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Electronics, 2021 With the advent of technological marvels like global digitization, the prediction of the stock market has entered a technologically advanced era, revamping the old model of trading.
N. Rouf +6 more
semanticscholar +1 more source
Stock Market Volatility and Learning [PDF]
SSRN Electronic Journal, 2008 ABSTRACTWe show that consumption‐based asset pricing models with time‐separable preferences generate realistic amounts of stock price volatility if one allows for small deviations from rational expectations. Rational investors with subjective beliefs about price behavior optimally learn from past price observations.
KLAUS ADAM +2 more
openaire +14 more sources
The Nonlinear Relationship between Investor Sentiment, Stock Return, and Volatility
Discrete Dynamics in Nature and Society, 2020 Based on the DSSW model, we analyze the nonlinear impact mechanism of investor sentiment on stock return and volatility by adjusting its hypothesis in Chinese stock market.
Gang He, Shuzhen Zhu, Haifeng Gu
doaj +1 more source
Evolutionary Stable Stock Markets [PDF]
SSRN Electronic Journal, 2003 A discrete time stock market model for the time evolution of history-dependent wealth shares of portfolio rules, the price of consumption goods, is studied involved long lived assets and cash with dividends. Evolutionary stable and local stable portfolio rules are described when the market is invaded. Under the assumption of the relative dividend being
Klaus Reiner Schenk-Hoppé +5 more
openaire +7 more sources
Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
, 1993 This paper documents that strategies that buy stocks that have performed well in the past and sell stocks that hav e performed poorly in the past generate significant positive returns o ver three- to twelve-month holding periods.
Narasimhan Jegadeesh, S. Titman
semanticscholar +1 more source
The nexus between COVID-19 fear and stock market volatility
, 2021 This study described an empirical link between COVID-19 fear and stock market volatility. Studying COVID-19 fear with stock market volatility is crucial for planning adequate portfolio diversification in international financial markets. The study used AR
Weiqing Li +6 more
semanticscholar +1 more source
The Unprecedented Stock Market Impact of Covid-19
, 2020 No previous infectious disease outbreak, including the Spanish Flu, has impacted 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
No Contagion, Only Interdependence: Measuring Stock Market Comovements
, 2002 This paper examines stock market co-movements. It begins with a discussion of several conceptual issues involved in measuring these movements and how to test for contagion.
Kristin Forbes, R. Rigobón
semanticscholar +1 more source
Country Responses and the Reaction of the Stock Market to COVID-19—a Preliminary Exposition
Emerging markets finance & trade, 2020 As the coronavirus pandemic (COVID-19) has amplified so has country responses to it. With COVID-19 taking its toll on humans, as reflected in the number of people infected by, and deaths from, COVID-19, countries responded by locking down economic ...
D. Phan, P. Narayan
semanticscholar +1 more source
PLoS ONE, 2023 The macro policy of the stock market is an important market information. The implementation goal of the macro policy of the stock market is mainly to improve the effectiveness of the stock market. However, whether this effectiveness has achieved the goal
Manqing Liu +6 more
doaj +1 more source