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18 results with keyword: 'stock market returns volatility and future output'

Stock market returns, volatility, and future output

For these two sample periods, I find that excess returns actually drive out variance in forecast- ing output growth; moreover, only return terms are statistically significant if I

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Tobie Hittle Olsan PhD, MS, MPA, RN, NEA-BC, CNL, FNAP Curriculum Vitae.

2017 – 2020 Member, Doctor of Nursing Practice Program Curriculum Subcommittee 2016 – 2019 Co-Leader, Leadership in Health Care Systems Faculty Committee 2014 – 2016 Member,

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2021
Idiosyncratic volatility, stock market volatility, and expected stock returns

Guo (2006) finds a positive risk-return relation by controlling for CAY in the forecasting equation of stock market returns, and his results also suggest an omitted variables problem:

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2021
Utvinnings- og rørtransportnæringen i nasjonalregnskapet. Dokumentasjonsnotat

Transport av olje og gass, det vil si transporttjenesten fra sokkelgrense til mottaksterminal i utlandet, inngår som direkte eksport og beregnes av næringsansvarlig

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2021
Tickets Para Universal Orlando

Buy discount tickets and passes to Universal Studios Florida and Islands of all theme parks We now you general best discounted prices on base and park to.. Universal Orlando

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Conference Programme

12 30 – 12 45 Kachniarz M., Szewczyk R., Bieńkowski A.; Industrial Research Institute for Automation and Measurements PIAP, Warsaw, Poland/Warsaw University of Technology, Poland:

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econstor Make Your Publications Visible.

Following Angrist and Pischke (2009), we estimate the so-called ATT (Average Treatment Effect on the Treated), i.e. the average effect of treatment on the treated. The ATT

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2022
Macroeconomic determinants of stock market returns, volatility and volatility risk-premia

This paper develops a framework to analyze the business cycle movements of stock market returns, volatility and volatility risk-premia. In our model, the aggregate stock market

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2021
Volatility and dynamic conditional correlations of European emerging stock markets

by estimating Model 2 with the conditional volatility of the MSCI World stock market index. and Model 3 with the conditional volatility of domestic stock

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2020
Population Structure Of River Herring In Albemarle Sound, North Carolina, Inferred From Geometric Morphometrics And Otolith Shape Analysis

Classification matrix based on linear discriminant analysis of Procrustes coordinates derived from adult male Blueback Herring caught in North Carolina (Chowan and Yeopim rivers)

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2021
STOCK MARKET VOLATILITY AND REGIME SHIFTS IN RETURNS

In particular, we apply Hamilton's (1989) Markov switching model to the time series of monthly stock market returns and examine the variation in volatility in different return

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2022
Stock market returns and volatility in the BRVM

study reveals that coefficients linking conditional market returns to conditional volatility are positive but statistically insignificant. This result is conform to

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Dynamic Co movements between Stock Market Returns and Policy Uncertainty

markets returns, while increases in the volatility of policy uncertainty lead to negative stock market.. returns and

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Stock Returns and Volatility

Using Seemingly Unrelated Regressions (SUR) empirical evidence suggests that contemporaneous returns and volatilities are significantly and positively correlated while there is

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2021
Preholiday returns and volatility in the Thai stock market

The results of both GARCH model and EGARCH model are consistent as both can eliminate the conditional heteroskedasticity and the preholiday still shows higher returns than

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Analysis of IPO overpricing in China from the perspective of investor sentiment

By using a sample of 730 A-share IPOs during 2009 and 2011 in Chinese IPO markets, and after controlling the traditional IPO underpricing factors, I use newly increased numbers

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2021
The volatility of CSI300 index future:Based on HAR model

We conclude that in the index future market, the middle-term and long-term volatility has larger impact on future volatility and the stock index futures market in

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Parallel Receiving Needle Beam Ultrasonic Testing Technique

(2) By summing time-converted signals transformed from reflected wave signals received by all the ultrasonic trans- ducer elements in the array at the same time, lines of a

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