|
|
|
|
|
Alamir Labib Awad, Saleh Mesbah Elkaffas and Mohammed Waleed Fakhr
Stock value prediction and trading, a captivating and complex research domain, continues to draw heightened attention. Ensuring profitable returns in stock market investments demands precise and timely decision-making. The evolution of technology has int...
ver más
|
|
|
|
|
|
|
|
|
|
|
George B. Tawadros and Imad A. Moosa
In this paper, a structural time series model is estimated to analyse the effect of quantitative easing (QE) on stock prices for the US, UK and Japan. The model is estimated by maximum likelihood in a time-varying parametric framework, using the DJIA, S&...
ver más
|
|
|
|
|
|
|
|
|
|
|
Yen-Chun Wen and Wun-Hwa Chen
This study proposes a system construction approach under Industry 4.0 infrastructure that is validated by the proposed framework of microservice quality assessment with framework with data modeling and simulation methodology to achieve innovation and val...
ver más
|
|
|
|
|
|
|
|
|
|
|
Milena Jak?ic,Marina Milanovic,Dragan Stojkovic
Pág. 087 - 096
At the onset of 2019, global economy has been facing a number of macroeconomic issues, which significantly multiplied in the course of the past ten-year period. Slow-moving rate of economic growth, increased fiscal deficits, enormous public and private d...
ver más
|
|
|
|
|
|
|
|
|
|
|
Ernest Kwame Ampomah, Zhiguang Qin and Gabriel Nyame
Forecasting the direction and trend of stock price is an important task which helps investors to make prudent financial decisions in the stock market. Investment in the stock market has a big risk associated with it. Minimizing prediction error reduces t...
ver más
|
|
|
|
|
|
|
|
|
|
|
Rohnn Sanderson and Nancy L. Lumpkin-Sowers
The buy and hold stock market strategy, which gained tremendous popularity in the 1970s, may no longer be such a profitable method for accumulating wealth for the average investor in the new millennium. This paper investigates the relationship between co...
ver más
|
|
|
|
|
|
|
|
|
|
|
Cristiana Fiorelli,Marco Mele
Pág. 626 - 630
The purpose of this paper is to analyze how the water has become, indirectly, an important element also in the financial markets. Nevertheless, its particular nature, vital and instrumental for human life, gives this item a peculiarity: it is difficult t...
ver más
|
|
|
|
|
|
|
|
|
|
|
Wajih Abbasi,Petr Hájek,Diana Ismailova,Saira Yessimzhanova,Zouhaier Ben Khelifa,Kholnazar Amonov
Pág. 1918 - 1929
This research focuses on the empirical comparative analysis of three models of option pricing: a) the implied volatility daily calibrated Black-Scholes model, b) the Cox and Ross univariate model with the volatility which is a deterministic and inverse f...
ver más
|
|
|
|
|
|
|
|
|
|
|
Jying-Nan Wang,Yuan-Teng Hsu,Hung-Chun Liu
Pág. 651 - 656
Given the rapid growth of financial markets over the past 20 years, along with the explosive development of financial derivatives, an ever-growing need for accurate and efficient volatility forecasting has emerged. Such forecasts have numerous financial ...
ver más
|
|
|
|
|
|
|
|
|
|
|
Chang-Yi Hsu,Jean Yu,Shiow-Ying Wen
Pág. 673 - 682
In this study, we examine the analysts? behavior in the pre-crisis and post-crisis period for IPO firms in the U.S. from 2005 to 2011. By controlling variables size, the proxy of underpricing, the number of the IPO firms and whether the company is listed...
ver más
|
|
|
|
|
|