摘要: By combining the forward-looking, contemporaneous and lagged responses in the same regression, we obtain a whole term structure of the stock market's response to real output shocks. We show, on a comprehensive cross-section of countries, that stock...
Using data from the Stock Exchange of Hong Kong, we show that commonality in liquidity includes both market and industry components, and is pervasive ... P Brockman,DY Chung - 《Journal of Financial Research》 被引量: 343发表: 2002年 Stock Exchange Markets in Hong Kong: Structure and Main ...
The British Stock Market under the Structure of Market Capitalization Value: New Evidence on its Predictive ContentReturn predictabilitydividend growthearnings growthsize portfoliosFTSE 100Purpose: The aim of our paper is twofold. First, we examine the predictive ability of log book-market, dividend-...
Understanding the link between the stock market and the venture capital market requires understanding the contractual arrangements between entrepreneurs and venture capital providers; especially, the importance of the opportunity to enter into an implicit contract over control, which gives a successful ...
Examining Volatility Spillover Between Foreign Exchange Markets and Stock Markets of Countries such as BRICS Countries The objective of this article is to examine the volatility spillover effect between the foreign exchange market and the stock market of Brazil, Russia, Ind... Dharmendra Singh,M. ...
Visualizing the stock market structure https://scikit-learn.org/stable/auto_examples/applications/plot_stock_market.html#stock-market 此例使用了集中非监督学习技术, 从历史报价波动中提取股票市场结构。 分析的目标量值为股票日变化,包括 开市报价,和闭市报价。
Bearish Market Structure: A bearish structure is defined by lower lows (LL) and lower highs (LH). The price trend continues as long as lower highs (LH) are being printed and until a higher high (HH) is created.Sideways Market Structure: The horizontal movement of price shown by equal ...
US term structure and international stock market volatility: The role of the expectations factor and the maturity premium US term structure and international stock market volatility: The role of the expectations factor and the maturity premiumTerm structure of interest rates... C Matthew - 《Journal...
Stock market fluctuations and the term structure. Board of Governors of the Federal Reserve System Finance and Economics Discussion Series. FEDS Paper no. 96-3, Washington, D.CChunsheng, Z. (1996). Stock Market Fluctuations and the Term Structure. Federal Reserve Report for the Year1996....
Although Hurst index based on R/S rescaled range analysis has revealed the exponential relationship between observable quantities in the nature and the relationship has been applied to the research on the volatile complexity of stock market, there is still an efficiency problem in calculation. Taking...