... analysis. Section 6 reports robustness tests of the meme stock identification. Finally, Section 7 concludes the paper with a discussion of the findings and their implications. Meme stocks Reddit GameStop Investor sentiment Return prediction G12 G40 {"downs":1,"link_flair_text...

... Bitcoin SIR model Infectious diseases Speculative bubbles Financial contagion G12 G41 Bitcoin remains a captivating enigma of the 21st century, offering a compelling narrative and the potential for substantial profits. It was presented by “Satoshi Nakamoto,” a name that continues...

... Publishing Limited Licensed re-use rights only CCAPM GMM Rule of thumb American economy C58 D12 G11 G12 G14 The macroeconomic and financial analysis of an economy aims to understand the behavior of its large aggregates, distinguishing between cyclical fluctuations and structural...

... Behavioral finance Dynamic capital mobility Investor sentiment G01 G12 G40 © Emerald Publishing Limited 2024 Emerald Publishing Limited Licensed re-use rights only In this paper, we propose a novel psychology-based framework to investigate the causes of stock market crashes...

... unexplored in this context. G12 G14 G15 G40 The field of behavioural finance explores Price Clustering, the tendency for certain stock prices to be more prevalent within a specific range of values (0–9). The observation of this phenomenon challenges the Efficient Market Hypothesis, casting...

... Emerald Publishing Limited 2024 Emerald Publishing Limited Licensed re-use rights only Clustering price MSM30 Covid-19 Enhanced Fuzzy K-Means clustering Round prices C58 D53 G12 G14 The EFKM technique achieves this by introducing a threshold to reduce and perhaps minimize...

... 13 12 2023 13 12 2023 © Emerald Publishing Limited 2023 Emerald Publishing Limited Licensed re-use rights only C33 G11 G12 G41 Asset pricing model Behavioral biases Cryptocurrency Prospect theory Quantile regression (2) v ( x ) = { x α...

... G12 G15 G40 In real life, due to factors such as lack of reliable data, noise or myriad of unforeseen factors, decisions often have to be made under circumstances which do not offer the benefit of having precise probability distributions over the possible outcomes. Decision-making theory...

... Emerald Publishing Limited Licensed re-use rights only Bitcoin Cryptocurrencies Financial markets Pricing theory Panel analysis G12 G15 G23 O16 Cryptocurrencies are digital form of currencies that are used as a medium of exchange. The key feature of cryptocurrencies...

... Emerald Publishing Limited 2022 Emerald Publishing Limited Licensed re-use rights only Shipping markets Dry bulk Real assets Sentiment Herding behavior Threshold regression G11 G12 G13 G20 Ocean-going vessels provide the most important transportation means, since...

... 2022 Emerald Publishing Limited Licensed re-use rights only COVID-19 Financial market uncertainty Treasury securities Corporate bonds Safe havens C22 C32 E43 D80 G12 Table 1 Descriptive statistics Australia Canada China EMV Europe Japan Sweden...

... Socially responsible investment KLD rating Investor preference Sustainable investment G10 G11 G12 Hayes (2005) concludes that “SRI represents one of the fastest-growing equity investments.” This new type of investment is gaining traction, and several market indices include stocks...

... on the disposition effect reduction. This study's findings enrich the scant literature on individual investors' attention and how to reduce their disposition effect bias. Disposition effect Indonesia Investor attention Stock split G11 G12 G14 01 11 2020 13 04 2021 26 04 2021...

... measure can only capture gambling activity in stocks with available OTM call option data. G11 G12 G13 G17 In this paper, we propose a gambling activity measure, CallMoney , using open interest and moneyness of OTM individual equity call options. Specifically, we calculate weighted...

... G12 Retail investors nowadays frequently trade and seek trading-related information on the Internet (Chen et al., 2014 ; Lerman 2020) and have thus helped Internet stock message boards to become highly significant forums (e.g. to share, debate and discuss trading-related opinions...

... G12 G14 G40 Under the efficient market hypothesis (EMH) “prices are right”: a security's price reflects its fundamental value, the risk-adjusted present value of its future cash flows. Market efficiency is important because it helps to ensure the optimal allocation of scarce capital. The key...

... superior performance is due to luck and not skill. Learning Asset pricing Evolution Financial time series Persistence D83 G12 G14 Similar to Da et al. (2020) , our study is related to prior research that employs realized data as a means of understanding investor beliefs...

... Investor attention Volume shocks Informational trading G12 G14 Investors only invest in a subset of available stocks due to limited resources such as attention and capital (Barber and Odean, 2008 ; Peng and Xiong, 2006). Theoretically, stocks that can attract investor attention will also...

... Spillover Causality G12 G14 G41 Recent empirical studies analyze the effect of the Internet search behavior of economic agents on the stock markets. This involves studying only the behavior of retail investors since institutional investors use information that is more qualified and provided...

...-holding windows Herding G11 G12 G13 G14 Motivated by the debate on the patterns and sources of commodity futures returns, this paper investigates the performance of three momentum/reversal trading strategies as given by Jegadeesh and Titman (1993)   [1] (henceforth, JT), George...