|
|
|
|
|
Loc Dong Truong and H. Swint Friday
This study investigated the impact of the introduction of the VN30-Index futures contract on the daily returns anomaly for the Ho Chi Minh Stock Exchange (HOSE). Daily returns of the VN30-Index for the period 6 February 2012 through 31 December 2019 are ...
ver más
|
|
|
|
|
|
|
|
|
Lorenzo Menculini, Andrea Marini, Massimiliano Proietti, Alberto Garinei, Alessio Bozza, Cecilia Moretti and Marcello Marconi
Setting sale prices correctly is of great importance for firms, and the study and forecast of prices time series is therefore a relevant topic not only from a data science perspective but also from an economic and applicative one. In this paper, we exami...
ver más
|
|
|
|
|
|
|
|
|
Abdullahi Osman Ali
Pág. 35 - 39
The main aim of this investigation was to model the volatility of Somali shilling against US dollar by using monthly data covering from 1950 to 2010. Further to that, this finding has adopted both symmetric and asymmetric generalized autoregressive condi...
ver más
|
|
|
|
|
|
|
|
|
Mela Yila Dogo,Osman Nuri Aras
Pág. 68 - 73
We analyzed the effect of volatility in the Naira-Dollar exchange rate on the volume of imports to and exports from Nigeria between 1990 and 2019. Data for all variables, except volatility, were sourced from the Central Bank of Nigeria (CBN), the Nationa...
ver más
|
|
|
|
|
|
|
|
|
Pablo Solórzano-Taborga, Ana Belén Alonso-Conde and Javier Rojo-Suárez
Recent literature shows that market anomalies have significantly diminished, while research on market factors has largely improved the performance of asset pricing models. In this paper we study the extent to which data envelopment analysis (DEA) techniq...
ver más
|
|
|
|