Relevant bibliographies by topics / DJIA

Contents

  1. Journal articles
  2. Dissertations / Theses
  3. Books
  4. Book chapters
  5. Conference papers
  6. Reports

Academic literature on the topic 'DJIA'

Author: Grafiati
Published: 4 June 2021
Last updated: 18 February 2022

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Journal articles on the topic "DJIA"

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Borowski, Krzysztof. "Analysis of monthly rates of return in April on the example of selected world stock exchange indices." Equilibrium 11, no. 2 (June 30, 2016): 307. http://dx.doi.org/10.12775/equil.2016.014.

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The article presents a study of the effectiveness of 22 selected stock indices with the use of the rates of return in the month of April. The portfolio replicating the stock index was bought at the closing prices on the last session in March, and sold at the closing prices on the last session in April. The presence of market inefficiency is demonstrated in cases of the following indices: All-Ord, AMEX, BUX, CAC40, DAX, DJIA, DJTA, DJUA, EOE, FTSE100, SMI, SP500, but for the following indices: B-Share, Bovespa, Buenos, Hang-Seng, MEX-IPC, Nasdaq, Nikkei, Russel, TSE and WIG, the obtained monthly rates of return were statistically equal to zero. In the last part of the article, the correlation coefficients of rates of return for analyzed indices in month of April were surveyed.
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Clarke, Roger G., and Meir Statman. "The DJIA Crossed 652,230." Journal of Portfolio Management 26, no. 2 (January 31, 2000): 89–92. http://dx.doi.org/10.3905/jpm.2000.319741.

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Magiera, Frank T. "The DJIA Crossed 652,230." CFA Digest 30, no. 3 (August 2000): 99. http://dx.doi.org/10.2469/dig.v30.n3.746.

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Platt, Harlan D., Licheng Cai, and Marjorie A. Platt. "Is the DJIA Index Biased?" Journal of Index Investing 4, no. 4 (February 28, 2014): 43–52. http://dx.doi.org/10.3905/jii.2014.4.4.043.

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Biktimirov, Ernest N., and Yuanbin Xu. "Market reactions to changes in the Dow Jones industrial average index." International Journal of Managerial Finance 15, no. 5 (April 29, 2019): 792–812. http://dx.doi.org/10.1108/ijmf-10-2017-0226.

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Purpose The purpose of this paper is to examine changes in stock returns, liquidity, institutional ownership, analyst following and investor awareness for companies added to and deleted from the Dow Jones Industrial Average (DJIA) index. Previous studies report conflicting evidence regarding the market reactions to changes in the DJIA index membership. Design/methodology/approach This study uses the event-study methodology to calculate abnormal returns and trading volume around the announcement and effective days of DJIA index changes from 1929 to 2015. It also tests for significant changes in liquidity, institutional ownership, analyst following and investor awareness in the 1990–2015 period. Multivariate regressions are used to perform a simultaneous analysis of competing hypotheses. Findings This study resolves the mixed results of previous DJIA index papers by documenting different stock price and trading volume reactions over the 1929–2015 period. Focusing on the most recent period, 1990–2015, the study finds that stocks added to (deleted from) the index experience a significant permanent stock price gain (loss). The observed stock price reaction seems to be associated with changes in liquidity proxies thus lending support for the liquidity hypothesis. Research limitations/implications Limited data availability for the periods prior to 1990 prevents this study from identifying the exact reasons for different stock price and trading volume reactions across subperiods of the 1929–2015 period. Originality/value This study provides the most comprehensive examination of market reactions to changes in the DJIA index and resolves the mixed results of previous studies. A better understanding of market reactions around the DJIA index changes can help both individual and institutional investors with developing effective trading strategies and index managing companies with designing optimal announcement policies.
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Alawneh, Ateyah. "Investigation of Co-Integration between Standard and Poor Index and Dow Jones Index in the New York Financial Market." International Journal of Economics and Finance 10, no. 5 (April 18, 2018): 197. http://dx.doi.org/10.5539/ijef.v10n5p197.

