Gotowa bibliografia na temat „Stock market behavior”
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Artykuły w czasopismach na temat "Stock market behavior"
Rahma Tri Benita, Siti Damayanti i Irwan Adi Ekaputra. "Information Distribution and Informed Trading in Mixed and Islamic Capital Markets". International Journal of Business and Society 21, nr 3 (27.04.2021): 1333–51. http://dx.doi.org/10.33736/ijbs.3353.2020.
Pełny tekst źródłaBenMabrouk, Houda. "Cross-herding behavior between the stock market and the crude oil market during financial distress". Managerial Finance 44, nr 4 (9.04.2018): 439–58. http://dx.doi.org/10.1108/mf-09-2017-0363.
Pełny tekst źródłaRuhani, Fatima, Md Aminul Islam i Tunku Salha Tunku Ahmad. "Review of the Literatures on Stock Price Behavior of Malaysia". International Journal of Islamic Business & Management 2, nr 2 (19.12.2018): 32–38. http://dx.doi.org/10.46281/ijibm.v2i2.219.
Pełny tekst źródłaElshqirat, Mohammad K. "Investors’ Happiness and Stock Market". International Business Research 17, nr 2 (22.02.2024): 23. http://dx.doi.org/10.5539/ibr.v17n2p23.
Pełny tekst źródłaUPADHYAY, RITESH. "Factors affecting the Investment behavior of Stock Market Investors: A Quantitative Investigation". International Journal of Management, IT and Engineering 08, nr 04 (2018): 300–307. http://dx.doi.org/10.36893/ijmie.2018.v8i4.300-307.
Pełny tekst źródłaSilitonga, Ririn Stefani, Isfenti Sadalia i Amlys Syahputra Silalahi. "Analysis of Herding Behavior in Developing Countries". International Journal of Research and Review 8, nr 12 (24.12.2021): 614–21. http://dx.doi.org/10.52403/ijrr.20211274.
Pełny tekst źródłaWei-Shan Hu, John, Yen-Hsien Lee i Ying-Chuang Chen. "Mutual fund herding behavior and investment strategies in Chinese stock market". Investment Management and Financial Innovations 15, nr 2 (5.05.2018): 87–95. http://dx.doi.org/10.21511/imfi.15(2).2018.08.
Pełny tekst źródłaRizal, Nora Amelda, i Mirta Kartika Damayanti. "HERDING BEHAVIOR IN THE INDONESIAN ISLAMIC STOCK MARKET". Journal of Islamic Monetary Economics and Finance 5, nr 3 (1.11.2019): 673–90. http://dx.doi.org/10.21098/jimf.v5i3.1079.
Pełny tekst źródłaAremu Akinde, Mukail, Eriki Peter i Ochei Ailemen Ikpefan. "Portfolio selection strategies and cognitive psychology biases: a behavioral evidence from the Nigerian equity market". Investment Management and Financial Innovations 15, nr 3 (14.09.2018): 267–82. http://dx.doi.org/10.21511/imfi.15(3).2018.22.
Pełny tekst źródłaHami, Mustapha El, i Ahmed Hefnaoui. "Analysis of Herding Behavior in Moroccan Stock Market". Journal of Economics and Behavioral Studies 11, nr 1(J) (10.03.2019): 181–90. http://dx.doi.org/10.22610/jebs.v11i1(j).2758.
Pełny tekst źródłaRozprawy doktorskie na temat "Stock market behavior"
Koh, Sung Soo. "The Korean stock market structure, behavior, and test of market efficiency /". Online version, 1989. http://ethos.bl.uk/OrderDetails.do?did=1&uin=uk.bl.ethos.352906.
Pełny tekst źródłaFILHO, HERALDO PIMENTA BORGES. "STOCK MARKET BEHAVIOR PREDICTION USING FINANCIAL NEWS IN PORTUGUESE". PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO, 2014. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=25123@1.
Pełny tekst źródłaCOORDENAÇÃO DE APERFEIÇOAMENTO DO PESSOAL DE ENSINO SUPERIOR
PROGRAMA DE EXCELENCIA ACADEMICA
Um conjunto de teorias financeiras, tais como a hipótese do mercado eficiente e a teoria do passeio aleatório, afirma ser impossível prever o futuro do mercado de ações baseado na informação atualmente disponível. Entretanto, pesquisas recentes têm provado o contrário ao constatar uma relação entre o conteúdo de uma notícia corrente e o comportamento de um ativo. Nosso objetivo é projetar e implementar um algoritmo de predição que utiliza notícias jornalísticas sobre empresas de capital aberto para prever o comportamento de ações na bolsa de valores. Utilizamos uma abordagem baseada em aprendizado de máquina para a tarefa de predição do comportamento de um ativo nas posições de alta, baixa ou neutra, utilizando informações quantitativas e qualitativas, como notícias sobre o mercado financeiro. Avaliamos o nosso sistema em um dataset com seis mil notícias e nossos experimentos apresentam uma acurácia de 68.57 porcento para a tarefa.
