New evidence on the impact of the English national soccer team on the FTSE 100
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DOI: 10.1016/j.frl.2018.04.001
Abstract: Abstract During the last decades, many empirical studies have indicated a significant influence of noneconomic factors on asset pricing. More recently, it seems to be acknowledged that international soccer match results significantly affect subsequent daily… read more here.
Keywords: ftse 100; national soccer; soccer; evidence ... See more keywords
A dynamic analysis of S&P 500, FTSE 100 and EURO STOXX 50 indices under different exchange rates
Sign Up to like & getrecommendations! Published in 2018 at "PLoS ONE"
DOI: 10.1371/journal.pone.0194067
Abstract: In this study, we assess the dynamic evolution of short-term correlation, long-term cointegration and Error Correction Model (hereafter referred to as ECM)-based long-term Granger causality between each pair of US, UK, and Eurozone stock markets… read more here.
Keywords: stock markets; 500 ftse; ftse 100; cointegration ... See more keywords