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201
Emerging market portfolios and Islamic financial markets: Diversification benefits and safe havens
Published 2022-01-01“…Results from both time-varying conditional correlations and the hedge ratios show that there are positive and significant correlations between emerging stock markets and Dow Jones Islamic Market Index, which implies limited portfolio diversification benefits afforded by Islamic stock markets.…”
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202
Indeksy społecznej odpowiedzialności jako metoda pomiaru działań CSR w przedsiębiorstwach
Published 2017-12-01“…Obecnie funkcjonuje kilkadziesiąt indeksów giełdowych tworzonych zgodnie z kryteriami CSR, a wśród nich najpopularniejsze to Dow Jones Sustainability Index oraz FTSE4GOOD Index, a także pierwszy w Europie Środkowo-Wschodniej – RESPECT Index. …”
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203
ВИКОРИСТАННЯ СТАТИСТИЧНИХ МЕТОДІВ ПРИ ДОСЛІДЖЕННІ БІРЖОВОЇ ДІЯЛЬНОСТІ
Published 2023-02-01“…Розглянуто види біржових індексів, зазначено цілі їх використання та методика розрахунків, а саме: Dow Jones, S&P 500, PFTS Index, UX Index. Також авторами проведено дослідження біржового ринку України за 2017-2021 роки та показано які фінансові інструменти застосовується на його фондовому ринку. …”
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204
¿Reconoce el mercado la responsabilidad social corporativa?
Published 2022-04-01“… Este artículo examina el impacto sobre el valor de mercado de las novedades en el Dow Jones Sustainability Index (DJSI) y su relación con los esfuerzos de difusión de esas novedades por parte de las empresas. …”
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205
Hedging Bitcoin with conventional assets
Published 2022-07-01“…Our in-sample analysis shows that the USDX, Gilt, Australian dollars, wheat, cocoa, cotton, sugar, copper, and lean hog can hedge Bitcoin, and the out-of-sample analysis reveals that the DAX, Dow-Jones, Nikkei, S&P 500, Brent, and WTI futures can be effective hedging instruments. …”
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206
Do Bubbles in the Bitcoin Market Impact Stock Markets? Evidence From 10 Major Stock Markets
Published 2023-06-01“…The daily dataset, including the Dow Jones Industrial Index (DJIA), Nasdaq (NSQ), Shanghai Composite Index (SSE), Nikkei 225 (N225), Hang Seng Index (HSI), Shenzhen Composite Index (SZSE), Euronext Amsterdam Index (AEX), London Stock Exchange (LSE), Toronto Stock Exchange (TSX), and Bombay Stock Exchange (BSE), spans July 21, 2010, to December 9, 2022. …”
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207
Analisis Portofolio Optimal Saham Syariah Menggunakan Multi Index Models (Periode: 04 Januari 2010 – 1 Juli 2013)
Published 2013-10-01“…This study discusses the optimal portfolio analysis using Multi-Index Models with a case study on the stock of the Sharia Jakarta Islamic Index (JII) period 4 January 2010 – 1 July 2013 by using composite stock price index (IHSG), index Dow Jones Industrial Average (DJIA) and index the Hang Seng Index as a factor in MIM. …”
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208
TÜRKİYE’DE ALTIN FİYATLARINI ETKİLEYEN FAKTÖRLERİN EKONOMETRİK ANALİZİ / Econometric Analysis of Gold Prices Affecting Factors in Turkey
Published 2021-10-01“…Yapılan literatür taraması kapsamında, altın fiyatlarını etkileyebilecek faktörler olarak Londra piyasası altın ons fiyatı, ABD enflasyon oranı, Dow Jones Sanayi Endeksi, ABD Merkez Bankası faiz oranı ve reel efektif döviz kuru değişkenleri seçilmiştir. …”
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209
A Parsimonious Test of Constancy of a Positive Definite Correlation Matrix in a Multivariate Time-Varying GARCH Model
Published 2022-08-01“…An empirical example involving daily returns of 26 stocks included in the Dow Jones stock index is given.…”
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210
Synergetic method of a quantitative forecasting of economic times series
Published 2013-12-01“…The examples of the fractal characteristics’ calculation and the forecasting taking into account time of reliable forecast of the socioeconomic indexes’ behavior — oil prices, natural gas prices, the Dow Jones index, the «euro-dollar» prices, the Gross Domestic Product, and some other indicators at the regional level are given. …”
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211
