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