In our paper we use data mining to compare the volatility structure of high (daily) and low
(weekly, monthly) frequencies for seven Romanian companies traded on Bucharest Stock …

Dalam transaksi di pasar modal, para investor sering mengamati volatilitas dari harga
saham untuk memperkirakan risiko atau keuntungan yang akan diperoleh. Volatilitas adalah …

Dalam transaksi di pasar modal, para investor sering mengamati volatilitas dari harga
saham untuk melihat fluktuasi harga selama periode tertentu. Tinggi rendahnya volatilitas …

In a capital market transaction, investors often observed stock price volatility to estimate the
risks or benefits to be gained. Volatility is a statistical measurement for price fluctuations …

While the issue of the effect of stock index futures trading on the volatility of the underlying
asset has been extensively examined in finance literature, the Single Stock Futures (SSFs) …

The research aims to get an overview of planning, organizing, implementing and evaluating,
obstacles and efforts to overcome obstacles from LSP management in improving the quality …

This article investigates the impact of microstructure factors on asset pricing in some African
stock markets. We use data on stocks listed on the Johannesburg Stock Exchange, the …

The research paper aims to investigate the significant macro-economic factors affecting the
stock Prices of KSE-100 Index. Time series Data for Stock Prices on monthly basis for the …

Lucrarea de faţă studiază, cu ajutorul tehnicilor de data mining, structura volatilităţii
randamentelor la frecvenţe ridicate (zilnice) şi reduse (săptămânale, lunare) pentru şapte …

This study compares the volatility behavior and variance structure of daily, weekly and
monthly returns of the KSE-100 index. The study uses seventeen years data covering the …