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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

Mixture of MLP-experts for trend forecasting of time series : a case study of the Tehran stock exchange

Ebrahimpour, Reza; Nikoo, Hossein; Masoudnia, Saeed; … - In: International journal of forecasting 27 (2011) 3, pp. 804-816

Persistent link: https://www.econbiz.de/10009248128

A study to examine time-varying effectiveness of stock returns on Tehran stock exchange

SiamiNamini, Rahele; RahnamaRoudposhti, Fereydoun; … - In: International journal of financial research 4 (2013) 2, pp. 154-161

Persistent link: https://www.econbiz.de/10010205102

How government bond prices reflect wartime events : the case of the Stockholm market

Waldenström, Daniel; Frey, Bruno S. - 2002

Persistent link: https://www.econbiz.de/10001687787

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

An examination of higher moments of Latin American equity returns distributions

Grieb, Terrance - In: Journal of emerging markets 12 (2007) 1, pp. 44-54

Persistent link: https://www.econbiz.de/10003455734

Simultaneity and asymmetry of returns and volatilities in the emerging Baltic state stock exchanges

Brännäs, Kurt; Gooijer, Jan G. de; Lönnbark, Carl; … - 2007

Persistent link: https://www.econbiz.de/10003572087

Long run and cyclical dynamics in the US stock market

Caporale, Guglielmo Maria (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003499554

Uncovering the effect of news signals on daily stock market performance : an econometric analysis

Raza, Shahid; Sun, Baiqing; Kay-Khine, Pwint; Kemal, … - In: International Journal of Financial Studies : open … 11 (2023) 3, pp. 1-25

The stock markets in developing countries are highly responsive to breaking news and events. Our research explores the impact of economic conditions, financial policies, and politics on the KSE-100 index through daily market news signals. Utilizing simple OLS regression and ARCH/GARCH regression...

Persistent link: https://www.econbiz.de/10014419406

Stock Market Stationarity

Pal, Mukul - 2017

Stationarity tests are used to detect mean reversion in a certain dataset. Mean Reversion processes suggest a non-random behavior in a time series (Lo and MacKinley, 1988). Previous research has focused on studying mean reversion at stock price level (Debondt and Thaler, 1985; Lindemann et al.,...

Persistent link: https://www.econbiz.de/10012971733