The dynamics of the prices of the companies of the STOXX Europe 600 Index through the logit model and neural network

Abstract

The aim of the present work is analysing and understanding the dynamics of the prices of companies, depending on whether they are included or excluded from the STOXX Europe 600 Index. For this reason, data regarding the companies of the Index in question was collected and analysed also through the use of logit models and neural networks in order to find the independent variables that affect the changes in prices and thus determine the dynamics over time.