Artículos de revistas sobre el tema "Stocks - Prices - Econometric models"
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Akbulaev, Nurkhodzha, Basti Aliyeva y Shehla Rzayeva. "Analysis of the Influence of the Price of Raw Oil and Natural Gas on the Prices of Indices and Shares of the Turkish Stock Exchange". Pénzügyi Szemle = Public Finance Quarterly 66, n.º 1 (2021): 151–66. http://dx.doi.org/10.35551/pfq_2021_1_8.
Texto completoZhu, Rong, Zuo Quan Zhang, Xiao Yue Li, Xuan Wu y Su Zhang. "The Study on the Plasticity Theoretical Models of the Volatility of Stock Prices". Advanced Materials Research 518-523 (mayo de 2012): 5963–67. http://dx.doi.org/10.4028/www.scientific.net/amr.518-523.5963.
Texto completoNautiyal, Neeraj y P. C. Kavidayal. "Analysis of Institutional Factors Affecting Share Prices: The Case of National Stock Exchange". Global Business Review 19, n.º 3 (14 de marzo de 2018): 707–21. http://dx.doi.org/10.1177/0972150917713865.
Texto completoShi, Chao y Xiaosheng Zhuang. "A Study Concerning Soft Computing Approaches for Stock Price Forecasting". Axioms 8, n.º 4 (18 de octubre de 2019): 116. http://dx.doi.org/10.3390/axioms8040116.
Texto completoOlena Nikolaieva, Anzhela Petrova y Rostyslav Lutsenko. "FORECASTING OF THE STOCK RATE OF LEADING WORLD COMPANIES USING ECONOMETRIC METHODS AND DCF ANALYSIS". International Journal of Innovative Technologies in Economy, n.º 2(29) (31 de mayo de 2020): 33–41. http://dx.doi.org/10.31435/rsglobal_ijite/31052020/7067.
Texto completoPeñalvo, Francisco José García, Tamanna Maan, Sunil K. Singh, Sudhakar Kumar, Varsha Arya, Kwok Tai Chui y Gaurav Pratap Singh. "Sustainable Stock Market Prediction Framework Using Machine Learning Models". International Journal of Software Science and Computational Intelligence 14, n.º 1 (1 de enero de 2022): 1–15. http://dx.doi.org/10.4018/ijssci.313593.
Texto completoMISSAOUI, Sahbi y Nizar RAISSI. "Underpricing Process of IPOs in Tunis Stock Exchange: An Agent-Based Modelling Approach". Accounting and Finance Research 10, n.º 2 (7 de abril de 2021): 1. http://dx.doi.org/10.5430/afr.v10n2p1.
Texto completoMajewski, Sebastian, Waldemar Tarczynski y Malgorzata Tarczynska-Luniewska. "Measuring investors’ emotions using econometric models of trading volume of stock exchange indexes". Investment Management and Financial Innovations 17, n.º 3 (30 de septiembre de 2020): 281–91. http://dx.doi.org/10.21511/imfi.17(3).2020.21.
Texto completoEKSTRÖM, ERIK y JOHAN TYSK. "OPTIONS WRITTEN ON STOCKS WITH KNOWN DIVIDENDS". International Journal of Theoretical and Applied Finance 07, n.º 07 (noviembre de 2004): 901–7. http://dx.doi.org/10.1142/s0219024904002694.
Texto completoKhoa, Bui Thanh y Tran Trong Huynh. "Forecasting stock price movement direction by machine learning algorithm". International Journal of Electrical and Computer Engineering (IJECE) 12, n.º 6 (1 de diciembre de 2022): 6625. http://dx.doi.org/10.11591/ijece.v12i6.pp6625-6634.
Texto completoHamad, Dr Abed Ali y Dr Ahmad Hussein Battal. "Use GARCH Models to Build a Econometric Model to Predict Average Daily Closing Prices of the Iraqi Stock Exchange for the Period 2013-2016". Webology 18, Special Issue 04 (30 de septiembre de 2021): 385–400. http://dx.doi.org/10.14704/web/v18si04/web18136.
