51 citations · 311 across the 22 of their papers we have counts for
22 papers
Detection and Forecasting of Extreme event in Stock Price Triggered by Fundamental, Technical, and External Factors
Anish Rai, Salam Rabindrajit Luwang, Md Nurujjaman +3
The sporadic large fluctuations are seen in the stock market due to changes in fundamental parameters, technical setups, and external factors. These large fluctuations are termed a…
A sentiment-based modeling and analysis of stock price during the COVID-19: U- and Swoosh-shaped recovery
Anish Rai, Ajit Mahata, Md. Nurujjaman +2
Recently, a stock price model is proposed by A. Mahata et al. [Physica A, 574, 126008 (2021)] to understand the effect of COVID-19 on stock market. It describes V- and L-shaped rec…
Statistical properties of the aftershocks of stock market crashes revisited: Analysis based on the 1987 crash, financial-crisis-2008 and COVID-19 pandemic
Anish Rai, Ajit Mahata, Md Nurujjaman +1
During any unique crisis, panic sell-off leads to a massive stock market crash that may continue for more than a day, termed as mainshock. The effect of a mainshock in the form of…
Modeling and analysis of the effect of COVID-19 on the stock price: V and L-shape recovery
Ajit Mahata, Anish rai, Om Prakash +1
The emergence of the COVID-19 pandemic, a new and novel risk factor, leads to the stock price crash due to the investors' rapid and synchronous sell-off. However, within a short pe…
Identification of short-term and long-term time scales in stock markets and effect of structural break
Ajit Mahata, Debi Prasad Bal, Md Nurujjaman
The paper presents the comparative study of the nature of stock markets in short-term and long-term time scales with and without structural break in the stock data. Structural brea…
Time scales in stock markets
Ajit Mahata, Md Nurujjaman
Different investment strategies are adopted in short-term and long-term depending on the time scales, even though time scales are adhoc in nature. Empirical mode decomposition base…