A set of financial theories, such as the eficient market hypothesis and the theory of random walk, says it is impossible to predict the future of the stock market based on currently available information. However, recent research has proven otherwise by finding a relationship between the content of a news and current behavior of an stock. Our goal is to develop and implement a prediction algorithm that uses financial news about joint-stock company to predict the stock s behavior on the stock exchange. We use an approach based on machine learning for the task of predicting the behavior of an stock in positions of up, down or neutral, using quantitative and qualitative information, such as financial. We evaluate our system on a dataset with six thousand news and our experiments indicate an accuracy of 68.57 percent for the task.
Monte, Brent M. "Chaos and the stock market". CSUSB ScholarWorks, 1994. https://scholarworks.lib.csusb.edu/etd-project/860.
Pełny tekst źródłaGuo, Enyang. "An empirical examination of price behavior on the Hong Kong stock market". Diss., Virginia Tech, 1990. http://hdl.handle.net/10919/39803.
Pełny tekst źródłaPh. D.
Nelson, Daniel B. "The time series behavior of stock market volatility and returns". Thesis, Massachusetts Institute of Technology, 1988. http://hdl.handle.net/1721.1/14363.
Pełny tekst źródłaPietarinen, J. (Juhani). "Overconfidence and investor trading behavior in the Finnish stock market". Master's thesis, University of Oulu, 2014. http://urn.fi/URN:NBN:fi:oulu-201404241308.
Pełny tekst źródłaTan, Lin Chiang Thomas C. "Empirical analysis of Chinese stock market behavior : evidence from dynamic correlations, herding behavior, and speed of adjustment /". Philadelphia, Pa. : Drexel University, 2005. http://dspace.library.drexel.edu/handle/1860/514.
Pełny tekst źródłaZhu, Jiang, i 朱江. "Stock market behavior in China: evidence fromrights issue and corporate restructuring". Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2003. http://hub.hku.hk/bib/B31246357.
Pełny tekst źródłaChoi, Hyung-Suk. "Three essays on stock market seasonality". Diss., Atlanta, Ga. : Georgia Institute of Technology, 2008. http://hdl.handle.net/1853/26597.
Pełny tekst źródłaCommittee Chair: Eun, Cheol; Committee Member: Jayaraman, Narayanan; Committee Member: Kilic, Rehim; Committee Member: Lee, Suzanne; Committee Member: Wang, Qinghai. Part of the SMARTech Electronic Thesis and Dissertation Collection.
Zhou, Ting Yu. "An examination of herd behavior in the Hong Kong stock market". Thesis, University of Macau, 2007. http://umaclib3.umac.mo/record=b1872933.
Pełny tekst źródłaKsiążki na temat "Stock market behavior"
Ahmed, M. Farid. Stock market behavior in Bangladesh. [Dhaka]: Bureau of Business Research, University of Dhaka, 1992.
Znajdź pełny tekst źródłaMarsh, Terry A. Dividend behavior for the aggregate stock market. Cambridge, Mass: Massachusetts Institute of Technology, Alfred P. Sloan School of Management, 1985.
Znajdź pełny tekst źródłaMarsh, Terry A. Dividend behavior for the aggregate stock market. Cambridge, Mass: Massachusetts Institute of Technology, Sloan School of Management, 1986.
Znajdź pełny tekst źródłaWooi, Hooy Chee, red. Understanding the behavior of the Malaysian stock market. Serdang: Universiti Putra Malaysia Press, 2005.
Znajdź pełny tekst źródła1967-, Alvarez Cesar, red. How markets really work: A quantitative guide to stock market behavior. Hoboken, New Jersey: John Wiley & Sons, Inc., 2012.
Znajdź pełny tekst źródłaLakonishok, Josef. Investor behavior and the option market. Cambridge, Mass: National Bureau of Economic Research, 2004.
Znajdź pełny tekst źródłaUnderstanding the stock market. Broomall, Pa: Mason Crest Publishers, 2011.
Znajdź pełny tekst źródłaLehman, Richard. Far from random: Using investor behavior and trend analysis to forecast market movement. New York: Bloomberg Press, 2009.
Znajdź pełny tekst źródłaFar from random: Using investor behavior and trend analysis to forecast market movement. New York: Bloomberg Press, 2009.
Znajdź pełny tekst źródłaLehman, Richard. Far from random: Using investor behavior and trend analysis to forecast market movement. New York: Bloomberg Press, 2009.
