Works matching DE "STOCK market index options"
Results: 66
Forecasting the Volatility of Stock Market Index Using the Hybrid Models with Google Domestic Trends.
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- Fluctuation & Noise Letters, 2019, v. 18, n. 1, p. N.PAG, doi. 10.1142/S0219477519500068
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THE CO-MOVEMENT CONNECTION BETWEEN THE GDP AND THE MAIN STOCK MARKET INDEX. THE CASES OF USA AND ROMANIA.
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- Annals of 'Constantin Brancusi' University of Targu-Jiu. Economy Series / Analele Universităţii 'Constantin Brâncuşi' din Târgu-Jiu Seria Economie, 2015, n. 6, p. 186
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CORPORATE SOCIAL RESPONSIBILITY AND FINANCIAL PERFORMANCE: THE SPANISH CASE.
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- RAE: Revista de Administração de Empresas, 2016, v. 56, n. 1, p. 20, doi. 10.1590/S0034-759020160103
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Option-Writing Strategies in a Low-Volatility Framework.
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- Journal of Investing, 2015, v. 24, n. 3, p. 116, doi. 10.3905/joi.2015.24.3.116
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The Effect of Credit Crunches and Equity Financing Restrictions on the Capital Structure Adjustments of Chinese Listed Real Estate Companies.
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- Emerging Markets Finance & Trade, 2015, v. 51, p. S21, doi. 10.1080/1540496X.2015.1062306
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Regime-Dependent Relationships Between the Implied Volatility Index and Stock Market Index.
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- Emerging Markets Finance & Trade, 2014, v. 50, n. 5, p. 5, doi. 10.2753/REE1540-496X500501
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MODELIRANJE VOLATILNOSTI TRŽIŠNIH INDEKSA AKCIJA BEOGRADSKE BERZE: BELEX15 I BELEXLINE.
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- Economy & Market Communication Review / Casopis za Ekonomiju i Trzisne Komunikacije, 2012, v. 2, n. 2, p. 336, doi. 10.7251/EMC1202336M
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Forté Capital's Selected Statistics.
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- CPA Journal, 2023, v. 93, n. 1/2, p. 80
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Forté Capital's Selected Statistics.
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- CPA Journal, 2022, v. 92, n. 7/8, p. 80
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Forté Capital's Selected Statistics.
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- CPA Journal, 2021, v. 91, n. 10/11, p. 80
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Pattern formation in time series systems due to viscoelastic behavior: Case studies in uniform distribution, normal distribution, stock market index, and music.
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- International Journal of Modern Physics C: Computational Physics & Physical Computation, 2018, v. 29, n. 9, p. N.PAG, doi. 10.1142/S0129183118500857
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Daily momentum profits with firm characteristics and investors' optimism in the Taiwan market.
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- Journal of Economics & Finance, 2013, v. 37, n. 2, p. 253, doi. 10.1007/s12197-011-9182-y
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INVESTORS SENTIMENT AND EQUITY MARKETS DURING COVID-19 PERIOD: A QUANTILE REGRESSION APPROACH AND WAVELET ANALYSIS.
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- Journal of Business Economics & Management, 2023, v. 24, n. 3, p. 551, doi. 10.3846/jbem.2023.19814
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Is it possible to forecast KOSPI direction using deep learning methods?
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- Communications for Statistical Applications & Methods, 2021, v. 28, n. 4, p. 329, doi. 10.29220/CSAM.2021.28.4.329
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PROTECT PUT CERTIFICATES - A CASE OF BEARISH STRUCTURED PRODUCTS.
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- American Journal of Business Research, 2014, v. 7, n. 1, p. 61
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The Effect of Commodity Volatility Indexes and FED Fund Rates on the Stock Market Indices of Developing Countries.
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- Journal of Accounting & Finance / Muhasebe ve Finansman Dergisi, 2019, n. 81, p. 293, doi. 10.25095/mufad.510682
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FORECASTING STOCK INDEX MOVEMENT WITH ARTIFICIAL NEURAL NETWORKS: THE CASE OF ISTANBUL STOCK EXCHANGE.
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- Trakya University Journal of Social Science, 2012, v. 14, n. 2, p. 231
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Analyzing the Dynamic Equicorrelation Between Shanghai Composite (SSEC) and Austral African Stock Market Indices.
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- Chinese Economy, 2019, v. 52, n. 1, p. 83, doi. 10.1080/10971475.2018.1523862
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The limits of institutional isomorphism in the design of e-recruitment websites: a comparative analysis of the USA and Spain.
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- International Journal of Human Resource Management, 2016, v. 27, n. 1, p. 23, doi. 10.1080/09585192.2015.1004186
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Market Efficiency and Anomalies: Evidences from S&P CNX NIFTY.
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- Vision (09722629), 2013, v. 17, n. 3, p. 233, doi. 10.1177/0972262913496728
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Financial Stability and the Role of the Financial Policy Committee.
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- Manchester School (1463-6786), 2014, v. 82, p. 35, doi. 10.1111/manc.12070
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Exchange Rate Fluctuations and Stock Market Performance in Nairobi Securities Exchange, Kenya.
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- Journal of Emerging Issues in Economics, Finance & Banking, 2018, v. 7, n. 1, p. 2434
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Una propuesta para hacer más eficiente el IPC de la BMV Un modelo con reversión a la media para la flotación relativa.
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- Economia Mexicana, 2013, p. 465
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Fractal Dimensional Analysis in Financial Time Series.