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The study investigates the co-integration between (the S&P 500 index)and (Dow Jones index) the DJIA by busing the method Engle-granger co-integration Test. The study use annual data from 1990 to 2016.The study examines the stability of the index of S&P 500 and DJIA using the E-views program through a unit root test. The study found that the indicators are unstable, but they become stable when taking the first difference. This condition integrates (the S&P 500 index) and (the DJIA index) during the long-term co-integration test. The analysis shows that there is a negative co-integration between the two variables. It should be emphasized that the short-term dynamic analysis showed a positive co-integration between both indexes. The study concluded that there is an urgent need to take into account the long-term negative co-integration between (the S&P 500 index) and (the DJIA index) by investors in the New York market. Also, the study considers short-term positive integration between (the S&P 500 index) and (DJIA index), which turns into a negative relationship in the long term when taking into account the markets linked with the New York market as a major global market and other international financial markets when making any financial investment. The result of this study could help users of major international financial markets in investment diversification to reduce risk.
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Lin, Feng-Li. "Do DJIA Firms Reflect Stationary Debt Ratios?" Economies 8, no. 4 (September 28, 2020): 76. http://dx.doi.org/10.3390/economies8040076.

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To form optimum firm capital structure strategies to face unanticipated economic events, firm managers should understand the stability of a firm’s capital structure. The aim of this research was to study whether the debt ratio is stationary in listed firms on the Dow Jones Industrial Average (DJIA). Two vital capital structure concepts regarding pecking order and trade-off theory are fairly contradictory. Using opposing theoretical contexts, the Sequential Panel Selection Method apparently categorizes which and how many series are stationary processes in the panel. This method was used to test the mean reverting properties of the 25 companies listed on Dow Jones Industrial Average between 2001 and 2017 in this study, which is expected to fill the current gap in the literature. The overall results show that stationary debt ratios exist in 10 of the 25 studied firms, supporting the trade-off theory. Moreover, the 10 firms utilizing trade-off theory are affected by firm size, profitability, growth opportunity, and dividend payout ratio. These results provide vital information for firms to certify strategies to optimize capital structure.
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QUAH, T. "DJIA stock selection assisted by neural network." Expert Systems with Applications 35, no. 1-2 (July 2008): 50–58. http://dx.doi.org/10.1016/j.eswa.2007.06.039.

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Anagnoste, Sorin, and Petre Caraiani. "The Impact of Financial and Macroeconomic Shocks on the Entropy of Financial Markets." Entropy 21, no. 3 (March 23, 2019): 316. http://dx.doi.org/10.3390/e21030316.

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We propose here a method to analyze whether financial and macroeconomic shocks influence the entropy of financial networks. We derive a measure of entropy using the correlation matrix of the stock market components of the DOW Jones Industrial Average (DJIA) index. Using VAR models in different specifications, we show that shocks in production or the DJIA index lead to an increase in the entropy of the financial markets.
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Prashant, Joshi. "Volatility Interactions among India and US Stock Markets." Case Studies in Business and Management 1, no. 1 (June 19, 2014): 107. http://dx.doi.org/10.5296/csbm.v1i1.5830.

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The study examines the return and volatility spillover among BSE and DJIA of India and US Stock Markets respectively. It employed GARCH-BEKK model to examine the relationship. The period of study is from January 2, 2012 to April 4, 2014. We find evidences of bidirectional shock and volatility interactions among the stock markets. The results indicate that DJIA exercises more influence on BSE in terms of shocks and volatility transmission. The overall persistence of volatility is highest in US stock market.
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Dissertations / Theses on the topic "DJIA"

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Nikoli, Ioanna, and Md Mosharof Hossain. "Relationship between currency carry trade and DAX & DJIA." Thesis, Umeå universitet, Företagsekonomi, 2015. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-115204.

