Zobrazeno 1 - 10
of 309
pro vyhledávání: '"TGARCH"'
Autor:
Arzu Özmerdivanlı
Publikováno v:
Selçuk Üniversitesi Sosyal Bilimler Meslek Yüksekokulu Dergisi, Vol 27, Iss 1, Pp 1-17 (2024)
Modern finans teorisinin köşe taşlarından biri olan Etkin Piyasa Hipotezi, piyasada mevcut olan tüm bilginin kullanılması suretiyle piyasanın üzerinde getiri elde edilemeyeceğini öne sürmektedir. Bununla birlikte finansal piyasalarda yap
Externí odkaz:
https://doaj.org/article/7cb9cb253ded41be9e7ba22c8934c229
Autor:
Samuel Tabot Enow
Publikováno v:
International Journal of Economics and Financial Issues, Vol 14, Iss 4 (2024)
Investors often overreact and underreact to new information in stock markets which has an exaggerated effect on the stock price. This has led to possible mispricing of Initial public offering. The aim of this study was to investigate overreaction and
Externí odkaz:
https://doaj.org/article/18007a2f3d6841d9af563b2aa507efcb
Autor:
Andrew C. Meek, Seth A. Hoelscher
Publikováno v:
Cogent Economics & Finance, Vol 11, Iss 1 (2023)
AbstractThis study tests for calendar anomalies in returns for petroleum and petroleum products via the futures market, specifically, the day-of-the-week (DOW) effect. The energy future contracts in this study are the WTI (West Texas Intermediate), B
Externí odkaz:
https://doaj.org/article/0eb0c617d4dd420da38b95aadafe74ed
Akademický článek
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Autor:
Kaur, Parminder, Singla, Ravi
Publikováno v:
The Review of Finance and Banking. 14(1):7-20
Externí odkaz:
https://www.ceeol.com/search/article-detail?id=1109298
Autor:
S. Shameem BANU, N.S. SHIBU
Publikováno v:
Theoretical and Applied Economics, Vol XXIX, Iss 1, Pp 215-222 (2022)
Analyzing the volatility and asymmetry in the stock market plays a vital role in financial economics and it is essential to financial intermediaries and also to the various practitioners of stock markets. The uninvited Covid-19 pandemic distresses ea
Externí odkaz:
https://doaj.org/article/2ec6e313ee2c4376b201b974949b4854
Autor:
Rakesh Shahani, Anishka Taneja
Publikováno v:
Energy Nexus, Vol 8, Iss , Pp 100152- (2022)
The study is an attempt to investigate the impact of crude prices on energy crops; Soyabean, Wheat and Sugarcane for India for the period Jan 2016-Dec 2020. The study mainly covered two dimensions; the spillover of volatility from crude to the energy
Externí odkaz:
https://doaj.org/article/faf768d2f7c94c328b5efd2b356cae36
Akademický článek
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Impact of Covid-19 pandemic on stock market returns volatility of Gulf Cooperation Council countries
Autor:
Tomader Elhassan
Publikováno v:
Investment Management & Financial Innovations, Vol 18, Iss 4, Pp 45-56 (2021)
This study examined the asymmetric impact of the COVID-19 pandemic on the Gulf Cooperation Council (GCC) stock market return volatility. The data included daily closing prices of the GCC stock market from the day of the acknowledgment of the first ca
Externí odkaz:
https://doaj.org/article/22641e0fb9314be3b0375c818966ee9d
Publikováno v:
International Journal of Energy Economics and Policy, Vol 12, Iss 6 (2022)
This paper aims to perform an alternative methodology the Ministry of Finance and Public Credit (SHCP) applies to estimate the annual Mexican Crude Oil Mix Export Price (MXM), a crucial element of the General Economic Policy Criteria in the Economic
Externí odkaz:
https://doaj.org/article/e6e5645be1c8442fb105936a6559d3ed