Figure
Source publication
The Corona Crisis led to a high drawdown in the stock markets in the whole world in March 2020. After that, infection rates, incidences, and dead people were published by many countries. Based on 11 stock price indices analyses according to volatility and correlation, we can conclude that only one event seems to be substantially affected by a Coron...
Similar publications
This study aims to analyze the impact of stock trading volume, leverage, and dividend payout ratio (DPR) on stock price volatility among companies included in the Kompas100 Index and listed on the Indonesia Stock Exchange (IDX) from 2018 to 2022. The data used in this research were obtained from the financial statements available on the official ID...
Accurate stock prediction plays an important role in financial markets and can aid investors in making well-informed decisions and optimizing their investment strategies. Relationships exist among stocks in the market, leading to high correlation in their prices. Recently, several methods have been proposed to mine such relationships in order to en...
Machine learning and deep learning are powerful tools for quantitative investment. To examine the effectiveness of the models in different markets, this paper applies random forest and DNN models to forecast stock prices and construct statistical arbitrage strategies in five stock markets, including mainland China, the United States, the United Kin...
Injuries are a frequent risk in sports. This article analyses the repercussions of football players’ injuries on the market returns of six European clubs: Ajax, Borussia Dortmund, Manchester United, Olympique Lyonnais, Benfica and Juventus over a period of three years. The originality of this study comes from the absence of scientific articles in t...
Stock prices belong to time series data, and accurate prediction of stock prices is a difficult problem. The traditional method of predicting stocks through statistics or regression models usually do not consider the interrelationship and complex relationship between various variables in the stock market, which is easy to lead to information loss a...