In investment and trading, different CSR/CSE (Corporate Social Responsibility/Corporate
Social Entrepreneurship) moral ethical firms, categorized in a number of groups, may be …

In this paper, we examine the early predictability of the market's directional movement using
intraday high‐frequency data (695,764 observations) from an stock index (Ibex 35 Index) to …

This paper analyzes the statistical impact of COVID-19 on the S&P500 and the CSI300
intraday momentum. This study employs an empirical method, that is, the intraday …

Anomaly detection in network traffic is crucial for maintaining the security of computer
networks and identifying malicious activities. One of the primary approaches to anomaly …

We examine the associations between newspapers tone and stock market indices by
translating newspapers coverage into human sentiment gauge. Our tone has positive effects …

In investment and trading, different CSR moral ethical firms, categorized in a number of
groups, may be suitable for different financial instruments (ie USA sector ETFs) and different …

The untapped potential of on-chain, price, and news data motivates this research to make
predictions for ERC20 tokens. Integrating different data sources provides a more …

The main goal of this paper is to introduce the leveraged ETF die-down price action
technical market anomaly (leveraged ETF anomaly), and then to discuss the temporal …

Abstract [eng] CALENDAR ANOMALIES IN FINANCIAL MARKETS Indrė DAILYDYTĖ Master
thesis Finance and Banking Study Program Vilnius University, Faculty of Economics and …

The primary goal of this article is to start a discussion about the possibility to connect supply
and demand with data analytics functionalities in the frame of a dynamic system …