Academic literature on the topic 'Financial Times Stock Exchange 100 Index'
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Journal articles on the topic "Financial Times Stock Exchange 100 Index"
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Wahyu Suprapti, Sri Budiwati, and Luthfi Hafizh. "The Effect of the Global Stock Index On the Joint Stock Price Index (JCI) In The Indonesia Stock Exchange, 2015 – 2019." COMSERVA Indonesian Jurnal of Community Services and Development 1, no. 9 (January 23, 2022): 585–94. http://dx.doi.org/10.36418/comserva.v1i9.119.
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The purpose of this study is to identify and analyze the impact of the global index, are the Dow Jones Index (DJIA), Nikkei 225(N225), Shanghai Composite Indеx Composite (SSEC) and Singapore Straits Times (STI) Against the Jakarta Composite Index (JKSE) on the Indonesia Stock Exchange (IDX). This type of research is explanatory research with quantitative research. This study takes all the time series data listed on the Dow Jones Index, Nikkei 225 Index, Shanghai Stock Composite Іndеx, Singapore Straits Times Index, and the Jakarta Composite Index (JKSE) for the period January 2015 to December 2019. The research sample used was 60 samples. The data analysis technique used is multiple linear regression analysis. Hypothesis testing results show the Dow Jones Index, Nikkei 225 Index, Shanghai Composite Еxchange Composite Іndеx, Singapore Straits Times Index, Financial Times Stock Exchange 100 and the Kuala Lumpur Composite Index associated simultaneously with the Jakarta Composite Index (JKSE). The Dow Jones Index has a significant effect on the positive direction of the Jakarta Composite Index (JKSE), The Nikkei 225 index has a significant effect on the negative direction of the Jakarta Composite Index (JKSE), Kuala Lumpur Composite Index 100 has a significant on the positive direction of the Jakarta Composite Index. Shanghai Stock Index Composite Index Singapore Strait Times Index and Financial Times Stock Exchange have no effect on the Jakarta Composite Index (JKSE).
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Bunget, Ovidiu-Constantin, Dorel Mateș, Alin-Constantin Dumitrescu, Oana Bogdan, and Valentin Burcă. "The Link between Board Structure, Audit, and Performance for Corporate Sustainability." Sustainability 12, no. 20 (October 13, 2020): 8408. http://dx.doi.org/10.3390/su12208408.
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The economic and social transformations, the bankruptcies recorded, and the financial crisis affecting all economies have increased the interest for the corporate governance concept. Our intention in this paper was to study the impact of corporate governance attributes on performance given the information published by the entities listed on five stock exchanges from Europe, namely the main market from Bucharest Stock Exchange (BSE) in Romania, the Athens Stock Exchange(ATHEX) main market in Greece, Financial Times Stock Exchange 100 Index (FTSE 100) from Great Britain, Spanish Stock Exchange 35 Index (IBEX 35) from Spain, and Warsaw Stock Exchange 20 Index (WIG 20) from Poland, between 2016–2018. Through mathematical modeling and multiple linear regression, we aimed to determine the extent to which corporate governance characteristics, firm characteristics, industry and stock market fixed effects, and random effects influence the performance of 226 entities included in our sample. The empirical findings revealed that CEO duality, the number of non-executive directors and women on board, audit committee, and audit opinion influenced performance measured by the Return on Assets (ROA) and Return on Equity (ROE) indicators. The ideas highlighted and the results obtained in this research contribute to the literature that analyzes the extent to which an effective governance determines the increase in performance, needed for a sustainable development.
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P. Thuraisingam, T. Chantrathevi, You Hoo Tew, and Dalila Daud. "Inter-relationship between performance of Bursa Malaysia and foreign stock markets." Social and Management Research Journal 3, no. 1 (June 1, 2006): 113. http://dx.doi.org/10.24191/smrj.v3i1.5107.
