scholarly journals Impact of Twitter Sentiment Related to Bitcoin on Stock Price Returns

2020 ◽  
Vol 26 (6) ◽  
pp. 60-71
Author(s):  
Feda Hassan Jahjah ◽  
Muhanad Rajab
Keyword(s):  
Exchange Rate ◽  
Financial Markets ◽  
Stock Price ◽  
Second Phase ◽  
Digital Currency ◽  
Two Phases ◽  
Negative Sentiment ◽  
The Impact ◽  
Deep Learning Model ◽  
Positive Effect

Twitter is becoming an increasingly popular platform used by financial analysts to monitor and forecast financial markets. In this paper we investigate the impact of the sentiments expressed in Twitter on the subsequent market movement, specifically the bitcoin exchange rate. This study is divided into two phases, the first phase is sentiment analysis, and the second phase is correlation and regression. We analyzed tweets associated with the Bitcoin in order to determine if the user’s sentiment contained within those tweets reflects the exchange rate of the currency. The sentiment of users over a 2-month period is classified as having a positive or negative sentiment of the digital currency using the proposed CNN-LSTM deep learning model. By applying Pearson's correlation, we found that the sentiment of the day (d) had a positive effect on the future Bitcoin returns on the next day (d+1). The prediction accuracy of the linear regression model for the next day's revenue was 78%.

scholarly journals KURS RUPIAH, INDEKS NIKKEI 225, BI RATE, DAN PENGARUHNYA TERHADAP STOCK EXCHANGE INDEKS HARGA SAHAM GABUNGAN (IHSG) PERIODE TAHUN 2018-2020

2021 ◽  
Vol 3 (1) ◽  
pp. 75-81
Author(s):  
Andini Nurwulandari
Keyword(s):  
Exchange Rate ◽  
Stock Price ◽  
Price Index ◽  
Stock Exchange ◽  
Test Results ◽  
Stock Price Index ◽  
Using Data ◽  
Mixed Stock ◽  
The Impact ◽  
Positive Effect

Gross Domestic Product (GDP) growth is a constructive indicator and vice versa. A rise in GDP affects the buying power of citizens positively. It will therefore raise demand for the commodity. A surge in the market for goods raises the firm's earnings and may also increase the stock price. The analysis was designed to examine the impact on composite stock price index using data from time series from January 2018 to December 2020 of Rupiah Exchange rate, Nikkei 225 Index, and BI Rate. Multiple linear regression is used in the mixed Stock Price Index scheme to identify the relevant influence of BI on the Rupiah and Nikkei 225. The test results show that the BI rate has a significant positive effect on the Rupiah exchange rate for the composite stock pricing index. Meanwhile, the Nikkei 225 Index has no impact on the Composite Stock Price Index.

scholarly journals Physics-Based Simulations of Flow and Fire Development Downstream of a Canopy

Atmosphere ◽  
2020 ◽  
Vol 11 (7) ◽  
pp. 683
Author(s):  
Gilbert Accary ◽  
Duncan Sutherland ◽  
Nicolas Frangieh ◽  
Khalid Moinuddin ◽  
Ibrahim Shamseddine ◽  
...  
Keyword(s):  
Turbulent Flow ◽  
Forest Canopy ◽  
Prescribed Burning ◽  
Second Phase ◽  
Flow Conditions ◽  
Developed Turbulence ◽  
Large Eddy ◽  
Long Time ◽  
Two Phases ◽  
The Impact

The behavior of a grassland fire propagating downstream of a forest canopy has been simulated numerically using the fully physics-based wildfire model FIRESTAR3D. This configuration reproduces quite accurately the situation encountered when a wildfire spreads from a forest to an open grassland, as can be the case in a fuel break or a clearing, or during a prescribed burning operation. One of the objectives of this study was to evaluate the impact of the presence of a canopy upstream of a grassfire, especially the modifications of the local wind conditions before and inside a clearing or a fuel break. The knowledge of this kind of information constitutes a major element in improving the safety conditions of forest managers and firefighters in charge of firefighting or prescribed burning operations in such configurations. Another objective was to study the behavior of the fire under realistic turbulent flow conditions, i.e., flow resulting from the interaction between an atmospheric boundary layer (ABL) with a surrounding canopy. Therefore, the study was divided into two phases. The first phase consisted of generating an ABL/canopy turbulent flow above a pine forest (10 m high, 200 m long) using periodic boundary conditions along the streamwise direction. Large Eddy Simulations (LES) were carried out for a sufficiently long time to achieve a quasi-fully developed turbulence. The second phase consisted of simulating the propagation of a surface fire through a grassland, bordered upstream by a forest section (having the same characteristics used for the first step), while imposing the turbulent flow obtained from the first step as a dynamic inlet condition to the domain. The simulations were carried out for a wind speed that ranged between 1 and 12 m/s; these values have allowed the simulations to cover the two regimes of propagation of surfaces fires, namely plume-dominated and wind-driven fires.

