Gotowe bibliografie tematyczne / DJIA index

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Gotowa bibliografia na temat „DJIA index”

Autor: Grafiati

Data publikacji: 5 czerwca 2025

Data aktualizacji: 1 sierpnia 2025

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Artykuły w czasopismach na temat "DJIA index"

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

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Iman, Shofal, Imron Mawardi, and Md Atiqur Rahman Sarker. "ANALYSIS OF INTERNATIONAL INDEX ON INDONESIAN SHARIA STOCK INDEX." Jurnal Ekonomi dan Bisnis Islam (Journal of Islamic Economics and Business) 6, no. 1 (2020): 60. http://dx.doi.org/10.20473/jebis.v6i1.10961.

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This study aims to determine the influence of long-term and short-term global stock index on the Indonesian Islamic stock index. The approach used is a quantitative approach and uses the Error Correction Model (ECM) method. ECM is an analytical model that can be used in time series data to estimate the effect of independent variables on long-term and short-term use variables. The sample used was taken from secondary data, namely global stock index data consisting of the DJIA, N225 and HSI indices, and the Indonesian sharia stock index in the form of the ISSI index in the period of January 2013

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Nurwulandari, Andini. "KURS IDR, KURS JPY, Indeks DJIA, serta Harga Minyak Dunia terhadap IDX pada Tahun 2017-2021." Journal of Management and Bussines (JOMB) 4, no. 1 (2022): 560–77. http://dx.doi.org/10.31539/jomb.v4i1.3711.

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This study aims to analyze the development of the index of the influence of the IDR exchange rate, JPY exchange rate, DJIA index, and world oil prices on IDX to find out how the development of stock price index to IDR, JPY exchange rate, DJIA index, and world oil prices to IDX in 2017-2021 . The research method used is descriptive quantitative. The analytical method used is a statistical method, namely multiple linear regression analysis. The results showed, based on the linear regression test, the equation was obtained, namely IDX t = -4040.77 -0.144IDR + 50.011JPY + 0.113DJIA + 0.237oil + 0.

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R, Abdul Azis. "Moderation of Dow Jones Industrial Average in the Dynamics of Indonesian Sharia Stock Index: Global Sharia Index and Macroeconomic Review." Jurnal Ilmiah Manajemen dan Bisnis 11, no. 1 (2025): 42. https://doi.org/10.22441/jimb.v11i1.32007.

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This research seeks to examine the impact of the Global Islamic Stock Index (Dow Jones Islamic Market US) and macroeconomic factors (Inflation, BI Rate, Exchange Rate, and Money Supply) on the Indonesian Sharia Stock Index, with the Dow Jones Industrial Average (DJIA) acting as a moderating variable. Employing a quantitative methodology, the study incorporates descriptive analysis and hypothesis testing using the SmartPLS application to assess estimation outcomes. Secondary data from 2014 to 2023, including monthly Inflation, BI Rate, Exchange Rate, and Money Supply figures, taken from the off

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Al Faridho Awwal, Muhammad, Ita Eviyanah, and Abdul Qoyum. "INTEGRASI PASAR MODAL ISLAM: STUDI DI LIMA NEGARA ASEAN DAN DJIA." Ekonomi Islam 13, no. 1 (2022): 52–64. http://dx.doi.org/10.22236/jei.v13i1.8073.

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This study aims to determine the short- and long-term relationship between the Islamic capital market in Southeast Asia and the DJIA. This study takes data from the Islamic capital markets of ASEAN-5 countries, namely the Jakarta Islamic Index (JII), FTSE Malaysia, FTSE SET Sharia Thailand, FTSE SGX Sharia Singapore and MSCI Philippines and DJIA. A total of 211 weekly observations of each index were observed from 04 January 2015, to 03 February 2019. Author have found that the Islamic capital market is integrated in all ASEAN-5 countries including the DJIA. This study also finds that the Malay

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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 (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-integra

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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 (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

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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 (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 monthl

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Adira Prameswari Puteri and Nora Amelda Rizal. "Analisis Kausalitas Nilai Tukar Rupiah/USD, Dow Jones Industrial Average (DJIA), Nikkei225, Shanghai Index Composite (SSEC) Terhadap Indeks Harga Saham Gabungan (IHSG)." El-Mal: Jurnal Kajian Ekonomi & Bisnis Islam 5, no. 5 (2024): 3619–28. http://dx.doi.org/10.47467/elmal.v5i5.1764.

