S tock returns of companies listed on the stock exchange is one of the most important criteria in assessing the macroeconomic. This study investigates the effect of exchange rate Volatility on the stock exchange Returns of D8 countries. It takes monthly data during the period (2008:1-2015:6) constituting 90 observations. At first we used Panel-GARCH model to estimate Exchange Rate Vo...

This paper surveys recent literature in the area of Neural Network, Data Mining, Hidden Markov Model and Neuro-Fuzzy system used to predict the stock market fluctuation. Neural Networks and Neuro-Fuzzy systems are identified to be the leading machine learning techniques in stock market index prediction area. The Traditional techniques are not cover all the possible relation of the stock price f...

This paper investigates how financial weakness among Japanese banks in the second half of the 1990s was reflected in pricing in the financial markets. Two indicators, the Japan premium (JP) and the stock price spread (SP)}deviation between the bank stock index (BINDEX) and stock price index excluding banks (NINDEX)}were examined. The structural change occurring in the relationship between BINDE...

Stock market price index prediction is regarded as a challenging task of the financial time series prediction process. Support vector regression (SVR) has successfully solved prediction problems in many domains, including the stock market. This paper hybridizes SVR with the self-organizing feature map (SOFM) technique and a filter-based feature selection to reduce the cost of training time and ...

the purpose of this study is to examine the dynamic effects of some macroeconomic variables: money stock, gross domestic product, consumer price index and exchange rates on determining housing price index behavior in iran using the error correction model. using seasonal data, the model is estimated by johansen-juselius cointegration approach during 1990-2007. the results reveal that all variabl...

A simple model that is commonly used to interpret movements in corporate common stock. price indexes asserts that real stock prices equal the present value of rationally expected or optimally forecasted future real dividends discounted by a constant real discount rate. This valuation model (or variations on it in which the real discount rate is not constant but fairly stable) is often used by e...

Abstract T his study aimed to examine the Islamic stock market integration between Indonesia and Malaysia, and the effect of foreign interest rates on both stock markets. This study used the monthly time series of Jakarta Islamic Index, Hijrah Syariah Index, and foreign interest rates within a period from August 2000 to January 2016. Result of cointegration test demonstrat...