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Advanced Search Results For "STOCK price indexes"

1 - 10 of 91,784 results for
 "STOCK price indexes"
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Identifying the Effect of Stock Indexing: Impetus or Impediment to Arbitrage and Price Discovery?

Publication Type:Academic Journal

Source(s):Journal of Financial & Quantitative Analysis. Aug2022, Vol. 57 Issue 5, p2022-2062. 41p.

Abstract:The rise of stock indexing has raised concerns that index investing impedes arbitrage and degrades price discovery. This article uses Russell's reconstitution to identify the causal effect of index investing on information arbitrage and price discovery...

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Sparrow Search Algorithm-Optimized Long Short-Term Memory Model for Stock Trend Prediction.

Publication Type:Academic Journal

Source(s):Computational Intelligence & Neuroscience. 8/12/2022, p1-11. 11p.

Abstract:The long short-term memory (LSTM) network is especially suitable for dealing with time series-related problems, which has led to a wide range of applications in analyzing stock market quotations and predicting future price trends. However, the selectio...

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The Global Transmission of Stock Market: A Spatial Analysis.

Publication Type:Academic Journal

Source(s):Mathematical Problems in Engineering. 7/5/2022, p1-8. 8p.

Abstract:The stock markets, exhibiting complex self-correlation or cross-correlation over a broad range of time scales, are correlated not only in time but also in space. The conventional spatial weight matrix in the econometric analysis is short of economic re...

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Research on HMM-Based Efficient Stock Price Prediction.

Publication Type:Academic Journal

Source(s):Mobile Information Systems. 3/7/2022, p1-8. 8p.

Abstract:Stock market is one of the most important parts of the investment market. Compared with other industries, the stock market not only has a higher rate of return on investment but also has a higher risk, and stock price prediction has always been a close...

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Executive Summary.

Publication Type:Academic Journal

Source(s):Sosyoekonomi. Apr2022, Vol. 30 Issue 52, p6-9. 4p.

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Efficiency Drifts in Euronext Stock Indexes Returns.

Publication Type:Academic Journal

Source(s):International Journal of Business. 2022, Vol. 27 Issue 2, p1-17. 17p.

Abstract:This paper intends to assess and test long-term memory in the Euronext stock indexes returns in the search for fractal dynamics that refute the random walk hypothesis. The Hurst exponents estimated through Rescaled-Range and Detrended Fluctuation Analy...

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National Governance Quality, COVID-19, and Stock Index Returns: OECD Evidence.

Publication Type:Academic Journal

Source(s):Economies. Sep2022, Vol. 10 Issue 9, pN.PAG-N.PAG. 16p.

Abstract:This research argues that national governance quality may moderate the relationship between COVID-19 and stock returns across markets. Building on the well-established relationship between COVID-19 shock and stock returns, we focus on how the quality o...

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Persistence in ESG and conventional stock market indices.

Publication Type:Academic Journal

Source(s):Journal of Economics & Finance. Oct2022, Vol. 46 Issue 4, p678-703. 26p. 11 Charts, 12 Graphs.

Abstract:This paper uses R/S (Rescaled Range) analysis and fractional integration techniques to examine the persistence of two sets of 12 ESG (Environmental, Social and Governance) and conventional stock price indices from the MSCI ((Morgan Stanley Capital Inte...

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On directors' compensation: a multilevel analysis of Spanish listed companies.

Publication Type:Academic Journal

Source(s):Empirical Economics. Oct2022, Vol. 63 Issue 4, p2173-2207. 35p. 9 Charts, 5 Graphs.

Abstract:This study analyzes the determinants of the annual compensation of directors belonging to the boards of the Spanish companies that constitute the IBEX 35 stock index. We investigate the importance of observed and unobserved heterogeneity in explaining ...

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A Composite Index for Measuring Stock Market Inefficiency.

Publication Type:Academic Journal

Source(s):Complexity. 1/24/2022, p1-13. 13p.

Abstract:Market inefficiency is a latent concept, and it is difficult to be measured by means of a single indicator. In this paper, following both the adaptive market hypothesis (AMH) and the fractal market hypothesis (FMH), we develop a new time-varying measur...

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