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The COVID-19 pandemic has had a negative effect on global stock markets. In addition, the increase in the number of confirmed cases of COVID-19 further increased the volatility of the exchange rate. This study aims to determine whether there is a causal relationship between the Exchange Rate, the Dow Jones Industrial Average (DJIA), the Nikkei225 Index, and the Shanghai Stock Exchange Composite Index (SSEC) and the Composite Stock Price Index (CSPI). The research method used is the Augmented Dickey Fuller Unit Root Test, and Granger Causality. The results of the study using Granger Causality i

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Jumintang, Franciskus, and Kery Utami. "Analysis of efficient market anomaly on stock returns on Indonesia's composite stock price index and global stock price index." International Journal of Business Ecosystem & Strategy (2687-2293) 4, no. 1 (2022): 57–67. http://dx.doi.org/10.36096/ijbes.v4i1.309.

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Market anomaly is an occurring phenomenon in the market. Supposedly, an anomaly does not exist in markets that are considered efficient. An anomaly is an aberration in the efficient market theory where existing information does not reflect stock prices; therefore, investors can earn abnormal returns. This study examines how The Day Of The Week Effect and The Month Of The Year Effect affect stock returns on the Indonesian Stock Price Index and the Global Stock Price Index. Samples in this study are daily stock return data and return data on stocks of IHSG, DJIA, SSEC, and N225. The Generalized

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Rozprawy doktorskie na temat "DJIA index"

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

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Polívka, Ondřej. "Dopad fundamentálních zpráv na vybrané akciové indexy." Master's thesis, Vysoká škola ekonomická v Praze, 2015. http://www.nusl.cz/ntk/nusl-264151.

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This thesis investigates the impact of the fundamental news announcements on the movements of the stock indexes SAX, SaP500 and DJIA. The theoretical part of the thesis describe the basic structure and properties of these indexes. There are also presented theoretical and empirically validated relationships between different fundamental news and the indexes. These relationships are described based on the theory of efficient markets, technical, fundamental and psychological analysis. The practical part of the thesis analyze the impact of fundamental news (5 types - index SAX and 6 types- SaP500

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elf, andreas, and Riffo Eduardo Gonzalez. "Risk-adjusted return performance on a screened index : An empirical investigation of a Shariah screened index and a non-screened index." Thesis, Internationella Handelshögskolan, Högskolan i Jönköping, IHH, Nationalekonomi, 2012. http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-20110.

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This paper investigates whether an Islamic screened benchmark index shows a different risk adjusted performance in comparison to a non-screened benchmark index. In contrast to other papers this study analyzes daily observations in the years from 2007 to 2012, a period heavily affected by the financial crisis. The Capital Asset Pricing Model and the Jensen measure of abnormal returns are used to estimate and compare the indexes mean risk-adjusted returns. The results show that the Islamic index does not reveal any different level of daily mean risk-adjusted returns compared to the conventional

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Ong, Li Kee. "Correlation between American mortality and DJIA index price." 2016. http://hdl.handle.net/1993/31746.

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For an equity-linked insurance, the death benefit is linked to the performance of the company’s investment portfolio. Hence, both mortality risk and equity return shall be considered for pricing such insurance. Several studies have found some dependence between mortality improvement and economy growth. In this thesis, we showed that American mortality rate and Dow Jones Industrial Average (DJIA) index price are negatively dependent by using several copulas to define the joint distribution. Then, we used these copulas to forecast mortality rates and index prices, and calculated the payoffs of a

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蔡錦昌. "The Study on Return and Volatility Spillover Effect among Taiwan Stock Exchange Capitalization Weighted Stock Index (TAIEX)、Dow Jones Industrial Average Index(DJIA) and SSE A Share Index (SSEAI)." Thesis, 2011. http://ndltd.ncl.edu.tw/handle/75814427338198929594.

