Cargando…

Predicting Stock Price Falls Using News Data: Evidence from the Brazilian Market

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 to follow. In this study, we analyze how public news and historical prices can be used t...

Descripción completa

Detalles Bibliográficos
Autores principales:	Duarte, Juvenal José, Montenegro González, Sahudy, Cruz, José César
Formato:	Online Artículo Texto
Lenguaje:	English
Publicado:	Springer US 2020
Materias:	Article
Acceso en línea:	https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7670979/ https://www.ncbi.nlm.nih.gov/pubmed/33223615 http://dx.doi.org/10.1007/s10614-020-10060-y

Ejemplares similares

Pricing uncertainty in the Brazilian stock market: do size and sustainability matter?
por: Gea, Cristiane, et al.
Publicado: (2022)

Market Confidence Predicts Stock Price: Beyond Supply and Demand
por: Sun, Xiao-Qian, et al.
Publicado: (2016)

Brazilian stock market bubble in the 2010s
por: Laurini, Márcio P., et al.
Publicado: (2020)

Universal Behavior of Extreme Price Movements in Stock Markets
por: Fuentes, Miguel A., et al.
Publicado: (2009)

Are Price Limits Effective? An Examination of an Artificial Stock Market
por: Zhang, Xiaotao, et al.
Publicado: (2016)

Financial price dynamics and phase transitions in the stock markets
por: Zhang, Ditian, et al.
Publicado: (2023)

A novel ensemble deep learning model for stock prediction based on stock prices and news
por: Li, Yang, et al.
Publicado: (2021)

Relationships among Energy Price Shocks, Stock Market, and the Macroeconomy: Evidence from China
por: Cong, Rong-Gang, et al.
Publicado: (2013)

Does media sentiment affect stock prices? Evidence from China’s STAR market
por: Dong, Xiuliang, et al.
Publicado: (2022)

Comparing traditional news and social media with stock price movements; which comes first, the news or the price change?
por: Smith, Stephen, et al.
Publicado: (2022)

Impact of Stock Market Structure on Intertrade Time and Price Dynamics
por: Ivanov, Plamen Ch., et al.
Publicado: (2014)

Conditional autoencoder asset pricing models for the Korean stock market
por: Kim, Eunchong, et al.
Publicado: (2023)

Mood and the Market: Can Press Reports of Investors' Mood Predict Stock Prices?
por: Cohen-Charash, Yochi, et al.
Publicado: (2013)

News sensitive stock market prediction: literature review and suggestions
por: Usmani, Shazia, et al.
Publicado: (2021)

Volatility connectedness of GCC stock markets: how global oil price volatility drives volatility spillover in GCC stock markets?
por: Hussain, Muntazir, et al.
Publicado: (2022)

Does the financial flexibility prevent stock price crash risk during COVID-19 crisis? Evidence from the Vietnamese stock market
por: Nguyen, Quang Khai, et al.
Publicado: (2023)

Collective Behavior of Market Participants during Abrupt Stock Price Changes
por: Maskawa, Jun-ichi
Publicado: (2016)

COVID-19 pandemic and the stock market: Liquidity, price efficiency, and trading()
por: Chung, Kee H., et al.
Publicado: (2023)

Does oil price uncertainty matter in stock market volatility forecasting?
por: Qin, Peng, et al.
Publicado: (2022)

Stock market reaction to government policy on determining coal selling price
por: Sunardi, Sunardi, et al.
Publicado: (2023)

Quantifying the Relationship Between Financial News and the Stock Market
por: Alanyali, Merve, et al.
Publicado: (2013)

The Impact of COVID-19 on the Stock Price of Socially Responsible Enterprises: An Empirical Study in Taiwan Stock Market
por: Lee, Kuo-Jung, et al.
Publicado: (2021)

Does non-fundamental news related to COVID-19 matter for stock returns? Evidence from Shanghai stock market
por: Ftiti, Zied, et al.
Publicado: (2021)

Explainable stock prices prediction from financial news articles using sentiment analysis
por: Gite, Shilpa, et al.
Publicado: (2021)

Comparing Artificial Neural Network Architectures for Brazilian Stock Market Prediction
por: Teixeira Zavadzki de Pauli, Suellen, et al.
Publicado: (2020)

Predictability of machine learning techniques to forecast the trends of market index prices: Hypothesis testing for the Korean stock markets
por: Pyo, Sujin, et al.
Publicado: (2017)

Dataset on share issuance, abnormal returns and market timing in the Brazilian stock market
por: Gomes, M.C., et al.
Publicado: (2019)

Intraday News Trading: The Reciprocal Relationships Between the Stock Market and Economic News
por: Strauß, Nadine, et al.
Publicado: (2017)

Formalization of a new stock trend prediction methodology based on the sector price book value for the Colombian market
por: Leonardo, Monroy-Perdomo, et al.
Publicado: (2022)

ℓ (p)-Norm Multikernel Learning Approach for Stock Market Price Forecasting
por: Shao, Xigao, et al.
Publicado: (2012)

Impact of global health crisis and oil price shocks on stock markets in the GCC
por: Refai, Hisham Al, et al.
Publicado: (2022)

Relationship among Covid-19, stock price and green finance markets pragmatic evidence from volatility dynamics
por: Ma, Cong, et al.
Publicado: (2022)

Asymmetric dependence of intraday frequency components in the Brazilian stock market
por: Carvalho, Marcela de Marillac, et al.
Publicado: (2021)

Does COVID-19-specific news affect stock market liquidity? Evidence from Japan
por: Yang, Wurong, et al.
Publicado: (2023)

A comparative study on effect of news sentiment on stock price prediction with deep learning architecture
por: Dahal, Keshab Raj, et al.
Publicado: (2023)

Opportunity investing: how to profit when stocks advance, stocks decline, inflation runs rampant, prices fall, oil prices hit the roof, and every time in between
por: Appel, Gerald
Publicado: (2006)

Trading Network Predicts Stock Price
por: Sun, Xiao-Qian, et al.
Publicado: (2014)

Risk Perceptions on Hurricanes: Evidence from the U.S. Stock Market
por: Feria-Domínguez, José Manuel, et al.
Publicado: (2017)

The impact of crude oil prices on Chinese stock markets and selected sectors: evidence from the VAR-DCC-GARCH model
por: Hashmi, Shabir Mohsin, et al.
Publicado: (2022)

Study on Market Stability and Price Limit of Chinese Stock Index Futures Market: An Agent-Based Modeling Perspective
por: Xiong, Xiong, et al.
Publicado: (2015)

Cannot write session to /tmp/vufind_sessions/sess_cul6kqinl4s5er7eekugv0rhrt