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The impact of COVID-19 on stock market returns in Vietnam

Đao Van Hùng; Thi Minh Hue Nguyen; Thuy Duong Vu - In: Journal of risk and financial management : JRFM 14 (2021) 9, pp. 1-15

pre-lockdown and second-wave period, compared to impact for the lockdown period. The impacts also differed across sectors …

Persistent link: https://www.econbiz.de/10012628531

Light a lamp and look at the stock market

Chundakkadan, Radeef - In: Financial innovation : FIN 7 (2021), pp. 1-21

In this study, we investigate the impact of the light-a-lamp event that occurred in India during the COVID-19 lockdown …

Persistent link: https://www.econbiz.de/10012495189

Reaction of stock market returns to COVID-19 pandemic and lockdown policy : evidence from Nigerian firms stock returns

Raifu, Isiaka Akande; Kumeka, Terver Theophilus; Aminu, … - In: Future business journal 7 (2021), pp. 1-16

stock returns of 201 firms listed in the Nigerian Stock Exchange to the COVID-19 pandemic and lockdown policy. We deployed … cases and deaths and lockdown policy. The results of the impulse response functions revealed that the effects of COVID-19 … confirmed cases and deaths and lockdown policy shocks on stock returns oscillate between negative and positive before the stock …

Persistent link: https://www.econbiz.de/10012667474

Stock indices breakdown during the pandemic as the most dynamic bear market in history : consequences for individual investors

Da̧browski, Piotr - In: Risks : open access journal 10 (2022) 1, pp. 1-12

The breakdown of stock indices is an obvious part of the financial market cycle. A common question about a bear market is the time and the depth of the downtrend, as well as the speed of the following recovery. As the COVID-19 pandemic spread globally, it induced huge price drops in a very short...

Persistent link: https://www.econbiz.de/10012745415

COVID-19 pandemic and stock market response : the role of COVID-induced fear, investor attention, and firm-specific characteristics

Narang, Sahil; Savita; Pradhan, Rudra Prakash; Singh, … - In: Asian Academy of Management journal 28 (2023) 1, pp. 311-344

The study examines the reaction of S&P BSE 500 companies to the outbreak of the 2019 novel coronavirus (COVID-19). The …

Persistent link: https://www.econbiz.de/10014321377

Does the annual income earned influence the decision-making in the Indian Secondary equity market?

Isidore, R. Renu; Arun, Chockalingam Joe - In: The journal of business and economic studies 26 (2022) 1, pp. 63-90

The annual income earned plays a very important role in stock investing as it influences several dimensions of the investment process. The main goal of this research was to examine the role of the annual income earned by the secondary equity investors in the decision- making process. The...

Persistent link: https://www.econbiz.de/10013325839

Fintech, fractional trading, and order book dynamics : a study of US equities markets

Tripathi, Janhavi Shankar; Rengifo, Erick W. - In: FinTech 4 (2025) 2, pp. 1-23

This study investigates how the rise of commission-free FinTech platforms and the introduction of fractional trading (FT) have altered trading behavior and order book dynamics in the NASDAQ equity market. Leveraging high-frequency ITCH data from highly capitalized stocks-AAPL, AMZN, GOOG, and...

Persistent link: https://www.econbiz.de/10015432784

The turn-of-the-month effect and investor trading activities in the KOSDAQ stock market

Kim, Ryumi - In: Journal of derivatives and quantitative studies : … 30 (2022) 4, pp. 260-277

The turn-of-the-month (TOM) effect is observed as one of the seasonalities in many markets. The author examines the TOM effect in the KOSDAQ market and finds that the effect is significant. The TOM effect in the KOSDAQ market is not due to size, turn-of-the-year, turn-of-the-quarter or index...

Persistent link: https://www.econbiz.de/10014226752

Technical indicator empowered intelligent strategies to predict stock trading signals

Saud, Arjun Singh; Shakya, Subarna - In: Journal of open innovation : technology, market, and … 10 (2024) 4, pp. 1-16

Technical analysis is widely employed in stock trading, relying on popular indicators such as MACD, DMI, KST etc. to predict stock trends. Despite their common use, these lagging indicators can occasionally generate misleading signals. In the literature, machine learning researchers developed...

Persistent link: https://www.econbiz.de/10015184932

The effect of the movement in 52-week high on momentum profit : the evidence from Taiwan

Liao, Li-Chuan; Chang, Tzu-Pu; Wang, Ping-Huang - In: International journal of business and economic sciences … 16 (2023) 1, pp. 71-86

Purpose: This paper aims to examine the impact of price movements in 52-week highs on a 52-week high momentum strategy. This study refers to the upward or downward movement in 52- week highs as an updating effect and determines how this effect influences the profitability of the original 52-week...

Persistent link: https://www.econbiz.de/10014419592