... 13 09 2024 13 09 2024 © Emerald Publishing Limited 2024 Emerald Publishing Limited Licensed re-use rights only Investor attention Emerging stock markets Stock returns Wavelet analysis GSVI G00 G01 G15 G41 The realm of behavioral finance in the financial...

... Limited 2024 Emerald Publishing Limited Licensed re-use rights only Stock market crash Behavioral finance Dynamic capital mobility Investor sentiment G01 G12 G40 As one of the earliest and the most intriguing subjects in the field of finance, the stock market continues...

... Markov chain Monte Carlo (MCMC) G01 G10 G15 The Russo–Ukraine conflict and the COVID-19 pandemic have profoundly affected the world’s financial and commodity markets in recent times. As the pandemic unfolded in January 2020, the S&P 500 index witnessed a steep decline, plummeting from...

... Herding behaviour Machine learning C22 C58 G01 G15 G41 1. According to efficient market hypothesis (EMH) every type of information is reflected by the stock prices. Thus, the stocks do not deviate from rationality. Traditional finance is based on EMH. However, according to behavioral...

... in regions with energy show the significant estimation from Monte Carlo simulation at a 5% level. The area outside the thin white contour represents the cone of influence. Here, C58 E44 G01 H12 Unlike stock and commodity market crashes, especially in March 2020, cryptocurrency markets have...

... that the herding at the institutional level in Japan is more prominent as compared to the US. Behavioural finance Herding behaviour Cross-sectional dispersions Structural breaks C22 C58 G01 G15 G41 Therefore, our study focuses on the BRIC countries and Turkish stock markets to investigate...

... is a hedging asset to protect against local currency depreciation, but not a safe-haven asset for the global crisis. G01 G10 G28 The rapid rise of price in 2017 and 2020 has popularized Bitcoin into the mainstream. Now news about Bitcoin is as common as stock market reports. As a newly created...

... attribution to the original publication and authors. The full terms of this licence may be seen at http://creativecommons.org/licences/by/4.0/legalcode D14 D81 G01 G11 G28 Based on these results, we find evidence that is more consistent with the explanation that PPS-induced inertia...

... D91 G01 G11 Several researchers provide explanations for the discrepancy between the investor behavior predicted in Cocco et al. (2005) and the observed investment pattern of US workers. Benzoni et al. (2007) argue, and provide some statistical evidence, that labor income...

... only Investor attention Stock market returns Google search volume COVID-19 Coronavirus G01 G10 G14 Our study uses GSV as a proxy for investor attention. Searching for information about a specific subject directly demonstrates that one is paying attention...

... this specific liquidity characteristic (Alan et al., 2015 ; Kim and Kim, 2015 ; Liu, 2006). Coronavirus Stock market Liquidity MENA G01 G40 G41 The first months of 2020 brought a new challenge to our economies, with a shift in focus away from the traditional “usual...

... 2019 Emerald Publishing Limited Licensed re-use rights only Crisis Eurozone Herding Time-varying regression model G01 G10 G15 Understanding the behavior of stock market prices remains central in our perception of efficient market hypothesis that was established by Fama...