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碩士 佛光大學 管理學系 99 This study investigates the nature of volatility spillovers among TAIEX DJIA and SSEAI. In order to analyze the relationship of these three stock markets, we used daily data total have 935 for the period 2.August 2006 to 3.September 2010. Before the analysis, we need to use some kinds of test to examine these time series data to conform with normal, stationary, ARCH, white noise and co-integration. The purpose of the test is to avoid these time series appear spurious regression. Then adopted Bi-EGARCH model, by including a cointegrating residual as an explanatory va

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Sun, Erh-Yin, and 孫而音. "Intraday price dynamics of S&P 500, Nasdaq-100 and DJIA indexes across index futures and ETF markets." Thesis, 2004. http://ndltd.ncl.edu.tw/handle/rj3u3y.

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碩士 國立交通大學 財務金融研究所 92 The purpose of this study is to find out if there are definite co-integration and long-term balance relationships existed among S&P500, DJIA, and Nasdaq100 indexes in stocks and index futures (E-mini and ETF) markets. If there were a long-term co-integration relationship existed and bias happened; then, could a long-term balance still be reached through short-term adjustments? The study tries to find which of those 3 indexes leads the market; and if there were impacts in the States’ stock market, would interactions among those indexes be influenced, and how? Fu

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Książki na temat "DJIA index"

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

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Części książek na temat "DJIA index"

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. Springer Berlin Heidelberg, 2012. http://dx.doi.org/10.1007/978-3-642-32909-8_46.

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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. Palgrave Macmillan UK, 2016. http://dx.doi.org/10.1057/9781137554178_9.

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Sanath Kumar, K., K. V. Deepak, and K. Naveenkumar. "Tech-Driven Market Efficiency Amid Geopolitical Tensions." In Advances in Human Resources Management and Organizational Development. IGI Global, 2025. https://doi.org/10.4018/978-1-6684-9872-9.ch013.

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This study, by taking NSE Nifty 50, DJIA, CAC, DAX, FTSE, Straits Times, Hang sang, Shanghai, Nikkei 225 and Kospi, as a reference, tries to understand and evaluate the impact of the Israel-Hamas war on these indices to demonstrate the comprehensive movements of the index prices. For elucidating the impact of the Israel-Iran war on major global index's returns the event study methodology has been used. This study analyses the change in the index prices which in turn reflects how the event affected market returns. The results underscore the differential impact of geopolitical conflicts on globa

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Širůček, Martin, and Lukáš Křen. "Application of Markowitz Portfolio Theory by Building Optimal Portfolio on the US Stock Market." In Advances in Finance, Accounting, and Economics. IGI Global, 2017. http://dx.doi.org/10.4018/978-1-5225-0959-2.ch002.

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This chapter is focused on building investment portfolios by using the Markowitz Portfolio Theory (MPT). Derivation based on the Capital Asset Pricing Model (CAPM) is used to calculate the weights of individual securities in portfolios. The calculated portfolios include a portfolio copying the benchmark made using the CAPM model, portfolio with low and high beta coefficients, and a random portfolio. Only stocks were selected for the examined sample from all the asset classes. Stocks in each portfolio are put together according to predefined criteria. All stocks were selected from Dow Jones Ind

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Streszczenia konferencji na temat "DJIA index"

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 eq

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Xiao, Sa, and Shiyun Tian. "Leveraging Machine Learning to Predict DJIA Index Direction." In 2022 European Conference on Communication Systems (ECCS). IEEE, 2022. http://dx.doi.org/10.1109/eccs54035.2022.00009.

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Chen, Chung-Chi, Hen-Hsen Huang, and Hsin-Hsi Chen. "Crowd View: Converting Investors' Opinions into Indicators." In Twenty-Eighth International Joint Conference on Artificial Intelligence {IJCAI-19}. International Joint Conferences on Artificial Intelligence Organization, 2019. http://dx.doi.org/10.24963/ijcai.2019/936.

