Artykuły w czasopismach na temat „Stocks - Prices - Econometric models”
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Akbulaev, Nurkhodzha, Basti Aliyeva i 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, nr 1 (2021): 151–66. http://dx.doi.org/10.35551/pfq_2021_1_8.
Pełny tekst źródłaZhu, Rong, Zuo Quan Zhang, Xiao Yue Li, Xuan Wu i Su Zhang. "The Study on the Plasticity Theoretical Models of the Volatility of Stock Prices". Advanced Materials Research 518-523 (maj 2012): 5963–67. http://dx.doi.org/10.4028/www.scientific.net/amr.518-523.5963.
Pełny tekst źródłaNautiyal, Neeraj, i P. C. Kavidayal. "Analysis of Institutional Factors Affecting Share Prices: The Case of National Stock Exchange". Global Business Review 19, nr 3 (14.03.2018): 707–21. http://dx.doi.org/10.1177/0972150917713865.
Pełny tekst źródłaShi, Chao, i Xiaosheng Zhuang. "A Study Concerning Soft Computing Approaches for Stock Price Forecasting". Axioms 8, nr 4 (18.10.2019): 116. http://dx.doi.org/10.3390/axioms8040116.
Pełny tekst źródłaOlena Nikolaieva, Anzhela Petrova i Rostyslav Lutsenko. "FORECASTING OF THE STOCK RATE OF LEADING WORLD COMPANIES USING ECONOMETRIC METHODS AND DCF ANALYSIS". International Journal of Innovative Technologies in Economy, nr 2(29) (31.05.2020): 33–41. http://dx.doi.org/10.31435/rsglobal_ijite/31052020/7067.
Pełny tekst źródłaPeñalvo, Francisco José García, Tamanna Maan, Sunil K. Singh, Sudhakar Kumar, Varsha Arya, Kwok Tai Chui i Gaurav Pratap Singh. "Sustainable Stock Market Prediction Framework Using Machine Learning Models". International Journal of Software Science and Computational Intelligence 14, nr 1 (1.01.2022): 1–15. http://dx.doi.org/10.4018/ijssci.313593.
Pełny tekst źródłaMISSAOUI, Sahbi, i Nizar RAISSI. "Underpricing Process of IPOs in Tunis Stock Exchange: An Agent-Based Modelling Approach". Accounting and Finance Research 10, nr 2 (7.04.2021): 1. http://dx.doi.org/10.5430/afr.v10n2p1.
Pełny tekst źródłaMajewski, Sebastian, Waldemar Tarczynski i Malgorzata Tarczynska-Luniewska. "Measuring investors’ emotions using econometric models of trading volume of stock exchange indexes". Investment Management and Financial Innovations 17, nr 3 (30.09.2020): 281–91. http://dx.doi.org/10.21511/imfi.17(3).2020.21.
Pełny tekst źródłaEKSTRÖM, ERIK, i JOHAN TYSK. "OPTIONS WRITTEN ON STOCKS WITH KNOWN DIVIDENDS". International Journal of Theoretical and Applied Finance 07, nr 07 (listopad 2004): 901–7. http://dx.doi.org/10.1142/s0219024904002694.
Pełny tekst źródłaKhoa, Bui Thanh, i Tran Trong Huynh. "Forecasting stock price movement direction by machine learning algorithm". International Journal of Electrical and Computer Engineering (IJECE) 12, nr 6 (1.12.2022): 6625. http://dx.doi.org/10.11591/ijece.v12i6.pp6625-6634.
Pełny tekst źródłaHamad, Dr Abed Ali, i 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 (30.09.2021): 385–400. http://dx.doi.org/10.14704/web/v18si04/web18136.
Pełny tekst źródłaFang, Hao, Yen-Hsien Lee i William Chang. "Nonlinear short-run adjustments between house and stock prices in emerging Asian regions". Panoeconomicus 65, nr 1 (2018): 37–63. http://dx.doi.org/10.2298/pan140125018f.
Pełny tekst źródłaHong, Harrison, i Jeremy C. Stein. "Disagreement and the Stock Market". Journal of Economic Perspectives 21, nr 2 (1.04.2007): 109–28. http://dx.doi.org/10.1257/jep.21.2.109.
Pełny tekst źródłaDeJong, David N., i Charles H. Whiteman. "Modeling Stock Prices without Knowing How to Induce Stationarity". Econometric Theory 10, nr 3-4 (sierpień 1994): 701–19. http://dx.doi.org/10.1017/s0266466600008732.
Pełny tekst źródłaGhosh, Papiya, i Brishti Guha. "THE STUDY OF RELATIONSHIP BETWEEN TOBIN’S Q AND US STOCK PERFORMANCE OF SELECTED FIRMS". International Journal of Advanced Economics 1, nr 2 (22.06.2020): 85–94. http://dx.doi.org/10.51594/ijae.v1i2.56.