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Abstract:   The last decade currency carry trade has gained a lot of popularity because of their apparent profitability. It is a strategy that has been developed to exploit violations of the Uncovered Interest Rate Parity. In particular, an investor must take a short position in a low-yielding currency to fund a long position in a high-yielding currency. In this research, we tried to contribute in the previous literature for the currency carry trade and its characteristics by using a different approach. Most of the researches that have been conducted in this area concern the risk agents associated with this strategy. However, in our research we investigated the relationship between currency carry trade and two equity indexes, one from the European market (DAX) and one from the American (DJIA). In order to do that, we estimated the returns of the DAX and the Dow Jones Industrial Average (DJIA) as well as the returns of a carry trade index created by the Deutsche Bank, the Deutsche Bank’s G10 Currency Future Harvest index. The returns were estimated for a time period of twenty years (1995-2014). More specific, we examined whether there is granger causality between the returns of carry trade and of DAX/DJIA, whether there is leverage effect on the returns of the same index and finally whether changes in the returns of one of those indexes can affect the subsequent volatility of the other two. For being able to do this examination, we used two different statistical models, the Vector Autoregression (VAR) and the EGARCH [1, 1] model.       The first empirical finding suggests that there is granger causal effect from the two equity markets to carry trade, however the carry trade granger cause only to DJIA index. The second finding indicates that there no leverage effect form the past returns to the future volatility for all the three indexes. Finally, the last finding suggests that the volatility process on the returns of one index cannot be determined by changes in the returns of the other two indexes. Keywords: Currency carry, uncovered interest rate parity, DAX, DJIA, G10 currency, granger causality, VAR, EGARCH[1,1]
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PINTO, MARCEL SCHARTH FIGUEIREDO. "ASYMMETRIC EFFECTS AND LONG MEMORY IN THE VOLATILITY OF DJIA STOCKS." PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO, 2006. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=9144@1.

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COORDENAÇÃO DE APERFEIÇOAMENTO DO PESSOAL DE ENSINO SUPERIOR
volatilidade dos ativos financeiros reflete uma reação prosseguida dos agentes a choques no passado ou alterações nas condições dos mercados determinam mudanças na dinâmica da variável? Enquanto modelos fracionalmente integrados vêm sendo extensamente utilizados como uma descrição adequada do processo gerador de séries de volatilidade, trabalhos teóricos recentes indicaram que mudanças estruturais podem ser uma relevante alternativa empírica para o fato estilizado de memória longa. O presente trabalho investiga o que alterações nos mercados significam nesse contexto, introduzindo variações de preços como uma possível fonte de mudanças no nível da volatilidade durante algum período, com grandes quedas (ascensões) nos preços trazendo regimes persistentes de variância alta (baixa). Uma estratégia de modelagem sistemática e flexível é estabelecida para testar e estimar essa assimetria através da incorporação de retornos acumulados passados num arcabouço não-linear. O principal resultado revela que o efeito é altamente significante - estima-se que níveis de volatilidade 25% e 50% maiores estão associados a quedas nos preços em períodos curtos - e é capaz de explicar altos valores de estimativas do parâmetro de memória longa. Finalmente, mostra-se que a modelagem desse efeito traz ganhos importantes para aplicações fora da amostra em períodos de volatilidade alta.
Does volatility reflect lasting reactions to past shocks or changes in the markets induce shifts in this variable dynamics? In this work, we argue that price variations are an essential source of information about multiple regimes in the realized volatility of stocks, with large falls (rises) in prices bringing persistent regimes of high (low) variance. The study shows that this asymmetric effect is highly significant (we estimate that falls of different magnitudes over less than two months are associated with volatility levels 20% and 60% higher than the average of periods with stable or rising prices) and support large empirical values of long memory parameter estimates. We show that a model based on those findings significantly improves out of sample performance in relation to standard methods {specially in periods of high volatility.
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Ames, Santillán Juan Carlos. "Alternativas de diversificación internacional para portafolios de acciones de la Bolsa de Valores de Lima." Pontificia Universidad Católica del Perú, 2012. http://repositorio.pucp.edu.pe/index/handle/123456789/114747.

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This paper gives an estimation of efficient frontiers for investment portfolios, they include stocks from Lima Stock Exchange General Index, Dow Jones Industrial Average, Gold, Cooper, Fixed Income Instruments of Peruvian government and savings in Peruvian financial institutions. The paper concludes that risk of investment in local portfolio reduces as a consequence of diversification, gold is an important asset and contributes to reduce portfolio risk.
El presente trabajo estima la frontera eficiente, en portafolios de inversión diversificados en acciones que componen el Índice General de la Bolsa de Valores de Lima (IGBVL), acciones que componen el Dow Jones Industrial Average (DJIA), oro, cobre, instrumentos de renta fija del Gobierno peruano e instrumentos de ahorro bancario. Se concluye que el riesgo de portafolios de inversión de acciones que componen el IGVBL disminuye como consecuencia de la diversificación; un activo relevante es el oro que contribuye a disminuir significativamente el riesgo del portafolio.
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Knutsson, William, and David Ekeroth. "Black Swan Investments : How to manage your investments when the market is in distress." Thesis, Linnéuniversitetet, Institutionen för ekonomistyrning och logistik (ELO), 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:lnu:diva-97709.