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This paper explores the general perception that the Malaysian stock market is influenced by leading overseas stock markets. Employing correlation analysis comparison was made between the performance ofBiirsa Malaysia's Composite Index and six stock market indices namely Straits Times Index, Hang Seng Index, Nikkei 225 Stock Average, Australia All Ordinaries Index, Dow Jones Industrial Average Index and Financial Times 100 Index. This study also seeks to determine ifthere is any significant stability ofcorrelations over time. These indices were studied over a period offifteen years from I January 1990 to 31 December 2004, beginning with the cessation oftrading ofMalaysian shares on the Singapore stock exchange, which is synonymous with the pre-Asian financial crisis period, the crisis period and a post crisis period of almost five years. The study found that the, daily returns of the Composite Index over the period is positively co-related with the foreign indices indicating that the markets were moving in the same direction, in other words there is interdependency between the stock markets. However, the low to moderate correlation refutes the belief that the Malaysian stock market is influenced by the performance ofthe major stock markets. The study also found that generally the correlations are unstable over lime.
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Sihombing,, Pardomuan, and Rizal ,. "PENGARUH INDEKS SAHAM GLOBAL DAN KONDISI MAKRO INDONESIA TERHADAP INDEKS HARGA SAHAM GABUNGAN BURSA EFEK INDONESIA." Media Ekonomi 22, no. 2 (August 4, 2014): 133. http://dx.doi.org/10.25105/me.v22i2.3171.
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<p>The objective of this research is to examine the effect of global stock indices and marco economic condition of Indonesia to Jakarta Stock Exchange Composite Index (JCI). The global stock indices that had been analyzed in this research are Dow Jones Industrial Average (DJIA), Nikkei 225 (N225), Shanghai Stock Exchange Composite (SSE), Financial Times Stock Exchange 100 (FTSE 100), and Hang Seng Index (HSI). The macro economic indicator that had been analyzed in this research are exchange rate United States dollar to Indonesian rupiah, inflation and BI rate. This research was conducted using secondary data. Research periods are 10 years for 120 months since January 2008 until December 2012. This study was analyzed by using error correction model (ECM). By using this method, it can be analyzed the short and long term influence from the independent variables to the dependent variable with its analysis techniques to correct long term imbalances. The result shows that in short term, only DJIA, exchange rate and BI rate have significant effect on JCI. While in long term, DJIA, N225, SSE, HSI, and BI rate have significant effect on JCI. Adjusted R-square value of 0.444987 can illustrate that the dependent variable is explained by the independent variables for 44.499 percent, while the rest are influenced by the other variables.</p><p> </p>
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Bhatia, Aparna, and Binny Makkar. "Stage of development of a country and CSR disclosure – the latent driving forces." International Journal of Law and Management 62, no. 5 (June 3, 2020): 467–93. http://dx.doi.org/10.1108/ijlma-03-2020-0068.
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Purpose The purpose of this paper is to investigate the impact of various determinants at the country level, the industry level, the firm level and the corporate governance (CG) level on the extent of corporate social responsibility (CSR) disclosure in the group of developing and developed nations. Design/methodology/approach The data set comprises 310 companies listed on stock exchanges of developing and developed markets (Brazil – IBrX 100, 42 companies; Russia – Broad Market Index; 48 companies; India – Bombay Stock Exchange (BSE) 100, 50 companies; China – Shanghai Stock Exchange (SSE) 180, 27 companies; South Africa – The Financial Times Stock Exchange (FTSE)/Johannesburg Stock Exchange (JSE) All Share index, 49 companies; the USA – New York Stock Exchange (NYSE) 100, 47 companies; and the UK – London Stock Exchange (LSE) 100, 47 companies). CSR disclosure is measured through CSR disclosure index. Five separate regression models are run to investigate the impact of the factors that affect the extent of CSR disclosure. Findings The findings reveal that CSR disclosure is influenced by factors both at micro and macro levels. Governance environment, globalization and income inequality are found to be significant determinants of CSR disclosure for developing countries. International listing significantly influences CSR disclosure in the developed countries. The results also exhibit that board with large proportion of independent directors, high presence of CSR committee and environmental sensitive industries are more likely to engage in CSR disclosure practices in developing as well as in developed nations. Research limitations/implications This study implicates that varied factors – at country level, industry level, firm level and CG level – need assessment to know their impact differently in countries at different stages of economic development. However, longitudinal study covering longer period would lead to better generalization of results. Practical implications The findings of this present study implicate that managers must evaluate country’s political, social and economic forces and not just rely on company-level indicators affecting disclosure. Policymakers in emerging nations must emphasize on improving country governance features to enhance CSR disclosure of companies. Developing countries must respect and conform to rules and regulations while going global. More endeavors should be made to raise awareness about the benefits of CSR disclosure on reducing income inequality among companies listed on stock exchanges of developing countries. Emerging nations should follow developed nations in assuming responsibility toward stakeholders in foreign markets. This study also recommends regulatory bodies in both developing and developed countries to frame stringent policies regarding CG for improving CSR disclosure by companies. Originality/value This study overcomes the limitations of prior literature by considering both country- and company-specific determinants in prominent group of developing (Brazil, Russia, India, China and South Africa) and developed (the USA and the UK) countries.
