Publication Type:Academic Journal

Source(s):Journal of Financial & Quantitative Analysis. Aug2022, Vol. 57 Issue 5, p2022-2062. 41p.

Abstract:The rise of stock indexing has raised concerns that index investing impedes arbitrage and degrades price discovery. This article uses Russell's reconstitution to identify the causal effect of index investing on information arbitrage and price discovery...

Publication Type:Academic Journal

Source(s):Mathematical Problems in Engineering. 6/24/2022, p1-12. 12p.

Abstract:Financial data are not only characterized by time-domain correlations but also heavily influenced by numerous market factors. In stock price analysis, the prediction of short-term movements is of much interest to investors and traders. In this paper, w...

Publication Type:Academic Journal

Source(s):Journal of Accounting, Auditing & Finance. Apr2022, Vol. 37 Issue 2, p493-517. 25p. 7 Charts, 2 Graphs.

Abstract:This study examines auditor resignations around a client firm's stock price crash. Overall, the study suggests that a firm's crash risk is one of the key factors influencing auditors' client-retention decisions. A stock price crash increases the likeli...

Publication Type:Academic Journal

Source(s):Economics & Business Quarterly Reviews. Jun2022, Vol. 5 Issue 2, p147-152. 6p.

Abstract:In this paper, the researchers have made an attempt to examine the impact of Earnings Per Share on the stock prices and Price to Earnings Ratio. In the study, the researchers have taken into consideration sixteen companies which represent four differen...

Publication Type:Academic Journal

Source(s):Journal of Financial & Quantitative Analysis. Mar2022, Vol. 57 Issue 2, p669-703. 35p.

Abstract:Discount rates affect stock prices directly via the discount-rate channel or indirectly via the cash-flow channel because expected future cash-flow growth varies with the discount rate. The traditional Macaulay duration captures the effect from the dis...

Publication Type:Academic Journal

Source(s):Wireless Communications & Mobile Computing. 6/22/2022, p1-7. 7p.

Abstract:Artificial intelligence methods are important tools for mining information for forecasting in the stock market. Most of the literature related to short-term stock price prediction focuses on the technical data, but in the real market, many individual i...

Publication Type:Academic Journal

Source(s):Journal of Financial & Quantitative Analysis. May2022, Vol. 57 Issue 3, p857-887. 31p.

Abstract:Firms with high levels of organization capital (OK), a firm-specific production factor provided by key employees, are known to be risky and earn high stock returns. We argue that fragility of OK (i.e., its sensitivity to potential disruptions) is an in...

Publication Type:Academic Journal

Source(s):Computational Intelligence & Neuroscience. 6/23/2022, p1-18. 18p.

Abstract:Developing reliable equity market models allows investors to make more informed decisions. A trading model can reduce the risks associated with investment and allow traders to choose the best-paying stocks. However, stock market analysis is complicated...

Publication Type:Academic Journal

Source(s):Discrete Dynamics in Nature & Society. 7/31/2022, p1-28. 28p.

Abstract:This study combines a financial knowledge dictionary and pretraining method based on BERT (Bidirectional Encoder Representation from Transformers) to construct a deep learning model for identifying stock news sentiments. The study then calculates the s...

Publication Type:Academic Journal

Source(s):Mathematical Problems in Engineering. 7/12/2022, p1-8. 8p.

Abstract:This paper explores the general decision mechanism of stock price synchronicity through in-depth research on the two main viewpoints of information efficiency view and irrational behaviour view. On this basis, we explore the effect of China's economic ...