Daily stock market predictions
[DOC File]A Sub Period Analysis of Long Memory in Stock Return ...
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The above mentioned studies use daily or weekly data and are based on the aggregate stock market indices for Egypt, Brazil, Kuwait, Tunisia, Turkey, and the U.S., respectively. In all cases, the …
[DOC File]Aged and Recent Market Betas in Securities Prices_
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Instead of computing only one five-year market-beta, we compute one “recent” beta. from 1 month to 2 years ago, and one “aged” market beta from 2 to 10 years ago, both. using daily stock returns. We find that the aged beta has a positive influence on stock…
[DOC File]TESTING OF UNIT ROOT CYCLES IN THE US REAL GDP
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The analysis is based on daily stock market closing prices and, as standard in the literature, stock returns are calculated as 100 x (log Pt - log Pt-1), where Pt is the stock market index at closing daily dates in period t. ... h is the prediction horizon and n is the time span for the predictions…
[DOC File]Economy/Market Analysis - UNF
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Stock market’s likely direction is of extreme importance to investors. ... React to daily information about the economy and the stock martket. Macroeconomic Forecasts of the Economy. How good are available forecasts? Prominent forecasters have similar predictions …
[DOC File]CHAPTER OVERVIEW
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Demand, Supply, and market equilibrium. ANSWERS TO END-OF-CHAPTER 3 QUESTIONS. ... 3-13 For each stock in the stock market, the number of shares sold daily equals the number of shares purchased. That is, the quantity of each firm’s shares demanded equals the quantity supplied. ... If these predictions …
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