Water Gain: As a Common Good Becomes a Financial Opportunity
Published 2017-04-01“…The present work aims to analyze the performance of the assets related to the water sector in the financial markets, comparing performance against major indexes, such as Dow Jones, Nasdaq and S&P 500. Next, we wanted to verify the existence of a causal link between the water and the SP500 index in order to confirm the hypothesis that the water has become, in financial markets, a safe haven. …”
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212
Cointegração e Descoberta de Preços de ADR Brasileiros
Published 2009-04-01“…Complementing the work of Sanvicente (1998), which analyzes the cointegration between the Ibovespa and Dow Jones indexes, this paper examines the cointegration hypothesis using disaggregated data, with a sample of 32 stocks that jointly made up over 67% of the volume of the Brazilian Market and its respective ADRs between February 1999 and June 2006. …”
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213
Business Sustainable Competitiveness a Synergistic, Long-Run Approach of a Company's Resources and Results
Published 2018-12-01“…The interrelations between them, in terms of revenues per employee, return on assets, total assets turnover and Dow Jones Sustainability Index, were integrated into models/functions in order to develop, test and apply businessness. …”
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214
Global gold prices forecasting using Bayesian nonparametric quantile generalized additive model
Published 2023-01-01“…However, the gold price fluctuations can be influenced by some other factors, such as the USD Index, which reflect and measure the strength of the US Dollar currency, and the Index of Dow Jones Industrial Average (DJIA) or a reflection of the political and economic conditions of the stock market. …”
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215
Novel modelling strategies for high-frequency stock trading data
Published 2023-01-01“…We illustrate how our novel modelling strategies improve forecasting performance by analyzing high-frequency data of the Dow Jones 30 component stocks. In these experiments, our strategies often lead to statistically significant improvement in predictions. …”
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216
Uluslararası Portföy Yönetiminde Rejim Geçişken Karar Destek Modelleri: Gelişmekte Olan Menkul Kıymet Piyasaları Üzerine Bir Uygulama
Published 2014-06-01“…Bu kapsamda, Türkiye, Rusya, Ukrayna, Brezilya, Lübnan, ABD (Dow Jones Industrial Average) ve MSCI (Morgan Stanley Composite Index) hisse senedi piyasalarında rejim geçişkenliği ekonometrik olarak karşılaştırmalı incelenmiştir.…”
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217
Discovering macroeconomic phases using statistical methods.
Published 2009“…In this report, a recursive segmentation scheme based on the Jensen-Shannon divergence is employed to extract statistical signatures of different market phases from the Dow Jones Industrial Average half-hourly time series from January 1997 to March 2007. …”
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218
The Prediction of Precious Metal Prices via Artificial Neural Network by Using RapidMiner
Published 2017-06-01“…This study concentrates on data which includes gold, silver, palladium, platinum, Brent Petrol, natural gas prices, 30 years' bond, 10 years' bond, 5 years' bond, SP 500, Nasdaq, Dow Jones, FTSE100, DAX, CAC40, SMI, NIKKEI, HANH, SENG and Euro/USD within the period of 4th of January 2010 to 14th of December 2015. …”
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219
The nexus between the volatility of Bitcoin, gold, and American stock markets during the COVID-19 pandemic: evidence from VAR-DCC-EGARCH and ANN models
Published 2024-01-01“…This study compares the Bitcoin market, the gold market, and American stock indexes (S&P500, Nasdaq, and Dow Jones) before and during the COVID-19 pandemic. …”
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220
The relationship between customer satisfaction, social responsibility, and long-run financial performance
Published 2012-12-01“…Using annual financial data, customer satisfaction index, and the Dow Jones Sustainability Index, the paper seeks to establish whether it pays organizations to use ethical methods in striving to be sustainable. …”
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