stock indices
Intraday Index Volatility: Evidence From Currency Adjusted Stock Indices
... Data for each trading minute for eight U.S. Stock Indices and the U.S. Dollar Index were obtained from Pi Trading (Pi Trading, 2013). Pi Trading provides open, high, low and close information for each ...
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“Efficiency of Stock Markets - Comparing the Behavior of Stock Indices of NSE and NYSE"
... the stock prices are random is basis to the Efficient Market Hypothesis and Capital Asset Pricing ...of stock indices of NSE is unbiased random time series whereas stock indices of NYSE ...
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Intra Day Realized Volatility for European and USA Stock Indices
... 17 stock market indices suggest that: i) The proportion of volatility that occurs when the markets are closed ranges from market to market; for the leading (secondary) stock indices about 4% ...
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A STUDY ON CORRELATION BETWEEN BRICS STOCK INDICES
... Stock index is an economic barometer of a ...the stock indices are reflected by their ...the stock indices among BRICS ...the stock indices of BRICS nations from 1 st ...
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A study on “The Impact of Industrial Production on Stock Indices"
... Since its independence in 1947, a multitude of problems have stood in India's way of realizing its true economic potential. Included in the social and political problems are recurring fights among various religious ...
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Effect of fall in crude oil price on stock indices and exchange rates of India and China
... From February 02, 2014 to January 31, 2016, i.e. over the last twenty four months WTI crude oil price has fallen by 103%. The massive supply of crude oil by the oil producing countries throughout the globe continued to ...
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Dynamics of Indian Stock Indices with Macroeconomic Variables
... National Stock Exchanges indices is the result of some selected macroeconomic variables or it is one of the causes of movement in those variables of the Indian ...and stock prices is ...
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ASSOCIATION AMONG STOCK INDICES OF BOMBAY STOCK EXCHANGE APPLICATION OF COINTEGRATION AND VECM
... Bombay Stock Exchange is the Asia’s premier stock exchange and it is growing at a fast ...six indices of BSE namely S&P BSE all cap, large cap, large mid cap, mid cap, mid small cap and small cap ...
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Neural Nets for Stock Indices: Investigating Effect of Change in Hyperparameters
... for stock forecasting in which neural network, case based reasoning and dynamic time windows were ...Chinese stock Index and make an improvised forecasting neural network model by introducing stochastic ...
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Statistics in Focus Economy and finance Stock markets and new European stock indices 1999 28
... The Dow Jones STOXX and Dow Jones Euro STOXX indices and the respective sector indices provide a benchmark for stock market per formance, while the European and euro-zone blue-chip indi[r] ...
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Predicting Stock Market Indices Using Classification Tools
... the stock indices of other countries, several other economic factors and indices can affect the S&P 500 index, such as oil prices, interest rates, exchange rates, and so ...as stock ...
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Should investors diversify their portfolios with stocks from major trading countries? A comparative multivariate GARCH DCC and wavelet correlation analysis
... sharia stock index returns and the returns of sharia stock indices of major trading partners, namely China, Japan and United States to discover the extent of possible portfolio diversification ...
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Are the Bombay stock Exchange Sectoral indices of Indian stock market cointegrated? Evidence using fractional cointegration test
... The study used the techniques of fractional cointegration of the modified GPH test, along with the Rescaled Range approach for India’s BSE sectoral indices for the time period 1997 to 2011. We find that GPH ...
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Analysing correlation between the MSE index and global stock markets
... An additional study by Allen et al. (2010), seeks to measure volatility and correlation in stock indices between emerging European markets. The study finds that the MSE has the lowest volatility, and is ...
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Analysing correlation between the MSE index and global stock markets
... An additional study by Allen et al. (2010), seeks to measure volatility and correlation in stock indices between emerging European markets. The study finds that the MSE has the lowest volatility, and is ...
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Do Stock Markets Have Any Impact on Real Economic Activity?
... the stock indices may be used as the important leading indicator of the economic ...if stock prices grow in the long-term, it is possible to assume that the investment will be profi ...
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Dynamics of the Relationship between Implied Volatility Indices and Stock Prices Indices: The Case of European Stock Markets
... volatility indices and returns of the corresponding stock ...volatility indices VIX, VXN and returns of the underlying stocks indices S & P 100 and Nasdaq ...underlying stock ...
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Relationship between global stock exchanges and Indian stock market
... Indian stock market follows global cues which partially decide its direction for the day’s ...daily stock prices of S&P BSE Sensex and few major global stock indices that would help an ...
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EVIDENCE OF MONTHLY ANOMALIES IN PAKISTAN STOCK EXCHANGE
... Pakistani stock market, on four stock indices of Pakistan stock exchange by using the data from previously known as Karachi stock exchange for the period from January 01, 2009 to August ...
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AN EMPIRICAL STUDY ON STOCK INDEX TREND PREDICTION USING MARKOV CHAIN ANALYSIS
... the stock index trend of various global stock indices using Markov Chain ...to indices of various stock exchanges round the globe. Indices from markets like the American ...
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