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Do price trajectory data increase the efficiency of market impact estimation?

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Persistent link: https://www.econbiz.de/10014552104

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Performance of socially responsible firms during the COVID-19 crisis and trading behavior by investor type : evidence from the Korean stock market

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Empirical evidence on calendar anomalies in trading and non-trading day returns in Indian stock market

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Stock market liberalization and earnings management : evidence from the China-Hong Kong Stock Connects

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Die Eignung von Marktindizes für empirische Aktienmarktuntersuchungen

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Corporate climate lobbying

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A hybrid model for stock price prediction based on multi-view heterogeneous data

Long, Wen; Gao, Jing; Bai, Kehan; Lu, Zhichen - In: Financial innovation : FIN 10 (2024), pp. 1-50

Literature shows that both market data and fnancial media impact stock prices; however, using only one kind of data may lead to information bias. Therefore, this study uses market data and news to investigate their joint impact on stock price trends. However, combining these two types of...

Persistent link: https://www.econbiz.de/10014536032

Price discovery and long-memory property : simulation and empirical evidence from the bitcoin market

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