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Predicting abnormal stock return volatility using textual analysis of news : a meta-learning approach

Myšková, Renáta; Hájek, Petr; Olej, Vladimír - In: Amfiteatru economic : an economic and business research … 20 (2018) 47, pp. 185-201

Textual analysis of news articles is increasingly important in predicting stock prices. Previous research has intensively utilized the textual analysis of news and other firm-related documents in volatility prediction models. It has been demonstrated that the news may be related to abnormal...

Persistent link: https://www.econbiz.de/10011881761

Kou jump diffusion model : an application to the Standard and Poor 500, Nasdaq 100 and Russell 2000 index options

Abbasi, Wajih; Hájek, Petr; Ismailova, Diana; … - In: International journal of economics and financial issues … 6 (2016) 4, pp. 1918-1929

Persistent link: https://www.econbiz.de/10011775445

Volatility spillovers and other dynamics between cryptocurrencies and the energy and bond markets

Bouteska, Ahmed; Sharif, Taimur; Abedin, Mohammad Zoynul - In: The quarterly review of economics and finance : journal … 92 (2023), pp. 1-13

Persistent link: https://www.econbiz.de/10014490227

Market efficiency and its determinants : macro-level dynamics and micro-level characteristics of cryptocurrencies

Bouteska, Ahmed; Sharif, Taimur; Isskandarani, Layal; … - In: International review of economics & finance : IREF 98 (2025), pp. 1-15

Persistent link: https://www.econbiz.de/10015331959

Dynamic interlinkages between carbon risk and volatility of green and renewable energy : a TVP-VAR analysis

Le Ha Thanh; Bouteska, Ahmed; Sharif, Taimur; Abedin, … - In: Research in international business and finance 69 (2024), pp. 1-17

Persistent link: https://www.econbiz.de/10015052530

Impact of early COVID-19 pandemic on the US and European stock markets and volatility forecasting

Rahman, Mohammad Mazibar; Chi, Guotai; Gupta, Anupam Das; … - In: Economic research 35 (2022) 1,4, pp. 3591-3608

Persistent link: https://www.econbiz.de/10014384447

Investigating volatility spillover of energy commodities in the context of the Chinese and European stock markets

Yadav, Miklesh Prasad; Sharif, Taimur; Ashok, Shruti; … - In: Research in international business and finance 65 (2023), pp. 1-16

Persistent link: https://www.econbiz.de/10014434056

Traditional assets, digital assets and renewable energy : investigating connectedness during COVID-19 and the Russia-Ukraine war

Goodell, John W.; Yadav, Miklesh Prasad; Ruan, Junhu; … - In: Finance research letters 58 (2023) 1, pp. 1-8

Persistent link: https://www.econbiz.de/10014582163

Volatility spillover and hedging strategies among Chinese carbon, energy, and electricity markets

Wang, Yong; Liu, Shimiao; Abedin, Mohammad Zoynul; … - In: Journal of international financial markets, … 91 (2024), pp. 1-20

Persistent link: https://www.econbiz.de/10014494792

NFTs, DeFi, and other assets efficiency and volatility dynamics : an asymmetric multifractality analysis

Chowdhury, Mohammad Ashraful Ferdous; Abdullah, Mohammad; … - In: International review of financial analysis 87 (2023), pp. 1-19

Persistent link: https://www.econbiz.de/10014460596