Covid-19 pandemic and stock returns in India
This paper examines whether the Covid-19 pandemic has had a homogeneous or
heterogeneous effect on stock returns in India. We consider panel data by using 1,318 …
heterogeneous effect on stock returns in India. We consider panel data by using 1,318 …
Detection and forecasting of extreme events in stock price triggered by fundamental, technical, and external factors
The sporadic large fluctuations seen in the stock market are due to different factors. These
large fluctuations are termed extreme events (EE). We have identified fundamental …
large fluctuations are termed extreme events (EE). We have identified fundamental …
Exploring the relationship between dividend policy, the COVID-19 crisis, and stock market reaction: empirical insights from Indonesian real estate and property firms
The economic turbulence experienced during the COVID-19 crisis in Indonesia in 2020
provides a backdrop for this study, which aims to investigate the relationship between the …
provides a backdrop for this study, which aims to investigate the relationship between the …
Characteristics of 2020 stock market crash: The COVID-19 induced extreme event
A sudden fall of stock prices happens during a pandemic due to the panic sell-off by the
investors. Such a sell-off may continue for more than a day, leading to a significant crash in …
investors. Such a sell-off may continue for more than a day, leading to a significant crash in …
High-frequency stock market order transitions during the US–China trade war 2018: A discrete-time Markov chain analysis
Statistical analysis of high-frequency stock market order transaction data is conducted to
understand order transition dynamics. We employ a first-order time-homogeneous discrete …
understand order transition dynamics. We employ a first-order time-homogeneous discrete …
Identifying extreme events in the stock market: A topological data analysis
This paper employs Topological Data Analysis (TDA) to detect extreme events (EEs) in the
stock market at a continental level. Previous approaches, which analyzed stock indices …
stock market at a continental level. Previous approaches, which analyzed stock indices …
[HTML][HTML] Recovery shape of physical activity after COVID-19 pandemic
P Katewongsa, DA Widyastari, N Haemathulin… - Journal of Sport and …, 2023 - Elsevier
Background Since the shutdowns associated with the coronavirus disease 2019 pandemic,
there has been limited discourse on physical activity (PA) recovery (ie, the ability of …
there has been limited discourse on physical activity (PA) recovery (ie, the ability of …
A sentiment-based modeling and analysis of stock price during the COVID-19: U-and Swoosh-shaped recovery
In the aftermath of stock market crash due to COVID-19, not all sectors recovered in the
same way. Recently, a stock price model is proposed by Mahata et al.(2021) that describes …
same way. Recently, a stock price model is proposed by Mahata et al.(2021) that describes …
Stocks and cryptocurrencies: Antifragile or robust? A novel antifragility measure of the stock and cryptocurrency markets
In contrast with robust systems that resist noise or fragile systems that break with noise,
antifragility is defined as a property of complex systems that benefit from noise or disorder …
antifragility is defined as a property of complex systems that benefit from noise or disorder …
Statistical properties of the aftershocks of stock market crashes revisited: Analysis based on the 1987 crash, financial-crisis-2008 and COVID-19 pandemic
During any unique crisis, panic sell-off leads to a massive stock market crash that may
continue for more than a day, termed as mainshock. The effect of a mainshock in the form of …
continue for more than a day, termed as mainshock. The effect of a mainshock in the form of …