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Sihombing, Pardomuan, and Rizal ,. "PENGARUH INDEKS SAHAM GLOBAL DAN KONDISI MAKRO INDONESIA TERHADAP INDEKS HARGA SAHAM GABUNGAN BURSA EFEK INDONESIA." Media Ekonomi 22, no. 2 (July 10, 2018): 135. http://dx.doi.org/10.25105/me.v22i2.2966.
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<span>The objective of this research is to examine the effect of global stock indices and marco<span>economic condition of Indonesia to Jakarta Stock Exchange Composite Index (JCI). The <span>global stock indices that had been analyzed in this research are Dow Jones Industrial <span>Average (DJIA), Nikkei 225 (N225), Shanghai Stock Exchange Composite (SSE), Financial <span>Times Stock Exchange 100 (FTSE 100), and Hang Seng Index (HSI). The macro economic <span>indicator that had been analyzed in this research are exchange rate United States dollar to <span>Indonesian rupiah, inflation and BI rate. This research was conducted using secondary data.<br /><span>Research periods are 10 years for 120 months since January 2008 until December 2012. This <span>study was analyzed by using error correction model (ECM). By using this method, it can be <span>analyzed the short and long term influence from the independent variables to the dependent <span>variable with its analysis techniques to correct long term imbalances. The result shows that <span>in short term, only DJIA, exchange rate and BI rate have significant effect on JCI. While in <span>long term, DJIA, N225, SSE, HSI, and BI rate have significant effect on JCI. Adjusted Rsquare value of 0.444987 can illustrate that the dependent variable is explained by the <span>independent variables for 44.499 percent, while the rest are influenced by the other <span>variables.</span></span></span></span></span></span></span></span></span></span></span></span></span></span><br /></span>
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Hossain, Mohammad Raquibul, and Mohd Tahir Ismail. "EMPIRICAL MODE DECOMPOSITION BASED ON THETA METHOD FOR FORECASTING DAILY STOCK PRICE." Journal of Information and Communication Technology 19, Number 4 (August 20, 2020): 533–58. http://dx.doi.org/10.32890/jict2020.19.4.4.
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Forecasting is a challenging task as time series data exhibit many features that cannot be captured by a single model. Therefore, many researchers have proposed various hybrid models in order to accommodate these features to improve forecasting results. This work proposed a hybrid method between Empirical Mode Decomposition (EMD) and Theta methods by considering better forecasting potentiality. Both EMD and Theta are efficient methods in their own ground of tasks for decomposition and forecasting, respectively. Combining them to obtain a better synergic outcome deserves consideration. EMD decomposed the training data from each of the five Financial Times Stock Exchange 100 Index (FTSE 100 Index) companies’ stock price time series data into Intrinsic Mode Functions (IMF) and residue. Then, the Theta method forecasted each decomposed subseries. Considering different forecast horizons, the effectiveness of this hybridisation was evaluated through values of conventional error measures found for test data and forecast data, which were obtained by adding forecast results for all component counterparts extracted from the EMD process. This study found that the proposed method produced better forecast accuracy than the other three classic methods and the hybrid EMD-ARIMA models.