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This study examines how investors can take advantage of Black Swan events by applying an investment strategy that involves investing in stocks that have performed badly during Black Swan events. The stocks are chosen from and compared to the Dow Jones Industrial Average Index. The purpose is to find out if the investment strategy has had a higher return than the benchmark index DJIA. The results show that the investment strategy outperforms the DJIA by 111% between the years 2000 to 2020, however, the results show no statistical significance. Beta is used as risk measurement to explain the correlation between the portfolios and the benchmark index by calculating CAPM. Standard deviation is used to calculate the Sharpe ratio and thereby assess a risk-adjusted result.
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Novák, Pavel. "Vliv finančních krizí na vývoj vybraných burzovních trhů." Master's thesis, Vysoká škola ekonomická v Praze, 2010. http://www.nusl.cz/ntk/nusl-77822.

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The diploma thesis deals with the impacts of financial crises, especially into the U.S. and European stock exchange market and the real economy. Contains the analysis of the Great Depression and the current economic downturn which follows the financial crisis of 2007 - 2008 from the perspective of the New York Stock Exchange index (DJIA) and the FTSE index of London Stock Exchange, as well as from the perspective of macroeconomic variables such as real GDP growth, the rate of unemployment and the industrial production index. The similarities and the specific features of the causes of their formation, the reactions of the monetary and legislative authorities, the impact on the stock exchange markets, regulatory implications and impact on the real economy are mentioned as a result of the detailed comparison of the two crises. The thesis includes prove to the hypothesis of higher volatility on the stock exchange markets during the crises periods on the daily data by calculating the variance and standard deviation.
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Fabbri, Mirco. "Predizione di valori azionari tramite reti neurali con memoria." Master's thesis, Alma Mater Studiorum - Università di Bologna, 2018. http://amslaurea.unibo.it/15579/.

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Il lavoro verte sullo studio di alcune metodologie supervisionate finalizzate alla previsione dell'andamento finanziario. In particolar modo sono stati analizzati alcuni metodi considerati lo stato dell'arte e confrontati con modelli neurali sviluppati appositamente. Viene inoltre descritto come le informazioni acquisite tramite social media (twitter) possano influenzare l'andamento finanziare e possano quindi essere usate per fini previsionali.
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Helmersson, Tobias, Hana Kang, and Robin Sköld. "Gold During Recessions : A study about how gold can improve the performance of a portfolio during recessions." Thesis, Jönköping University, JIBS, Accounting and Finance, 2008. http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-7746.

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Problem

When choosing topic for this study the economy was on the brink of a recession. Many experts made varying statements regarding this fact, and further readings in this area led us to question: can an in- clusion of gold enhance the performance in an index portfolio dur- ing recessions? And if so, how much should be allocated to gold?

Purpose

The purpose of this thesis is to look back at the historical price de- velopment of gold and DJIA during recessions in order to find out whether an inclusion of gold can improve a DJIA index portfolio held in today’s recession. In addition, by analyzing the risks and pos- sibilities with gold, the optimal allocation of gold in a DJIA portfolio will be investigated in.

 

Method

The methodological approach will be of a quantitative data analysis approach. By using historical data, new empirical findings will be found by using the deductive approach. This method has been cho- sen due to the nature of the purpose and in order to best give a gen- eral answer to our research questions.

Conclusion

The gold price is strongly influenced by uncertainty, and even though an optimal allocation of gold in each recession could be found, no general optimal allocation applicable in today’s recession could be found. Gold has higher risk (higher variance) than DJIA, but is compensated with higher return as well.

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Tandan, Isabelle. "PÅVERKAR DONALD J. TRUMPS TWEETS ANGÅENDE HANDELSKRIGET MELLAN USA OCH KINA DJIA? : En kvantitativ studie om Donald J. Trumps tweets angående handelskriget mellan USA och Kina påverkar Dow Jones Industrial Average." Thesis, Uppsala universitet, Nationalekonomiska institutionen, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-388794.

