Wszystkie pola: exchange rates - Katalog OPAC zbiorów

Skocz do pozycji: 1.

Tytuł:: Non Linear Analysis of S&P Index
Autorzy:: Hanias, Mike
Magafas, Lykourgos
Konstantaki, Pagania
Powiązania:: https://bibliotekanauki.pl/articles/517166.pdf
Data publikacji:: 2013
Wydawca:: Instytut Badań Gospodarczych
Tematy:: Exchange rates
Time series
Chaos theory
Opis:: This paper applies non-linear methods to analyze and predict the daily open S&P index which is one of the most important stock index in the world. The aim of the analysis is to quantitatively show if the corresponding time series is a deterministic chaotic one and if one or more days ahead prediction can be achieved. These results make the present work a valuable tool for traders investors and funds.
Źródło:: Equilibrium. Quarterly Journal of Economics and Economic Policy; 2013, 8, 4; 125-135
1689-765X
2353-3293
Pojawia się w:: Equilibrium. Quarterly Journal of Economics and Economic Policy
Dostawca treści:: Biblioteka Nauki

Artykuł

Skocz do pozycji: 2.

Tytuł:: ANALYSIS OF MONTHLY RATES OF RETURN IN APRIL ON THE EXAMPLE OF SELECTED WORLD STOCK EXCHANGE INDICES
Autorzy:: Borowski, Krzysztof
Powiązania:: https://bibliotekanauki.pl/articles/517371.pdf
Data publikacji:: 2016
Wydawca:: Instytut Badań Gospodarczych
Tematy:: market efficiency
financial market seasonality
market anomalies
April effect
Opis:: The article presents a study of the effectiveness of 22 selected stock indices with the use of the rates of return in the month of April. The portfolio replicating the stock index was bought at the closing prices on the last session in March, and sold at the closing prices on the last session in April. The presence of market inefficiency is demonstrated in cases of the following indices: All-Ord, AMEX, BUX, CAC40, DAX, DJIA, DJTA, DJUA, EOE, FTSE100, SMI, SP500, but for the following indices: B-Share, Bovespa, Buenos, Hang-Seng, MEX-IPC, Nasdaq, Nikkei, Russel, TSE and WIG, the obtained monthly rates of return were statistically equal to zero. In the last part of the article, the correlation coefficients of rates of return for analyzed indices in month of April were surveyed.
Źródło:: Equilibrium. Quarterly Journal of Economics and Economic Policy; 2016, 11, 2; 307-325
1689-765X
2353-3293
Pojawia się w:: Equilibrium. Quarterly Journal of Economics and Economic Policy
Dostawca treści:: Biblioteka Nauki

Artykuł

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