Znajdź pełny tekst źródłaCzęści książek na temat "Stock market behavior"
Fernholz, E. Robert. "Stock Market Behavior and Diversity". W Stochastic Portfolio Theory, 25–42. New York, NY: Springer New York, 2002. http://dx.doi.org/10.1007/978-1-4757-3699-1_2.
Pełny tekst źródłaGabbioneta, Claudia, Pietro Mazzola i Davide Ravasi. "Corporate Reputation and Stock Market Behavior". W Reputation Management, 215–29. Berlin, Heidelberg: Springer Berlin Heidelberg, 2011. http://dx.doi.org/10.1007/978-3-642-19266-1_20.
Pełny tekst źródłaRaczynski, Stanislaw. "Stock Market: Uncertainty and Catastrophes". W Catastrophes and Unexpected Behavior Patterns in Complex Artificial Populations, 79–101. Singapore: Springer Singapore, 2021. http://dx.doi.org/10.1007/978-981-16-2574-9_5.
Pełny tekst źródłavan Norden, Simon, i Huntley Schaller. "Speculative Behavior, Regime-Switching, and Stock Market Crashes". W Dynamic Modeling and Econometrics in Economics and Finance, 321–56. Boston, MA: Springer US, 1999. http://dx.doi.org/10.1007/978-1-4615-5129-4_15.
Pełny tekst źródłaEdmonds, Bruce. "Exploring the Value of Prediction in an Artificial Stock Market". W Anticipatory Behavior in Adaptive Learning Systems, 262–81. Berlin, Heidelberg: Springer Berlin Heidelberg, 2003. http://dx.doi.org/10.1007/978-3-540-45002-3_15.
Pełny tekst źródłaGurav, Uma, i Nandini Sidnal. "Predict Stock Market Behavior: Role of Machine Learning Algorithms". W Intelligent Computing and Information and Communication, 383–94. Singapore: Springer Singapore, 2018. http://dx.doi.org/10.1007/978-981-10-7245-1_38.
Pełny tekst źródłaFranke, Markus, Bettina Hoser i Jan Schröder. "On the Analysis of Irregular Stock Market Trading Behavior". W Data Analysis, Machine Learning and Applications, 355–62. Berlin, Heidelberg: Springer Berlin Heidelberg, 2008. http://dx.doi.org/10.1007/978-3-540-78246-9_42.
Pełny tekst źródłaTrifan, Ruxandra. "Insider Trading and Stock Market Behavior: Evidence from Romania". W Eurasian Studies in Business and Economics, 201–14. Cham: Springer International Publishing, 2021. http://dx.doi.org/10.1007/978-3-030-77438-7_12.
Pełny tekst źródłaGerke, Wolfgang, i Horst Bienert. "Market Design, Trading Behavior and Price Discovery — An Experimental Stock Market Model". W Contributions to Management Science, 3–25. Heidelberg: Physica-Verlag HD, 1999. http://dx.doi.org/10.1007/978-3-642-58664-4_1.
Pełny tekst źródłaKodia, Zahra, i Lamjed Ben Said. "Multi-agent Simulation of Investor Cognitive Behavior in Stock Market". W Advances in Intelligent and Soft Computing, 90–99. Berlin, Heidelberg: Springer Berlin Heidelberg, 2009. http://dx.doi.org/10.1007/978-3-642-00487-2_10.
Pełny tekst źródłaStreszczenia konferencji na temat "Stock market behavior"
Marine, FJ, JC Bribiesca i A. Arrona-Palacios. "BEHAVIORAL APPROACH ON THE MEXICAN STOCK MARKET MODELED THROUGH PLSSEM". W The 7th International Conference on Education 2021. The International Institute of Knowledge Management, 2021. http://dx.doi.org/10.17501/24246700.2021.7121.
Pełny tekst źródłaNikulina, Victoria, i Maxim Bouev. "MEASURING HERDING BEHAVIOR IN THE RUSSIAN STOCK MARKET". W 35th International Academic Conference, Barcelona. International Institute of Social and Economic Sciences, 2018. http://dx.doi.org/10.20472/iac.2018.935.036.
Pełny tekst źródłaSarangi, Prakash Kumar, Jayashree Mohanty, Srikanta Kumar Mohapatra i Premananda Sahu. "Computing Stock Market Price Behavior Using Machine Learning Approach". W 2023 6th International Conference on Information Systems and Computer Networks (ISCON). IEEE, 2023. http://dx.doi.org/10.1109/iscon57294.2023.10112128.
Pełny tekst źródłaAlsedrah, Ibrahim. "Behavioral Finance And Speculative Behavior Of Investors: Evidence From Saudi Stock Market". W IEBMC 2017 – 8th International Economics and Business Management Conference. Cognitive-Crcs, 2018. http://dx.doi.org/10.15405/epsbs.2018.07.02.65.
