Works about STANDARD & Poor's 500 Index
Results: 1371
The End of Mean-Variance? Tsallis Entropy Revolutionises Portfolio Optimisation in Cryptocurrencies.
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- Journal of Risk & Financial Management, 2025, v. 18, n. 2, p. 77, doi. 10.3390/jrfm18020077
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Nexus Between Fair Pay and Say-on-Pay Votes.
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- Systems, 2025, v. 13, n. 2, p. 74, doi. 10.3390/systems13020074
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Government Aid Disclosure— Spotlight on the CARES Act: What accounting rules and guidance did companies follow to report receipt of government aid?
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- Tax Executive, 2022, v. 74, n. 1, p. 46
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Exploration, exploitation, and financial performance: analysis of S&P 500 corporations.
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- Strategic Management Journal (John Wiley & Sons, Inc.) - 1980 to 2009, 2009, v. 30, n. 2, p. 221, doi. 10.1002/smj.738
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CRASHES, VOLATILITY, AND THE EQUITY PREMIUM: LESSONS FROM S&P 500 OPTIONS.
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- Review of Economics & Statistics, 2010, v. 92, n. 2, p. 435, doi. 10.1162/rest.2010.11549
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THE PRESENT VALUE MODEL OF STOCK PRICES: REGRESSION TESTS AND MONTE CARLO RESULTS.
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- Review of Economics & Statistics, 1985, v. 67, n. 4, p. 599, doi. 10.2307/1924804
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Dynamics and Structure of the 30 Largest North American Companies.
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- Computational Economics, 2010, v. 35, n. 1, p. 85, doi. 10.1007/s10614-009-9187-1
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Economic Policy Uncertainty and Stock Markets: A Multifractal Cross-Correlations Analysis.
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- Fluctuation & Noise Letters, 2021, v. 20, n. 2, p. N.PAG, doi. 10.1142/S0219477521500188
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An Ensemble System Based on Hybrid EGARCH-ANN with Different Distributional Assumptions to Predict S&P 500 Intraday Volatility.
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- Fluctuation & Noise Letters, 2015, v. 14, n. 1, p. -1, doi. 10.1142/S0219477515500017
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IMPROVING FORECASTING ACCURACY OF THE S&P500 INTRA-DAY PRICE DIRECTION USING BOTH WAVELET LOW AND HIGH FREQUENCY COEFFICIENTS.
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- Fluctuation & Noise Letters, 2014, v. 13, n. 1, p. 1, doi. 10.1142/S0219477514500084
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INFORMATION-THEORETIC ANALYSIS OF STOCHASTIC VOLATILITY MODELS.
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- Advances in Complex Systems, 2019, v. 22, n. 1, p. N.PAG, doi. 10.1142/S021952591850025X
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Asymmetric link between energy market and crypto market.
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- International Journal of Financial Engineering, 2024, v. 11, n. 1, p. 1, doi. 10.1142/S242478632350038X
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An analysis of COVID-19 impacts on S&P 500 and FinTech index.
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- International Journal of Financial Engineering, 2021, v. 8, n. 2, p. N.PAG, doi. 10.1142/S2424786321410036
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Looking for the Economy‐Wide Effects of Stock Market Short‐Termism.
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- Journal of Applied Corporate Finance, 2021, v. 33, n. 4, p. 76, doi. 10.1111/jacf.12480
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- Article
A Deeper Look at the Return on Purpose: Before and During a Crisis.
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- Journal of Applied Corporate Finance, 2021, v. 33, n. 2, p. 95, doi. 10.1111/jacf.12460
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The Relationship between Shareholder Return and CEO Pay over a CEO's Full Period of Service.
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- Journal of Applied Corporate Finance, 2021, v. 33, n. 1, p. 68, doi. 10.1111/jacf.12446
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The Growing Blessing of Unicorns: The Changing Nature of the Market for Privately Funded Companies.
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- Journal of Applied Corporate Finance, 2020, v. 32, n. 3, p. 52, doi. 10.1111/jacf.12418
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Are Performance Shares Shareholder Friendly?
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- Journal of Applied Corporate Finance, 2019, v. 31, n. 3, p. 126, doi. 10.1111/jacf.12367
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Integrating Systemic Risk into Modern Portfolio Theory and Practice.
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- Journal of Applied Corporate Finance, 2016, v. 28, n. 2, p. 56, doi. 10.1111/jacf.12175
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Are U.S. Companies Really Holding That Much Cash-And If So, Why?
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- Journal of Applied Corporate Finance, 2016, v. 28, n. 1, p. 95, doi. 10.1111/jacf.12162
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MEASURING INTEGRATION OF CAPITAL MARKET INDICES ACROSS WORLD.
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- OORJA - International Journal of Management & IT, 2019, v. 17, n. 1, p. 11
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Global market factors that impact Baltic Dry Index.
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- Scientific Journal of Maritime Research, 2022, v. 36, n. 2, p. 242, doi. 10.31217/p.36.2.8
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Generalised Additive Model Improves Estimates of Vibrio Species Abundance in Penaeus vannamei Boone, 1931 Biofloc Production System.
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- Asian Fisheries Science, 2022, v. 35, n. 2, p. 108, doi. 10.33997/j.afs.2022.35.2.002
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The Gender Gap.
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- ISSA Journal, 2019, v. 17, n. 2, p. 8
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Founding Family Ownership and Earnings Quality.
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- Journal of Accounting Research (Wiley-Blackwell), 2006, v. 44, n. 3, p. 619, doi. 10.1111/j.1475-679X.2006.00213.x
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Discussion of Disclosure Practices of Foreign Companies Interacting with U.S. Markets.
