[图书][B] High-frequency trading: a practical guide to algorithmic strategies and trading systems

I Aldridge - 2013 - books.google.com
A fully revised second edition of the best guide to high-frequency trading High-frequency
trading is a difficult, but profitable, endeavor that can generate stable profits in various …

Effect of macroeconomic variables on stock market returns for four emerging economies: Brazil, Russia, India, and China

RD Gay Jr - International Business & Economics Research Journal …, 2011 - cir.nii.ac.jp
抄録< jats: p> The relationship between share prices and macroeconomic variables is well
documented for the United States and other major economies. However, what is the …

Causal nexus between economic growth, banking sector development, stock market development, and other macroeconomic variables: The case of ASEAN countries

RP Pradhan, MB Arvin, JH Hall, S Bahmani - Review of Financial …, 2014 - Elsevier
This paper examines the relationship between banking sector development, stock market
development, economic growth, and four other macroeconomic variables in ASEAN …

The causal relationship between economic policy uncertainty and stock returns in China and India: Evidence from a bootstrap rolling window approach

X Li, M Balcilar, R Gupta, T Chang - Emerging Markets Finance and …, 2016 - Taylor & Francis
This article applies a bootstrap rolling-window causality test to assess the causal
relationship between economic policy uncertainty (EPU) and stock returns in China and …

Macroeconomic determinants of stock market fluctuations: The case of BIST-100

C Demir - Economies, 2019 - mdpi.com
The purpose of this study is to analyze the impacts of some prominent macroeconomic
factors on the Turkish Stock Market index, BIST-100 (Borsa Istanbul-100). For centuries, and …

Forecasting Pakistan stock market volatility: Evidence from economic variables and the uncertainty index

M Ghani, Q Guo, F Ma, T Li - International Review of Economics & Finance, 2022 - Elsevier
This study examines the impact of the economic policy uncertainty index (EPU) and
macroeconomic variables on the volatility of the Pakistan stock market using the GARCH …

[PDF][PDF] Relationships between stock markets and macroeconomic variables: an empirical analysis of the Istanbul Stock Exchange

S Acikalin, R Aktas, S Unal - Investment Management and Financial …, 2008 - academia.edu
The purpose of this study is to investigate the relationships between returns in Istanbul Stock
Exchange (ISE) and macroeconomic variables of Turkish economy. Employing cointegration …

Makroekonomik faktörlerin hisse senedi getirilerine etkisi: Türkiye ve gelişmekte olan piyasalar üzerine bir inceleme

G Sayılgan, C Süslü - BDDK Bankacılık ve Finansal Piyasalar …, 2011 - dergipark.org.tr
Literatürde, hisse senedi getirileri ve makroekonomik faktörler arasındaki ilişkiyi; ABD ve
gelişmiş ülkeler için inceleyen çalışmalara sık rastlanılmakla birlikte, bu ilişkiyi gelişmekte …

[PDF][PDF] Effect of macroeconomic variables on stock market returns for four emerging economies: Brazil, Russia, India, and China

RD Gay - The International Business & Economics Research …, 2016 - core.ac.uk
ABSTRACT1 The relationship between share prices and macroeconomic variables is well
documented for the United States and other major economies. However, what is the …

Unveiling the causal relationships among banking competition, stock and insurance market development, and economic growth in Europe

RP Pradhan, MB Arvin, M Nair, SE Bennett - Structural Change and …, 2020 - Elsevier
There have been major reforms of the financial system within Europe over the past two
decades. These reforms were initiated to enhance the competitiveness and sustainable …