Zobrazeno 1 - 10
of 893
pro vyhledávání: '"S&P 500"'
Publikováno v:
Journal of Economic and Administrative Sciences, 2022, Vol. 40, Issue 5, pp. 1192-1204.
Externí odkaz:
http://www.emeraldinsight.com/doi/10.1108/JEAS-12-2020-0205
Publikováno v:
Journal of Statistical Theory and Applications (JSTA), Vol 23, Iss 3, Pp 290-314 (2024)
Abstract The estimation of a certain threshold beyond which an extreme value distribution can be fitted to the tail of a data distribution remains one of the main issues in the theory of statistics of extremes. While standard Peak over Threshold (PoT
Externí odkaz:
https://doaj.org/article/6c01af054a2846b2bf58243361736a24
Autor:
Ana-Gabriela RUSU
Publikováno v:
CECCAR Business Review, Vol 5, Iss 6, Pp 68-76 (2024)
Corporate governance is becoming increasingly important. This is evidenced by the various issues of major companies coming to light as people pay more attention to CSR concepts. Scandals such as those arising from questionable practices of large comp
Externí odkaz:
https://doaj.org/article/d7fbf70b65fb4d538c2a01b7b0440dcb
Publikováno v:
Review of Business and Economics Studies, Vol 12, Iss 1, Pp 81-90 (2024)
The subject of this study is the insider trading behaviors within the US financial markets, with a focus on transactions by politicians and public officials, and their implications for global economic stability. The purpose is to investigate and anal
Externí odkaz:
https://doaj.org/article/76138aec45c842729d319e704abad4b3
Publikováno v:
Strategic Management, Vol 29, Iss 3, Pp 28-42 (2024)
Background: The most significant changes caused by the COVID-19 crisis were the sharp increase in working from home and the growing importance of e-commerce, which affected the development of some industries. This change also affects the investors' i
Externí odkaz:
https://doaj.org/article/50d206ac82c64a0098fd79f2b5b287cf
Publikováno v:
IEEE Access, Vol 12, Pp 158611-158626 (2024)
Understanding the dynamics of stock market shocks is critical for financial stability and strategic risk management. This paper introduces a novel approach to analyze the propagation mechanisms of stock market shocks within the S&P 500 Index, utilizi
Externí odkaz:
https://doaj.org/article/8c41b53a8a144ea2bf39602218522cc3
Publikováno v:
Mathematics, Vol 12, Iss 22, p 3487 (2024)
This paper proposes a long-memory model that includes multiple cycles in addition to the long-run component. Specifically, instead of a single pole or singularity in the spectrum, it allows for multiple poles and, thus, different cycles with differen
Externí odkaz:
https://doaj.org/article/8b3335aa1c3e424b992531d59c31b1f3
Autor:
Matiur Rahman
Publikováno v:
International Journal of Economics and Financial Issues, Vol 14, Iss 3 (2024)
This paper seeks to reinvestigate the contemporaneous interactions using daily closing prices of US eREIT and S&P 500 indices to calculate their respective rates of return. Daily data are used from October 31, 2008 through October 31, 2023 with 3,856
Externí odkaz:
https://doaj.org/article/34728497785b4f72bef1a548ffc8be4d
Autor:
N. V. Artamonov, A. N. Kurbatskii
Publikováno v:
Vestnik MGIMO-Universiteta, Vol 16, Iss 3, Pp 244-262 (2023)
The paper examines the factors that contribute to the outperformance of mutual funds in relation to the market, with a particular emphasis on the macroeconomic indicators as the key variables of interest. The paper begins by providing a comprehensive
Externí odkaz:
https://doaj.org/article/f1c799f152864db1817d6dde46dd8268
Autor:
J. Margaret Sangeetha, K. Joy Alfia
Publikováno v:
Measurement: Sensors, Vol 31, Iss , Pp 100950- (2024)
The objective of Stock Market Forecasting (SMF) is to forecast the future value of a company's financial stocks. The availability of Machine Learning (ML), particularly obtains forecasts regarding specific prices of current stock market indexes throu
Externí odkaz:
https://doaj.org/article/5932be371ffa4d2b8b133339011b01f7