sell shares (trading signals) of stock market indices. Most commonly used classification techniques are not successful in …

panel unit root and cointegration tests in the context of PPP. It highlights various drawbacks of existing methods. First …, unit root tests suffer from severe size distortions in the presence of negative moving average errors. Second, the common …

detecting periodically collapsing bubbles, thereby overcoming a weakness in earlier applications of unit root tests for economic …

become an intricate part of payout policy for South African firms.This study tests whether indeed the declining propensity to …

"panic selling" specific to group mentality, on the other hand. The price of shares on the stock exchange is getting formed … demand, the higher the price is, namely those who want to buy shares are more than those who want to sell them, and inversely … background. The price of shares can be influenced by the general market sentiment and investors' psychology. This is difficult to …