Pełny tekst źródłaRahman, Matiur, i Muhammad Mustafa. "Dynamics of Tobin’s Q and US Stock Performance". International Review of Business and Economics 2, nr 2 (2018): 52–68. http://dx.doi.org/10.56902/irbe.2018.2.2.3.
Pełny tekst źródłaBundala, Ntogwa N. "Homo-Hetero Pairing Regression Model: An Econometric Predictive Model of Homo Paired Data". International Journal of Finance Research 3, nr 2 (31.07.2022): 147–86. http://dx.doi.org/10.47747/ijfr.v3i2.792.
Pełny tekst źródłaFRAME, SAMUEL J., i CYRUS A. RAMEZANI. "BAYESIAN ESTIMATION OF ASYMMETRIC JUMP-DIFFUSION PROCESSES". Annals of Financial Economics 09, nr 03 (grudzień 2014): 1450008. http://dx.doi.org/10.1142/s2010495214500080.
Pełny tekst źródłaMadhavan, Vinodh, i Partha Ray. "Price and Volatility Linkages Between Indian Stocks and Their European GDRs". Journal of Emerging Market Finance 18, nr 2_suppl (21.06.2019): S213—S237. http://dx.doi.org/10.1177/0972652719846353.
Pełny tekst źródłaSrivastava, H., P. Solomon i S. P. Singh. "Do Exogenous Shocks in Macroeconomic Variables Respond to Changes in Stock Prices?" Finance: Theory and Practice 26, nr 6 (30.12.2022): 104–14. http://dx.doi.org/10.26794/2587-5671-2022-26-6-104-114.
Pełny tekst źródłaZhang, Junhao, i Yifei Lei. "Deep Reinforcement Learning for Stock Prediction". Scientific Programming 2022 (30.04.2022): 1–9. http://dx.doi.org/10.1155/2022/5812546.
Pełny tekst źródłaCallado, Antônio André Cunha, i Carla Renata Silva Leitão. "Dynamics of Stock Prices and Market Efficiency". International Business Research 11, nr 6 (9.05.2018): 29. http://dx.doi.org/10.5539/ibr.v11n6p29.
Pełny tekst źródłaBaranovskyi, O., M. Kuzheliev, D. Zherlitsyn i K. Serdyukov. "CRYPTOCURRENCY MARKET TRENDS AND FUNDAMENTAL ECONOMIC INDICATORS: CORRELATION AND REGRESSION ANALYSIS". Financial and credit activity: problems of theory and practice 3, nr 38 (30.06.2021): 249–61. http://dx.doi.org/10.18371/fcaptp.v3i38.237454.
Pełny tekst źródłaJi, Xuan, Jiachen Wang i Zhijun Yan. "A stock price prediction method based on deep learning technology". International Journal of Crowd Science 5, nr 1 (5.03.2021): 55–72. http://dx.doi.org/10.1108/ijcs-05-2020-0012.
Pełny tekst źródłaTufail, Saira, i Sadia Batool. "An Analysis of the Relationship between Inflation and Gold Prices: Evidence from Pakistan". LAHORE JOURNAL OF ECONOMICS 18, nr 2 (1.07.2013): 1–35. http://dx.doi.org/10.35536/lje.2013.v18.i2.a1.
Pełny tekst źródłaGregoriou, Andros, i Mark Rhodes. "The accuracy of spread decomposition models in capturing informed trades". Review of Behavioral Finance 9, nr 1 (10.04.2017): 2–13. http://dx.doi.org/10.1108/rbf-02-2017-0016.
Pełny tekst źródłaTarczyński, Waldemar, Urszula Mentel, Grzegorz Mentel i Umer Shahzad. "The Influence of Investors’ Mood on the Stock Prices: Evidence from Energy Firms in Warsaw Stock Exchange, Poland". Energies 14, nr 21 (5.11.2021): 7396. http://dx.doi.org/10.3390/en14217396.
Pełny tekst źródłaAbbahaddou, Kaoutar, Mohammed Salah Chiadmi i 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 (11.10.2022): 1661–68. http://dx.doi.org/10.37394/23207.2022.19.150.
Pełny tekst źródłaHannum, Christopher, Kerem Yavuz Arslanli i Ali Furkan Kalay. "Spatial analysis of Twitter sentiment and district-level housing prices". Journal of European Real Estate Research 12, nr 2 (8.08.2019): 173–89. http://dx.doi.org/10.1108/jerer-08-2018-0036.
Pełny tekst źródłaJiang, Xiaoquan, i Qiang Kang. "Cross-Sectional PEG Ratios, Market Equity Premium, and Macroeconomic Activity". Journal of Accounting, Auditing & Finance 35, nr 3 (8.01.2018): 471–500. http://dx.doi.org/10.1177/0148558x17748277.
Pełny tekst źródłaMilon, J. Walter. "Travel Cost Methods for Estimating the Recreational Use Benefits of Artificial Marine Habitat". Journal of Agricultural and Applied Economics 20, nr 1 (lipiec 1988): 87–101. http://dx.doi.org/10.1017/s0081305200025681.
