We investigate a household’s asset allocation, housing, and mortgage decisions in a calibrated life-cycle model with costly stock market entry and participation and a risky housing market featuring housing adjustment costs, mortgage collateral borrowing requirement, refinancing charge, and default penalty. Our analysis demonstrates that a household’s liquid wealth is the most important determin...

STOCK market price behavior has been studied extensively. It is influenced by a myriad of factors, including political and economic events, among others, and is a complex nonlinear time-series problem. Traditionally, stock price forecasting is performed based on technical analysis, which focuses on price action, which is the process of finding patterns in price history. More recently, research ...

Establishing the relationship between stock prices and macroeconomic variables is very important for formulating current economic stabilisation policies. This paper investigates the causal relationship between four macroeconomic variables and Dhaka Stock Exchange (DSE) stock prices using cointegration and Granger causality test. The results suggest that cointegration exists between stock prices...

The especial importance of capital market in countries is undeniable in economic development via effective capital conduct and optimum resources allocation. Investment in capital market requires decision making in new stock exchanges, and   accessing information in the case of future status of capital market. Undoubtedly, nowadays most part of capital is exchanged via stock exchange all around ...

The capital market in each country is considered as the most important part of the economy and its fluctuations may reflect the economic situation of the country. In this paper, the hypothesis of convergence of stock market price indices in Asian countries during the period from January 2007 to February 2017 is investigated using cluster analysis method. The results show that there is no eviden...

The increasing use of Twitter as a medium for sharing news related to various topics, facilitates methods for automatic news creation or event detection and prediction. However, these methods are hindered by users posting and propagating incorrect or irrelevant content. Choosing the right users is crucial in order to sample down the tweets to be analyzed, and preserve the quality of the predict...