Shanghai Stock Exchange Composite Index
Long-run Overseas Portfolio Diversification Benefits and Opportunities of Asian Emerging Stock Markets and Developed Markets
... the composite indices of respective Asian emerging stock markets and developed ...The index of USA (DJIA) was selected as it is the benchmark index in the ...Times Index [STI] - ...
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Impact of macroeconomic events on shanghai stock exchange
... of Shanghai Stock Exchange Composite Index for 2000 dot com bubble (t ± 30 days as the event window), 2008 Global financial crisis (t ± 60 days as the event window) and 2015 ...
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Risk Measurement of Chinese Stock Market Based on GARCH Model and Extreme Value Theory
... an index GARCH (EGARCH) model, which introduces parameters γ in the conditional variance equation to distinguish between posi- tive and negative external impacts on the price of financial ...the Shanghai ...
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The Impact of “Black Swan Events” on Beta and Returns: Evidence from Shanghai Composite Index and Pakistan Stock Exchange PSX (KSE-100). A Case Study of China and Pakistan
... the stock‟s performance in the short term period and these few days disturb the overall ...the Shanghai Stock Exchange (SSE Composite Index) and Pakistan Stock ...
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Stock Market Sensitivity to Macroeconomic Factors: Evidence from China and India
... on Shanghai Stock Exchange (SSE) Composite returns and Indian macroeconomic factors on Nifty returns based on monthly data from January 1998 to December ...price index significantly ...
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Effect of fall in crude oil price on stock indices and exchange rates of India and China
... (stock index of India), Shanghai Composite (stock index of China), exchange rates of INR and CNY with US dollar as well as the closing prices of the crude oil index ...
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FINANCIAL PERFORMANCE AND STOCK RETURNS AMONG LISTED BANKS IN KENYA
... on stock returns in relation to financial performance have had conflicting conclusions on the nature of the ...explain stock returns as opposed to accounting based financial ...in stock price for the ...
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The Structural Difference of Shanghai Stock Index before and after 2008: A Copula Based Analysis
... The changes of marginal distribution reflect the struc- ture change in the stock market, which can be explained by the hedging strategy and other behaviors of investors in this particular year. Before 2008, we ...
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ARIMA Model in the Application of Shanghai and Shenzhen Stock Index
... The inverted root of the polynomial in Table 3 is in the unit circle, shows that the process is stable, and it is also reversible. We use the software to predict the last 8 values of the model. Use ARIMA ( 0, 2,1 ) model ...
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Behavior of Stock Market Index in the Stock Exchange of Thailand
... other stock markets, the Stock Exchange of Thailand (SET) can be affected by macroeconomic variables, such as growth rate, inflation, money supply, exchange ...on stock prices since ...
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Stock Exchange Performance and Economic Growth in Ghana: Is There A Causal Link?
... The decision rule involves comparing the computed ADF value with the MacKinnon critical values for the rejection of a hypothesis for a unit root. If the computed tau (ADF) statistic is less negative (that is, lies to the ...
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Is India really competing with China on a macro economic base
... The mean value of real gross domestic product (GDP) of India is 1675.30 INR billion and the mean value of real gross domestic product of China is 4331 CNY billion. The standard deviation for India and China is found to ...
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Nexus between Stock Exchange Index and Exchange Rates
... between stock exchange index and exchange ...Dhaka Stock Exchange General Index and the BDT/USD Exchange Rates data from December 02, 2012 to April 30, 2012 are ...
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Application of the Stock Selection Criteria of Three Value Investors, Benjamin Graham, Peter Lynch, and Joel Greenblatt: A Case of Shanghai Stock Exchange from 2006 to 2011
... from Shanghai Stock Exchange A Share Index from year 2006 to ...Terminal. Shanghai Stock Exchange posts the introduction, annual report and news of listed companies on ...
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The Prediction of Stock Price Based on Improved Wavelet Neural Network
... To stock market, taking into account the fact that there are five trading days a week, a WNN forecast model of one five-dimension input data [11] and one output data is established and set that the number of ...
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Machine Learning on Stock Price Movement Forecast: The Sample of the Taiwan Stock Exchange
... of stock price index for Taiwan stock ...using stock trading data while the second approach focuses on representing these technical parameters as trend deterministic ...Taiwan stock ...
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Robiyanto
... Sharpe Index introduced by Sharpe ...Sharpe Index as a well-known measurement instrument used among academicians and prac- titioners to measure portfolio for its ...Sharpe Index is a measurement that ...
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Duration dependence test of rational speculative bubbles: a case study of the Hong Kong stock market
... Malaysian stock market before (1994- 1996) and after (1999-2003) 1997 Asian financial ...Malaysian stock market during 1994-2001 using the same me- thods as Mokhtar et ...
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Empirical Analysis on Price-Volume Relation in the Stock Market of China
... main stock markets in Asian and found that Japanese stock markets have leading effect on Hong Kong, Singapore and Thailand stock ...the stock market in Southeast Asia, found a bi-directional ...
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The Time Series Analysis of Shanghai Composite Index
... The result shows that the time series mean is an ARMA4, 2 structure, while the ARMA model cannot explain the heteroscedasticity, which indicates that a GARCH model is needed.. Different [r] ...
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