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Įmonių socialinės atsakomybės informacijos atskleidimo lygis Lietuvos įmonėse, prekiaujančiose akcijomis Nasdaq Baltic vertybinių popierių biržoje
Published 2023-12-01“…Pagal parengtą modelį atliktas empirinis tyrimas, kurio metu apskaičiuotas Nasdaq Baltic vertybinių popierių biržoje akcijomis prekiaujančių įmonių socialinės atsakomybės informacijos atskleidimo indeksas. …”
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GENERALIZED ASYMMETRIC POWER ARCH MODELING OF NATIONAL STOCK MARKET RETURNS
Published 2009-12-01“…Bu çalışmada, sekiz ülkenin ulusal borsa endeks getirilerinde (Nasdaq100, DAX, Nikkei225, Strait Times, MerVal, IPC, Shanghai Composite and ISE100) farklı hata dağılımlarına bağlı olarak oynaklık yapılarını belirlemek üzere Ding, Granger and Engle (1993) tarafından ileri sürülen Genelleştirilmiş Asimetrik Üslü ARCH (APGARCH) modelinin uygulanabilirliği araştırılmıştır. …”
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GENERALIZED ASYMMETRIC POWER ARCH MODELING OF NATIONAL STOCK MARKET RETURNS
Published 2009-12-01“…Bu çalışmada, sekiz ülkenin ulusal borsa endeks getirilerinde (Nasdaq100, DAX, Nikkei225, Strait Times, MerVal, IPC, Shanghai Composite and ISE100) farklı hata dağılımlarına bağlı olarak oynaklık yapılarını belirlemek üzere Ding, Granger and Engle (1993) tarafından ileri sürülen Genelleştirilmiş Asimetrik Üslü ARCH (APGARCH) modelinin uygulanabilirliği araştırılmıştır. …”
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fANOVA application for comparison of companies by the CEO turnover rates
Published 2023-11-01“… The aim of this study was to analyze the data from the Nasdaq Baltic listed companies’ financial statements and to estimate if the CEO changes have a significant influence on the financial performance: profitability, indebtedness and stock price. …”
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Hybrid Model for Stock Market Volatility
Published 2023-01-01“…The proposed BSGARCH (1, 1) model was applied to simulated data and two real financial time series data (NASDAQ 100 and S&P 500). The outcome was then compared to the outcomes of the GARCH (1, 1), EGARCH (1, 1), GJR-GARCH (1, 1), and APARCH (1, 1) with different error distributions (ED) using the mean absolute percentage error (MAPE), the root mean square error (RMSE), Theil’s inequality coefficient (TIC) and QLIKE. …”
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ALTERNATİF YATIRIM ARAÇLARI İLE BİTCOİN FİYATLARI ARASINDAKİ İLİŞKİNİN YAPAY SİNİR AĞI İLE TAHMİNİ
Published 2020-11-01“…Girdi değişkenler olarak; Dow-Jones, S&P500, Nasdaq100,Eurostoxx Endeksleri, İsviçre Frangı, İngiliz Sterlini, Euro, Altın, Gümüş yatırımaraçları alınmıştır. 2013-2018tarihleri arasında günlük kapanış fiyatları verileri kullanılmıştır. …”
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Improving the Machine Learning Stock Trading System: An N-Period Volatility Labeling and Instance Selection Technique
Published 2024-01-01“…The effectiveness of the proposed model is evaluated through trading simulations of stocks comprising the NASDAQ 100 index and compared with up–down labeling trading systems. …”
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Įmonių socialinės atsakomybės atskleidimo ir pelningumo ryšys Lietuvos biržinėse įmonėse
Published 2024-06-01“…Atlikto tyrimo metu buvo vertinamas 2017–2022 m. Nasdaq Baltic vertybinių popierių biržoje prekiaujančių Lietuvos įmonių socialinės atsakomybės informacijos atskleidimo ryšys su įmonės pelningumo ir vienos akcijos pelno rodikliais. …”
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The Co-Movement between International and Emerging Stock Markets Using ANN and Stepwise Models: Evidence from Selected Indices
Published 2022-01-01“…This study examines the relationship between a developing stock exchange index, Amman Stock Exchange Index (ASEI), and the number of international indices, including S&P 500, NASDAQ, Nikkei, DAX, CAC, and HSI for 2008-2019. To validate the availability of the linkage between the indices, the author includes various tests of a correlation coefficient, stepwise regression analysis, and artificial neural network (ANN). …”
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Pruebas de comportamiento caótico en índices bursátiles americanos
Published 2007-01-01“…Este artículo valida el comportamiento caótico en las Bolsas de Valores de Argentina, Brasil, Canadá, Chile, Estados Unidos, Perú y México utilizando los índices accionarios Merval, Bovespa, S&P TSX Composite, IPSA, IGPA, S&P 500, Dow Jones Industrials, Nasdaq, IGBVL e IPC, respectivamente. Los resultados de distintas técnicas y métodos como análisis gráfico, análisis de recurrencia, entropía de espacio temporal, coeficiente de Hurst, exponente de Lyapunov y dimensión de correlación, apoyan la hipótesis de que los mercados bursátiles americanos se comportan de forma caótica, en contra de la hipótesis de mercados eficientes y la hipótesis de aleatoriedad. …”
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Dynamical Variety of Shapes in Financial Multifractality
Published 2018-01-01“…As an example, based on the long-term records of the S&P500 and NASDAQ—the two world-leading stock market indices—the present study shows that they indeed develop the multifractal features, but these features evolve through a variety of shapes, most often strongly asymmetric, whose changes typically are correlated with the historically most significant events experienced by the world economy. …”
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A Novel Approach for Stock Price Prediction Using Gradient Boosting Machine with Feature Engineering (GBM-wFE)
Published 2020-04-01“…We use 11 datasets from Nasdaq and S&P 500 to ensure the accuracy of the proposed approach. …”
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Modelos predictivos de lógica y lógica borrosa en índices bursátiles de América del Norte
Published 2006-01-01“…Se utilizaron series históricas de cotizaciones diarias de los índices bursátiles norteamericanos DJI y Nasdaq (Estados Unidos), IPC (México) y TSE (Canadá), correspondientes al periodo comprendido entre el 8 de octubre de 1996 y el 7 de enero de 2005. …”
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In the Plots of Neoliberalism: the Impact of AirBnb on Hotel Industry and the Real Estate Market in São Paulo and Rio de Janeiro, Brazil
Published 2024-12-01“…With a market value of nearly US$136 billion (Nasdaq, 20242), AirBnb stands as the foremost hospitality platform in the world, with operations spanning across most countries. …”
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Nas tramas do neoliberalismo: o impacto do Airbnb no setor hoteleiro e no mercado imobiliário em São Paulo e no Rio de Janeiro, Brasil
Published 2024-12-01“…Com um valor de mercado de quase US$ 136 bilhões (Nasdaq, 20242), o Airbnb é a principal plataforma de hospitalidade do mundo, com operações que se estendem pela maioria dos países. …”
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En las entrañas del neoliberalismo: el impacto de AirBnb en la hostelería y el mercado inmobiliario de São Paulo y Río de Janeiro, Brasil
Published 2024-12-01“…Con un valor de mercado de casi 136.000 millones de dólares (Nasdaq, 20242), AirBnb es la principal plataforma de alojamiento del mundo y opera en la mayoría de los países. …”
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