المؤلفون: Ho, Steven Wei¹ (AUTHOR) steven.ho@unlv.edu, Lauwers, Alexandre R.² (AUTHOR) alexandre.lauwers@graduateinstitute.ch

المصدر: Journal of Financial & Quantitative Analysis. Dec2023, Vol. 58 Issue 8, p3201-3230. 30p.

مصطلحات موضوعية: *FUTURES market, *STOCK price forecasting, *RATE of return on stocks, *COMMODITY exchanges, *INFORMATION asymmetry, *REGRESSION analysis

المؤلفون: Cruz-Hernández, Andrés R.¹, Mora-Valencia, Andrés¹ a.mora262@uniandes.edu.co

المصدر: Latin American Research Review. Jun2024, Vol. 59 Issue 2, p292-314. 23p.

مصطلحات موضوعية: *STOCK price indexes, *MATHEMATICAL analysis, *CAPITAL market, *EFFICIENT market theory, NONLINEAR theories

المؤلفون: Ahn, Byung Hyun¹ (AUTHOR) byunghyun_ahn@haas.berkeley.edu, Patatoukas, Panos N.¹ (AUTHOR) panos@haas.berkeley.edu

المصدر: Journal of Financial & Quantitative Analysis. Aug2022, Vol. 57 Issue 5, p2022-2062. 41p.

مصطلحات موضوعية: *STOCK price indexes, *STOCK index futures, *STOCK prices, *STOCKS (Finance), *ARBITRAGE, *INVESTMENTS, *MARKET capitalization, *SMALL capitalization stocks

المؤلفون: Diniz-Maganini, Natalia¹ (AUTHOR) natalia.diniz@fgv.br, Rasheed, Abdul A.² (AUTHOR), Yaşar, Mahmut³ (AUTHOR)

المصدر: Journal of Institutional Economics. Aug2023, Vol. 19 Issue 4, p459-477. 19p.

مصطلحات موضوعية: *STOCK price indexes, *STOCKS (Finance), *PRICES, *BULL markets, COUNTRY of origin (Immigrants), JUSTICE administration

المؤلفون: Christoffersen, Peter (AUTHOR), Fournier, Mathieu¹ (AUTHOR) mathieu.fournier@hec.ca, Jacobs, Kris² (AUTHOR) kjacobs@bauer.uh.edu, Karoui, Mehdi³ (AUTHOR) mehdi.karoui@mail.mcgill.ca

المصدر: Journal of Financial & Quantitative Analysis. Feb2021, Vol. 56 Issue 1, p65-91. 27p.

مصطلحات موضوعية: *STOCK market index options sales & prices, *STOCK price indexes, *STOCK exchanges, *RISK premiums, SKEWNESS (Probability theory)

المؤلفون: Koike, Takaaki¹ (AUTHOR) takaaki.koike@r.hit-u.ac.jp, Kato, Shogo² (AUTHOR), Hofert, Marius³ (AUTHOR)

المصدر: Astin Bulletin. May2023, Vol. 53 Issue 2, p466-487. 22p.

مصطلحات موضوعية: *STOCK price indexes, *ACTUARIAL risk, *DATA analysis

المؤلفون: Kragt, Jac¹ (AUTHOR) j.c.kragt@uvt.nl, de Jong, Frank² (AUTHOR) f.dejong@uvt.nl, Driessen, Joost³ (AUTHOR) j.j.a.g.driessen@uvt.nl

المصدر: Journal of Financial & Quantitative Analysis. May2020, Vol. 55 Issue 3, p829-867. 39p.

مصطلحات موضوعية: *DIVIDENDS, *STOCK price indexes, *RATE of return on stocks, *BUSINESS cycles, MATHEMATICAL variables

الشركة/الكيان: EUROSTOXX (Company)

المؤلفون: Carr, Peter, Wu, Liuren

المصدر: Journal of Financial & Quantitative Analysis. Sep2017, Vol. 52 Issue 5, p2119-2156. 38p.

مصطلحات موضوعية: *STOCK price indexes, *MARKET volatility, *VOLATILITY (Securities), *FINANCIAL leverage, *FINANCIAL market reaction, *SECURITIES -- Rate of return, *EVENT study (Finance), *FINANCIAL markets

المؤلفون: Israelsen, Ryan D.

المصدر: Journal of Financial & Quantitative Analysis. Aug2016, Vol. 51 Issue 4, p1193-1229. 37p.

مصطلحات موضوعية: *ECONOMIC forecasting, *STOCK price indexes, *INVESTMENT analysis, *STOCKBROKERS, *STOCK prices

المؤلفون: Bégin, Jean-François¹ (AUTHOR) jbegin@sfu.ca

المصدر: Astin Bulletin. Sep2021, Vol. 51 Issue 3, p779-812. 34p.

مصطلحات موضوعية: *MARKOV chain Monte Carlo, *STOCK price indexes