Works matching DE "DOW Jones industrial average"

Results: 432

Shock around the clock—on the causal relations between international stock markets, the strength of causality and the intensity of shock transmission: an econometric analysis.

Published in:

Intelligent Systems in Accounting, Finance & Management, 1999, v. 8, n. 4, p. 253, doi. 10.1002/(SICI)1099-1174(199912)8:4<253::AID-ISAF173>3.0.CO;2-K

By:

Dornau, Robert

Publication type:

Article

Volatility Flocking by Cucker–Smale Mechanism in Financial Markets.

Published in:

Asia-Pacific Financial Markets, 2020, v. 27, n. 3, p. 387, doi. 10.1007/s10690-019-09299-9

By:

Bae, Hyeong-Ohk;
Ha, Seung-Yeal;
Kim, Yongsik;
Lim, Hyuncheul;
Yoo, Jane

Publication type:

Article

The Multifractal Phenomenon of Stock Price Caused by "Tesla Rights Defense Event".

Published in:

Fluctuation & Noise Letters, 2024, v. 23, n. 5, p. 1, doi. 10.1142/S0219477524500482

By:

Wang, Jian;
Xu, Heming;
Ge, Shanshan;
Jiang, Wenjing;
Yan, Yan;
Shao, Wei

Publication type:

Article

Statistical Approach to Study the Relationship Between Stock Market Indexes by Multiple DCCA Cross-Correlation Coefficient.

Published in:

Fluctuation & Noise Letters, 2022, v. 21, n. 5, p. 1, doi. 10.1142/S0219477522500456

By:

Zebende, G. F.;
Aguiar, L. C.;
Ferreira, Paulo;
Guedes, E. F.

Publication type:

Article

Analyzing the Impact of COVID-19 on the Cross-Correlations between Financial Search Engine Data and Movie Box Office.

Published in:

Fluctuation & Noise Letters, 2021, v. 20, n. 5, p. 1, doi. 10.1142/S0219477521500218

By:

Wang, Renyu;
Xie, Yujie;
Chen, Hong;
Jia, Guozhu

Publication type:

Article

Economic Policy Uncertainty and Stock Markets: A Multifractal Cross-Correlations Analysis.

Published in:

Fluctuation & Noise Letters, 2021, v. 20, n. 2, p. N.PAG, doi. 10.1142/S0219477521500188

By:

Jiang, Wei;
Li, Jianfeng;
Sun, Guanglin

Publication type:

Article

Smooth Transition HYGARCH Model: Stability and Testing.

Published in:

Fluctuation & Noise Letters, 2019, v. 18, n. 4, p. N.PAG, doi. 10.1142/S0219477519500251

By:

Basatini, Ferdous Mohammadi;
Rezakhah, Saeid

Publication type:

Article

A New Trend-Following Indicator: Using SSA to Design Trading Rules.

Published in:

Fluctuation & Noise Letters, 2017, v. 16, n. 2, p. -1, doi. 10.1142/S021947751750016X

By:

Leles, Michel Carlo Rodrigues;
Mozelli, Leonardo Amaral;
Guimarães, Homero Nogueira

Publication type:

Article

Do Dow Stocks Offer a Value Premium?

Published in:

Journal of Wealth Management, 2009, v. 12, n. 3, p. 95, doi. 10.3905/JWM.2009.12.3.095

By:

JIN-GIL JEONG;
YOUNGHO LEE;
SANDIP MUKHERJI

Publication type:

Article

The Real Dogs of the Dow.

Published in:

Journal of Wealth Management, 2008, v. 10, n. 4, p. 64, doi. 10.3905/jwm.2008.701852

By:

Arora, Anita;
Capp, Lauren;
Smith, Gary

Publication type:

Article

Implementing a Dollar-Cost Averaging Investment Strategy: Does the Date of the Month Matter?

Published in:

Journal of Wealth Management, 2006, v. 9, n. 2, p. 54, doi. 10.3905/jwm.2006.644219

By:

Paglia, John K.;
Xiaoyang Jiang

Publication type:

Article

The Virus, Risk, and Commercial Mortgage-Backed Securities: Examining Dodd-Frank's Impact in the Midst of a Pandemic.

