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Robin Robin
Pág. 95 - 104
This study examines the Coronavirus disease (COVID-19) on stock returns. The independent variables are daily new deaths and daily new cases. The sample that uses in this study is financial sector, one of the most crucial sectors in an economy. Total samp...
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Qian Chen,Xiang Gao,Gangchen Liu
Pág. 1 - 17
This paper utilizes Chinese stock data to provide further evidence on the power of limited attention theory in explaining post-earnings announcement drift. As retail investors prevail in China and they are easily distracted by market swings, we should ex...
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Foong Soon Cheong
This paper finds the weekend effect to be a remarkably robust anomaly and refutes the widespread belief that the weekend effect is due to data-mining or a consequence of some unusual/rare events. Out-of-sample analysis finds both the mean and median retu...
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David Dias, José Silvestre Silva and Alexandre Bernardino
This work proposes a tool to predict the risk of road accidents. The developed system consists of three steps: data selection and collection, preprocessing, and the use of mining algorithms. The data were imported from the Portuguese National Guard datab...
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