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Botha, Ferdi, Jen Snowball, and Brett Scott. "Art investment in South Africa: Portfolio diversification and art market efficiency." South African Journal of Economic and Management Sciences 19, no. 3 (September 5, 2016): 358–68. http://dx.doi.org/10.4102/sajems.v19i3.1397.
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Art has been suggested as a good way to diversify investment portfolios during times of financial uncertainty. The argument is that art exhibits different risk and return characteristics to conventional investments in other asset classes. The new Citadel art price index offered the opportunity to test this theory in the South African context. Moreover, this paper tests whether art prices are efficient. The Citadel index uses the hedonic regression method with observations drawn from the top 100, 50 and 20 artists by sales volume, giving approximately 29 503 total auction observations. The Index consists of quarterly data from the period 2000Q1 to 2013Q3. A vector autoregression of the art price index, Johannesburg stock exchange all-share index, house price index, and South African government bond index were used. Results show that, when there are increased returns on the stock market in a preceding period and wealth increases, there is a change in the Citadel art price index in the same direction. No significant difference was found between the house price index and the art price index, or between the art and government bond price indices. The art market is also found to be inefficient, thereby exacerbating the risk of investing in art. Overall, the South African art market does not offer the opportunity to diversify portfolios dominated by either property, bonds, or shares.
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Mardini, Ghassan H., and Sameh Ammar. "Quality and quantity of FTSE-100 segmental information reporting." Accounting Research Journal 32, no. 3 (September 27, 2019): 326–43. http://dx.doi.org/10.1108/arj-05-2017-0093.
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Purpose This study aims to explore the impact of international financial reporting standard no. 8 (IFRS 8) on segmental information reporting (SIR) after the post-implementation review (PIR) issued by international accounting standards board (IASB). This impact is examined in relation to quality and quantity as SIR dimensions represent, respectively, the level of reported items and segments. As a complement to this, the chief operating decision maker (CODM) identity is considered to understand the patterns of SIR dimensions. Design/methodology/approach The SIR of the UK financial times stock exchange 100 (FTSE-100) listed companies over the period 2013-2016 is the research’s scope. Several criteria were developed to ensure a representative research sample. A disclosure index approach was used facilitating the use of content analysis for data collection, which pertained to the dimensions of SIR published by the FTSE-100 following IFRS 8 PIR. Findings The IFRS 8 PIR has had several implications shaping the growing trend that is underpinned by the SIR dimensions published by FTSE-100 companies. First, the SIR quantity dimension positively corresponds over 2013-2016, but it still does not meet IASB’s demands. This, secondly, also applies to the quality dimension of SIR to uncover inconsistency with the existing knowledge being held regarding the introduction of IFRS 8. More specifically, the response of the FTSE-100 to mandatory and voluntary items seems to be in transition of substitution. Third, CODM’s identity was an insightful dimension in rationalising the understanding through the aforementioned dimensions. It is undertaken by boards of directors or executive committees and the case of the latter is associated with more disclose in relation to the CODM’s identity. Practical implications These findings reveal implications to: academics undertaking further research about IFRS 8 PIR to challenge or endorse this conclusion, using similar or alternative approaches; the stakeholders’ decision-making process; and policymakers to re-think the structure of mandatory and voluntary items. Originality/value This paper provides empirical evidence on the quality and quantity of SIR published by FTSE-100 companies following IFRS 8 PIR.
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Ishfaq, Muhammad, Zhang Bi Qiong, and Awais ur Rehman. "Global Volatility Spillover in Asian Financial Markets." Mediterranean Journal of Social Sciences 9, no. 2 (March 1, 2018): 109–16. http://dx.doi.org/10.2478/mjss-2018-0031.