Published in:

Fordham Journal of Corporate & Financial Law, 2021, v. 26, n. 2, p. 391

By:

Haney, Owen

Publication type:

Article

Overreaction of Dow stocks.

Published in:

Cogent Economics & Finance, 2016, v. 4, n. 1, p. N.PAG, doi. 10.1080/23322039.2016.1251831

By:

Smith, Gary;
McMillan, David

Publication type:

Article

THE GLOBAL FINANCIAL CRISIS: TESTING FOR FRACTIONAL COINTEGRATION BETWEEN THE US AND NIGERIAN STOCK MARKETS.

Published in:

Journal of Developing Areas, 2017, v. 51, n. 4, p. 29, doi. 10.1353/jda.2017.0086

By:

Yaya, OlaOluwa Simon;
Olubusoye, Olusanya Elisa;
Gil-Alana, Luis Alberiko

Publication type:

Article

From Money to Merely a Precious Metal A Historical Journey of Gold in Muslim World and Gold’s Price Correlation with Other Financial Indicators in the Contemporary Financial System.

Published in:

Turkish Journal of Islamic Economics, 2023, v. 10, n. 2, p. 33, doi. 10.26414/A3825

By:

Bayram, Kamola;
Abdullah, Adam

Publication type:

Article

Analyzing time–frequency connectedness between cryptocurrencies, stock indices, and benchmark crude oils during the COVID-19 pandemic.

Published in:

Financial Innovation, 2024, v. 10, n. 1, p. 1, doi. 10.1186/s40854-024-00645-z

By:

Ghazani, Majid Mirzaee;
Malekshah, Ali Akbar Momeni;
Khosravi, Reza

Publication type:

Article

A Parsimonious Test of Constancy of a Positive Definite Correlation Matrix in a Multivariate Time-Varying GARCH Model.

Published in:

Econometrics (2225-1146), 2022, v. 10, n. 3, p. 30, doi. 10.3390/econometrics10030030

By:

Kang, Jian;
Jakobsen, Johan Stax;
Silvennoinen, Annastiina;
Teräsvirta, Timo;
Wade, Glen

Publication type:

Article

Top Companies Hold Huge Edge in Returns.

Published in:

Financial Executive, 2006, v. 22, n. 10, p. 11

By:

Marshall, Jeffrey;
Heffes, Ellen M.

Publication type:

Article

CFOs Predict Year-end Dow at 7600.

Published in:: Financial Executive, 1998, v. 14, n. 6, p. 57
Publication type:: Article

Sell the losers? Keep the winners? None of the above – Focus on the median!

Published in:

Algorithmic Finance, 2023, v. 10, n. 3/4, p. 115, doi. 10.1177/21576203241307779

By:

Kumar Valath, Sree;
Pinsky, Eugene

Publication type:

Article

Goal programming with extended factors for portfolio selection.

Published in:

International Transactions in Operational Research, 2019, v. 26, n. 6, p. 2324, doi. 10.1111/itor.12423

By:

Tamiz, Mehrdad;
Azmi, Rania A.

Publication type:

Article

On outperforming social-screening-indexing by multiple-objective portfolio selection.

Published in:

Annals of Operations Research, 2018, v. 267, n. 1/2, p. 493, doi. 10.1007/s10479-018-2921-0

By:

Qi, Yue

Publication type:

Article

Portfolio optimization based on downside risk: a mean-semivariance efficient frontier from Dow Jones blue chips.

Published in:

Annals of Operations Research, 2013, v. 205, n. 1, p. 189, doi. 10.1007/s10479-012-1243-x

By:

Pla-Santamaria, D.;
Bravo, M.

Publication type:

Article

Measuring financial risk and portfolio optimization with a non-Gaussian multivariate model.

Published in:

Annals of Operations Research, 2012, v. 201, n. 1, p. 325, doi. 10.1007/s10479-012-1229-8

By:

Kim, Young;
Giacometti, Rosella;
Rachev, Svetlozar;
Fabozzi, Frank;
Mignacca, Domenico

Publication type:

Article

Economics and Psychology: Exciting Interface in the Emerging Market Milieu.