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- International Journal of Financial Management, 2015, v. 5, n. 3, p. 46, doi. 10.21863/ijfm/2015.5.3.016
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Vertical Financial Markets Integration and Efficiency in India with Special Reference to Economic Crisis.
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- Prajnān, 2014, v. 43, n. 3, p. 1
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AN ADAPTIVE NETWORK-BASED FUZZY INFERENCE SYSTEM FOR THE PREDICTION OF STOCK MARKET: BSE30 AND IBOVESPA.
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- Journal of Combinatorics, Information & System Sciences, 2013, v. 38, n. 1-4, p. 183
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Examining the Equilibrium Relationship Between the Shanghai 50 Stock Index Futures and the Shanghai 50 ETF Options Markets.
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- Emerging Markets Finance & Trade, 2018, v. 54, n. 11, p. 2557, doi. 10.1080/1540496X.2018.1483824
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Modeling Financial Time Series Based on a Market Microstructure Model with Leverage Effect.
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- Discrete Dynamics in Nature & Society, 2016, p. 1, doi. 10.1155/2016/1580941
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Effects of Stock Indices of Developed and Emerging Markets on Economic Activity in Colombia: a FAVAR Approach.
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- Lecturas de Economia, 2016, n. 85, p. 155, doi. 10.17533/udea.le.n85a05
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Asymmetric Wealth Effect between US Stock Markets and US Housing Market and European Stock Markets: Evidences from TAR and MTAR.
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- Risks, 2023, v. 11, n. 7, p. 124, doi. 10.3390/risks11070124
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FAANG Stocks, Gold, and Islamic Equity: Implications for Portfolio Management during COVID-19.
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- Risks, 2023, v. 11, n. 1, p. 19, doi. 10.3390/risks11010019
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Sparse index tracking using sequential Monte Carlo.
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- Quantitative Finance, 2022, v. 22, n. 9, p. 1579, doi. 10.1080/14697688.2022.2057353
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Estimation of risk-neutral measures using quartic B-spline cumulative distribution functions with power tails.
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- Quantitative Finance, 2014, v. 14, n. 10, p. 1857, doi. 10.1080/14697688.2012.742202
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Dynamic option hedging via stochastic model predictive control based on scenario simulation.
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- Quantitative Finance, 2014, v. 14, n. 10, p. 1739, doi. 10.1080/14697688.2011.649780
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Modeling and forecasting Hang Seng index volatility with day-of-week effect, spillover effect based on ARIMA and HAR.
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- Eurasian Economic Review, 2014, v. 4, n. 2, p. 113, doi. 10.1007/s40822-015-0013-x
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Twitter carbon information and cost of equity: the moderating role of environmental performance.
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- Eurasian Business Review, 2023, v. 13, n. 3, p. 693, doi. 10.1007/s40821-022-00225-0
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Measuring fund style, performance and activity: a new style-profiling approach.
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- Accounting & Finance, 2015, v. 55, n. 1, p. 29, doi. 10.1111/acfi.12047
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Is It Time to Reconsider the Semi-variance? An Answer.
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- Atlantic Economic Journal, 2023, v. 51, n. 2/3, p. 203, doi. 10.1007/s11293-023-09777-6
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Ex-Ante Equity Risk Premia: Expectational Estimates Using Stock Market Returns Forecasts in the Emerging Equity Market.
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- Panoeconomicus, 2018, v. 65, n. 4, p. 479, doi. 10.2298/PAN130925004N
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KSE Meezan Index (KMI-30) - Stellar Performance.
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- Journal of Islamic Banking & Finance, 2013, v. 30, n. 4, p. 30
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- Article
The impacts of investor sentiment on returns and conditional volatility of international stock markets.
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- Quality & Quantity, 2014, v. 48, n. 3, p. 1165, doi. 10.1007/s11135-013-9827-3
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Using Words from Daily News Headlines to Predict the Movement of Stock Market Indices.
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- Managing Global Transitions: International Research Journal, 2017, v. 15, n. 2, p. 109, doi. 10.26493/1854-6935.15.109-121
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¿Se puede comprar la inclusión en el S&P 500?
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- Debates IESA, 2021, v. 26, n. 4, p. 19
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Volatility Uncertainty, Time Decay, and Option Bid-Ask Spreads in an Incomplete Market.
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- Management Science, 2019, v. 65, n. 4, p. 1833, doi. 10.1287/mnsc.2017.2867
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Time-Varying Crash Risk Embedded in Index Options: The Role of Stock Market Liquidity.
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- Review of Finance, 2021, v. 25, n. 4, p. 1261, doi. 10.1093/rof/rfaa040
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Estimating the portion of technical analysts in a market.
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- Applied Economics, 2017, v. 49, n. 41, p. 4127, doi. 10.1080/00036846.2016.1276274
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A nonparametric kernel regression approach for pricing options on stock market index.
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- Applied Economics, 2016, v. 48, n. 10, p. 902, doi. 10.1080/00036846.2015.1090549
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Impacts of derivative markets on spot market volatility and their persistence.
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- Applied Economics, 2015, v. 47, n. 22, p. 2250, doi. 10.1080/00036846.2015.1005813
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GLOBAL RISK FACTORS AND SOUTH AFRICAN EQUITY INDICES.
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- South African Journal of Economics, 2015, v. 83, n. 4, p. 598, doi. 10.1111/saje.12065
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Approximation of data using non-integer harmonics series.
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- Nonlinear Dynamics, 2017, v. 89, n. 4, p. 2845, doi. 10.1007/s11071-017-3629-4
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