This study examines the simultaneous relationships among oil prices, oil volatility, and two sub-sectors within alternative energy stocks: renewable energy equipment (REE) and alternative fuels (AF). The results confirm the existence of a bidirectional relationship. While most alternative energy...

Objective: The main purpose of the research is to show that the Central and Eastern European (CEE) market is an essential component of the global stock market. It displays similar patterns to developed countries, and there is a special emphasis on information technology. Research Design &...

This paper examines the relationship between India's Stock Market, Forex Market, Oil Market, and Gold Market to capture interdependencies addressing both direct and indirect market linkages. The study provides new insights into the interdependencies of key markets within India, an emerging...

We are the first to analyze the effect of terror on stock markets by terror ideology. Surprisingly, we find that Islamist terror attacks created significant negative abnormal returns in American and European markets, but the stock market effects of other terror attacks were almost nil. For our...

The financial markets, shaped by dynamic forces, including macroeconomic trends and technological advancements, are influenced by a multitude of factors impacting the S&P 500 stock index, a pivotal indicator in the US equity markets. This paper highlights the significance of understanding the...

This study offers a comprehensive insight into the realms of economic fraud and risk management, underscoring the necessity of adaptability to evolving technologies and shifts in financial market dynamics. Through the application of bibliometric methodologies, this study meticulously maps the...

The stock market operates on informed decisions based on information gathered from heterogeneous sources, encompassing diverse beliefs, strategies, and knowledge. This study examines the validity of rational bubbles in stock market prices, focusing on eight African stock markets: South Africa,...

We are the first to analyze the effect of terror on stock markets by terror ideology. Surprisingly, we find that Islamist terror attacks created significant negative abnormal returns in American and European markets, but the stock market effects of other terror attacks were almost nil. For our...

We estimate the value of the revolving door for firm executives and directors joining the cabinets of the Trump I and Biden administrations. By combining intraday stock and prediction market data, we take the degree of anticipation of political appointments into account and we offer estimates...

Differences in the behaviour of asset prices depending on data frequency have not been thoroughly investigated in the literature despite their possible importance. In particular, high-frequency data might contain more information about financial assets because they are updated more rapidly in...

This paper offers a comprehensive empirical overview of the impact of overconfidence in the stock market, thus contributing to the existing research literature on this topic. The study employs a bibliometric approach that utilizes the VOSviewer to extract and analyze 277 articles registered...

Volatility spillover informs whether the information in one market impacts the information in another. This paper examines whether oil market volatility spills over to the equity markets of selected SAARC countries. The study uses data from February 2013 to September 2019 to obtain updated...

Oil plays a very important role in the Indian economy and the stock market. In India, oil is key factor as nearly 85% of crude oil requirements are fulfilled through imports. It is believed that Indian stock market and crude oil are inversely proportional. In the past, it was seen that when...

The half-life is used to estimate the adjustment speed of a variable to a new equilibrium point after being affected by the impulse response of a unit of shocks. The paper examines the adjustment speed of COVID19, investor sentiment, and the stock market through half-life estimates over the...

Purpose: This article deals with the retail investors' decision-making under risk, firstly addressing several theories of decision-making under risk. Following this theoretical framework, an analysis on investment strategies on the Croatian capital market has been conducted....

The significance of digital investment has grown substantially, enabled by advancing technology, which provides digital monitoring of investment instruments. Consequently, analyzing these instruments has become imperative. In particular, investors are inclined to compare new investment...

Our study uses the quantile vector autoregressive (QVAR) network approach to compare the median-based and tail connectedness in BRICS equity markets using daily time series spanning from 3rd March 2020 to 9th September 2022. The study is conducted on both returns and volatility series, and the...

The COVID-19 outbreak slowed down global economic activities substantially, resulting in unrest in the financial markets, especially in the beginning of the pandemic outbreak. This study aims to investigate if COVID-19 caused abnormal returns in the US and the Chinese stock markets in the...

In this study, we explore the dynamics of the stock market using an agent-based simulation platform. Our approach involves creating a multi-strategy market where each agent considers both fundamental and technical factors when determining their strategy. The agents vary in their approach to...

The paper is aimed at a critical review of the literature dealing with text mining and sentiment analysis for stock market prediction. The aim of this work is to create a critical review of the literature, especially with regard to the latest findings of research articles in the selected topic...

We enhance the precision of predicting daily stock market price volatility using the maximum overlapping discrete wavelet transform (MODWT) spectral model and two learning approaches: the heuristic gradient descent (FS.HGD) and hybrid neural fuzzy inference system (HyFIS). The FS.HGD approach...

The cross-sectional average of pairwise correlations across stocks traded on the NYSE, AMEX, and Nasdaq is a powerful predictor of U.S. economic activity at a horizon of one to four years. Its predictive ability is on a par with the slope of the yield curve and significantly exceeds that of some...