Published in:

Journal of Emerging Knowledge on Emerging Markets (JEKEM), 2010, v. 2, p. 1

By:

Char, Sudhanva;
Collier, Cherry

Publication type:

Article

Predicting S&P 500 Index ETF (SPY) During COVID-19 via K-Nearest Neighbors (KNN) Algorithm.

Published in:

Journal of Accounting & Finance (2158-3625), 2023, v. 23, n. 2, p. 139, doi. 10.33423/jaf.v23i2.6149

By:

Wenguang Lin;
Shengxiong Wu

Publication type:

Article

The Performance of US Marijuana Stocks.

Published in:

Journal of Accounting & Finance (2158-3625), 2021, v. 21, n. 4, p. 42

By:

Cox, Raymond A. K.;
Quan Cheng

Publication type:

Article

Is the Dow Jones Industrial Average Even Weak-Form Market Efficient?

Published in:

Journal of Accounting & Finance (2158-3625), 2021, v. 21, n. 1, p. 159, doi. 10.33423/jaf.v21i1.4164

By:

Stanley, Darrol J.;
Kinsman, Michael D.;
Kownatzki, Clemens;
DiLellio, James

Publication type:

Article

COVID-19 As an Economic Indicator: Impact Upon Overall U.S. Market Health.

Published in:

Academy of Business Journal, 2021, p. 106

By:

Lowe, S. Keith;
Staples, Julie

Publication type:

Article

An Evaluation of the Causes, Extent, and Initiators of Herding Behavior.

Published in:

Journal of Applied Financial Research, 2014, v. 2, p. 118

By:

Boehner, Robert;
Gold, Steven

Publication type:

Article

Dialogue and Relationship Building in Online Financial Communications.

Published in:

International Journal of Strategic Communication, 2014, v. 8, n. 3, p. 177, doi. 10.1080/1553118X.2014.905477

By:

Koehler, Kristin

Publication type:

Article

TRADING STOCK MARKET INDICES. A SIMPLE APPROACH.

Published in:

Revista Economică, 2021, v. 73, n. 1, p. 64

By:

MOROȘAN, Adrian

Publication type:

Article

Short-Term Stock Price Reversals May Be Reversed.

Published in:

International Journal of Economic Sciences & Applied Research, 2012, v. 5, n. 3, p. 129

By:

Kudryavtsev, Andrey

Publication type:

Article

Exploring the Herd Behavior of Investors: A Comparative Study of the Indian and US Stock Markets.

Published in:

IUP Journal of Applied Finance, 2020, v. 26, n. 4, p. 49

By:

Lodha, Shilpa;
Soral, G.

Publication type:

Article

Impact of Global Financial Meltdown on Beta of Selected Scrips.

Published in:

IUP Journal of Applied Economics, 2010, v. 9, n. 1, p. 40

By:

Rao, N. Maruti;
Naikwadi, Iftikar Ahmed M.

Publication type:

Article

Think About Tomorrow Morning: Opening Stock Returns May Show Reversals.

Published in:

Romanian Economic Journal, 2013, v. 16, n. 50, p. 51

By:

Kudryavtsev, Andrey

Publication type:

Article

Permutation entropy and statistical analysis of the historical evolution of the Mexican stock market index.

Published in:

International Journal of Modern Physics C: Computational Physics & Physical Computation, 2022, v. 33, n. 7, p. 1, doi. 10.1142/S0129183122500929

By:

Rodríguez-Achach, M.;
Suárez-Solís, A.;
Montoya, A. R. Hernández;
Escalante-Martínez, J. E.;
Calderón-Ramón, C.

Publication type:

Article

Automatic optimized support vector regression for financial data prediction.

Published in:

Neural Computing & Applications, 2020, v. 32, n. 7, p. 2383, doi. 10.1007/s00521-019-04216-7

By:

Simian, Dana;
Stoica, Florin;
Bărbulescu, Alina

Publication type:

Article

Causality-driven multivariate stock movement forecasting.

