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http://dspace.lib.uom.gr/handle/2159/16051
Full metadata record
DC Field | Value | Language |
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dc.contributor.advisor | Παναγιωτίδης, Θεόδωρος | el |
dc.contributor.advisor | Panagiotidis, Theodoros | en |
dc.contributor.author | Ιτσινές, Γεώργιος | el |
dc.contributor.author | Itsines, Georgios | en |
dc.date.accessioned | 2014-03-25T15:27:59Z | - |
dc.date.available | 2014-03-25T15:27:59Z | - |
dc.date.issued | 2014 | en |
dc.identifier.uri | http://dspace.lib.uom.gr/handle/2159/16051 | - |
dc.description | Διπλωματική εργασία--Πανεπιστήμιο Μακεδονίας, Θεσσαλονίκη, 2014. | el |
dc.description.abstract | This study presents the analytical examination of the information demand and its relationship with key elements of finance, like returns, trading volume and volatility. The research covers a sample of 29 of the largest stocks traded in the New York Stock Exchange (NYSE) and more specifically the constituents of the Dow Jones Industrial Average Index. The period of investigation is from January 2004 to December 2012. The data for the information demand variables (company name and ticker name), were downloaded from Google trends in a daily form, within the same time period. The analysis and the examination of the variables was made in two forms, first in a linear (Ordinary least squares and Quantile regression models) and second in a nonlinear estimation (GARCH, EGARCH and TGARCH). | en |
dc.format.extent | 121 | en |
dc.format.extent | 14548641 bytes | - |
dc.format.mimetype | application/pdf | - |
dc.language.iso | en | en |
dc.publisher | Πανεπιστήμιο Μακεδονίας | el |
dc.subject | Volatility | en |
dc.subject | Google trends | en |
dc.title | A note on predicting volatility. | en |
dc.type | Electronic Thesis or Dissertation | en |
dc.type | Text | en |
dc.contributor.department | Διατμηματικό Πρόγραμμα Μεταπτυχιακών Σπουδών στην Οικονομική Επιστήμη | el |
Appears in Collections: | ΔΠΜΣ Οικονομική Επιστήμη (M) |
Files in This Item:
File | Description | Size | Format | |
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ItsinesGeorgiosMsc2014.pdf | 14.13 MB | Adobe PDF | View/Open |
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