The stock market is characterized by extreme fluctuations, non-linearity, and shifts in internal
and external environmental variables. Artificial intelligence (AI) techniques can detect such …

Forecasting of fast fluctuated and high-frequency financial data is always a challenging
problem in the field of economics and modelling. In this study, a novel hybrid model with the …

Purpose This paper aims to investigate the effect of presidential elections on stock return
volatility in five leading stock markets in sub-Saharan Africa. Design/methodology/approach …

This paper is concerned with the unsolved issue of how to accurately predict the financial
market volatility. We propose a novel volatility prediction method for stock index futures …

In the stock market, herding behavior occurs when investors mimic the actions of others in
their investment decisions. As a result, the market becomes inefficient and speculative …

Modelling volatility using asset price returns has always been at the forefront of financial
economics and option pricing. Observing the conditional variance properties in these asset …

The paper investigates long memory, structural breaks, and spurious long memory in the
daily trading volume of the largest and most active cryptocurrencies and stablecoins …

This study estimates the effects of the dual long memory property and structural breaks on
the persistence level of six major cryptocurrency markets. We apply the Bai and Perron …

The debate on the impact of price limits on price volatility has been long-standing and
particularly divisive within the stock market. The relaxation of price limits in the ChiNext …

This paper examines the trading behavior of institutional investors in Taiwan before, during,
and after a manipulation event and determines whether institutional investors benefit from …