Texto completoFang, Hao, Yen-Hsien Lee y William Chang. "Nonlinear short-run adjustments between house and stock prices in emerging Asian regions". Panoeconomicus 65, n.º 1 (2018): 37–63. http://dx.doi.org/10.2298/pan140125018f.
Texto completoHong, Harrison y Jeremy C. Stein. "Disagreement and the Stock Market". Journal of Economic Perspectives 21, n.º 2 (1 de abril de 2007): 109–28. http://dx.doi.org/10.1257/jep.21.2.109.
Texto completoDeJong, David N. y Charles H. Whiteman. "Modeling Stock Prices without Knowing How to Induce Stationarity". Econometric Theory 10, n.º 3-4 (agosto de 1994): 701–19. http://dx.doi.org/10.1017/s0266466600008732.
Texto completoGhosh, Papiya y Brishti Guha. "THE STUDY OF RELATIONSHIP BETWEEN TOBIN’S Q AND US STOCK PERFORMANCE OF SELECTED FIRMS". International Journal of Advanced Economics 1, n.º 2 (22 de junio de 2020): 85–94. http://dx.doi.org/10.51594/ijae.v1i2.56.
Texto completoRahman, Matiur y Muhammad Mustafa. "Dynamics of Tobin’s Q and US Stock Performance". International Review of Business and Economics 2, n.º 2 (2018): 52–68. http://dx.doi.org/10.56902/irbe.2018.2.2.3.
Texto completoBundala, Ntogwa N. "Homo-Hetero Pairing Regression Model: An Econometric Predictive Model of Homo Paired Data". International Journal of Finance Research 3, n.º 2 (31 de julio de 2022): 147–86. http://dx.doi.org/10.47747/ijfr.v3i2.792.
Texto completoFRAME, SAMUEL J. y CYRUS A. RAMEZANI. "BAYESIAN ESTIMATION OF ASYMMETRIC JUMP-DIFFUSION PROCESSES". Annals of Financial Economics 09, n.º 03 (diciembre de 2014): 1450008. http://dx.doi.org/10.1142/s2010495214500080.
Texto completoMadhavan, Vinodh y Partha Ray. "Price and Volatility Linkages Between Indian Stocks and Their European GDRs". Journal of Emerging Market Finance 18, n.º 2_suppl (21 de junio de 2019): S213—S237. http://dx.doi.org/10.1177/0972652719846353.
Texto completoSrivastava, H., P. Solomon y S. P. Singh. "Do Exogenous Shocks in Macroeconomic Variables Respond to Changes in Stock Prices?" Finance: Theory and Practice 26, n.º 6 (30 de diciembre de 2022): 104–14. http://dx.doi.org/10.26794/2587-5671-2022-26-6-104-114.
Texto completoZhang, Junhao y Yifei Lei. "Deep Reinforcement Learning for Stock Prediction". Scientific Programming 2022 (30 de abril de 2022): 1–9. http://dx.doi.org/10.1155/2022/5812546.
Texto completoCallado, Antônio André Cunha y Carla Renata Silva Leitão. "Dynamics of Stock Prices and Market Efficiency". International Business Research 11, n.º 6 (9 de mayo de 2018): 29. http://dx.doi.org/10.5539/ibr.v11n6p29.
Texto completoBaranovskyi, O., M. Kuzheliev, D. Zherlitsyn y K. Serdyukov. "CRYPTOCURRENCY MARKET TRENDS AND FUNDAMENTAL ECONOMIC INDICATORS: CORRELATION AND REGRESSION ANALYSIS". Financial and credit activity: problems of theory and practice 3, n.º 38 (30 de junio de 2021): 249–61. http://dx.doi.org/10.18371/fcaptp.v3i38.237454.
Texto completoJi, Xuan, Jiachen Wang y Zhijun Yan. "A stock price prediction method based on deep learning technology". International Journal of Crowd Science 5, n.º 1 (5 de marzo de 2021): 55–72. http://dx.doi.org/10.1108/ijcs-05-2020-0012.
Texto completoTufail, Saira y Sadia Batool. "An Analysis of the Relationship between Inflation and Gold Prices: Evidence from Pakistan". LAHORE JOURNAL OF ECONOMICS 18, n.º 2 (1 de julio de 2013): 1–35. http://dx.doi.org/10.35536/lje.2013.v18.i2.a1.
