“…Five real stock market prices such as Dow Jones Index, Hang Seng Index, NASDAQ Index, Shanghai Stock Exchange Composite Index, and SZSE Component Index are collected to validate the performance of our proposed method. …”
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“…To such a scope, we consider 15-minutes prices and returns of the set of the NASDAQ-100 components before and after the Cambridge Analytica case. …”
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“…This paper analyzes the relationships between volatilities of five cryptocurrencies, American indices (S&P500, Nasdaq, and VIX), oil, and gold. The results of the BEKK-GARCH model show evidence of a higher volatility spillover between cryptocurrencies and lower volatility spillover between cryptocurrencies and financial assets. …”
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“…The proposed variable selection do not find significative the explanatory power of NASDAQ and Tesla. Under different scenarios and metrics, the best results are obtained using the significant drivers during the pandemic as validation. …”
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“…Finally, through an empirical illustration utilizing returns of four financial indices listed in NASDAQ stock exchange, we observe the presence of time dynamics in higher moments.…”
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“…We studied daily data from 13 stocks from the Dow-Jones and NASDAQ100 indices, over a period of 4 trading years. …”
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“…This study analyzes the relationship between environmental, social, governance, and controversy indicators and financial performance, measured through return on equity (ROA), return on assets (ROE), and Tobin’s Q, which are applied to the listed companies in the Nasdaq US Smart Pharmaceuticals Index. This index is composed of 30 international companies with a presence at the global level. …”
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“…We employ daily returns of Bitcoin, Gold, DJIA, CAC40, NSE50, S&P 500, NASDAQ, and EUROSTOXX from 05–01–2015 to 31–12–2020. …”
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“…We use three different machine learning algorithms, i.e., a stochastic gradient descent linear regression, a lasso regression, and an XGBoost tree regression, to test the predictability of two stock market indices, the Dow Jones Industrial Average and the NASDAQ (National Association of Securities Dealers Automated Quotations) Composite. …”
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“…Experimental validations are performed on the NYSE and NASDAQ data, where the model is compared with the popular methods such as attention Long Short-Term Memory network (Attn-LSTM), Support Vector Regression (SVR), and multi-factor framework (MF). …”
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“…Based on the ABIDES limit order book simulator, we build a reinforcement learning OpenAI gym environment and utilize it to simulate a realistic trading environment for NASDAQ equities based on historic order book messages. …”
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“…We study the real-time relationship between chatter on Twitter and the stock trading volume of 96 firms listed on the Nasdaq 100, during 193 days of trading in the period from May 21, 2012 to September 18, 2013. …”
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“…The study confirmed the leverage effect for the S&P 500, Nasdaq Composite Index, DAX 30, Nikkei 225, FTSE MIB, and SSEC. …”
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“…Moreover, we provide empirical evidence based on data from the NASDAQ stock exchange showing that the sophisticated relations hold with a certain degree of universality. …”
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“…The statistical population of research have five most important and international indices which were S&P500, DAX, FTSE100, Nasdaq and DJI.…”
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“…The same global fit model and reconstruction parameters—employed to study the time evolution of S&P 500, NASDAQ Composite, IBEX 35, EURONEXT 100, Nikkei 225 and SSE Composite Index—led a convenient simplification in the analysis. …”
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“…The resulting model of the return in the financial markets with the same set of parameters reproduces empirical probability and spectral densities of absolute return observed in New York, Warsaw and NASDAQ OMX Vilnius Stock Exchanges. Our result confirms the prevalent idea in behavioral finance that herding interactions may be dominant over agent rationality and contribute towards bubble formation.…”
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“…However, the health crisis generated due to the novel coronavirus significantly decreased the stock returns of the Nasdaq Composite index. The results also showed that the economic crisis generated from the pandemic in Spain has had more impact on the IBEX 35 as compared to the health crisis itself. …”
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“…Specifically, long range positively correlated ARFIMA processes with differencing parameter [Formula: see text] , [Formula: see text] and [Formula: see text] are consistent with moving average cluster entropy results obtained in time series of DJIA, S&P500 and NASDAQ. The findings clearly point to a variability of price returns, consistently with a price dynamics involving multiple temporal scales and, thus, short- and long-run volatility components. …”
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“…The proposed framework has been applied to two real-world case studies: 1) ordering careers by incomes from 350,000 households living in Khon Kaen province, Thailand, and 2) ordering sectors by closing prices from 1,060 companies in NASDAQ stock market between years 2000 and 2016. The results of careers ordering demonstrate income inequality among different careers. …”
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