EQUITIES

作品数:12被引量:1H指数:1
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Stock price index analysis of four OPEC members:a Bayesian approach
《Financial Innovation》2024年第1期1107-1135,共29页Saman Hatamerad Hossain Asgharpur Bahram Adrangi Jafar Haghighat 
This study examines the relationship between macroeconomic variables and stock price indices of four prominent OPEC oil-exporting members.Bayesian model averaging(BMA)and regularized linear regression(RLR)are employed...
关键词:EQUITIES MACROECONOMICS Bayesian model averaging Bayesian estimation Regularized linear regression OPEC countries 
Poisson Process Modeling of Pure Jump Equities on the Ghana Stock Exchange
《Journal of Applied Mathematics and Physics》2022年第10期3101-3120,共20页Osei Antwi Kyere Bright Martinu Issa 
Although Geometric Brownian Motion and Jump Diffusion Models have largely dominated the literature on asset price modeling, studies of the empirical stock price data on the Ghana Stock Exchange have led to the conclus...
关键词:Poisson Process Pure Jump Process Compound Poisson Process Jump Diffusion 
Hedge effectiveness of put replication, gold, and oil on ASEAN-5 equities被引量:1
《Financial Innovation》2020年第1期940-968,共29页Robiyanto Robiyanto Bayu Adi Nugroho Eka Handriani Andrian Dolfriandra Huruta 
The previous studies have shown that capital market integration has increased in the ASEAN-5,implying that investors making investment diversification across ASEAN capital markets could only earn limited diversificati...
关键词:DCC-GARCH GOLD OIL Minimum variance Portfolio insurance 
Industry-and liquidity-based momentum in Australian equities
《Financial Innovation》2019年第1期740-757,共18页Yeng May Tan Fan Fah Cheng 
supported by Xiamen University Malaysia Research Fund(Grant No:XMUMRF/2019-C3/ISEM/0016).
This study examined momentum profitability in Australia,providing further evidence for intermediate-term momentum profitability.Using data spanning different market states,we found that momentum was stronger after the...
关键词:Momentum strategy Stock momentum Industry momentum LIQUIDITY Market states Australia 
Yuanjing Resources Becoming First Reclaimed Rubber Enterprise Listed in National Equities Exchange and Quotations
《中国橡胶》2016年第16期29-29,共1页
关键词:股票交易所 橡胶企业 资源再生 报价 上市 远景资源 综合利用 废橡胶 
Conceptual Approach Regarding Continuous Improvements of the International Financial Reporting Standards Concerning Equities
《Journal of US-China Public Administration》2011年第6期712-720,共9页Gheorghe V. Lepadatu 
关键词:财务报告 股票 国际 罗马尼亚 经济活动 会计信息 投资者 可靠性 
State-owned power firms to raise cash on equities market
《China's Foreign Trade》2010年第8期11-11,共1页
Chinese state-owned power companies are being pushed to refinance on the equity market due to government concerns over the industry's high debt ratios.
关键词:电力企业 现货市场 股票 电力公司 再融资 银行业 股市 负债 
Chinese equities edge down at midday with renamed steelmaker's tumble
《China's Foreign Trade》2010年第4期13-13,共1页
Chinese shares edged down at the closing of the morning trade secession on January 25. The benchmark Shanghai Composite Index declined 0.66 percent, or 20.8 points, to close at 3,107.79 points. The Shenzhen Component ...
关键词:中国 正午 钢铁 优势 股市 综合指数 分指数 分裂 
Transfer of Jinde Lead Equities:A Leap Forward for the Reconstruction of JXCC
《China Nonferrous Metals Monthly》2010年第7期8-8,共1页
To promote the reform of state-owned plants and to support the further development of JXCC, the equities of Jinde Lead were transferred, under the decision of the
关键词:OWNED RECONSTRUCTION FORWARD TRANSFERRED JIANGXI f 
Chinese equities edge down at midday with renamed steelmaker's tumble
《China's Foreign Trade》2010年第3期13-13,共1页
Chinese shares edged down at the closing of the morning trade secession on January 25. The benchmark Shanghai Composite Index declined 0.66 percent, or 20.8 points, to close at 3,107.79 points. The Shenzhen Component ...
关键词:中国 正午 钢铁 优势 股市 综合指数 分指数 分裂 
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