. 1241-1249
Persistent link: https://www.econbiz.de/10011279840
Cover Image
Prévisibilté des rentabilités boursières : cas de la BRVM
N'dri, Konan Léon - In: African review of money finance and banking (2007), pp. 39-54
Persistent link: https://www.econbiz.de/10003799715
Cover Image
Analysis of market efficiency and fractal feature of NASDAQ stock exchange : time series modeling and forecasting of stock index using ARMA-GARCH model
Arashi, Mohammad; Rounaghi, Mohammad Mahdi - In: Future Business Journal 8 (2022), pp. 1-12
The multi-fractal analysis has been applied to investigate various stylized facts of the financial market including market efficiency, financial crisis, risk evaluation and crash prediction. This paper examines the daily return series of stock index of NASDAQ stock exchange. Also, in this study,...
Persistent link: https://www.econbiz.de/10013273743
Cover Image
Testing of consistent trends in stock performance in the Nairobi securities exchange
Ndegwa, James N.; Kiweu, Josephat Mboya - In: DBA Africa management review 5 (2015) 2, pp. 212-221
Persistent link: https://www.econbiz.de/10012250738
Cover Image
Fractional integration in daily stock market indices at Jordan's Amman stock exchange
Al-Shboul, Mohammad; Anwar, Sajid - In: The North American journal of economics and finance : a … 37 (2016), pp. 16-37
Persistent link: https://www.econbiz.de/10011672875
Cover Image
How does electronic trading affect efficiency of stock market and conditional volatility? : evidence from Toronto Stock Exchange
Dutta, Shantanu; Essaddam, Naceur; Kumar, Vinod; Saadi, … - In: Research in international business and finance 39 (2017), pp. 867-877
Persistent link: https://www.econbiz.de/10011912398
Cover Image
S&P BSE Sensex and S&P BSE IT return forecasting using ARIMA
Challa, Madhavi Latha; Malepati, Venkataramanaiah; … - In: Financial innovation : FIN 6 (2020) 47, pp. 1-19
This study forecasts the return and volatility dynamics of S&P BSE Sensex and S&P BSE IT indices of the Bombay Stock Exchange. To achieve the objectives, the study uses descriptive statistics; tests including variance ratio, Augmented Dickey-Fuller, Phillips-Perron, and Kwiatkowski Phillips...
Persistent link: https://www.econbiz.de/10012317602
Cover Image
Return predictability and efficiency in Bombay stock exchange
Bhattacharya, Mousumi; Bhattacharya, Sharad Nath - In: The empirical economics letters : a monthly … 16 (2017) 5, pp. 387-399
Persistent link: https://www.econbiz.de/10011802078