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AbstractThe present paper accommodates the spillover impact of market volatility index of S & P 500 (VIX) and China exchange-traded fund’s volatility (VXFXI) on the emerging equity (KSE-100 index) and foreign exchange markets of Pakistan. In this context, we use a vector autoregressive (VAR) model and impulse response functions (IRF) to explore link among VIX indices and financial markets of Pakistan for the differential time periods. The study concludes that a rise in both VIX and VXFXI results in price falls of KSE-100 index and deteriorates exchange rate market. This implies that VIX act as ‘fear gauge’ on both stock and exchange rate markets in Pakistan. These outcomes provide an imperative implication on the pattern of currency and stock sensitivities against global volatility. This reveals that adverse movements in global volatility in the USA and Chinese financial market have a significant impact and a rise in VIX causes an outflow of investment from financial markets of Pakistan. Moreover, our results may guide local and global investors to anticipate the potential direction of stock and exchange rate markets based on market volatility index.
Dissertations / Theses on the topic "Financial Times Stock Exchange 100 Index"
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Tabner, Isaac T. "The relationship between concentration and realised volatility : an empirical investigation of the FTSE 100 Index January 1984 through March 2003." Thesis, University of Stirling, 2005. http://hdl.handle.net/1893/79.
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Few studies have examined the impact of portfolio concentration upon the realised volatility of stock index portfolios, such as the FTSE 100. Instead, previous research has focused upon diversification across industries, across geographic regions and across different firms. The present study addresses this imbalance by calculating the daily time series of four concentration metrics for the FTSE 100 Index over the period from January 1984 through March 2003. In addition, the value weighted variance covariance matrix (VCM) of daily FTSE 100 Index constituent returns is decomposed into four sub-components: two from the diagonal elements and two from the off-diagonal elements of the VCM. These consist of the average variance of constituent returns, represented by the sum of diagonal elements in the VCM, and the average covariance represented by the sum of off-diagonal elements in the VCM. The value weighted average variance (VAV) and covariance (VAC) are each subdivided into the equally weighted average variance (EAV) the equally weighted average covariance (EAC) and incremental components that represent the difference between the respective value-weighted and equally weighted averages. These are referred to as the incremental average variance (IAV) and the incremental average covariance (IAC) respectively. The incremental average variance and the incremental average covariance are then combined, additively, to produce the incremental realised variance (IRV) of the FTSE 100 Index. The incremental average covariance and the incremental realised variance are found to be negative during the 1987 crash and the 1992 ERM crisis. They are also negative for a substantial part of the study period, even when concentration was at its highest level. Hence the findings of the study are consistent with the notion that the value weighted, and hence concentrated, FTSE 100 Index portfolio is generally less risky than a hypothetical equally weighted portfolio of FTSE 100 Index constituents. Furthermore, increases in concentration tend to precede decreases in incremental realised volatility and increases in the equally weighted components of the realised VCM. The results have important implications for portfolio managers concerned with the effect of changing portfolio weights upon portfolio volatility. They are also relevant to passive investors concerned about the effects of increased concentration upon their benchmark indices, and to providers of stock market indices.
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Nkomani, Sibusiso. "Corporate Social Responsibility and financial performance : the Johannesburg Stock Exchange top 100." Diss., 2013. http://hdl.handle.net/2263/26367.
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Corporate Social Responsibility (CSR) is a much debated and ever changing topic. From a South African context, one of the most recent means of measuring CSR has been through the use of the Johannesburg Stock Exchange (JSE) socially responsible investment index (SRII). The JSE SRII was first introduced in 2004 and has grown in popularity and effectiveness since. Included amongst the criteria for inclusion in this index is compliance with black economic empowerment (BEE). The index measures companies against the triple bottom line (environment, society&economy). Companies included in the index are deemed to have good CSR practices. This study evaluates the effects of CSR on the corporate financial performance (CFP) of the top 100 listed companies on the JSE over a 10 year period (2002-2011). The findings of the study suggest that companies not included in the SRII, on average, perform better than SRII companies. The basis of this conclusion is on the analysis of the results of the total return index (TRI), return on assets ratio (ROA) and the net profit margin percentage (NPM).Dissertation (MCom)--University of Pretoria, 2013.
