In this paper, stock price prediction is perceived as a binary classification problem where the
goal is to predict whether an increase or decrease in closing prices is going to be observed …

The paper presents a framework for forecasting stock prices for normal time and pandemic
period and tests its forecasting efficacy. It is based on the specification of dependent and …

The objective of this work is to ascertain sectoral characteristics of stock market indices of
India through time series decomposition. It is postulated that different sectors in an economy …

The ability of oil investment vehicles to perfectly track spot oil has always been challenging;
however, recently many vehicles have underperformed spot oil. We study the behavior of oil …

This paper examines the characteristics that drive conflicting outcomes on the impact of
Twitter data on firm returns using financial micro data. Using 314 European tourism firms as …

Economic shocks can have diverse effects on financial market dynamics at different time
horizons, yet traditional portfolio management tools do not distinguish between short-and …

This study examines the relationship between investor sentiment and stock returns in the
South African Market. Theory predicts that a broad wave of sentiment will disproportionately …

Different sectors of an economy have varying characteristics. For a country like India, the
information technology (IT) sector's revenue and profitability are derived mainly from the rest …

We use industry data to investigate how the crowding of an equity space develops due to the
portfolio construction process in the equity asset management sector. We find crowding can …

Fama and French identify 'disagreement'and 'tastes' as impacting asset prices in an
equilibrium Capital Asset Pricing Model (CAPM) framework, stopping short of an actual …