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Etableringen av sociala medier har skapat ett nytt medielandskap där beslutsfattare och politiker kan kommunicera direkt med allmänheten. Donald J. Trump är en politiker som valt att kom- municera med sin publik via twitter. Han misstror traditionell medias förmåga att objektivt återge hans utsagor och underminerar journalistiken genom att använda begrepp som ’fake news’. Att en amerikansk presidenten twittrar är inget nytt fenomen men frekvensen och reto- riken i Donald J. Trumps tweets är något nytt. Dessa nya medievanor kan få konsekvenser inom flera sektorer inte minst på finansmarknaden. Vilken påverkan hans twittrande har på aktiemarknaden är frågan som behandlas i denna uppsats. Uppsatsens syfte är således att studera om Donald J. Trumps tweets påverkar Dow Jones In- dustrial Average (DJIA). Studien avgränsas till handelskriget mellan USA och Kina. Vidare avgränsas studien till en tidsperiod om ett år, från februari 2018 till februari 2019. Uppsatsen studerar enbart USA:s president Donald J. Trumps tweets. Studien genomförs genom event study som jämför normal returns innan händelsen (tweet) med den abnormal returns efter. Tweetsen är utvalda baserat på ett antal nyckelord som testas inom varaktighetsfönster på 5, 10, 15 och 20 minuter, vilket ger uttryck för hur länge effekten varar. Resultatet visar att 8 av 12 tweets har en statistisk signifikant påverkan på DJIA på antingen 1%, 5% eller 10% signifikansnivå. Studien tyder således att presidentens twittrande påverkar DJIA. Slutsatsen av studien är att Donald J. Trumps tweets utgör information som påverkar värde- ringen på aktiemarknaden (DJIA) och dess avkastning. Därför kan konstateras att sociala me- dier, såsom Twitter, är informationskällor som är högst väsentliga att följa för aktörer på finansmarknaden. Vidare får resultatet implikationer för rådande lagstiftning och regleringar, något som redan diskuteras i USA. Studier på området har varit svåra att finna varför vidare forsk- ning på området vore önskvärt.
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Moreau-Cassignol, Catherine. "L'esthétique de Djian." Paris 4, 1998. http://www.theses.fr/1998PA040020.

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La recherche stylistique, à même les textes, des caractères de littérarité propres à cet auteur, a pour finalité de dessiner rigoureusement les grands axes d'une esthétique verbale. L'analyse, « sur le terrain », des stylèmes de littérarité, est bien en lien étroit avec les caractères majeurs d'une vision du monde. Quatre grandes entrées thématiques, apparemment hétérogènes, composent ce travail et fonctionnent comme autant de clés d'accès à l'univers djianesque. La thématisation du sexe, le silence, les symboles, l'identité, se veulent des approches perceptives qui, selon un mouvement centripète, partent de l'extérieur, de l'image, pour aller vers un centre, le noyau attractif que représente l'identité narrative. La notion de perception, qui induit l'idée de présence physique de l'œuvre, entraine également le concept, capital, de réception. Ainsi cette étude débordera sur la question de la représentativité contextuelle, une sémiostylistique donc, visant à cerner les enjeux de la mise en œuvre des processus de signification. Mais auparavant, l'essentiel du travail visera à analyser le propre de l'esthétique de Djian, c'est à dire le matériau dans lequel elle est incarnée, à savoir, un style, une écriture, écriture comme empreinte singulière, comme trace, comme signature
The stylistic study, within the texts themselves, of the remarkable literarity characteristics specific to the author, aims at rigorously drawing up the main axes of verbal aesthetics. The “field” analysis of literarity stylems is indeed closely linked to the main characteristics of a world vision. Four main themes, apparently heterogeneous, form the work and operate as keys to the world of Djian. Sex as theme, silence, symbols and the identity are as many perceptive approaches which, according to a centripetal force, move from the outside, the image, to the center, the attracting node which is the narrative identity. The notion of perception, which implies the idea of the physical presence of the work, leads to the essential notion of reception. This study will thus move to the aspect of contextual representativeness, stylistic semiology aiming at grasping the objectives of meaning processes. But beforehand, the main point of the study will be the analysis of the specificity of Djian's aesthetics, i. E. The material in which it is embodied: a style, a writing as a peculiar stamp, a mark, a signature
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Edin, Karl Olov. "DJ:a techno : Att spela skivor som ett instrument." Thesis, Kungl. Musikhögskolan, Institutionen för musik, pedagogik och samhälle, 2014. http://urn.kb.se/resolve?urn=urn:nbn:se:kmh:diva-1609.

