The purpose of this research is to examine the impact of sentiment derived from news headlines on the direction of stock price changes. The study examines stocks listed on the WIG-banking sub-sector index on the Warsaw Stock Exchange. Two types of data were used: textual and market data. The...

Volatility in stock markets evokes varying responses from market participants. While some perceive it as opportunity to make money, others perceive it as a threat and start unwinding their positions. In today's globalized environment, increased volatility reflects not only the domestic...

I construct an estimable statistic that predicts whether a financial innovation will spread. The approach embeds the multi-host SIR model from epidemiology within a financial model of correlated securities trade; and takes advantage of the related predictive tools from mathematical epidemiology,...