ESG Performance–Stock Price Volatility Nexus: The Moderating Effect of Board Cultural Diversity in G20 Markets
Sign Up to like & getrecommendations! Published in 2025 at "Business Strategy and the Environment"
DOI: 10.1002/bse.70024
Abstract: This paper investigates the relationship between ESG performance and stock price volatility (SPV) in G20 countries, with a focus on the moderating influence of board cultural diversity (BCD) in this association. Using a comprehensive sample… read more here.
Keywords: board; esg performance; performance stock; performance ... See more keywords
Corporate Environmental Performance and Stock Price Synchronicity: Examining Industry Sensitivity and Disclosure Regimes in Stakeholder‐Oriented Markets
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DOI: 10.1002/bse.70125
Abstract: This study examines the relationship between corporate environmental performance (CEP) and stock price synchronicity, focusing on the roles of industry environmental sensitivity and nonfinancial disclosure regimes (voluntary vs. mandatory). Using data from 396 Nordic listed… read more here.
Keywords: corporate environmental; synchronicity; industry; stock price ... See more keywords
Stock Price Forecasting With Integration of Sectoral Behavior: A Deep Auto‐Optimized Multimodal Framework
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DOI: 10.1002/for.3265
Abstract: This study proposes a novel deep auto‐optimized architecture for stock price forecasting that integrates sectoral behavior with individual stock sentiment to improve predictive accuracy. Traditional stock prediction models often focus solely on individual stock behavior,… read more here.
Keywords: auto optimized; deep auto; stock; sectoral behavior ... See more keywords
A Novel Decomposition‐Ensemble Approach for Forecasting Stock Price With Quantum Neural Network and Big Data
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DOI: 10.1002/for.70047
Abstract: Stock price forecasting has always been a classic and challenging task, attracting widespread attention from stakeholders such as market regulators, financial practitioners, and individual investors. Developing new models to improve the accuracy of stock price… read more here.
Keywords: quantum; decomposition; stock; approach ... See more keywords
The two-stage machine learning ensemble models for stock price prediction by combining mode decomposition, extreme learning machine and improved harmony search algorithm
Sign Up to like & getrecommendations! Published in 2020 at "Annals of Operations Research"
DOI: 10.1007/s10479-020-03690-w
Abstract: As stock data is characterized by highly noisy and non-stationary, stock price prediction is regarded as a knotty problem. In this paper, we propose new two-stage ensemble models by combining empirical mode decomposition (EMD) (or… read more here.
Keywords: machine; mode decomposition; elm; price prediction ... See more keywords
Dynamic nonlinear connectedness between the green bonds, clean energy, and stock price: the impact of the COVID-19 pandemic
Sign Up to like & getrecommendations! Published in 2022 at "Annals of Operations Research"
DOI: 10.1007/s10479-021-04452-y
Abstract: This paper uses weekly data from July 01, 2011 to July 09, 2021 to examine the dynamic nonlinear connectedness between the green bonds, clean energy, and stock price around the COVID-19 outbreak in the global… read more here.
Keywords: energy; stock price; green bonds; clean energy ... See more keywords
Predicting Stock Price Falls Using News Data: Evidence from the Brazilian Market
Sign Up to like & getrecommendations! Published in 2020 at "Computational Economics"
DOI: 10.1007/s10614-020-10060-y
Abstract: Market participants use a wide set of information before they decide to invest in risk assets, such as stocks. Investors often follow the news to collect the information that will help them decide which strategy… read more here.
Keywords: news; price falls; market; stock price ... See more keywords
Is Cybersecurity a Social Responsibility?
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DOI: 10.1007/s10796-024-10565-z
Abstract: Cybersecurity incidents damage not only the organizations attacked, but also society in general, harming customers and stakeholders. Through the text mining of the incident database, we observed that the impact of cybersecurity incident trends became… read more here.
Keywords: price drops; risk; social responsibility; responsibility ... See more keywords
Stock price reactivity to earnings announcements: the role of the Cammer/Krogman factors
Sign Up to like & getrecommendations! Published in 2020 at "Review of Quantitative Finance and Accounting"
DOI: 10.1007/s11156-020-00943-4
Abstract: The stock characteristics often used in securities litigation to assess market efficiency are dispositive indicators of reactivity to earnings announcements. Stocks with large capitalization, high trading volume, broad analyst coverage, a large number of market… read more here.
Keywords: price reactivity; earnings announcements; announcements role; stock price ... See more keywords
R&D investment intensity and jump volatility of stock price
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DOI: 10.1007/s11156-020-00944-3
Abstract: This paper studies the important but unexplored relationship between R&D investment intensity and different components of stock price volatility. The total volatility of stock price is decomposed into a continuous component and a jump component.… read more here.
Keywords: investment intensity; volatility stock; stock; stock price ... See more keywords
Wisdom of the crowd and stock price crash risk: evidence from social media
Sign Up to like & getrecommendations! Published in 2021 at "Review of Quantitative Finance and Accounting"
DOI: 10.1007/s11156-021-01007-x
Abstract: In this study, we investigate the impact of social media on future stock price crash risk. A stock price crash occurs when managers hoard bad news over an extended period and disclose all the bad… read more here.
Keywords: social media; price crash; stock price;