Essays about: "Stock indices"
Showing result 26 - 30 of 156 essays containing the words Stock indices.
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26. Predicting Stock Price Direction for Asian Small Cap Stocks with Machine Learning Methods
University essay from KTH/Matematik (Avd.)Abstract : Portfolio managers have a great interest in detecting high-performing stocks early on. Detecting outperforming stocks has for long been of interest from a research as well as financial point of view. Quantitative methods to predict stock movements have been widely studied in diverse contexts, where some present promising results. READ MORE
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27. The Intertwining of Sectoral Stock Market Volatility and Macroeconomic Fundamentals - A study of Sweden's sectoral indices
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : The stock market has come to play a larger role in many people's lives as years pass and its accessibility has come to be exponentially easier for many. Investment in publicly listed companies has become a foundation of saving and a way of managing wealth for the general public. READ MORE
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28. Volatility Forecasting Performance : An evaluation of GARCH-class models
University essay from Umeå universitet/NationalekonomiAbstract : Volatility is considered among the most vital concepts of the financial market and is frequently used as a rough measure of the total risk of financial assets. Volatility is however not directly observable in practice; it must be estimated. The procedure in estimating and modeling volatility can be performed in numerous ways. READ MORE
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29. Did 2001 Mark the Beginning of a More Manipulated Market? An Analysis of Financial Markets via Benford's Law
University essay from Mälardalens högskola/Akademin för utbildning, kultur och kommunikationAbstract : Can the law of the natural distribution of random numbers expose malice in financial markets? This thesis aims to analyze the indices S&P 500 and STOXX 600, in an effort to identify days in which behavior in the market was the result of financial manipulation or non normal market movements. What was discovered by extending a previous study [10], was that we could accurately identify many days in which the market crashed or was affected by malpractice similar to the events in the 2007-2008 financial crisis. READ MORE
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30. A Non-linear Analysis of Cointegration in South-East Asian Equity Markets
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : This paper investigates the presence of cointegration among the main stock markets in South-East Asia, namely those of Hong Kong, Singapore, Malaysia and Thailand. Part 1 of the thesis studies the relationship using Markov-switching models, while Part 2 uses regime-shifting models with one structural break. READ MORE