Financial Management
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Books on the topic "Financial Times Stock Exchange 100 Index"
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Coutts, J. Andrew. The weekend effect, the stock exchange account and the Financial Times industrial ordinary shares index: 1987-1994. Sheffield: Sheffield University Management School, 1997.
Find full textBook chapters on the topic "Financial Times Stock Exchange 100 Index"
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"Estimating Long-Term Volatility on National Stock Exchange of India." In Emerging Research on Monetary Policy, Banking, and Financial Markets, 229–37. IGI Global, 2019. http://dx.doi.org/10.4018/978-1-5225-9269-3.ch011.
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The main objective of this chapter is to provide an elaborate framework on the long-term volatility of the National Stock Exchange of India based on Generalized Autoregressive Conditional Heteroskedasticity (GARCH) models. The CNX-100 index is one of the most diversified Indian stock indices which includes over 38 sectors of the economy. This stock index represents about 81.57% of the free-floating market capitalization of stocks listed on the National Stock Exchange (NSE) of India from March 2014. Moreover, this book chapter empirically tested volatility clusters of CNX100 index using a large sample database from October 2007 to July 2014.
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"Modeling S&P Bombay Stock Exchange BANKEX Index Volatility Patterns Using GARCH Model." In Emerging Research on Monetary Policy, Banking, and Financial Markets, 259–68. IGI Global, 2019. http://dx.doi.org/10.4018/978-1-5225-9269-3.ch013.
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The main objective of this chapter is to estimate volatility patterns in the case of S&P Bombay Stock Exchange (BSE) BANKEX index in India. In recent past, the Indian banking sector was one of the fastest-growing industries and all major banks have been included in S&P BANKEX index as index benchmark constituent companies. The financial econometric framework is based on asymmetric GARCH (1, 1) model which is performed in order to capture asymmetric volatility clustering and leptokurtosis. Data time lag is considered from the first transaction day of January 2002 to last transaction day of June 2014. The empirical results revealed the existence of volatility shocks in the selected time series and also volatility clustering. The volatility impact has generated highly positive clockwise and impacted actual stocks. Moreover, the empirical findings reveal that the BANKEX index grown over 17 times in 12 years and volatility returns have been found present in listed stocks.
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Çakır, Mustafa. "The Impact of Exchange Rates on Stock Markets in Turkey: Evidence from Linear and Non-Linear ARDL Models." In Linear and Non-Linear Financial Econometrics -Theory and Practice. IntechOpen, 2021. http://dx.doi.org/10.5772/intechopen.96068.
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In this chapter we investigate the asymmetric impact of exchange rates on three major stock market indices in Turkey using four different ARDL models between 2003M1 and 2018M12. This chapter also attempts to differentiate the short-run and the long-run relationship between exchange rates and stock market indices namely BIST All shares, BIST National 100 index, and BIST National 30 index. Our motivating question is whether the relationship between exchange rates and three major stock market indices are symmetric or asymmetric in Turkey? To answer this, we first use the linear bivariate and multivariate models assuming the effects are symmetric. We then use the non-linear bivariate and multivariate models to examine whether exchange rate have symmetric or asymmetric effects on selected stock stock market indices in Turkey. The findings show that exchange rates have asymmetric effects on all three major stock market indices both in the short and long run. When we look at the long-run, the currency appreciation has positive and significant impact on selected stock markets but currency depreciation does not have an effect. This finding is in line with the understanding that Turkish sectors heavily depends on the import of raw and intermediate goods. The results also show that the economic activity has positive and significant effects on all stock markets implying that it is the main determinant in the long-run. Moreover, interest rates and volatility index were negative and significant in all markets. Thus, it has important implications for policy makers to provide stable prices and diverse investors.
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Özbay, Ferhat, and Nergis Tosun. "The Fear Impact of COVID-19 on Stock Markets and Exchange Rates." In Advances in Logistics, Operations, and Management Science, 1–22. IGI Global, 2022. http://dx.doi.org/10.4018/978-1-7998-8856-7.ch001.
