CLUSTERING IN KEY G-7 STOCK MARKET INDICES: AN INNOVATIVE APPROACH
| dc.contributor.author | Peker Sinem | |
| dc.contributor.author | Aktan Bora | |
| dc.contributor.author | Tvaronaviciene Manuela | |
| dc.contributor.author | Bora, Aktan | |
| dc.contributor.author | Sinem, Peker | |
| dc.contributor.author | Manuela, Tvaronaviciene | |
| dc.date.accessioned | 2025-10-06T16:23:13Z | |
| dc.date.issued | 2017 | |
| dc.description.abstract | Investment in stock market requires taking risk. Investors typically buy several stocks to create a portfolio which targets to maximize the return while keeping a certain level of risk. In today's information-rich financial markets one of the main challenges for individual investors in particular is to allocate the scarce sources appropriately within the wide range of investment alternatives that grouping the multiple assets based on their similar characteristics would be useful to take it out. In this paper stock markets of the Group of 7 (G-7) countries consisting of France United Kingdom Germany Italy United States Canada and Japan are examined over the period of 2011 and 2016 and some hierarchical clustering methods are applied on key indices namely CAC 40 (France) FTSE 100 (UK) DAX (Germany) FTSE MIB (Italy) S& P TSX Composite (Canada) S& P 500 (USA) NIKKEI 225 (Japan) to identify the groups based on risk and return characteristics.1 | |
| dc.identifier.doi | 10.21272/mmi.2017.1-27 | |
| dc.identifier.issn | 2218-4511 | |
| dc.identifier.issn | 2227-6718 | |
| dc.identifier.uri | http://dx.doi.org/10.21272/mmi.2017.1-27 | |
| dc.identifier.uri | https://gcris.yasar.edu.tr/handle/123456789/7728 | |
| dc.identifier.uri | https://doi.org/10.21272/mmi.2017.1-27 | |
| dc.language.iso | English | |
| dc.publisher | SUMY STATE UNIV DEPT MARKETING & MANAGEMENT INNOVATIVE ACTIVITY | |
| dc.relation.ispartof | Marketing and Management of Innovations | |
| dc.rights | info:eu-repo/semantics/openAccess | |
| dc.source | MARKETING AND MANAGEMENT OF INNOVATIONS | |
| dc.subject | G-7 countries, hierarchical clustering, k-means, twostep clustering, stock market, innovative approach | |
| dc.subject | BANKS | |
| dc.subject | K-means | |
| dc.subject | Hierarchical Clustering | |
| dc.subject | Stock Market | |
| dc.subject | Twostep Clustering | |
| dc.subject | G-7 Countries | |
| dc.subject | Innovative Approach | |
| dc.title | CLUSTERING IN KEY G-7 STOCK MARKET INDICES: AN INNOVATIVE APPROACH | |
| dc.type | Article | |
| dspace.entity.type | Publication | |
| gdc.author.id | Aktan, Bora/0000-0002-1334-3542 | |
| gdc.author.wosid | Aktan, Bora/S-6019-2017 | |
| gdc.author.wosid | Tvaronaviciene, Manuela/GVT-4155-2022 | |
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| gdc.description.department | ||
| gdc.description.departmenttemp | [Sinem, Peker] Yasar Univ, Fac Sci & Letters, Dept Math, Izmir, Turkey; [Bora, Aktan] Univ Bahrain, Fac Commerce & Business Adm, Coll Business Adm, Zallaq, Bahrain; [Bora, Aktan] Future Univ Egypt, New Cairo, Egypt; [Manuela, Tvaronaviciene] Vilnius Gediminas Tech Univ, Vilnius, Lithuania | |
| gdc.description.endpage | 310 | |
| gdc.description.issue | 1 | |
| gdc.description.publicationcategory | Makale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanı | |
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| gdc.oaire.keywords | інноваційний підхід | |
| gdc.oaire.keywords | G-7 countries | |
| gdc.oaire.keywords | k-means | |
| gdc.oaire.keywords | innovative approach | |
| gdc.oaire.keywords | TwoStep-кластеризация | |
| gdc.oaire.keywords | TwoStep-кластеризація | |
| gdc.oaire.keywords | Marketing. Distribution of products | |
| gdc.oaire.keywords | HF5410-5417.5 | |
| gdc.oaire.keywords | иерархическая кластеризация | |
| gdc.oaire.keywords | фондовый рынок | |
| gdc.oaire.keywords | k-засоби | |
| gdc.oaire.keywords | stock market | |
| gdc.oaire.keywords | країни “Великої сімки” | |
| gdc.oaire.keywords | инновационный подход | |
| gdc.oaire.keywords | Economics as a science | |
| gdc.oaire.keywords | страны “Большой семерки” | |
| gdc.oaire.keywords | twostep clustering | |
| gdc.oaire.keywords | k-средства | |
| gdc.oaire.keywords | фондовий ринок | |
| gdc.oaire.keywords | ієрархічна кластеризація | |
| gdc.oaire.keywords | hierarchical clustering | |
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| gdc.virtual.author | Peker, Sinem | |
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| person.identifier.orcid | Aktan- Bora/0000-0002-1334-3542, | |
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