Covid 19 Effects On The S P 500 Index
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Covid 19 Effects On The S P 500 Index
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Author : Hakan Yilmazkuday
language : en
Publisher:
Release Date : 2021
Covid 19 Effects On The S P 500 Index written by Hakan Yilmazkuday and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021 with categories.
The Impact Of Covid 19 On S P 500 In 2020
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Author : Neda Assadi
language : en
Publisher:
Release Date : 2023
The Impact Of Covid 19 On S P 500 In 2020 written by Neda Assadi and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2023 with COVID-19 Pandemic, 2020- categories.
Modelling Financial Time Series
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Author : Stephen J. Taylor
language : en
Publisher: World Scientific
Release Date : 2008
Modelling Financial Time Series written by Stephen J. Taylor and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008 with Business & Economics categories.
This book contains several innovative models for the prices of financial assets. First published in 1986, it is a classic text in the area of financial econometrics. It presents ARCH and stochastic volatility models that are often used and cited in academic research and are applied by quantitative analysts in many banks. Another often-cited contribution of the first edition is the documentation of statistical characteristics of financial returns, which are referred to as stylized facts. This second edition takes into account the remarkable progress made by empirical researchers during the past two decades from 1986 to 2006. In the new Preface, the author summarizes this progress in two key areas: firstly, measuring, modelling and forecasting volatility; and secondly, detecting and exploiting price trends. Sample Chapter(s). Chapter 1: Introduction (1,134 KB). Contents: Features of Financial Returns; Modelling Price Volatility; Forecasting Standard Deviations; The Accuracy of Autocorrelation Estimates; Testing the Random Walk Hypothesis; Forecasting Trends in Prices; Evidence Against the Efficiency of Futures Markets; Valuing Options; Appendix: A Computer Program for Modelling Financial Time Series. Readership: Academic researchers in finance & economics; quantitative analysts.
2020 2nd International Conference On Economic Management And Model Engineering Icemme
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Author : IEEE Staff
language : en
Publisher:
Release Date : 2020-11-20
2020 2nd International Conference On Economic Management And Model Engineering Icemme written by IEEE Staff and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-11-20 with categories.
Engineering management Business data processing Financial management Safety management Resource management Supply chain management Economics Econometrics Economic forecasting Economic indicators Environmental economics Macroeconomics Economies of scale Industrial economics Power generation economics Sharing economy Systems engineering and theory Model checking Load modeling Numerical models Process modeling Digital elevation models Data driven modeling Data models Computational modeling
Coronavirus Outbreak And The Great Lockdown
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Author : Bhaskar Bagchi
language : en
Publisher: Springer Nature
Release Date : 2020-09-21
Coronavirus Outbreak And The Great Lockdown written by Bhaskar Bagchi and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-09-21 with Business & Economics categories.
This book captures the dynamic relationship between COVID-19 pandemic, crude oil prices and major stock indices as well as the crude oil prices and stock market volatility that have been caused due to outbreak of this pandemic. The pandemic has changed the world melodramatically and major world markets collapsed in the beginning, affecting major industries in an unprecedented way. The book will be useful to the researcher in the field of finance and economics, and policy makers both at government and private level, keeping in view the present state of economy throughout the world.
Artificial Intelligence And Covid Effect On Accounting
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Author : Bahaaeddin Alareeni
language : en
Publisher: Springer Nature
Release Date : 2022-06-09
Artificial Intelligence And Covid Effect On Accounting written by Bahaaeddin Alareeni and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022-06-09 with Business & Economics categories.
This book considers the effects of COVID-19 on accounting, particularly with regard to the role of artificial intelligence in accounting in the post-pandemic business environment. The contributions in the book consider a variety of sectors that have been affected by the pandemic, such as the stock market, forensic accounting, Bitcoin, as well as the economic and educational responses to the pandemic and the aftermath felt by both developing and developed countries. This book will be a valuable read for academics, students and practitioners of accounting who are keen to explore the future of the field in light of the pandemic.
Covid 19 Effects On The Us Stock Index Returns
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Author : Emon Kalyan Chowdhury
language : en
Publisher:
Release Date : 2020
Covid 19 Effects On The Us Stock Index Returns written by Emon Kalyan Chowdhury and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020 with categories.
