EXPLORATORY ANALYSIS AND PATTERN RECOGNITION OF SECURITY PRICE PERFORMANCE OF THE 30 DOW JONES INDUSTRIALS OVER STOCK MARKET CYCLES FOR THE YEARS 1960-78. A CLUSTER ANALYSIS APPROACH

1981 ◽  
Author(s):  
ΚΩΝΣΤΑΝΤΙΝΟΣ ΠΑΠΟΥΛΙΑΣ
Keyword(s):  
Cluster Analysis ◽  
Pattern Recognition ◽  
Stock Market ◽  
Exploratory Analysis ◽  
Analysis Approach ◽  
Price Performance ◽  
Security Price

scholarly journals Building stock market resilience through digital transformation: using Google trends to analyze the impact of COVID-19 pandemic

2020 ◽  
Vol 14 (1) ◽  
Author(s):  
Ding Ding ◽  
Chong Guan ◽  
Calvin M. L. Chan ◽  
Wenting Liu
Keyword(s):  
Stock Market ◽  
Stock Prices ◽  
Stock Price ◽  
Digital Transformation ◽  
Google Trends ◽  
Building Stock ◽  
Market Sentiment ◽  
Price Performance ◽  
Novel Coronavirus ◽  
The Impact

Abstract As the 2019 novel coronavirus disease (COVID-19) pandemic rages globally, its impact has been felt in the stock markets around the world. Amidst the gloomy economic outlook, certain sectors seem to have survived better than others. This paper aims to investigate the sectors that have performed better even as market sentiment is affected by the pandemic. The daily closing stock prices of a total usable sample of 1,567 firms from 37 sectors are first analyzed using a combination of hierarchical clustering and shape-based distance (SBD) measures. Market sentiment is modeled from Google Trends on the COVID-19 pandemic. This is then analyzed against the time series of daily closing stock prices using augmented vector autoregression (VAR). The empirical results indicate that market sentiment towards the pandemic has significant effects on the stock prices of the sectors. Particularly, the stock price performance across sectors is differentiated by the level of the digital transformation of sectors, with those that are most digitally transformed, showing resilience towards negative market sentiment on the pandemic. This study contributes to the existing literature by incorporating search trends to analyze market sentiment, and by showing that digital transformation moderated the stock market resilience of firms against concern over the COVID-19 outbreak.

scholarly journals The Impact of COVID-19 on the Stock Price of Socially Responsible Enterprises: An Empirical Study in Taiwan Stock Market

2021 ◽  
Vol 18 (4) ◽  
pp. 1398
Author(s):  
Kuo-Jung Lee ◽  
Su-Lien Lu
Keyword(s):  
Stock Market ◽  
Stock Prices ◽  
Stock Price ◽  
Abnormal Returns ◽  
Recovery Phase ◽  
Socially Responsible ◽  
Cumulative Impact ◽  
Study Approach ◽  
Price Performance ◽  
The Impact

This study examines the impact of the COVID-19 outbreak on the Taiwan stock market and investigates whether companies with a commitment to corporate social responsibility (CSR) were less affected. This study uses a selection of companies provided by CommonWealth magazine to classify the listed companies in Taiwan as CSR and non-CSR companies. The event study approach is applied to examine the change in the stock prices of CSR companies after the first COVID-19 outbreak in Taiwan. The empirical results indicate that the stock prices of all companies generated significantly negative abnormal returns and negative cumulative abnormal returns after the outbreak. Compared with all companies and with non-CSR companies, CSR companies were less affected by the outbreak; their stock prices were relatively resistant to the fall and they recovered faster. In addition, the cumulative impact of the COVID-19 on the stock prices of CSR companies is smaller than that of non-CSR companies on both short- and long-term bases. However, the stock price performance of non-CSR companies was not weaker than that of CSR companies during times when the impact of the pandemic was lower or during the price recovery phase.

scholarly journals T65. EVALUATING PATTERNS OF SEMANTIC AND EXECUTIVE DYSFUNCTION IN SCHIZOPHRENIA: A CLUSTER ANALYSIS APPROACH

2018 ◽  
Vol 44 (suppl_1) ◽  
pp. S139-S139
Author(s):  
Eric Tan ◽  
Denny Meyer ◽  
Erica Neill ◽  
Caroline Gurvich ◽  
Susan Rossell
Keyword(s):  
Cluster Analysis ◽  
Executive Dysfunction ◽  
Analysis Approach

Interstate Divergences in Nutritional Expenditure in India: A Cluster Analysis Approach

2014 ◽  
Vol 6 (1) ◽  
pp. 80-97
Author(s):  
Amarjit Singh Sethi ◽  
Ritu Pandhi
Keyword(s):  
Cluster Analysis ◽  
Analysis Approach

Progression and Remission of Urologic Symptoms in the Community: Results of a Longitudinal Cluster Analysis Approach

Urology ◽  
2014 ◽  
Vol 83 (5) ◽  
pp. 1041-1050 ◽  
Author(s):  
R.C. Rosen ◽  
M. Yang ◽  
S.A. Hall ◽  
C.G. Roehrborn
Keyword(s):  
Cluster Analysis ◽  
Analysis Approach

A cluster analysis approach for differentiating transportation modes using Bluetooth sensor data

2018 ◽  
Vol 22 (4) ◽  
pp. 353-364 ◽  
Author(s):  
Nadia Bathaee ◽  
Alireza Mohseni ◽  
SeJoon Park ◽  
J. David Porter ◽  
David S. Kim
Keyword(s):  
Cluster Analysis ◽  
Sensor Data ◽  
Analysis Approach ◽  
Transportation Modes

scholarly journals A Fresh Look at Socio-Demographics in Work-Family Conflict: a Cluster Analysis Approach

2018 ◽  
Vol 2 (2) ◽  
pp. 181-201 ◽  
Author(s):  
Kyle J. Page ◽  
Jacqueline K. Deuling ◽  
Joseph J. Mazzola ◽  
Kathleen M. Rospenda
Keyword(s):  
Cluster Analysis ◽  
Family Conflict ◽  
Analysis Approach ◽  
Work Family Conflict ◽  
Work Family
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