The policy response to COVID‐19 pandemic and its impact on the equity market sentiment: The Indian experience
Sign Up to like & getrecommendations! Published in 2022 at "Journal of Public Affairs"
DOI: 10.1002/pa.2823
Abstract: We examine the dynamics of the impact of the evolving policy response during the COVID‐19 pandemic on the equity market sentiment in India. We operationalise our study by examining the India VIX, the fear gauge… read more here.
Keywords: equity market; policy response; market sentiment; market ... See more keywords
A novel (U)MIDAS-SVR model with multi-source market sentiment for forecasting stock returns
Sign Up to like & getrecommendations! Published in 2019 at "Neural Computing and Applications"
DOI: 10.1007/s00521-019-04063-6
Abstract: From the point view of behavioral finance, market sentiment plays an important role in forecasting stock returns. How to accurately measure the impact of market sentiment is a challenge work. Two issues on nonlinear relationship… read more here.
Keywords: market sentiment; svr model; midas svr;
Earnings Announcement Lags and Market Responses—Does the Tone of the News and the Market Sentiment Matter?
Sign Up to like & getrecommendations! Published in 2017 at "Emerging Markets Finance and Trade"
DOI: 10.1080/1540496x.2017.1326028
Abstract: ABSTRACT We investigate earnings announcement lags (period from the end of the reporting period until the announcement date) for the good and the bad quarterly earnings news across different market sentiment periods as well as… read more here.
Keywords: news; announcement lags; earnings announcement; market ... See more keywords
How Market Sentiment Drives Forecasts of Stock Returns
Sign Up to like & getrecommendations! Published in 2020 at "Journal of Behavioral Finance"
DOI: 10.1080/15427560.2020.1774769
Abstract: Abstract We reveal a novel channel through which market participants’ sentiment influences how they forecast stock returns: their optimism (pessimism) affects the weights they assign to fundamentals. Our analysis yields four main findings. First, if… read more here.
Keywords: market sentiment; news; stock returns; market ... See more keywords
Incorporating Multi-Source Market Sentiment and Price Data for Stock Price Prediction
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DOI: 10.3390/math12101572
Abstract: The problem of stock price prediction has been a hot research issue. Stock price is influenced by various factors at the same time, and market sentiment is one of the most critical factors. Financial texts… read more here.
Keywords: market sentiment; sentiment; stock price; market ... See more keywords