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Search results for: STOCK INDEXES
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COMPARISON OF INVESTMENT PERFORMANCE MEASURES USING THE EXAMPLE OF SELECTED STOCK EXCHANGES
PublicationIn the following paper, the main objective is to examine whether the selection of the performance measure influences the evaluation of individual investments and the performance rankings generated on that basis. This study presents the values of 16 performance indicators along with their detailed descriptions. All calculations were made using the R program, and the source code can be found at the end of the article. Nine selected...
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The Impact of Covid-19 on the Performance of Exchange Traded Funds on Developed and Emerging Markets
PublicationIn this paper an endeavour was made to evaluate the impact of Covid-19 on the achievement of the investment objectives by selected ETFs in developed and emerging markets. For this purpose, the tracking errors calculated for 18 different ETFs operating on the basis of American, Asian and European stock indexes were analyzed. The time range of the research was selected in such a way as to compare the period before the pandemic(pre-Covid)...
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News that Moves the Market: DSEX-News Dataset for Forecasting DSE Using BERT
PublicationStock market is a complex and dynamic industry that has always presented challenges for stakeholders and investors due to its unpredictable nature. This unpredictability motivates the need for more accurate prediction models. Traditional prediction models have limitations in handling the dynamic nature of the stock market. Additionally, previous methods have used less relevant data, leading to suboptimal performance. This study...