Dow Jones
Do Shariah (Islamic) Indices Provide a Safer Avenue in Crisis? Empirical Evidence from Dow Jones Indices using Multivariate GARCH DCC
... the Dow Jones US Index is ranked third after Dow Jones World Financial Services with an unconditional volatility parameter of ...the Dow Jones world Emerging Market Indices both ...
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Price Reaction of Ethically Screened Stocks: A Study of the Dow Jones Islamic Market World Index
... The list of additions and deletions is obtained from Dow Jones Company 5 . Our sample includes all firms that are added to (deleted from) the DJIMWI between May 1999 and June 2012. The selection process of ...
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Effect of dividend policy on stock price volatility in the Dow Jones U S index and the Dow Jones islamic U S index: evidences from GMM and quantile regression
... Our study has three main contributions. First, our evidences contribute to the literature on dividend policy. Second, our study helps both companies and investors to be better informed on stock price reaction on dividend ...
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Testing and modelling market microstructure effects with an application to the Dow Jones industrial average
... It is a well accepted fact that stock returns data are often contaminated by market microstructure effects, such as bid-ask spreads, liquidity ratios, turnover, and asymmetric information. This is particularly relevant ...
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An Empirical Application of the Trade Off Model for Companies in the Dow Jones Industrial Average
... stock. Ten years of previous data are used to determine both the β and the equity volatility for each of the years in the test. For k we take the compounded annual return on the Dow Jones Industrial 1 for ...
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An Analysis of Determinants Affecting the Returns of Dow Jones Sustainability Index United States
... During the last decades there has been an increased interest regarding socially responsible stock indexes. However, there is a limitless literature body regarding the factors that affect these types of indexes. For this ...
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Komparativna analiza europskog tržišta kapitala i Dow Jones Industrial Average indeksa
... Racionalni pristup investiranju očituje se kroz ostvarivanje što većeg prinosa za danu razinu rizika, odnosno ostvarivanje danog prinosa uz prihvaćanje što manje razine rizika. U procesu investiranja, investitorima se ...
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Relationship of Causality Between Spot And Futures Markets of Borsa Istanbul Index 30 and Dow Jones Industrial Average
... Abstract: Futures markets are mainly used as a tool for price discovery and for risk management on the spot markets and enable diversification for international portfolio investments. With this study we aim (1) to ...
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The Effect of Baltic Dry Index, Gold, Oil and USA Trade Balance on Dow Jones Sustainability Index World
... study, Dow jones sustainability index world (DJSIW) is employed in the proposed model so as to detect the world’s leading companies that incorporate business initiatives consistent to sustainable ...
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Estimating and Forecasting Conditional Volatility and Correlations of the Dow Jones Islamic Stock Market Index Using Multivariate GARCH DCC
... the Dow Jones Islamic UK (IUK) appears to have the highest volatility and the Dow Jones Islamic Market appears to have the lowest ...between Dow Jones Islamic Market (IKT) and ...
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New Evidence on the Normality of Market Returns: The Dow Jones Industrial Average Case
... In this paper I test the normality of returns of the 30 components of the Dow Jones Industrial Average (DJIA) from January 1st 1990 to December 5th 2008. Results obtained by Kolmogorov - Smirnov, Shapiro - ...
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Density forecasting of the Dow Jones share index
... In the present study, the density of the Dow Jones Industrial Average (DJIA) is investigated. This series is signi…cantly skewed, leptokurtic and heteroscedastic. Diebold et al. (1998) showed that a ...
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An Application of Can Slim Investing in the Dow Jones Benchmark
... . (2013) determined that a similar modified model produced superior returns in excess of the S&P 500 market with weak evidence 90% confidence. The purpose of this paper is to 1) provide an update of the methodology, ...
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Sustainability Accounting Reporting: A Survey on 30 U.S. Dow-Jones Companies
... The objective of this paper is to examine the development of sustainability accounting and reporting in practice, and to observe the reporting patterns and standards followed through a survey on reporting frameworks of ...
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The Impact of Dow Jones Sustainability Index on US Dollar Value
... The scope of this study is to address the impact of stock index returns on exchange rate. In particular, it aims to fill the literature gap regarding the determinant role of socially responsible companies on the exchange ...
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Effect of money supply on the Dow Jones Industrial Average stock index
... Through a simple modifi cation of the analyses we could test the causal eff ect of changes in the money supply on share prices for diff erent industrial sectors. This would verify the claim of the Austrian school as stated ...
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Shari`ah Compliance, Performance, and Conversion: The Case of the Dow Jones Islamic Market Index℠
... companies becoming Shari'ah-compliant by passing the DJIM screens: (1) there is implicit recognition by management and board of directors of the benefits in becomin[r] ...
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In Search of Market Index Leaders: Evidence from World Financial Markets
... Table 2 shows the mean values for the …rst quartile. Nikkei is still the more risky index (standard deviation equal to 1.57%) with one of the lowest mean returns (-1.1%). Otherwise, FTSE 100 is the least risky (standard ...
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A. Artificial Neural Networks
... the proposed model works better than other models. Bisoi & Dash [24] proposed a simple IIR filter based dynamic neural network and an innovative optimized adaptive unscented Kalman filter for forecasting stock price ...
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Causality And Cointegration Of Currency-Adjusted Stock Indices: Evidence From Close-Of-Day Data
... the United States Federal Reserve to develop his indexes. The Broad and Major currency indexes measure the U.S. dollar value against a basket of other currencies. Empirical examination of the currency adjusted index ...
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