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Projektet handlar om hur jag har lärt mig grunderna för att kunna DJ:a techno. Detta innebär bland annat att i realtid överlagra och sammanfoga ljudkällor för att skapa en musikalisk helhet. Under denna process har jag lärt mig om olika mixningstekniker, hård- och mjukvara, repertoar samt både DJ:andet och technons historia. Detta har i sin tur väckt tankar om hur jag i framtiden kan använda DJ:ande som ett redskap inom musikundervisning och som ett yrke. Projektet har konkret resulterat i en mixtape som finns tillängligt via det tryckta exemplaret samt en spelning på en privat fest.
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Books on the topic "DJIA"

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Trade, Chicago Board of. CBOT DJIA futures and futures options: Compendium of institutional strategy updates. Chicago, IL: Chicago Board of Trade, 1999.

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Shi, Feng. Learn About the Poisson Process in R With Data From the DJIA 30 Stock Time Series (2018). 1 Oliver's Yard, 55 City Road, London EC1Y 1SP United Kingdom: SAGE Publications Ltd., 2019. http://dx.doi.org/10.4135/9781526487667.

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Shi, Feng. Learn About the Hawkes Process in R With Data From the DJIA 30 Stock Time Series (2018). 1 Oliver's Yard, 55 City Road, London EC1Y 1SP United Kingdom: SAGE Publications Ltd., 2019. http://dx.doi.org/10.4135/9781526488619.

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Shi, Feng. Learn About the Multivariate Hawkes Process in Python With Data From the DJIA 30 Stock Dataset (2018). 1 Oliver's Yard, 55 City Road, London EC1Y 1SP United Kingdom: SAGE Publications, Ltd., 2019. http://dx.doi.org/10.4135/9781526496492.

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Shi, Feng. Learn About the Generalized Autoregressive Conditional Heteroskedasticity (GARCH) Model in R With Data From the DJIA 30 Stock Time Series (2018). 1 Oliver's Yard, 55 City Road, London EC1Y 1SP United Kingdom: SAGE Publications Ltd., 2019. http://dx.doi.org/10.4135/9781526487650.

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Boudjedra, Mohamed. Philippe Djian. [Monaco]: Editions du Rocher, 1992.

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Colastica, Roland S. Djis kant'i Bo. [Curacao]: Curaçaosche Courant, 1995.

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1949-, Djian Philippe, and Musée du Louvre, eds. Philippe Djian, voyages. Paris: Gallimard, 2014.

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Djian, Philippe. Philippe Djian revisité: Philippe Djian, rencontre avec Catherine Flohic. Paris: Les Flohic éditeurs, 2000.

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Suastika, Oto. Sie Djin Koei: Tjeng See : sambungan "Sie Djin Koei Tjeng Tang". 4th ed. Surabaya: Wastu Lanas Grafika, 2009.

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Book chapters on the topic "DJIA"

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Theofilatos, Konstantinos, Andreas Karathanasopoulos, Georgios Sermpinis, Thomas Amorgianiotis, Efstratios Georgopoulos, and Spiros Likothanassis. "Modelling and Trading the DJIA Financial Index Using Neural Networks Optimized with Adaptive Evolutionary Algorithms." In Engineering Applications of Neural Networks, 453–62. Berlin, Heidelberg: Springer Berlin Heidelberg, 2012. http://dx.doi.org/10.1007/978-3-642-32909-8_46.

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Warner, Benjamin, Aaron Crook, and Renzhi Cao. "Predicting the DJIA with News Headlines and Historic Data Using Hybrid Genetic Algorithm/Support Vector Regression and BERT." In Big Data – BigData 2020, 23–37. Cham: Springer International Publishing, 2020. http://dx.doi.org/10.1007/978-3-030-59612-5_3.

