The relationships between sentiment, returns and volatility

Article Abstract:

A study analyzing the volatility in predications brought about by market sentiments is presented. The study also shows that lagged returns result in volatility. According to the study, sentiments are influenced by returns and volatility. The study is important for assessing stock index returns.

United Kingdom, Behavior, Investors, Return on investment, Rate of return

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Predictability of large future changes in major financial indices

Article Abstract:

A study developing an algorithm that proves the presence of a collective organization amongst the agents in social systems, which results in substantial changes in major financial indices like Dow Jones Industrial Average Index and Hong Kong Hang Seng composite index is presented.

United States, Public affairs, Social aspects, Usage, Algorithms, Algorithm

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The longer-horizon predictability of German stock market volatility

Article Abstract:

A new method of predicting the volatility in German stock markets for a period of 1 to 45 days is presented. According to earlier research, volatility of the Deutscher Aktien Index (DAX) is predictable for only 15 trading days.

Germany, Deutscher Aktienindex (Index)

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