Texto completoGregoriou, Andros y Mark Rhodes. "The accuracy of spread decomposition models in capturing informed trades". Review of Behavioral Finance 9, n.º 1 (10 de abril de 2017): 2–13. http://dx.doi.org/10.1108/rbf-02-2017-0016.
Texto completoTarczyński, Waldemar, Urszula Mentel, Grzegorz Mentel y Umer Shahzad. "The Influence of Investors’ Mood on the Stock Prices: Evidence from Energy Firms in Warsaw Stock Exchange, Poland". Energies 14, n.º 21 (5 de noviembre de 2021): 7396. http://dx.doi.org/10.3390/en14217396.
Texto completoAbbahaddou, Kaoutar, Mohammed Salah Chiadmi y Rajae Aboulaich. "An Enhanced Adaptative System based on Machine Learning for Predicting the Evolution of Islamic Stock Prices". WSEAS TRANSACTIONS ON BUSINESS AND ECONOMICS 19 (11 de octubre de 2022): 1661–68. http://dx.doi.org/10.37394/23207.2022.19.150.
Texto completoHannum, Christopher, Kerem Yavuz Arslanli y Ali Furkan Kalay. "Spatial analysis of Twitter sentiment and district-level housing prices". Journal of European Real Estate Research 12, n.º 2 (8 de agosto de 2019): 173–89. http://dx.doi.org/10.1108/jerer-08-2018-0036.
Texto completoJiang, Xiaoquan y Qiang Kang. "Cross-Sectional PEG Ratios, Market Equity Premium, and Macroeconomic Activity". Journal of Accounting, Auditing & Finance 35, n.º 3 (8 de enero de 2018): 471–500. http://dx.doi.org/10.1177/0148558x17748277.
Texto completoMilon, J. Walter. "Travel Cost Methods for Estimating the Recreational Use Benefits of Artificial Marine Habitat". Journal of Agricultural and Applied Economics 20, n.º 1 (julio de 1988): 87–101. http://dx.doi.org/10.1017/s0081305200025681.
Texto completoHami, Mustapha El y Ahmed Hefnaoui. "Analysis of Herding Behavior in Moroccan Stock Market". Journal of Economics and Behavioral Studies 11, n.º 1(J) (10 de marzo de 2019): 181–90. http://dx.doi.org/10.22610/jebs.v11i1(j).2758.
Texto completoRudzkis, Rimantas, Roma Valkavičienė y Virmantas Kvedaras. "Prediction of Baltic Sectorial Share Price Indices". Lietuvos statistikos darbai 53, n.º 1 (20 de diciembre de 2014): 53–59. http://dx.doi.org/10.15388/ljs.2014.13894.
Texto completoManikandan, Narayanan y Srinivasan Subha. "Software Design Challenges in Time Series Prediction Systems Using Parallel Implementation of Artificial Neural Networks". Scientific World Journal 2016 (2016): 1–10. http://dx.doi.org/10.1155/2016/6709352.
Texto completoBayram, Mehmet y Muzaffer Akat. "Market-neutral trading with fuzzy inference, a new method for the pairs trading strategy". Engineering Economics 30, n.º 4 (30 de octubre de 2019): 411–21. http://dx.doi.org/10.5755/j01.ee.30.4.14350.
Texto completoZaimi, Wiam. "An Empirical Analysis of a Stock Market Index of a Developing Country: Case of the Main Index of the Casablanca Stock Exchange MASI". GLOBAL BUSINESS FINANCE REVIEW 27, n.º 4 (31 de agosto de 2022): 1–16. http://dx.doi.org/10.17549/gbfr.2022.27.4.1.
Texto completoNeves, Maria Elisabete, Mário Abreu Pinto, Carla Manuela de Assunção Fernandes y Elisabete Fátima Simões Vieira. "Value and growth stock returns: international evidence (JES)". International Journal of Accounting & Information Management 29, n.º 5 (7 de octubre de 2021): 698–733. http://dx.doi.org/10.1108/ijaim-05-2021-0097.
