Results 11 to 20 of about 3,469,724 (345)
Stock Market Reforms and Stock Market Performance
International Journal of Financial Research, 2021 This paper analyses the impact of stock market reforms on the stock market performance in India using regression based event-study method. We consider nine stock market reforms introduced from 1998 to 2018. We find that the impact of stock market reforms on Nifty trading volume and Nifty return is different.
Karthigai Prakasam Chellaswamy +2 more
openaire +4 more sources
By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior [PDF]
Journal of Political Economy, 1999 We present a consumption‐based model that explains a wide variety of dynamic asset pricing phenomena, including the procyclical variation of stock prices, the long‐horizon predictability of excess stock returns, and the countercyclical variation of stock
John Y. Campbell, John H. Cochrane
openalex +2 more sources
Survey of feature selection and extraction techniques for stock market prediction
Financial Innovation, 2023 In stock market forecasting, the identification of critical features that affect the performance of machine learning (ML) models is crucial to achieve accurate stock price predictions.
Htet Htet Htun, Michael Biehl, N. Petkov
semanticscholar +1 more source
Deep Learning for Stock Market Prediction [PDF]
Entropy, 2020 The prediction of stock groups values has always been attractive and challenging for shareholders due to its inherent dynamics, non-linearity, and complex nature. This paper concentrates on the future prediction of stock market groups.
Mojtaba Nabipour +3 more
semanticscholar +1 more source
The Unprecedented Stock Market Reaction to COVID-19
Review of Asset Pricing Studies, 2020 No previous infectious disease outbreak, including the Spanish Flu, has affected the stock market as forcefully as the COVID-19 pandemic. In fact, previous pandemics left only mild traces on the U.S. stock market.
S. Baker +5 more
semanticscholar +1 more source
Increasing market efficiency in the stock markets [PDF]
The European Physical Journal B, 2008 We study the temporal evolution of the market efficiency in the stock markets using the complexity, entropy density, standard deviation, autocorrelation function, and probability distribution of the log return for Standard and Poor's 500 (S&P 500), Nikkei stock average index, and Korean composition stock price index (KOSPI).
Taisei Kaizoji +4 more
openaire +4 more sources
FINANCIAL RISKS AND STOCK MARKET CRASHES: AN EMPIRICAL ANALYSIS OF THE TUNISIAN STOCK MARKET
Applied Finance Letters, 2021 This study aims to investigate the effect of financial risks on the stock market crashes occurrence from 1999 to 2020. Using the windows method, we detect two stock market crises in the Tunisian stock market.
Haifa Hammami, Younes Boujelbene
doaj +1 more source
The Russia-Ukraine War and Eastern European Stock Markets
Eurasian Journal of Business and Economics, 2023 We examine the causal relationships and extreme return co-movements between the Russian stock market and adjacent Eastern European (EE) stock markets before and after the recent Russia-Ukraine war.
Chung BAEK
doaj +1 more source
Stock market cycles and stock market development in Spain [PDF]
Spanish Economic Review, 2004 In this paper we use Spanish stock market data to identify the bull and bear phases of the market and to analyze its characteristics during the period 1941-2002. We compare these characteristics with those of the US and of two other European countries (Germany and the UK).
Javier Gómez Biscarri +1 more
openaire +2 more sources
Stock Market Downturn and Stock Market Concentration
Journal of Economics, Finance and Accounting Studies, 2023 As an important component of corporate inequality, stock market concentration has become a focus of attention in academia in recent years. However, existing literature focuses on its negative consequences, and research on the determinants of stock market
Yunqi Zhang, Zeqi Zhang, Xiaoyu Zhang
semanticscholar +1 more source