scholarly journals The Impact of International Sanctions on Russian Financial Markets

Economies ◽  
2020 ◽  
Vol 8 (4) ◽  
pp. 107
Author(s):  
Mirzosaid Sultonov
Keyword(s):  
Exchange Rate ◽  
Stock Price ◽  
Price Index ◽  
The United States ◽  
The European Union ◽  
Stock Price Index ◽  
The Exchange Rate ◽  
Long Term Impact ◽  
The Impact

Russia’s international comportment and geostrategic moves, particularly the invasion of Ukraine and the annexation of Crimea in 2014, caused a substantial change in its international economic and political relations. In response to Russia’s invasion, the United States of America, the European Union, and their allies imposed a series of sanctions. In this study, by applying an exponential generalized autoregressive conditional heteroscedasticity model to daily logarithmic returns of the ruble exchange rate and the closing price index of the Russian Trading System, we analyze how the returns and volatility of the exchange rate and the stock price index responded to the sanctions and oil price changes. The estimation results show that the sanctions have a significant positive short-term impact on exchange rate returns. Economic sanctions have a significant negative long-term impact on the returns and variance of the exchange rate and a significant positive long-term impact on the returns of the stock price index. Financial sanctions have a positive/negative long-term impact on the returns of the exchange rate/stock price index and a positive long-term impact on the variance of the exchange rate and the stock price index. Corporate sanctions have a positive long-term impact on exchange rate returns.

The impact of Iran Central Bank’s sanction on Tehran Stock Exchange

2017 ◽  
Vol 59 (3) ◽  
pp. 365-375 ◽  
Author(s):  
Mahdi Salehi ◽  
Mostafa Karimzadeh ◽  
Navid Paydarmanesh
Keyword(s):  
Central Bank ◽  
Stock Price ◽  
Negative Impact ◽  
Stock Exchange ◽  
Oil Prices ◽  
Content Type ◽  
Distributed Lag ◽  
Long Run ◽  
The Impact ◽  
Positive Effect

Purpose US sanctions have been a major feature of US Iran policy since Iran’s 1979 Islamic revolution, but the imposition of UN and worldwide bilateral sanctions on Iran that began in 2006 and increased dramatically as of 2010 is recent by comparison. The objectives of US sanctions have evolved over time. Broad international sanctions imposed on Iran harmed Iran’s economy and contributed to Iran’s acceptance of agreements that exchange constraints on its nuclear program for sanctions relief. The subject of this study is important because both Iran and the international communities are demanding for information about the effect of sanctions on Iran. In an international and regional perspective, it seems that sanctions have a negative impact on economic, social and even political status of Iran. Therefore, this paper aims to examine the impact of Iran Central Bank sanction on Tehran Stock Exchange as on December 31, 2011. Design/methodology/approach Variables of model are consisted by exchange rate, oil prices and Tehran Stock Exchange Price Index (TEPIX) from October 2, 2011 to March 29, 2012, which is offered daily. To analyze the model, the authors used Johansen–Juselius and Autoregressive Distributed Lag (ARDL) methods. Findings The results indicate that there is a long-run equilibrium relationship between selected variables as oil prices, and exchange rates have a positive effect on the TEPIX. In other words, the results of the econometric estimation show the positive effect of the Iran Central Bank sanction on the TEPIX. Thus, because of economic sanctions imposed by the Western countries, Tehran Stock Exchange has been growing. Originality/value No empirical research exists that examines the impact of sanctions on stock price in developing countries. This study fills this gap by examining the links between sanctions and stock price in Iran.

scholarly journals IMPACT OF COVID 19 ON THE INDIAN STOCK MARKET

2021 ◽  
Vol 23 (07) ◽  
pp. 1085-1090
Author(s):  
Harsh Vikram Arora ◽  
Keyword(s):  
United States ◽  
Stock Market ◽  
Financial Markets ◽  
Stock Price ◽  
Stock Exchange ◽  
The United States ◽  
World Health ◽  
Health Crisis ◽  
The World ◽  
The Impact

The COVID19 pandemic which came unprecedentedly has brought forward a lot of confusion and unrest in the world. There are a lot of changes with regard to the global landscape in multiple ways. SARS-CoV-2 is the primary virus, which is the root contributor to the COVID19 outbreak, which started in Wuhan, Hubei Province, China, in December 2019. It did not take much time to spread across the world. This pandemic has resulted in a universal health crisis, along with a major decline in the global economy. One of the major reasons for the fluctuation in the stock price is supply and demand. When the number of people who want to sell their stocks outnumbers those who want to purchase it, the stock price drops. Due to the result in the gap, the financial markets will suffer in the short duration, but in the long run, markets will correct themselves and would increase again. There is a sharp decline in the stock price because of the pandemic. The current scenario has resulted in a world health crisis which has contributed to global and economic crises. Almost all financial markets across the world have been affected by the recent health crisis, with stock and bond values falling gradually and severely. In the United States, the Dow Jones and S& P 500 indices have fallen by more than 20%. The Shanghai Stock Exchange and the New York Dow Jones Stock Exchange both indicate that they had a significant impact on China’s and the United States’ financial markets. The primary purpose of this paper is to determine the impact of COVID19 on stock markets. The rapid spread of the virus has left a major impact on the global financial markets. There is a link between the pandemic and the stock market, and this has been studied in this paper. Along with it, an attempt is taken to compare stock price returns in pre-COVID19 and post-COVID19 scenarios. The stock market in India faced uncertainty during the pandemic, according to the findings.

