a r t i c l e i n f o This paper examines the relationship between option trading activity and stock market volatility. Although the option market is uniquely suited for trading on volatility information, there is little analysis on how trading activity in this market is linked to stock price volatility. The bulk of the discussion tends to focus on whether trading activity in the stock market i...

Stock market prediction is essential and of great interest because successful prediction of stock prices may promise smart benefits. These tasks are highly complicated and very difficult. Many researchers have made valiant attempts in data mining to devise an efficient system for stock market movement analysis. In this paper, we have developed an efficient approach to stock market prediction by...

A stock market plays as a strong role in the industrialization and economic development of the country. Among the developing countries, the contribution of the capital market have lately been recognized. This paper assess the Intensifying of Stock Markets (DSE & CSE) in Bangladesh based on Dhaka Stock Exchange (DSE) & Chittagong Stock Exchange (CSE). Information collected from secondary data du...

This paper investigates the statistical properties of stock returns in the West African regional stock market and the link between the West African regional stock market and economic growth. To examine the nature of the distribution of West African regional stock returns, the daily closing prices of the two stock index of West African regional stock market, and eighteen of it sub-indices were u...

This research studies the moderating effect of country-specific social connectedness on the relation between financial literacy and stock market participation. This is done by using the extensive and multi-country SHARE data. The positive relation between financial literacy and stock market participation is reconfirmed. Moreover, the findings show that country-specific social connectedness sign...

Stock price prediction is an important and challenging problem in stock market analysis. Existing prediction methods either exploit autocorrelation of stock price and its correlation with the supply and demand of stock, or explore predictive indictors exogenous to stock market. In this paper, using transaction record of stocks with identifier of traders, we introduce an index to characterize ma...

This paper studies the use of social simulation in linking micro level investor behaviour and macro level stock market dynamics. Empirical data from a survey on individual investors' decision-making and social interaction was used to formalize the trading and interaction rules of the agents of the artificial stock market SimStockExchange. Multiple simulation runs were performed with this artifi...