Since 2014
EVALUATION OF FLUCTUATIONS IN THE STANDARD & POOR’S 500 SECTORAL INDEX PRICES
Intellectual Economics
View Archive Info| Field | Value | |
| Title |
EVALUATION OF FLUCTUATIONS IN THE STANDARD & POOR’S 500 SECTORAL INDEX PRICES
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| Creator |
Sosidko, Aleksejus
Gasparėnienė, Ligita |
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| Subject |
index, price, fluctuation, stock
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| Description |
This article evaluates fluctuations in the Standard & Poor’s 500 sectoral index prices, taking into account the impact of fundamental macroeconomic stock price determinants assessed by individual expectation categories. Models for stock price prognostication have also been developed and verified. In this research, fluctuations in the Standard & Poor’s 500 sectoral index prices are evaluated, taking into account each fundamental macroeconomic determinant and a separate expectation category. This research has enabled the identification of indices with high price fluctuations. Statistically reliable prognostication models have been empirically verified, and the most reliable prognostication models for indicating rise or declines in index prices have been identified.
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| Publisher |
Mykolas Romeris University
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| Contributor |
—
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| Date |
2018-04-20
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| Type |
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion — — |
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| Format |
application/pdf
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| Identifier |
https://www3.mruni.eu/ojs/intellectual-economics/article/view/4757
10.13165/IE-17-11-1-01 |
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| Source |
Intellectual Economics; Vol 11, No 1 (2017): Intellectual Economics; 5–17
Intelektinė ekonomika; Vol 11, No 1 (2017): Intellectual Economics; 5–17 1822-8038 1822-8011 |
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| Language |
eng
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| Relation |
https://www3.mruni.eu/ojs/intellectual-economics/article/view/4757/4363
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| Rights |
Copyright (c) 2018 Intellectual Economics
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