stock market price index
Predicting the price index of Tehran Stock Exchange
... Exchange Price Index (TEPIX) for period ...Teheran Stock Exchange possessed long term ...Australian stock exchanges lacked signs of long term ...Brazil stock exchange index by ...
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Fluctuation of LQ45 index and BCA stock price at Indonesian Stock Echange IDX
... financial market can be regarded as a comple x system in physics system [1,2], so we can apply some appropriate physical laws to consider the ma ...financial market provides abundant data so that it is ...
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The oil price shocks impact on stock market returns in developed oil-exporting and oil-importing countries
... for stock market, we use a major stock index for each of our oil-exporting and oil-importing countries: S&P/TSX Composite for Canada, OSEAX for Norway, OMXC 20 for Denmark, S&P500 ...
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Macroeconomic Determinants of the Stock Market Index and Policy Implications: The Case of a Central European Country
... the stock market index for Hungary and has several major ...the stock market index and the money supply may exhibit a quadratic pattern: a positive relationship if the money ...
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Insider Trading Laws and Stock Price Informativeness
... firm-specific stock return variation estimated using an international two-factor model for US dollar excess returns across all firms for each country in each ...emerging market. GOOD is an index of ...
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Optimal Portfolio Selection in Ex Ante Stock Price Bubble and Furthermore Bubble Burst Scenario from Dhaka Stock Exchange with Relevance to Sharpe’s Single Index Model
... single index model of capital asset pricing in different scenarios, one is ex ante stock price bubble scenario and stock price bubble and bubble burst is second ...of stock ...
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Trading the changes of stock market index composition: evidence from European markets
... Lisbon Stock Exchange, Duque and Madeira (2004) found different price effects for additions and deletions as did Chen, Noronha and Singal (2004) using S&P 500 ...500 index has to do with ...
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Exploring Stock Price Crashes - An Empirical Study on the European Market
... forecast stock price crashes can be used to explain stock price crash likelihood in ...return, market-to-book ratio, size or past return’s volatility proved to be very useful at ...
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"Price-quakes" shaking the world's stock exchanges.
... S&P500 market has beome prone to systemic collapses since 2002 but using a different technique, the index cohesive force (ICF), which measures the balance between stock correlations and partical ...
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Market Confidence Predicts Stock Price: Beyond Supply and Demand.
... Stock price prediction is an important and challenging problem in stock market ...of stock price and its correlation with the supply and demand of stock, or explore ...
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Stock market returns and football match results
... the price index related to the football clubs in the trading day following the ...on stock market valuation of listed ...the market reaction depends on the result of the match and on ...
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Does corruption drive the stock market?
... 5 Stock market returns have long been regarded as a means to measure overall economic activity and performance and, consequently, economists have come up with severall theories to define the forces that ...
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Herding behaviour in the portuguese stock market
... between market return and CSAD is ...the market return. If market participants tend to follow the behaviour of the market and ignore their own priors during periods of large average ...
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Electricity Market Interconnections and Electricity Price Volatility
... Apart from those regions where natural barriers like seas or oceans are present, electricity systems tend to be interconnected all over the world. In Europe, for instance, a single synchronized system spans from Portugal ...
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Volatility and price integration in commodity market.
... volatility price, we considered a multivariate model to test its co- integration and, in addition of that, analyzed their mean through the Vector Auto-Regressive models (VAR) and Vector Error Correction Model ...
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PRICE TRANSMISSION ON THE MILK PORTUGUESE MARKET
... and index of price packed milk increased even so to an inferior rhythm ...gate price continues ...package price remained unchanged. Price variation analysis enables identifying several ...
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Endogenous Growth, Price Stability and Market Disequilibria
... a market clearing steady state, one observes that there are two steady state points; one of them guaran- tees long term market clearing alongside with endogenous growth at a given rate, while the other ...
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UNDERGROUND ECONOMY, GDP AND STOCK MARKET
... the stock market (BSE), in the case of Romania (note that we have adapted the notation to the notations of this paper and we take into account the fact that the author has specified that the logarithmic ...
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THE STEEL EUROPEAN STOCK MARKET EFFICIENCY
... European stock market of the companies that belong to the economic steel ...European stock market in the economic steel sub-sector is inefficient from an informational point of view and the ...
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Does stock market investment matter for local indeterminacy?
... We studied an OLG model with consumption in the second period of life, de- creasing returns to scale in production (endogenous profits) and a secondary stock market. We have shown that locally indeterminate ...
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