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Robbani, Mohammad G., and Rafiqul Bhuyan. "Introduction of Futures and Options on a Stock Index and Their Impact on the Trading Volume and Volatility: Empirical Evidence from the DJIA Components." In Derivatives and Hedge Funds, 187–201. London: Palgrave Macmillan UK, 2016. http://dx.doi.org/10.1057/9781137554178_9.

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Cohen, Matthew Isaac. "Devi Dja Goes Hollywood." In Performing Otherness, 175–208. London: Palgrave Macmillan UK, 2010. http://dx.doi.org/10.1057/9780230309005_9.

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Brabetz, Werner, Helmut Brade, Matthias Frosch, and Edeltraud Lüneberg. "Characterization of the Legionella pneumophila DnaJ-Like Protein DjlA: Virulence Attenuation of djlA Mutants." In Legionella, 64–67. Washington, DC, USA: ASM Press, 2014. http://dx.doi.org/10.1128/9781555817985.ch13.

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Schreiber-Kittl, Maria, and Haike Schröpfer. "Untersuchungsdesign und Methoden der DJI-Untersuchungen." In Abgeschrieben?, 106–19. Wiesbaden: VS Verlag für Sozialwissenschaften, 2002. http://dx.doi.org/10.1007/978-3-322-89879-1_3.

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Bien, Walter, Donald Bender, and Dagmar Krebs. "DJI-Familiensurvey: Der Zwang, mit unterschiedlichen Stichproben zu leben." In Stichproben in der Umfragepraxis, 127–47. Wiesbaden: VS Verlag für Sozialwissenschaften, 1997. http://dx.doi.org/10.1007/978-3-322-86533-5_10.

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Husnjak, Siniša, Ivan Forenbacher, Dragan Peraković, and Ivan Cvitić. "UAV Forensics: DJI Mavic Air Noninvasive Data Extraction and Analysis." In 5th EAI International Conference on Management of Manufacturing Systems, 115–27. Cham: Springer International Publishing, 2021. http://dx.doi.org/10.1007/978-3-030-67241-6_10.

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Courage, Olivier, Simon Bertiaux, Pierre-Emmanuel Papin, and Anthony Kamel. "Lateral Tenodesis: Extra-articular Reconstruction with the Fascia Lata Using a Modified Christel-Djian Technique." In Knee Arthroscopy, 61–63. Cham: Springer International Publishing, 2021. http://dx.doi.org/10.1007/978-3-030-82830-1_6.

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Funk, Heide, and Anita Heiliger. "Zur Bestandsaufnahme der Mädchenförderung in der Bundesrepublik — Bericht von einer Arbeitstagung am DJI." In Neue Aspekte der Mädchenförderung, 9–18. Wiesbaden: VS Verlag für Sozialwissenschaften, 1990. http://dx.doi.org/10.1007/978-3-322-97879-0_1.

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Conference papers on the topic "DJIA"

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Jablanovic, Vesna. "THE DOW JONES INDUSTRIAL AVERAGE (DJIA) STOCK MARKET INDEX AND THE CHAOTIC GROWTH MODEL." In Fourth International Scientific Conference ITEMA Recent Advances in Information Technology, Tourism, Economics, Management and Agriculture. Association of Economists and Managers of the Balkans, Belgrade, Serbia, 2020. http://dx.doi.org/10.31410/itema.2020.113.

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The Dow Jones Industrial Average (DJIA) index includes the stocks of 30 of the largest companies in the United States. It represents about a quarter of the value of the entire U.S. stock market. The changes in the DJIA index are often considered to be representative of the entire stock market. The basic aims of this paper are: firstly, to create the simple chaotic the DJIA stock market index growth model that is capable of generating stable equilibria, cycles, or chaos; secondly, to analyze the local stability of the DJIA index movements in the period 1982-2009; and thirdly, to discover the equilibrium level of the DJIA index in the observed period. This paper confirms the existence of the stable convergent fluctuations of the DJIA index in the observed period. Also, the golden ratio can be used to define the equilibrium level of the DJIA index in the presented chaotic model.
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Quah, Jon T. S., and W. D. Ng. "Utilizing Computational Intelligence for DJIA Stock Selection." In 2007 International Joint Conference on Neural Networks. IEEE, 2007. http://dx.doi.org/10.1109/ijcnn.2007.4371087.