scholarly journals Towards Achieving Sustainability in Financial Market: The Impact of Covid-19, Oil Price, Stock Price on Exchange Rate Volatility in Indonesia

2021 ◽  
Vol 11 (5) ◽  
Author(s):  
Mohd Shahidan Shaari ◽  
Rossanto Dwi Handoyo ◽  
Syekha Maulana Ilyas ◽  
Abdul Rahim Ridzuan ◽  
Nur Azirah Zahida Mohamad Azhar
Keyword(s):  
Exchange Rate ◽  
Financial Market ◽  
Stock Price ◽  
Exchange Rate Volatility ◽  
Oil Price ◽  
The Impact

scholarly journals PENGARUH SERTIFIKAT BANK INDONESIA SYARIAH (SBIS), INDEKS HARGA SAHAM GABUNGAN (IHSG), DAN NILAI TUKAR RUPIAH TERHADAP NILAI AKTIVA BERSIH (NAB) DANAREKSA SYARIAH BERIMBANG

2015 ◽  
Vol 1 (2) ◽  
pp. 100
Author(s):  
Muhammad Rizki Aulia
Keyword(s):  
Exchange Rate ◽  
Mutual Fund ◽  
Stock Price ◽  
Price Index ◽  
Negative Influence ◽  
Asset Value ◽  
Net Asset Value ◽  
Value Net ◽  
Stock Price Index ◽  
Positive Effect

<p>The purpose of this study is to determine the factors that influence the growth of the Net Asset Value (NAV) of a mutual fund sharia, namely Sharia Bank Indonesia Certificates (SBIS), Composite Stock Price Index (CSPI) and Exchange Rate (USD). All of the factor are assumed have significant impact on the net asset value (NAV). Danareksa Syariah Berimbang of PT. Danareksa Management. The research method is done by multiple regression. The results showed there is negative influence significant between Sharia Bank Indonesia Certificates (SBIS) and exchange rate, there is positive effect between the stock price index (CSPI), and the Asset Value net (NAB) Danareksa Syariah Berimbang</p>

scholarly journals Adrian Cowell e a Amazônia Brasileira

2021 ◽  
Author(s):  
Filipe Freitas Chaves
Keyword(s):  
Conflicts Of Interest ◽  
Road Construction ◽  
Indigenous Populations ◽  
Second Phase ◽  
Hydroelectric Dams ◽  
The People ◽  
Rubber Tappers ◽  
Gold Miners ◽  
Two Phases ◽  
The Impact

This article aims to examine two phases of the English director Adrian Cowell (1934-2011), who documented the Brazilian Amazon for 50 years. The first phase that we intend to examine is when he arrives in the country and meets the Villas Bôas brothers, filming the attempt by the sertanista brothers to attract isolated Indians into the interior of the Xingu National Park, in order to save them from civilization. The second phase we want to analyze is when he returns to the country, in 1980, after a season abroad, and films for a decade what would become his most famous series: The Decade of Destruction. Adrian Cowell followed the entire process of development and destruction of the Amazon, conflicts of interest, the impact of major projects, advances in agriculture and livestock, colonization projects, road construction and hydroelectric dams and their consequences in daily life of the people who live in the region: indigenous populations, rubber tappers, farmers, loggers, gold miners and others. The study of his films is extremely important to encourage debate and awareness about socio-environmental issues, aiming at the preservation of the largest forest in the world.

scholarly journals ANALYSIS OF THE EFFECT OF FIXED ASSETS ON THE STOCK PRICE OF THE COMPANY INDEXED LQ45 ON THE INDONESIA STOCK EXCHANGE

2021 ◽  
Vol 3 (3) ◽  
pp. 48-51
Author(s):  
Dwi Urip Wardoyo ◽  
Liana Suci Karnila Manurung ◽  
Novia Egita Br. Tarigan
Keyword(s):  
Stock Prices ◽  
Stock Price ◽  
Sampling Method ◽  
Stock Exchange ◽  
Science Program ◽  
Testing Program ◽  
Program Testing ◽  
Fixed Assets ◽  
The Impact ◽  
Positive Effect

The purpose of this research is to examine the effect of fixed assets and the impact of these variables on stock prices. The population used are companies that are included in the LQ45 index contained in the IDX with a period of 3 years (2018-2020). The number of samples used were 15 companies and used a purposive sampling method using the SSPS (Statistical Package for Social Science) program testing program. The results of this study are fixed assets in the company have a positive effect on shares.

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