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- Journal of Accounting Research (Wiley-Blackwell), 2004, v. 42, n. 2, p. 509, doi. 10.1111/j.1475-679X.2004.00147.x
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Capital Gains Taxes and Equity Trading: Empirical Evidence.
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- Journal of Accounting Research (Wiley-Blackwell), 2003, v. 41, n. 4, p. 611, doi. 10.1111/1475-679X.00118
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Congruency and Users' Sharing on Social Media Platforms: A Novel Approach for Analyzing Content.
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- Journal of Advertising, 2023, v. 52, n. 3, p. 369, doi. 10.1080/00913367.2022.2055683
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A Long-Memory Model for Multiple Cycles with an Application to the US Stock Market.
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- Mathematics (2227-7390), 2024, v. 12, n. 22, p. 3487, doi. 10.3390/math12223487
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Deep Neural Network Model for Hurst Exponent: Learning from R/S Analysis.
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- Mathematics (2227-7390), 2024, v. 12, n. 22, p. 3483, doi. 10.3390/math12223483
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A Functional Data Approach for Continuous-Time Analysis Subject to Modeling Discrepancy under Infill Asymptotics.
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- Mathematics (2227-7390), 2023, v. 11, n. 20, p. 4386, doi. 10.3390/math11204386
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Using Financial News Sentiment for Stock Price Direction Prediction.
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- Mathematics (2227-7390), 2022, v. 10, n. 13, p. 2156, doi. 10.3390/math10132156
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Estimating Forward-Looking Stock Correlations from Risk Factors.
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- Mathematics (2227-7390), 2022, v. 10, n. 10, p. 1649, doi. 10.3390/math10101649
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Genetic Mean Reversion Strategy for Online Portfolio Selection with Transaction Costs.
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- Mathematics (2227-7390), 2022, v. 10, n. 7, p. 1073, doi. 10.3390/math10071073
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Efficient or Fractal Market Hypothesis? A Stock Indexes Modelling Using Geometric Brownian Motion and Geometric Fractional Brownian Motion.
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- Mathematics (2227-7390), 2021, v. 9, n. 22, p. 2983, doi. 10.3390/math9222983
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Finansal Sistemin Sismik Sarsıntıları: Geleneksel Piyasalar ve Kripto Paraların/Varlıkların Entegrasyonu Üzerine Bir Analiz.
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- Adam Academy Journal of Social Sciences / Adam Akademi Sosyal Bilimler Dergisi, 2024, v. 14, n. 2, p. 397, doi. 10.31679/adamakademi.1557411
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Dynamic Interconnections and Contagion Effects Among Global Stock Markets: A Vecm Analysis.
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- Economics: Innovative & Economic Research Journal / Casopis za Ekonomsku Teoriju i Analizu, 2024, v. 12, n. 3, p. 55, doi. 10.2478/eoik-2024-0039
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Destek Vektör Makineleri ile Borsa Endekslerinin Tahmini.
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- Itobiad: Journal of the Human & Social Science Researches / İnsan ve Toplum Bilimleri Araştırmaları Dergisi, 2020, v. 9, n. 2, p. 1394, doi. 10.15869/itobiad.673015
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The Congressional Calendar, Market Performance, and Market Volatility.
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- International Journal of Business, 2020, v. 25, n. 2, p. 149
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Interrelatedness, Interdependencies, and Domain Learning in Alliance Portfolios.
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- International Journal of Business, 2015, v. 20, n. 2, p. 160
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Should risk-averse investors target the portfolios of socially responsible companies?
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- Oeconomia Copernicana, 2022, v. 13, n. 2, p. 439, doi. 10.24136/oc.2022.014
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Rebalancing of exchange traded funds in stock market using option trading strategies.
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- Economics & Law / Ekonomia i Prawo, 2021, v. 20, n. 3, p. 513, doi. 10.12775/EiP.2021.031
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- Article
DETERMINING THE CAUSAL RELATIONSHIP BETWEEN BALTIC DRY INDEX (BDI) AND MACROECONOMIC VARIABLES BY TODA-YAMAMOTO ANALYSIS.
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- Journal of Management & Economics Research, 2023, v. 21, n. 1, p. 59, doi. 10.11611/yead.1173114
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Estimation on Rational Speculative Bubbles in Stock Market by Using Generalised Johansen-Ledoit-Sornette Model.
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- Malaysian Journal of Mathematical Sciences, 2022, v. 16, n. 4, p. 717, doi. 10.47836/mjms.16.4.05
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An alternative tree method for calibration of the local volatility.
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- Journal of Industrial & Management Optimization, 2022, v. 18, n. 1, p. 137, doi. 10.3934/jimo.2020146
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The Forecasting Ability of GARCH Models for the 2003-07 Crisis: Evidence from S&P500 Index Volatility.
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- Lahore Journal of Business, 2012, v. 1, n. 1, p. 37, doi. 10.35536/ljb.2012.v1.i1.a3
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A penalty decomposition algorithm with greedy improvement for mean‐reverting portfolios with sparsity and volatility constraints.
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- International Transactions in Operational Research, 2023, v. 30, n. 5, p. 2415, doi. 10.1111/itor.13123
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Robust reward–risk ratio portfolio optimization.
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- International Transactions in Operational Research, 2021, v. 28, n. 4, p. 2169, doi. 10.1111/itor.12652
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Extended omega ratio optimization for risk-averse investors.
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- International Transactions in Operational Research, 2017, v. 24, n. 3, p. 485, doi. 10.1111/itor.12184
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Executive ownership guidelines see changes.
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- Compensation & Benefits Review, 2010, v. 42, n. 2, p. 69
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- Article