Zobrazeno 1 - 10
of 103
pro vyhledávání: '"E-GARCH"'
Autor:
A. G. Glebova, A. A. Kovaleva
Publikováno v:
Финансы: теория и практика, Vol 28, Iss 1, Pp 20-29 (2024)
The article is devoted to the study of trends in the development of the Russian stock market in the context of international economic sanctions. The purpose of the study is to make forecasts of the volatility of the Russian stock market using a scena
Externí odkaz:
https://doaj.org/article/c40943decd7940e5867a7aa070693716
Publikováno v:
Scientific Annals of Economics and Business, Vol 71, Iss 1, Pp 21-42 (2024)
SCDS (Sovereign Credit Default Swaps) are becoming more widely used as a country risk indicator after 2008 and stand out for providing real-time information rather than periodic reporting. The COVID-19 pandemic has led to economic disruptions and a d
Externí odkaz:
https://doaj.org/article/45d3556547a84a84a2d9669c0b1c02b6
Autor:
Abdirahman Nor Omar Ahmed, Ayben Koy
Publikováno v:
Journal of International Trade, Logistics and Law, Vol 9, Iss 1, Pp 222-235 (2023)
This paper aims to investigate the effect of Initial Public Offerings (IPOs) on stock market volatility in the United States using the Generalized Autoregressive Conditional Heteroskedasticity (GARCH) model. The study utilizes daily data from January
Externí odkaz:
https://doaj.org/article/b6f3751313474d1981c244de201be2ac
Autor:
Fan Fei, Jianing Zhang
Publikováno v:
Cogent Economics & Finance, Vol 11, Iss 1 (2023)
AbstractThe primary purpose of this paper is to explore the herding behavior in the Chinese stock market during COVID-19 and the asymmetry of that behavior using the daily returns of A- and B-shares from 2 January 2019, to 15 October 2021. The study
Externí odkaz:
https://doaj.org/article/d98d1ab46601402fafbbcad8955e2d4f
Autor:
N, Sreenu, Naik, Suresh
Publikováno v:
Asia-Pacific Journal of Business Administration, 2021, Vol. 14, Issue 4, pp. 467-478.
Externí odkaz:
http://www.emeraldinsight.com/doi/10.1108/APJBA-11-2020-0405
Akademický článek
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Publikováno v:
Journal of Chinese Economic and Foreign Trade Studies, 2021, Vol. 14, Issue 3, pp. 240-256.
Publikováno v:
Ekonomi dan Bisnis, Vol 9, Iss 2 (2023)
Perdagangan saham suatu negara memiliki karakteristik yang sama ataupun berbeda dengan negara lainnya. Karakteristik dari pasar tersebut merupakan cerminan karakter dari investor yang berperan dalam perdagangan di bursa saham tersebut. Meskipun ada p
Externí odkaz:
https://doaj.org/article/7bdb388cc40e4870b2f1bbad07f5a055
Using E-GARCH to Analyze the Impact of Investor Sentiment on Stock Returns Near Stock Market Crashes
Autor:
Sze Ting Chen, Kai Yin Allison Haga
Publikováno v:
Frontiers in Psychology, Vol 12 (2021)
Purpose: Investor sentiment, the willingness of market participants to invest, is a difficult concept to measure. Exploring the relationship between investor sentiment and stock returns can reveal how investor sentiment affects the operation of the s
Externí odkaz:
https://doaj.org/article/5c3af3eb3a214ffbb6f66b1a19ea214c
Akademický článek
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