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Vitaly Kaganov
Pág. 29 - 37
The most common model for asset pricing (CAPM) is problematic and does not match the reality. In this article, I introduce a theoretical framework for a new model which aims at avoiding the problems of CAPM and keeping its advantages, therefore allowing ...
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Saeed Khodabakhshzadeh, Mohsen ZAYANDEHROODI, Seyyed Abdolmajid Jalaee ESFANDABADI
Pág. 58 - 72
Healthcare bubbles can cause instability in healthcare system. This study investigates the possibility of single and multiple healthcare bubbles in Iran healthcare market. We applied ADF, SADF and GSADF methods of Left-Tailed Augmented Dickey-Fuller to l...
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C. José García Martín, Begoña Herrero Piqueras, Ana María Ibañez Escribano
Pág. pp. 233 - 263
This study investigates the informational role of thin options markets, specifically the Spanish options market. Firstly, we examine the effect of options markets by analysing stock market reaction to earnings news, conditional on the availability of opt...
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Ive Botunac, Jurica Bosna and Maja Matetic
Investment decision-makers increasingly rely on modern digital technologies to enhance their strategies in today?s rapidly changing and complex market environment. This paper examines the impact of incorporating Long Short-term Memory (LSTM) models into ...
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Li Zhao, Nathee Naktnasukanjn, Ahmad Yahya Dawod and Bin Zhang
The efficient capital markets hypothesis (EMH) posits that security prices incorporate all available information in capital markets. Nevertheless, real stock markets often exhibit speculative behavior due to information asymmetry and the limited rational...
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Izaan Jamil, Mori Kogid, Thien Sang Lim and Jaratin Lily
This study investigates the relationship between closing?opening prices of stocks in the US, UK, and European markets and the prices of stocks in the five Association of Southeast Asian Nations (ASEAN-5) markets, a group consisting of five founding membe...
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Nursel Selver Ruzgar and Clare Chua-Chow
Countries are drastically impacted by financial and fiscal crises. Financial crises have the worst impact on not only society, but also the economy. The Canadian economy underwent financial crises and recessions several times during the last century. In ...
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Asriani Hasan,(Universitas Muhammadiyah MakassarIndonesia)Andi Risfan Rizaldi,(Universitas Muhammadiyah MakassarIndonesia)
Pág. 376 - 388
This study is about the Impact of ROA and DAR on Stock Prices in companies of Food and beverage companies listed on the Bursa Efek Indonesia (BEI). This study uses the annual financial report data and average data closing price of shares in 2021. In this...
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Damianos P. Sakas, Nikolaos T. Giannakopoulos, Markos Margaritis and Nikos Kanellos
Due to the volatility of the markets and the ongoing crises (COVID-19, the Ukrainian war, etc.), investors are keen to exploit any potential chances to make profits. For this reason, the idea of harvesting data from cryptocurrency market users takes an i...
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Hyunsun Song and Hyunjun Choi
Various deep learning techniques have recently been developed in many fields due to the rapid advancement of technology and computing power. These techniques have been widely applied in finance for stock market prediction, portfolio optimization, risk ma...
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