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A study of inter-linkages between stock market of India and Russia

Singh, Amit Kumar; Shrivastav, Rohit Kumar - In: Journal of commerce & business studies 4 (2017) 1, pp. 43-51

Persistent link: https://www.econbiz.de/10012654696

COVID-19 and the stock markets : a glance at the initial effects of the pandemic

Sorić, Petar - In: Ekonomický časopis : časopis pre ekonomickú … 69 (2021) 5, pp. 472-493

Persistent link: https://www.econbiz.de/10012622220

Testing the Overreaction Hypothesis on the Bist30 Index and Dow Jones : the case of the 2008 financial crisis

Özen, Ercan; Tetik, Metin - In: Contemporary issues in business economics and finance, (pp. 217-234). 2020

Persistent link: https://www.econbiz.de/10012630001

Volatility and asymmetric analysis of Indian indices during Covid-19 pandemic period

Banu, S. Shameem; Shibu, N. S. - In: Theoretical and applied economics : GAER review 29 (2022) 1/630, pp. 215-222

Persistent link: https://www.econbiz.de/10013259168

Fifty-year history of the Ibovespa

Castro, F. Henrique; Eid Junior, William; Santana, … - In: Revista Brasileira de Finanças : RBFin 17 (2019) 3, pp. 47-65

Persistent link: https://www.econbiz.de/10012221267

Neural nets for stock indices : investigating effect of change in hyperparameters

Agarwal, Sonali; Khan, Jwaad Akhtar - In: Theoretical economics letters 9 (2019) 3, pp. 511-529

Persistent link: https://www.econbiz.de/10012395484

Expiration day effects of stock and index futures on the Warsaw Stock Exchange

Suliga, Milena; Wójtowicz, Tomasz - In: Bank i kredyt 50 (2019) 1, pp. 45-82

Persistent link: https://www.econbiz.de/10012502760

Tourism stocks in times of crisis : an econometric investigation of unexpected nonmacroeconomic factors

Zopiatis, Anastasios; Savva, Christos S.; Lambertides, … - In: Journal of travel research : a quarterly publication of … 58 (2019) 3, pp. 459-479

Persistent link: https://www.econbiz.de/10011983320

Predicting movement of stock of "Y" using Sutte Indicator

Ahmar, Ansari Saleh; Rahman, Abdul; Arifin, Andi Nurani … - In: Cogent economics & finance 5 (2017) 1, pp. 1-7

The aim of this study is to apply technical analysis Sutte Indicator at stock market that will assist in the decision-making process in investment to buy or sell stocks. This study took data from Stock of “Y” which listed in the NasdaqGS from the period 18 May 2012 to 30 August 2016. The...

Persistent link: https://www.econbiz.de/10011882533

A closer look at the Halloween effect : the case of the Dow Jones industrial average

Arendas, Peter; Malacka, Viera; Schwarzova, Maria - In: International Journal of Financial Studies : open … 6 (2018) 2, pp. 1-12

The Halloween effect is one of the most famous calendar anomalies. It is based on the observation that stock returns tend to perform much better over the winter half of the year (November-April) than over the summer half of the year (May-October). The vast majority of studies that investigated...

Persistent link: https://www.econbiz.de/10011883274