Intertemporal Relations Between Stock Indices Correlation Analysis For The Stock Markets Of The United States England And Singapore PDF Download
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Author | : Michael Nabil Razzouk |
Publisher | : |
Total Pages | : 212 |
Release | : 2009 |
Genre | : Investments |
ISBN | : |
Download Intertemporal Relations Between Stock Indices-correlation Analysis for the Stock Markets of the United States, England, and Singapore Book in PDF, ePub and Kindle
This research study examines the relationships between various equity markets throughout the world. In this study, returns from the Chicago Stock Exchange, the London Stock Exchange and the Singapore Stock Exchange are compared and analyzed to see if correlations between the markets exist.
Author | : Cheng Soon Koh |
Publisher | : |
Total Pages | : 154 |
Release | : 1996 |
Genre | : Stocks |
ISBN | : |
Download Intertemporal Relation Between the U.S. and Singapore Stock Markets Book in PDF, ePub and Kindle
Author | : Gordon Y. N. Tang |
Publisher | : |
Total Pages | : |
Release | : 2000 |
Genre | : |
ISBN | : |
Download Intertemporal Stability in International Stock Market Relationships Book in PDF, ePub and Kindle
Using a direct test on the equality of correlation matrices of 12 international stock markets, this paper examines the intertemporal stability in stock market co-movements. Contrary to previous findings, our empirical results show that for both domestic currency and US$-based returns, the shorter the time period considered, the more stable the patterns of stock market co-movement, especially in the period before the 1987 stock crash when domestic currency returns are used.
Author | : Dr B Ravi Kumar |
Publisher | : |
Total Pages | : |
Release | : 2015-04-07 |
Genre | : |
ISBN | : 9781926488059 |
Download Correlation Analysis of Stock Indices Book in PDF, ePub and Kindle
In order to understand the international transmission mechanism between the two markets under consideration, first it is important to recognize that the NSE and NASDAQ markets do not have any overlapping trading hours. There is a time lag of twelve-and-half hours between US Eastern Standard Time and Indian Standard Time. The trading hours of both the markets are shown in below. In Indian Standard Time (IST), NSE opens at 10.00 AM and closes at 3.30 PM. In the modern world the size of the investors has been increased enormously and it is important to analyse the pattern of returns on stock indices for investment. The present research work is a comparative study on returns of NSE along with NASDAQ.
Author | : Cheong Hin Tan |
Publisher | : |
Total Pages | : 14 |
Release | : 1994 |
Genre | : Stock exchanges |
ISBN | : |
Download Intertemporal Relations of the New York, Tokyo and Singapore Stock Markets Book in PDF, ePub and Kindle
Author | : Dimitra Doimas |
Publisher | : |
Total Pages | : |
Release | : 1999 |
Genre | : Economics |
ISBN | : |
Download The Intertemporal Movement of the Correlation Coefficient Between the Returns of International Stock Markets Book in PDF, ePub and Kindle
Author | : |
Publisher | : |
Total Pages | : 10 |
Release | : 1992 |
Genre | : Stock Exchange of Singapore |
ISBN | : |
Download Intertemporal Relations of the New York, Tokyo and Singapore Stock Markets Book in PDF, ePub and Kindle
Author | : Rosario N. Mantegna |
Publisher | : Cambridge University Press |
Total Pages | : 164 |
Release | : 1999-11-13 |
Genre | : Business & Economics |
ISBN | : 1139431226 |
Download Introduction to Econophysics Book in PDF, ePub and Kindle
This book concerns the use of concepts from statistical physics in the description of financial systems. The authors illustrate the scaling concepts used in probability theory, critical phenomena, and fully developed turbulent fluids. These concepts are then applied to financial time series. The authors also present a stochastic model that displays several of the statistical properties observed in empirical data. Statistical physics concepts such as stochastic dynamics, short- and long-range correlations, self-similarity and scaling permit an understanding of the global behaviour of economic systems without first having to work out a detailed microscopic description of the system. Physicists will find the application of statistical physics concepts to economic systems interesting. Economists and workers in the financial world will find useful the presentation of empirical analysis methods and well-formulated theoretical tools that might help describe systems composed of a huge number of interacting subsystems.
Author | : Wing-Keung Wong |
Publisher | : Mdpi AG |
Total Pages | : 232 |
Release | : 2022-02-17 |
Genre | : Business & Economics |
ISBN | : 9783036530802 |
Download Efficiency and Anomalies in Stock Markets Book in PDF, ePub and Kindle
The Efficient Market Hypothesis believes that it is impossible for an investor to outperform the market because all available information is already built into stock prices. However, some anomalies could persist in stock markets while some other anomalies could appear, disappear and re-appear again without any warning. A Special Issue on "Efficiency and Anomalies in Stock Markets" will be devoted to advancements in the theoretical development of market efficiency and anomaly in the Stock Market, as well as applications in Stock Market efficiency and anomalies.
Author | : Laurent Ferrara |
Publisher | : Springer |
Total Pages | : 300 |
Release | : 2018-06-13 |
Genre | : Business & Economics |
ISBN | : 3319790757 |
Download International Macroeconomics in the Wake of the Global Financial Crisis Book in PDF, ePub and Kindle
This book collects selected articles addressing several currently debated issues in the field of international macroeconomics. They focus on the role of the central banks in the debate on how to come to terms with the long-term decline in productivity growth, insufficient aggregate demand, high economic uncertainty and growing inequalities following the global financial crisis. Central banks are of considerable importance in this debate since understanding the sluggishness of the recovery process as well as its implications for the natural interest rate are key to assessing output gaps and the monetary policy stance. The authors argue that a more dynamic domestic and external aggregate demand helps to raise the inflation rate, easing the constraint deriving from the zero lower bound and allowing monetary policy to depart from its current ultra-accommodative position. Beyond macroeconomic factors, the book also discusses a supportive financial environment as a precondition for the rebound of global economic activity, stressing that understanding capital flows is a prerequisite for economic-policy decisions.