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This study investigates the impact of fear of COVID-19 on financial markets in the period 2020: Q2-2021: Q4 in Turkey. Exchange rate (USA Dollar) and BIST 100 (Borsa Istanbul) data were obtained from the Central Bank of Turkey Republic (TCMB); COVID-19 fear index data was obtained from Google Trends. This study applied the Augmented Dickey-Fuller (ADF) Unit Root Test and Phillips Perron (PP) Unit Root Test to examine the stationarity of the series. Then, the Frequency-Domain Causality Test was conducted to determine whether the effect of the fear index on the financial variables BIST 100 and the exchange rate is a temporary or permanent relationship and whether the causality relationship between the variables has short-, medium-, and long-term effects. Findings show that the fear caused by COVID-19 is the cause of BIST 100 in the medium and short terms. Also, it is seen that fear is the cause of the exchange rate variable in the short run. The results obtained in the study revealed that the fear of COVID-19 is temporary.
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Acar, Murat, Dilek Karahoca, and Adem Karahoca. "Designing an Early Warning System for Stock Market Crashes by Using ANFIS." In Surveillance Technologies and Early Warning Systems, 109–27. IGI Global, 2011. http://dx.doi.org/10.4018/978-1-61692-865-0.ch006.
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This chapter focuses on building a financial early warning system (EWS) to predict stock market crashes by using stock market volatility and rising stock prices. The relation of stock market volatility with stock market crashes is analyzed empirically. Also, Istanbul Stock Exchange (ISE) national 100 index data used to achieve better results from the view point of modeling purpose. A risk indicator of stock market crash is computed to predict crashes and to give an early warning signal. Various data mining classifiers are compared to obtain the best practical solution for the financial early warning system. Adaptive neuro fuzzy inference system (ANFIS) model was proposed to forecast stock market crashes efficiently. Also, ANFIS was explained in detail as a training tool for the EWS. The empirical results show that the fuzzy inference system has advantages to gain successful results for financial crashes.
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Acar, Murat, Dilek Karahoca, and Adem Karahoca. "Designing an Early Warning System for Stock Market Crashes by Using ANFIS." In Data Mining, 2250–68. IGI Global, 2013. http://dx.doi.org/10.4018/978-1-4666-2455-9.ch115.
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This chapter focuses on building a financial early warning system (EWS) to predict stock market crashes by using stock market volatility and rising stock prices. The relation of stock market volatility with stock market crashes is analyzed empirically. Also, Istanbul Stock Exchange (ISE) national 100 index data used to achieve better results from the view point of modeling purpose. A risk indicator of stock market crash is computed to predict crashes and to give an early warning signal. Various data mining classifiers are compared to obtain the best practical solution for the financial early warning system. Adaptive neuro fuzzy inference system (ANFIS) model was proposed to forecast stock market crashes efficiently. Also, ANFIS was explained in detail as a training tool for the EWS. The empirical results show that the fuzzy inference system has advantages to gain successful results for financial crashes.
Conference papers on the topic "Financial Times Stock Exchange 100 Index"
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Ay, Mustafa, Fehmi Karasioğlu, and Derya Öztemiz. "Impact of Sourcing Usage on Firm Performance in Production Business: An Application on Stock Exchange Istanbul 100 Index." In International Conference on Eurasian Economies. Eurasian Economists Association, 2018. http://dx.doi.org/10.36880/c10.02180.
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The best way to distinguish successful and unsuccessful businesses in free market economies, they have an important criterion is the situation in which these enterprises have the labor productivity and performance. One of the ways to determine business performance is to determine how efficient, unique and productive the resources are being used. This study aims to explain the effects of resource use in business on the firm performance. In this context, 33 companies were selected which were in operation in Istanbul Stock Exchange 100 Index and traded in the manufacturing sector between the years 2009-2016. The financial leverage ratio used to determine the sources and the profitability ratios used to determine firm performance were calculated. The panel data analysis was used as the method of estimation. In conclusion, it was found that financial leverage ratio had a significant effect on the asset profitability ratio, the net profit ratio and the previous profit to income ratio.