fell substantially right before the Bitcoin price hype, whereas it leveled out during the period the down market period. We …

In this paper, we are interested in exploring the role of price impact, derived from the order book, in modeling and … predicting stock volatility. This is motivated by the microstructure literature that focuses on the mechanics of price formation … limit and market orders on stock prices. More importantly, the permanent price impact at the daily level is a significant …

This paper reveals that in addition to fundamental factors, the 52-week high price and recent investor sentiment play … an important role in analysts' target price formation. Analysts' forecasts of short-term earnings and long-term earnings … growth are shown to be important explanatory variables for target prices; equally, the 52-week high price and recent investor …