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 źródłaRudzkis, Rimantas, Roma Valkavičienė i Virmantas Kvedaras. "Prediction of Baltic Sectorial Share Price Indices". Lietuvos statistikos darbai 53, nr 1 (20.12.2014): 53–59. http://dx.doi.org/10.15388/ljs.2014.13894.
Pełny tekst źródłaManikandan, Narayanan, i 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.
Pełny tekst źródłaBayram, Mehmet, i Muzaffer Akat. "Market-neutral trading with fuzzy inference, a new method for the pairs trading strategy". Engineering Economics 30, nr 4 (30.10.2019): 411–21. http://dx.doi.org/10.5755/j01.ee.30.4.14350.
Pełny tekst źródłaZaimi, 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, nr 4 (31.08.2022): 1–16. http://dx.doi.org/10.17549/gbfr.2022.27.4.1.
Pełny tekst źródłaNeves, Maria Elisabete, Mário Abreu Pinto, Carla Manuela de Assunção Fernandes i Elisabete Fátima Simões Vieira. "Value and growth stock returns: international evidence (JES)". International Journal of Accounting & Information Management 29, nr 5 (7.10.2021): 698–733. http://dx.doi.org/10.1108/ijaim-05-2021-0097.
Pełny tekst źródłaAkbulaev, N. N., F. S. Ahmadov i M. R. Mammadova. "Analysis of the Impact of the COVID-19 Pandemic on Stock Exchange Indices in Italy". Economy of Region 18, nr 4 (2022): 1276–86. http://dx.doi.org/10.17059/ekon.reg.2022-4-22.
Pełny tekst źródłaCzinkan, Norbert, i Áron Horváth. "Determinants of housing prices from an urban economic point of view: evidence from Hungary". Journal of European Real Estate Research 12, nr 1 (7.05.2019): 2–31. http://dx.doi.org/10.1108/jerer-10-2017-0041.
Pełny tekst źródłaVolontyr, L., i L. Mykhalchyshyna. "Organizational and economic mechanism of grain sales: information component". Scientific Messenger of LNU of Veterinary Medicine and Biotechnologies 21, nr 92 (11.05.2019): 81–89. http://dx.doi.org/10.32718/nvlvet-e9213.
Pełny tekst źródłaKoulis, Alexandros, George Kaimakamis i Christina Beneki. "Hedging effectiveness for international index futures markets". Economics and Business 32, nr 1 (31.07.2018): 149–59. http://dx.doi.org/10.2478/eb-2018-0012.
Pełny tekst źródłaS, Monish, Mridul Mohta i Shanta Rangaswamy. "ETHEREUM PRICE PREDICTION USING MACHINE LEARNING TECHNIQUES – A COMPARATIVE STUDY". International Journal of Engineering Applied Sciences and Technology 7, nr 2 (1.06.2022): 137–42. http://dx.doi.org/10.33564/ijeast.2022.v07i02.018.
Pełny tekst źródłaRege, Sameer, i Samuel Gil Martín. "PORTUGUESE STOCK MARKET: A LONG-MEMORY PROCESS?" Business: Theory and Practice 12, nr 1 (10.03.2011): 75–84. http://dx.doi.org/10.3846/btp.2011.08.
Pełny tekst źródłaCoen-Pirani, Daniele. "Markups, Aggregation, and Inventory Adjustment". American Economic Review 94, nr 5 (1.11.2004): 1328–53. http://dx.doi.org/10.1257/0002828043052376.
Pełny tekst źródłaYan, Runze. "Option pricing and risk hedging for Visa". BCP Business & Management 32 (22.11.2022): 203–10. http://dx.doi.org/10.54691/bcpbm.v32i.2889.
Pełny tekst źródłaTRIVEDI, JATIN, MOHD AFJAL, CRISTI SPULBAR, RAMONA BIRAU, KRISHNA MURTHY INUMULA i 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, nr 04 (31.08.2022): 365–76. http://dx.doi.org/10.35530/it.073.04.202148.
Pełny tekst źródłaPhuong, Lai Cao Mai. "Investor Sentiment by Money Flow Index and Stock Return". International Journal of Financial Research 12, nr 4 (18.03.2021): 33. http://dx.doi.org/10.5430/ijfr.v12n4p33.
Pełny tekst źródłaKarmakar, Madhusudan. "Modeling Conditional Volatility of the Indian Stock Markets". Vikalpa: The Journal for Decision Makers 30, nr 3 (lipiec 2005): 21–38. http://dx.doi.org/10.1177/0256090920050303.
Pełny tekst źródłaFationa 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, nr 4 (7.01.2023): 29–44. http://dx.doi.org/10.33422/ijarme.v5i4.946.
Pełny tekst źródłaDell’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, nr 3 (6.07.2022): 1572–92. http://dx.doi.org/10.3390/heritage5030082.
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