Similar Search Results

Tail comovements of implied volatility indices and global index futures returns predictability

Lee, Hsiu-chuan; Lee, Yun-Huan; Nguyen, Cuong - In: Pacific-Basin finance journal 80 (2023), pp. 1-21

Persistent link: https://www.econbiz.de/10014463335

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

Predicting stock return and volatility with machine learning and econometric models : a comparative case study of the Baltic stock market

Nõu, Anders; Lapitskaya, Darya; Eratalay, M. Hakan; … - In: International journal of computational economics and … 13 (2023) 4, pp. 446-489

Persistent link: https://www.econbiz.de/10014439728

An empirical study on expiration day effects in stock index futures in Indian stock market

Debasish, Sathya Swaroop; Puri, Tribhuvan N. - In: The international journal of finance 22 (2010) 3, pp. 6544-6560

Persistent link: https://www.econbiz.de/10009378845

International linkages of emerging market index futures, under the closure of underlying spot market : evidence from Indian Nifty futures

Sundararajan, Sivakumar; Balasubramanian, Senthil Arasu - In: Managerial finance 49 (2023) 3, pp. 577-593

Persistent link: https://www.econbiz.de/10014227233

On the relationship between implied volatility index and equity index returns

Shaikh, Imlak; Padhi, Puja - In: Journal of economic studies 43 (2016) 1, pp. 27-47

Persistent link: https://www.econbiz.de/10011687386

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

Modeling of stock indices with HMM-SV models

Nkemnole, E. B.; Wulu, J. T. - In: Theoretical and applied economics : GAER review 24 (2017) 2, pp. 45-60

Persistent link: https://www.econbiz.de/10011795001

A monthly stock exchange index for Ireland, 1864 - 1930

Grossman, Richard S.; Lyons, Ronan C.; O'Rourke, Kevin … - 2013

Persistent link: https://www.econbiz.de/10010365727

Dynamic connectedness between indicators of the Ghana stock exchange returns and macroeconomic fundamentals

Idun, Anthony Adu Asare; Asafo-Adjei, Emmanuel; Adam, … - In: Risks : open access journal 10 (2022) 11, pp. 1-31

The performance of the Ghana Stock Exchange (GSE) over the years has been susceptible to both crises and country-specific factors reflected in its macroeconomic fundamentals. Accordingly, the GSE composite index (GSECI) has experienced rapid fluctuations across time, coupled with a declining...

Persistent link: https://www.econbiz.de/10014228832