Results 251 to 260 of about 140,956 (306)
Narratives Contextualizing Numeric Disclosures: Insights From Earnings Calls
Journal of Business Finance &Accounting, EarlyView.ABSTRACT We investigate how narrative disclosures during earnings conference calls (ECCs) provide context for quantitative numeric disclosures in quarterly earnings releases, enhancing their informativeness. Drawing on a large sample of 34,918 quarterly ECCs from 1621 US‐listed firms from 2007 to 2020, we extract interpretable textual attributes—such ...
Imelda Taraj, Ranik Raaen Wahlstrøm
wiley +1 more source
Functional Hypergraphs of Stock Markets. [PDF]
Entropy (Basel)David JJ +5 more
europepmc +1 more source
"Good and bad investments" in public health stocks amid the COVID-19 shock: evidence from a transformer-based model. [PDF]
Front Public HealthZhao D, Li Y, Gu R.
europepmc +1 more source
Understanding stock market instability via graph auto-encoders. [PDF]
EPJ Data SciGorduza D, Zohren S, Dong X.
europepmc +1 more source
Empirical analysis of the correlation between China's Macroeconomic Market and Crude Oil Market based on mixed-frequency group factor model. [PDF]
PLoS OneZhao J, Yin J.
europepmc +1 more source
Enhancing stock market trend reversal prediction using feature-enriched neural networks. [PDF]
HeliyonSong Y.
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Extremal quantiles and stock price crashes
Econometric Reviews, 2023We employ extreme value theory to identify stock price crashes, featuring low-probability events that produce large, idiosyncratic negative outliers in the conditional distribution. Traditional methods employ approximations under Gaussian assumptions and central moments.
Andreou, Panayiotis +3 more
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Navigating Stock Price Crashes
The Journal of Portfolio Management, 2016Individual equity securities are prone to large and abrupt stock price drops. In this article, the authors provide a framework for measuring, forecasting, and avoiding such stock price crashes. First, the authors identify the events that most frequently cause stock prices to crash, and then they construct a parsimonious model for forecasting stock ...
B. Korcan Ak +3 more
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Contagious Stock Price Crashes
SSRN Electronic Journal, 2017This paper examines the contagion effects of stock price crashes along the supply chain. We find that stock price crashes can be transmitted from major customers to suppliers with a delay of up to two weeks. This delay is moderated by the information transparency of the affected suppliers.
Buhui Qiu, Fangming Xu, Cheng Zeng
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Stock price synchronicity and stock price crash risk
China Finance Review International, 2016Purpose– The purpose of this paper is to empirically analyze the effects of stock price synchronicity and herding behavior of qualified foreign institutional investors (QFII) on stock price crash risk, especially the mediating effect of herding behavior of QFII on the relation of stock price synchronicity and stock price crash risk.Design/methodology ...
Yonghong Jin +3 more
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