Pełny tekst źródłaBandaranayake, B. M. E. P., M. K. P. L. Perera, W. R. Lakmini, N. Nageswaran, S. D. Perera, A. Gunawardana i N. A. Perera. "Detecting possible outliers in the Colombo stock exchange". W International Conference on Business Research. Business Research Unit (BRU), 2023. http://dx.doi.org/10.31705/icbr.2023.11.
Pełny tekst źródłaCandraningrat, Ica Rika. "Analysis of Herding Behavior in the Indonesian Capital Stock Market". W Proceedings of the 1st Aceh Global Conference (AGC 2018). Paris, France: Atlantis Press, 2019. http://dx.doi.org/10.2991/agc-18.2019.59.
Pełny tekst źródłaPor-Shen Lai i Hsin-Chia Fu. "A polygon description based similarity measurement of stock market behavior". W 2007 IEEE Congress on Evolutionary Computation. IEEE, 2007. http://dx.doi.org/10.1109/cec.2007.4424553.
Pełny tekst źródłaJúnior, Manoel Marcondes de Oliveira Lima, Sofiani Labidi i Pedro Brandão Neto. "A HYBRID MODEL FOR PREDICTING THE BEHAVIOR OF STOCK MARKET". W 10th CONTECSI International Conference on Information Systems and Technology Management. Sao Paulo: TECSI, 2013. http://dx.doi.org/10.5748/9788599693094-10contecsi/rf-477.
Pełny tekst źródłaLei, Yuanzhi. "The Impact of Herd Behavior on the Chinese Stock Market". W 2021 International Conference on Public Art and Human Development ( ICPAHD 2021). Paris, France: Atlantis Press, 2022. http://dx.doi.org/10.2991/assehr.k.220110.159.
Pełny tekst źródłaBi, Tao, i Gong Cheng. "Trading volume, realized volatility and signed jump: Evidence form China's stock market". W 2014 International Conference on Behavior, Economic and Social Computing (BESC). IEEE, 2014. http://dx.doi.org/10.1109/besc.2014.7059520.
Pełny tekst źródłaRaporty organizacyjne na temat "Stock market behavior"
Pindyck, Robert. Risk Aversion and Determinants of Stock Market Behavior. Cambridge, MA: National Bureau of Economic Research, maj 1986. http://dx.doi.org/10.3386/w1921.
Pełny tekst źródłaShiller, Robert. Investor Behavior in the October 1987 Stock Market Crash: Survey Evidence. Cambridge, MA: National Bureau of Economic Research, listopad 1987. http://dx.doi.org/10.3386/w2446.
Pełny tekst źródłaCampbell, John, i John Cochrane. By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior. Cambridge, MA: National Bureau of Economic Research, styczeń 1995. http://dx.doi.org/10.3386/w4995.
Pełny tekst źródłaShiller, Robert, Fumiko Konya i Yoshiro Tsutsui. Investor Behavior in the October 1987 Stock Market Crash: The Case of Japan. Cambridge, MA: National Bureau of Economic Research, sierpień 1988. http://dx.doi.org/10.3386/w2684.
Pełny tekst źródłaSoloviev, Vladimir, Andrii Bielinskyi, Oleksandr Serdyuk, Victoria Solovieva i Serhiy Semerikov. Lyapunov Exponents as Indicators of the Stock Market Crashes. [б. в.], listopad 2020. http://dx.doi.org/10.31812/123456789/4131.
Pełny tekst źródłaСоловйов, В. М., i В. В. Соловйова. Моделювання мультиплексних мереж. Видавець Ткачук О.В., 2016. http://dx.doi.org/10.31812/0564/1253.
Pełny tekst źródłaCavallo, Eduardo A., Ana Cepeda i Ugo Panizza. Environmental Damage News and Stock Returns: Evidence from Latin America. Inter-American Development Bank, maj 2024. http://dx.doi.org/10.18235/0012962.
Pełny tekst źródłaMuller, Leslie A., i John A. Turner. The Persistence of Employee 401(k) Contributions Over a Major Stock Market Cycle: Evidence on the Limited Power of Inertia on Savings Behavior. W.E. Upjohn Institute, kwiecień 2011. http://dx.doi.org/10.17848/wp11-174.
Pełny tekst źródłaCarrasco, Marine, i N'golo Koné. Test for Trading Costs Effect in a Portfolio Selection Problem with Recursive Utility. CIRANO, styczeń 2023. http://dx.doi.org/10.54932/bjce8546.
Pełny tekst źródłaLópez-Piñeros, Martha Rosalba, Norberto Rodríguez-Niño i Miguel Sarmiento. Política monetaria y flujos de portafolio en una economía de mercado emergente. Banco de la República de Colombia, maj 2022. http://dx.doi.org/10.32468/be.1200.
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