This paper aims to measure the impact of COVID-19 pandemic on the US stock market.It applies Generalized Autoregressive Conditional Heteroskedasticity (GARCH), Vector Autoregressive (VAR) and Event study Method (ESM) models. The ESM follows three different timelines, such as pre-event, event-day, post-event windows. Data comes from the major US stock indices. We find that the US stock market reacts negatively toward confirmed and death cases due to COVID-19, while death cases have a significant impact on stock market volatility. This study bridges the research gap and adds significant insights to the existing literature.
Stock Markets Performance During A Pandemic
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Author : Yara Abushahba
language : en
Publisher:
Release Date : 2021
Stock Markets Performance During A Pandemic written by Yara Abushahba and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021 with COVID-19 Pandemic, 2020- categories.
Abstract: Background and Motivation: The coronavirus ("COVID-19") pandemic, the subsequent policies and lockdowns have unarguably led to an unprecedented fluid circumstance worldwide. The panic and fluctuations in the stock markets were unparalleled. It is inarguable that real-time availability of news and social media platforms like Twitter played a vital role in driving the investors' sentiment during such global shock. Purpose:The purpose of this thesis is to study how the investor sentiment in relation to COVID-19 pandemic influenced stock markets globally and how stock markets globally are integrated and contagious. We analyze COVID-19 sentiment through the Twitter posts and investigate its effect on financial securities movements. Methodology: In order to determine investor sentiment, we used text mining and Natural Language Processing (NLP) to conduct sentiment analysis on COVID-19 related tweets during the year of 2020 and got the daily polarity of those tweets. We employed a GARCH (1,1) model to study the impact of the investor sentiment, assessed by the COVID-19 related tweets, on the stock markets movements globally, in the conditional heteroscedasticity equation. The thesis uses six global stock market indices from developed markets. Duration of the study: 4th of January 2020 - 21st of December 2020 Conclusion: Our results from the GARCH (1,1) models suggest that the investors' sentiment based on the COVID-19 tweets shows significant impact on the conditional heteroscedasticity of the developed markets indices, indicating an impact on volatility and trading volumes of the six developed market indices.
S P 500 Earnings Valuation And The Pandemic
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Author : Joseph Abbott
language : en
Publisher: Yri Books
Release Date : 2020-11-18
S P 500 Earnings Valuation And The Pandemic written by Joseph Abbott and has been published by Yri Books this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-11-18 with categories.
In this unique primer, Edward Yardeni and Joseph Abbott, two of the world's most experienced and widely followed investment strategists, provide investors with a practical understanding of the forces that drive the stock market. This study focuses on the S&P 500 stock price index, examining how it is determined by the earnings of the 500 companies that are included in the index and the valuation of those earnings by the stock market. Notwithstanding occasional bear markets, the S&P 500 has been a great investment over the years-so much so that "S&P" could stand for "Success & Profit." The first chapter in this study covers the various measures of earnings for the S&P 500 and why they favor forward earnings among them. The second chapter discusses various models of valuation, again focusing on the S&P 500. The final chapter uses the resulting analytical framework to review how it has worked in good times and bad, focusing on the Great Financial Crisis and the Great Virus Crisis. The market discounts analysts' consensus estimates for revenues and earnings this year and next year on a time-weighted basis. Calculating weekly forward revenues and forward earnings from analysts' estimates can provide very timely insights into the performance of the global economy as well as the underlying trends in quarterly revenues and earnings. While this framework provides a disciplined approach to analyzing the macroeconomic fundamentals that are driving earnings, the valuation of those earnings by investors will continue to be much more subjective than objective. Nevertheless, there are fundamental factors that influence valuation multiples. Some, like inflation and interest rates, will always be important in assessing the valuation question. Other factors may be relatively new and worthy of careful analysis.
The Causal Relationship Between The S P 500 And The Vix Index
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Author : Florian Auinger
language : en
Publisher: Springer
Release Date : 2015-02-13
The Causal Relationship Between The S P 500 And The Vix Index written by Florian Auinger and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-02-13 with Business & Economics categories.
Florian Auinger highlights the core weaknesses and sources of criticism regarding the VIX Index as an indicator for the future development of financial market volatility. Furthermore, it is proven that there is no statistically significant causal relationship between the VIX and the S&P 500. As a consequence, the forecastability is not given in both directions. Obviously, there must be at least one additional variable that has a strong influence on market volatility such as emotions which, according to financial market experts, are considered to play a more and more important role in investment decisions.