Texto completoAkbulaev, N. N., F. S. Ahmadov y M. R. Mammadova. "Analysis of the Impact of the COVID-19 Pandemic on Stock Exchange Indices in Italy". Economy of Region 18, n.º 4 (2022): 1276–86. http://dx.doi.org/10.17059/ekon.reg.2022-4-22.
Texto completoCzinkan, Norbert y Áron Horváth. "Determinants of housing prices from an urban economic point of view: evidence from Hungary". Journal of European Real Estate Research 12, n.º 1 (7 de mayo de 2019): 2–31. http://dx.doi.org/10.1108/jerer-10-2017-0041.
Texto completoVolontyr, L. y L. Mykhalchyshyna. "Organizational and economic mechanism of grain sales: information component". Scientific Messenger of LNU of Veterinary Medicine and Biotechnologies 21, n.º 92 (11 de mayo de 2019): 81–89. http://dx.doi.org/10.32718/nvlvet-e9213.
Texto completoKoulis, Alexandros, George Kaimakamis y Christina Beneki. "Hedging effectiveness for international index futures markets". Economics and Business 32, n.º 1 (31 de julio de 2018): 149–59. http://dx.doi.org/10.2478/eb-2018-0012.
Texto completoS, Monish, Mridul Mohta y Shanta Rangaswamy. "ETHEREUM PRICE PREDICTION USING MACHINE LEARNING TECHNIQUES – A COMPARATIVE STUDY". International Journal of Engineering Applied Sciences and Technology 7, n.º 2 (1 de junio de 2022): 137–42. http://dx.doi.org/10.33564/ijeast.2022.v07i02.018.
Texto completoRege, Sameer y Samuel Gil Martín. "PORTUGUESE STOCK MARKET: A LONG-MEMORY PROCESS?" Business: Theory and Practice 12, n.º 1 (10 de marzo de 2011): 75–84. http://dx.doi.org/10.3846/btp.2011.08.
Texto completoCoen-Pirani, Daniele. "Markups, Aggregation, and Inventory Adjustment". American Economic Review 94, n.º 5 (1 de noviembre de 2004): 1328–53. http://dx.doi.org/10.1257/0002828043052376.
Texto completoYan, Runze. "Option pricing and risk hedging for Visa". BCP Business & Management 32 (22 de noviembre de 2022): 203–10. http://dx.doi.org/10.54691/bcpbm.v32i.2889.
Texto completoTRIVEDI, JATIN, MOHD AFJAL, CRISTI SPULBAR, RAMONA BIRAU, KRISHNA MURTHY INUMULA y NARCIS EDUARD MITU. "Investigating the impact of COVID-19 pandemic on volatility patterns and its global implication for textile industry: An empirical case study for Shanghai Stock Exchange of China". Industria Textila 73, n.º 04 (31 de agosto de 2022): 365–76. http://dx.doi.org/10.35530/it.073.04.202148.
Texto completoPhuong, Lai Cao Mai. "Investor Sentiment by Money Flow Index and Stock Return". International Journal of Financial Research 12, n.º 4 (18 de marzo de 2021): 33. http://dx.doi.org/10.5430/ijfr.v12n4p33.
Texto completoKarmakar, Madhusudan. "Modeling Conditional Volatility of the Indian Stock Markets". Vikalpa: The Journal for Decision Makers 30, n.º 3 (julio de 2005): 21–38. http://dx.doi.org/10.1177/0256090920050303.
Texto completoFationa Halili. ""The Impact of Macroeconomic Factors on the Change of Residential Prices" The case study of Albania". International Journal of Applied Research in Management and Economics 5, n.º 4 (7 de enero de 2023): 29–44. http://dx.doi.org/10.33422/ijarme.v5i4.946.
Texto completoDell’Anna, Federico. "What Advantages Do Adaptive Industrial Heritage Reuse Processes Provide? An Econometric Model for Estimating the Impact on the Surrounding Residential Housing Market". Heritage 5, n.º 3 (6 de julio de 2022): 1572–92. http://dx.doi.org/10.3390/heritage5030082.
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