Purpose: Cryptocurrencies such as Bitcoin (BTC) attracted a lot of attention in recent months due to their unprecedented price fluctuations. This paper aims to propose a new method for predicting the direction of BTC price using linear discriminant analysis (LDA) together with sentiment...

A new model called Adjusted RSI (AdRSI) is proposed and tested over the most actively traded currency pairs. The simultaneous analysis of the crude oil and natural gas energy markets, allows to shed light on potential cross-market relationships. The analysis is robust tested over a pre and post...

We examine the short-selling ban imposed by the National Commission for Companies and the Stock Exchange of Italy, the authority that regulates the Italian securities market, on three Italian energy stocks. We find that the effect of the short-selling ban was temporary

Forecasting directional movement of stock price using machine learning tools has attracted a considerable amount of research. Two of the most common input features in a directional forecasting model are stock price and return. The choice between the former and the latter variables is often...

This study investigates the presence of intraday patterns in the eleven sectors of the United States (U.S.) economy. Key contributions are in terms of assessing (i) risk and return patterns at specific time periods of the trading session on the New York Stock Exchange (NYSE), (ii) whether a...

This paper investigates the role of Fibonacci retracements levels, a popular technical analysis indicator, in predicting stock prices of leading U.S. energy companies and energy cryptocurrencies. The study methodology focuses on applying Fibonacci retracements as a system compared with the...