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CAGRI, CEM, and TOLGA ULUSOY. "Financial Market Fluctuations in Econophysics FTSE DJIA BIST 100." In Third International Conference on Advances in Computing, Communication and Information Technology- CCIT 2015. Institute of Research Engineers and Doctors, 2015. http://dx.doi.org/10.15224/978-1-63248-061-3-65.

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Muainuddin, Megat Muhammad Afif Megat. "Foreign Bilateral Relations Between Usa And Malaysia, From Djia And Klci Perspectives." In IEBMC 2017 – 8th International Economics and Business Management Conference. Cognitive-Crcs, 2018. http://dx.doi.org/10.15405/epsbs.2018.07.02.74.

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Majhi, Ritanjah, G. Panda, G. Sahoo, P. K. Dash, and D. P. Das. "Stock market prediction of S&P 500 and DJIA using Bacterial Foraging Optimization Technique." In 2007 IEEE Congress on Evolutionary Computation. IEEE, 2007. http://dx.doi.org/10.1109/cec.2007.4424794.

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Majhi, Ritanjah, G. Panda, G. Sahoo, Abhishek Panda, and Arvind Choubey. "Prediction of S&P 500 and DJIA stock indices using Particle Swarm Optimization technique." In 2008 IEEE Congress on Evolutionary Computation (CEC). IEEE, 2008. http://dx.doi.org/10.1109/cec.2008.4630960.

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Saraeva, Ecaterina. "Dji. death sails." In SIGGRAPH '15: Special Interest Group on Computer Graphics and Interactive Techniques Conference. New York, NY, USA: ACM, 2015. http://dx.doi.org/10.1145/2745234.2745327.

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Voloshin, Dmitri. "Dji. death fails." In SIGGRAPH Asia 2013 Computer Animation Festival. New York, New York, USA: ACM Press, 2013. http://dx.doi.org/10.1145/2542398.2542449.

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Li, Zexiang. "For your eyes only? UAV and DJI." In 2016 International Symposium on VLSI Technology, Systems and Application (VLSI-TSA). IEEE, 2016. http://dx.doi.org/10.1109/vlsi-tsa.2016.7480479.

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Li, Zexiang. "For your eyes only? UAV and DJI." In 2016 International Symposium on VLSI Design, Automation and Test (VLSI-DAT). IEEE, 2016. http://dx.doi.org/10.1109/vlsi-dat.2016.7482592.

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Reports on the topic "DJIA"

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Filiz, Ibrahim, Jan René Judek, Marco Lorenz, and Markus Spiwoks. Hüftsteife Aktienmarktanalysten. Sonderforschungsgruppe Institutionenanalyse, February 2021. http://dx.doi.org/10.46850/sofia.9783941627895.

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Wenn die Variabilität der Wirklichkeit systematisch unterschätzt wird, kann dies im Bereich der Aktienmarktprognose zu sehr kostenträchtigen Fehleinschätzungen beitragen. Die Zuverlässigkeit von Aktienmarktprognosen wird nur selten untersucht. Zwar liegt eine große Zahl von Studien zu Gewinnprognosen (pretax profit forecasts) vor (vgl. Ramnath, Rock & Shane, 2008), aber Untersuchungen der Prognosen von Aktienkursen, Aktienindizes oder Aktienrenditen sind nach wie vor rar. Deshalb wendet sich die vorliegende Studie der Betrachtung von Aktienindexprognosen zu. Es handelt sich um Prognosen des Deutschen Aktienindex (DAX), des Dow Jones Industrial Index (DJI) und des Euro Stoxx 50 (SX5E), die im Zeitraum von 1992 bis 2020 in den deutschen Tagesbeziehungsweise Wirtschaftszeitungen „Handelsblatt“ (HB) und „Frankfurter Allgemeine Zeitung“ (FAZ) veröffentlicht werden. Es handelt sich dabei um Prognosen mit Prognosehorizonten von sechs und zwölf Monaten, die regelmäßig von deutschen und internationalen Bankhäusern erstellt werden. In der vorliegenden Studie wird die Frage aufgeworfen, ob das Verhalten der betrachteten Aktienmarktanalysten der von Ogburn (1934) beschriebenen Charakteristik des Konservatismus entspricht und ob die Prognosen als tauglich oder als untauglich zu beurteilen sind.
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