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This paper demonstrates an opinion indicator (OI) generation system, named Crowd View, with which traders can refer to the fine-grained opinions, beyond the market sentiment (bullish/bearish), from crowd investors when trading financial instruments. We collect the real-time textual information from Twitter, and convert it into five kinds of OIs, including the support price level, resistance price level, price target, buy-side cost, and sell-side cost. The OIs for all component stocks in Dow Jones Industrial Average Index (DJI) are provided, and shown with the real-time stock price for comparis

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Bekova, Radoslava. "ASSESSING MARINE LITTER AT KAMCHIYA-SHKORPILOVTSI BEACH: A COMPREHENSIVE ANALYSIS OF ABUNDANCE, DENSITY AND COMPOSITION." In 23rd SGEM International Multidisciplinary Scientific GeoConference 2023. STEF92 Technology, 2023. http://dx.doi.org/10.5593/sgem2023/5.1/s20.05.

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Marine litter is a significant and growing environmental problem with global implications, affecting oceans and seas. This study analyzes marine litter's composition and density, specifically at Kamchiya-Shkorpilovtsi, the longest beach on the Bulgarian Black Sea coast. The monitoring period from 2018 to 2022 covers an area of 7645 m2. To effectively study the area, it was divided into four monitoring transects: Kamchiya- Mouth, Kamchiya-South (Novo Oryahovo Beach), Shkorpilovtsi, and Shkorpilovtsi- South. During the study, a DJI Phantom RTK was utilized to create a high-resolution raster orth

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Heliodoro, Paula, Rui Dias, Paulo Alexandre, and Maria Manuel. "THE IMPACT OF THE COVID-19 ON THE FINANCIAL MARKETS: EVIDENCE FROM G7." 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.2020.103.

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This essay aims to analyse the impact of the 2020 global pandemic on the stock indexes of France (CAC 40), Germany (DAX 30), USA (DOW JONES), United Kingdom (FTSE 100), Italy (FTSE MID), Japan (Nikkei 225) and Canada (TSX 300), from January 2018 to June 2020, with the sample being divided into two sub periods: first sub period from January 2018 to August 2019 (Pre-Covid); second period from September 2019 to June 2020 (Covid-19). In order to carry out this analysis, different approaches were taken in order to analyse whether: (i) the global pandemic (Covid-19) increased the persistence of the

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Raporty organizacyjne na temat "DJIA index"

Soloviev, Vladimir, Andrii Bielinskyi, and Viktoria Solovieva. Entropy Analysis of Crisis Phenomena for DJIA Index. [б. в.], 2019. http://dx.doi.org/10.31812/123456789/3179.

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The Dow Jones Industrial Average (DJIA) index for the 125-year-old (since 1896) history has experienced many crises of different nature and, reflecting the dynamics of the world stock market, is an ideal model object for the study of quantitative indicators and precursors of crisis phenomena. In this paper, the classification and periodization of crisis events for the DJIA index have been carried out; crashes and critical events have been highlighted. Based on the modern paradigm of the theory of complexity, a spectrum of entropy indicators and precursors of crisis phenomena have been proposed

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Стратійчук, І. О., та Володимир Миколайович Соловйов. Дослідження світової економічної кризи методами нелінійної динаміки. ПГАСА, 2008. http://dx.doi.org/10.31812/0564/1136.

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Світова економічна криза з кожним днем стає все більш масштабною, тому актуальним є питання створення і ефективне використання методів моніторингу, аналізу та прогнозування критичних і кризових явищ. Нами використано такі методи нелінійної динаміки [4]: ентропію подібності, кросс - рекурентний аналіз, вейвлет - ентропію, аналіз часової незворотності, дослідження волатильності та ін. Для даної роботи були знайдені відповідні індекси, які характеризують різні сфери економічної діяльності [1, 2]: DJIA – Dow Jones Industrial Average index , DJRESI – Dow Jones Real Estate index , EPI - European Pro

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Filiz, Ibrahim, Jan René Judek, Marco Lorenz, and Markus Spiwoks. Hüftsteife Aktienmarktanalysten. Sonderforschungsgruppe Institutionenanalyse, 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 de

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