Z Gao, J Zhang - The North American Journal of Economics and Finance, 2023 - Elsevier
The impact of the investor sentiment on China's capital market price volatility is concerned under the perspective of the behavioral finance. Firstly, in terms of the existing methods of …
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 …
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 …
Penelitian ini bertujuan untuk mendeskripsikan sentimen negatif netizen pada kolom komentar detik. com sebagai respon atas pemberitaan mengenai rekayasa kasus …
K Mukhia, A Rai, SR Luwang, M Nurujjaman… - arXiv preprint arXiv …, 2024 - arxiv.org
This paper identifies the cryptocurrency market crashes and analyses its dynamics using the complex network. We identify three distinct crashes during 2017-20, and the analysis is …
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 …
Y Nishikawa, T Yoshino, T Sugie, Y Nakata, K Itou… - Entropy, 2022 - mdpi.com
In this study, we analyzed structural changes in financial markets under COVID-19 to support investors' investment decisions. Because an explanation of these changes is …
The outbreak of Covid-19 has changed the condition of stock markets around the world, including Indonesia. The bad news regarding this latest pandemic is forming negative …
MI Bonelli - Indian Journal of Research in Capital Markets …, 2023 - papers.ssrn.com
Background: India, as one of the major developing economies globally, has experienced significant economic growth following the Liberalization Reforms of 1991. However, the …