no code implementations • 18 Feb 2024 • Agam Shah, Arnav Hiray, Pratvi Shah, Arkaprabha Banerjee, Anushka Singh, Dheeraj Eidnani, Bhaskar Chaudhury, Sudheer Chava
In this paper, we investigate the influence of claims in analyst reports and earnings calls on financial market returns, considering them as significant quarterly events for publicly traded companies.
no code implementations • 31 Jul 2023 • Arnav Hiray, Pratvi Shah, Vishwa Shah, Agam Shah, Sudheer Chava, Mukesh Tiwari
We use novel hourly-resolution data and Kendall's Tau correlation to explore the interconnectedness of the cryptocurrency market.
