CLUSTERING IN EUROPEAN STOCK INDICES IN CRISIS AND NON-CRISIS PERIODS

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dc.contributor.author Sinem Peker
dc.contributor.author Bora Aktan
dc.contributor.author Peker, Sinem
dc.contributor.author Aktan, Bora
dc.contributor.editor J Stankeviciene
dc.contributor.editor R Ginevicius
dc.contributor.editor AV Rutkauskas
dc.coverage.spatial 8th International Scientific Conference on Business and Management
dc.date.accessioned 2025-10-06T16:21:30Z
dc.date.issued 2014
dc.description.abstract Grouping the major indices of stock markets based on their homogeneities may facilitate the selection period for investors especially today's information rich financial world. This paper attempts to detect and group the homogenous stock indices in Europe both throughout the crisis and non-crisis periods. The daily index returns of leading stock exchanges over the period 03.01.2007-09.04.2013 are considered, one of the hierarchical clustering techniques so-called Ward's Method is applied and similar cases are evaluated respectively. Then Wilcoxon signed rank test is employed for the same periods on daily index returns and meaningful differences are found.
dc.identifier.doi 10.3846/bm.2014.037
dc.identifier.isbn 978-609-457-649-2
dc.identifier.isbn 9786094576492
dc.identifier.issn 2029-4441
dc.identifier.uri http://dx.doi.org/10.3846/bm.2014.037
dc.identifier.uri https://gcris.yasar.edu.tr/handle/123456789/6917
dc.identifier.uri https://doi.org/10.3846/bm.2014.037
dc.language.iso English
dc.publisher VILNIUS GEDIMINAS TECHNICAL UNIV PRESS TECHNIKA
dc.relation.ispartof 8th International Scientific Conference on Business and Management
dc.relation.ispartofseries Business and Management-Spausdinta
dc.rights info:eu-repo/semantics/closedAccess
dc.source 8TH INTERNATIONAL SCIENTIFIC CONFERENCE BUSINESS AND MANAGEMENT 2014
dc.subject Cluster analysis, European stock exchanges, Index, financial crisis, non-parametric test
dc.subject MUTUAL FUNDS
dc.subject Non-Parametric Test
dc.subject INDEX
dc.subject Financial Crisis
dc.subject European Stock Exchanges
dc.subject Cluster Analysis
dc.title CLUSTERING IN EUROPEAN STOCK INDICES IN CRISIS AND NON-CRISIS PERIODS
dc.type Conference Object
dspace.entity.type Publication
gdc.author.id Aktan, Bora/0000-0002-1334-3542
gdc.author.wosid Aktan, Bora/S-6019-2017
gdc.author.wosid Kara Peker, Sinem/AAT-1543-2020
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gdc.description.department
gdc.description.departmenttemp [Peker, Sinem] Yasar Univ, Fac Sci & Letters, Deparment Stat, Izmir, Turkey; [Aktan, Bora] Univ Bahrain, Coll Business Adm, Dept Econ & Finance, Zallaq, Bahrain
gdc.description.endpage 304
gdc.description.publicationcategory Konferans Öğesi - Uluslararası - Kurum Öğretim Elemanı
gdc.description.startpage 298
gdc.description.woscitationindex Conference Proceedings Citation Index - Social Science & Humanities
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gdc.oaire.sciencefields 0502 economics and business
gdc.oaire.sciencefields 05 social sciences
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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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