Stock investment and excess returns: a critical review in the light of the efficient market hypothesis

Q Ying, T Yousaf, Q Ain, Y Akhtar… - Journal of risk and …, 2019 - mdpi.com
The expansion of investment strategies and capital markets is altering the significance and
empirical rationality of the Efficient Market Hypothesis. The vitality of capital markets is …

Interplay of rumor propagation and clarification on social media during crisis events-A game-theoretic approach

P Agarwal, R Al Aziz, J Zhuang - European Journal of Operational …, 2022 - Elsevier
For a rapid dissemination of information during crisis events, official agencies and disaster
relief organizations have been utilizing social media platforms, which are susceptible to …

Using social media as tools of social movement and social protest in omnibus law of job creation bill policy-making process in Indonesia

AJ Sutan, A Nurmandi, D Mutiarin… - … Conference on Advances …, 2021 - Springer
Social media has become a current important media of a social movement. The paper
investigates the relationship between social media and social protest in the case of the …

Predicting abnormal trading behavior from internet rumor propagation: a machine learning approach

LC Cheng, WT Lu, B Yeo - Financial Innovation, 2023 - Springer
In 2021, the abnormal short-term price fluctuations of GameStop, which were triggered by
internet stock discussions, drew the attention of academics, financial analysts, and stock …

Sentiment and energy price volatility: A nonlinear high frequency analysis

F Jawadi, D Bourghelle, P Rozin, AI Cheffou… - Energy Economics, 2024 - Elsevier
This study investigates the volatility dynamics of oil and gas prices in an environment
characterized by post-coronavirus disease 2019 recovery, uncertainty, high inflation, and …

[HTML][HTML] COVID-19 and Uncertainty Effects on Tunisian Stock Market Volatility: Insights from GJR-GARCH, Wavelet Coherence, and ARDL

E Trabelsi - Journal of Risk and Financial Management, 2024 - mdpi.com
This study rigorously investigates the impact of COVID-19 on Tunisian stock market volatility.
The investigation spans from January 2020 to December 2022, employing a GJR-GARCH …

DeeBERT‐S3WD: Three‐Way Multigranularity Decision for Interactive Information Sentiment Analysis Research

J Wang, X Zhang, G Yu, Y Chen… - … Problems in Engineering, 2022 - Wiley Online Library
Interactive information between listed companies and investors is an emerging form of
information disclosure in the stock market and has a crucial impact on stock market analysis …

The effect of ESG news on the Chinese stock market

X Xu, Y Chen, J Zhao, J Wang - Journal of Global Information …, 2022 - igi-global.com
The relation between corporate environmental, social, and governance (ESG) performance
and firm value has received increasing attention. However, the recent literature on corporate …

Can Short Selling Improve the Quality of Information Disclosure in Clarification Announcements by Firms Faced with Market Rumors?

H Zhou - Emerging Markets Finance and Trade, 2023 - Taylor & Francis
Using a sample of clarification announcements by Chinese listed companies and a
difference-in-differences approach, this paper discusses the impact of short selling on …

Is microblogging data reflected in stock market volatility? Evidence from Sina Weibo

T Zhang, Y Yuan, X Wu - Finance Research Letters, 2020 - Elsevier
The question of whether microblogging data is reflected in stock market in the internet era is
an outstanding issue. Here, we propose a new measure (Sina Weibo Index) of …