Published in:

PLoS ONE, 2024, v. 19, n. 4, p. 1, doi. 10.1371/journal.pone.0302197

By:

Díaz Berenguer, Abel;
Da, Yifei;
Bossa, Matías Nicolás;
Oveneke, Meshia Cédric;
Sahli, Hichem

Publication type:

Article

Weather-Induced Mood, Institutional Investors, and Stock Returns.

Published in:

Review of Financial Studies, 2015, v. 28, n. 1, p. 73, doi. 10.1093/rfs/hhu063

By:

Goetzmann, William N.;
Kim, Dasol;
Kumar, Alok;
Wang, Qin

Publication type:

Article

In search of liquidity: block trades in the upstairs and downstairs markets.

Published in:

Review of Financial Studies, 1997, v. 10, n. 1, doi. 10.1093/rfs/10.1.175

By:

Madhavan, A;
Madhavan, Ananth;
Cheng, M;
Cheng, Minder

Publication type:

Article

COINTEGRATION AND ITS SPECIFIC APPLICATIONS IN PORTFOLIO MANAGEMENT.

Published in:

Economic Computation & Economic Cybernetics Studies & Research, 2015, v. 49, n. 4, p. 193

By:

GLOVA, Jozef;
PASTOR, Damián;
SABOL, Tomáš

Publication type:

Article

Análisis técnico: Un estudio de la eficiencia de diferentes técnicas aplicadas sobre acciones pertenecientes a los índices bursátiles estadounidenses Dow Jones Industrial Average y Nasdaq.

Published in:

Estudios de Administración, 2003, v. 10, n. 2, p. 59

By:

Parisi F., Antonino

Publication type:

Article

On ESG Portfolio Construction: A Multi-Objective Optimization Approach.

Published in:

Computational Economics, 2024, v. 63, n. 1, p. 21, doi. 10.1007/s10614-022-10327-6

By:

Xidonas, Panos;
Essner, Eric

Publication type:

Article

A Hybrid ARFIMA Wavelet Artificial Neural Network Model for DJIA Index Forecasting.

Published in:

Computational Economics, 2023, v. 62, n. 4, p. 1801, doi. 10.1007/s10614-022-10320-z

By:

Boubaker, Heni;
Canarella, Giorgio;
Gupta, Rangan;
Miller, Stephen M.

Publication type:

Article

Modeling Tail Dependence Using Stochastic Volatility Model.

Published in:

Computational Economics, 2023, v. 62, n. 1, p. 129, doi. 10.1007/s10614-022-10271-5

By:

Kim, See-Woo;
Ma, Yong-Ki;
Necula, Ciprian

Publication type:

Article

Estimation of Expected Shortfall Using Quantile Regression: A Comparison Study.

Published in:

Computational Economics, 2022, v. 60, n. 2, p. 725, doi. 10.1007/s10614-021-10164-z

By:

Christou, Eliana;
Grabchak, Michael

Publication type:

Article

Towards Crafting Optimal Functional Link Artificial Neural Networks with Rao Algorithms for Stock Closing Prices Prediction.

Published in:

Computational Economics, 2022, v. 60, n. 1, p. 1, doi. 10.1007/s10614-021-10130-9

By:

Das, Subhranginee;
Nayak, Sarat Chandra;
Sahoo, Biswajit

Publication type:

Article

Towards Crafting Optimal Functional Link Artificial Neural Networks with Rao Algorithms for Stock Closing Prices Prediction.

Published in:

Computational Economics, 2022, v. 60, n. 1, p. 1, doi. 10.1007/s10614-021-10130-9

By:

Das, Subhranginee;
Nayak, Sarat Chandra;
Sahoo, Biswajit

Publication type:

Article

Risk Assessment with Wavelet Feature Engineering for High-Frequency Portfolio Trading.

Published in:

Computational Economics, 2018, v. 52, n. 2, p. 653, doi. 10.1007/s10614-017-9711-7

By:

Chen, Yi-Ting;
Sun, Edward W.;
Yu, Min-Teh

Publication type:

Article