{"title":"对标准普尔500指数行业价格波动的评估","authors":"Aleksejus Sosidko, Ligita Gasparėnienė","doi":"10.13165/IE-17-11-1-01","DOIUrl":null,"url":null,"abstract":"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.","PeriodicalId":37115,"journal":{"name":"Intellectual Economics","volume":null,"pages":null},"PeriodicalIF":0.0000,"publicationDate":"2017-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"EVALUATION OF FLUCTUATIONS IN THE STANDARD & POOR’S 500 SECTORAL INDEX PRICES\",\"authors\":\"Aleksejus Sosidko, Ligita Gasparėnienė\",\"doi\":\"10.13165/IE-17-11-1-01\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"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.\",\"PeriodicalId\":37115,\"journal\":{\"name\":\"Intellectual Economics\",\"volume\":null,\"pages\":null},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2017-01-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Intellectual Economics\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.13165/IE-17-11-1-01\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Intellectual Economics","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.13165/IE-17-11-1-01","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
EVALUATION OF FLUCTUATIONS IN THE STANDARD & POOR’S 500 SECTORAL INDEX PRICES
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.