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Stock market analysis : a review and taxonomy of prediction techniques
Shah, Dev; Isah, Haruna; Zulkernine, Farhana - In: International Journal of Financial Studies : open … 7 (2019) 2/26, pp. 1-22
Stock market prediction has always caught the attention of many analysts and researchers. Popular theories suggest that stock markets are essentially a random walk and it is a fool’s game to try and predict them. Predicting stock prices is a challenging problem in itself because of the number...
Persistent link: https://www.econbiz.de/10012038738
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Heterogeneous forecasters and nonlinear expectation formation in the US stock market
Pierdzioch, Christian; Reitz, Stefan; Ruelke, Jan-Christoph - 2014
We use a Panel Smooth Transition Regression (STR) model to study nonlinearities in the expectation-formation process in the U.S. stock market. To this end, we use data from the Livingston survey to investigate how the importance of regressive and extrapolative expectations fluctuates over time...
Persistent link: https://www.econbiz.de/10010384168
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Heterogeneous forecasters and nonlinear expectation formation in the US stock market
Pierdzioch, Christian; Reitz, Stefan; Ruelke, Jan-Christoph - 2014
We use a Panel Smooth Transition Regression (STR) model to study nonlinearities in the expectation-formation process in the U.S. stock market. To this end, we use data from the Livingston survey to investigate how the importance of regressive and extrapolative expectations fluctuates over time...
Persistent link: https://www.econbiz.de/10010407532
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Heteroeneous forecasters and nonlinear expectation formation in US stock market
Pierdzioch, Christian; Reitz, Stefan; Ruelke, Jan-Christoph - 2015
We use a Panel Smooth Transition Regression (STR) model to study nonlinearities in the expectationformation process in the US stock market. To this end, we use data from the Livingston survey to investigate how the importance of regressive and extrapolative expectations fluctuates over time as...
Persistent link: https://www.econbiz.de/10010479018
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Testing for Herding in the Athens Stock Exchange During the Crisis Period
Economou, Fotini - 2016
This paper investigates herding behavior in the Athens Stock Exchange focusing on the recent crisis period. To this end …. The empirical results indicate the presence of herding under different market states and sub-periods. These findings …
Persistent link: https://www.econbiz.de/10012998502
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Herding and Equity Market Liquidity : Evidence from Vietnam
Vo, Xuan Vinh - 2017
This paper focuses on investigating the relation between herding and liquidity in Vietnam stock market, an issue which … the data set to measure herding and liquidity, respectively. The finding indicates the presence of herd behavior in … Vietnam stock market during the period studied. Moreover, the results reveal significant evidence of herding asymmetry …
Persistent link: https://www.econbiz.de/10012947419
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Further Evidence on the Herd Behavior in Vietnam Stock Market
Vo, Xuan Vinh - 2017
Ho Chi Minh City Stock Exchange covering the time period 2005-2015. The study employs the herding measures proposed by … monthly frequency. The results indicate the evidence of herding over the whole period studied. Moreover, the results are …
Persistent link: https://www.econbiz.de/10012965843
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Herding in the Australian Stock Market during the Era of COVID-19 : The Roles of Liquidity, Government Interventions and Mood Contagion
Huynh, Nhan; Nguyen, Dat; Tran, Quang Thien - 2022
This paper evaluates the existence of herding behavior and its drivers in the Australian equity market by considering … the impacts of the COVID-19 crisis. Utilizing an updated dataset from 2009 to 2021, we confirm that herding propensity is … significant towards later phases of the outbreak, and reverse herding is more visible when the market enters more stable phases …
Persistent link: https://www.econbiz.de/10013406886
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Indian Stock Market : Functions and Importance
Naved, Mohd - 2015
In this article, we are going to attempt to explain the origin, function, purpose and relation of the Stock Market to the modern financial system in India with the help of government documents, journals and valuable books for meaningful conclusion
Persistent link: https://www.econbiz.de/10013023257
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Calendar anomalies in African stock markets
Ferrouhi, El Mehdi; Kharbouch, Omar; Aguenaou, Samir; … - In: Cogent economics & finance 9 (2021) 1, pp. 1-17
In this paper, we investigate the day of the week and the month of the year effects in African stock markets, both in the Gregorian and the Hijri calendars. Specifically, we investigate Monday effect, Friday effect, January effect and Ramadan effect, from January 2009 to December 2019, using OLS...
Persistent link: https://www.econbiz.de/10013184417