Business news carries varied information of different companies. But in this rapidly moving world the number of news sources present is uncountable, and it’s humanly impossible to read and find all relevant information in the form of news to draw a conclusion timely to make an investment plan that returns maximum profit. In this paper, we have proposed a predictive model to predict sentiment ar...

The efficient market hypothesis states that an efficient market immediately incorporates all available information into the price of the traded entity. It is well established that the stock market is not an efficient market as it consists of numerous traders with differing strategies and interpretations of information. However there is substantial evidence to suggest that the stock market does ...

The efficient market hypothesis (EMH) fails as a valid model of financial markets. The fractal market hypothesis (FMH) is a more general alternative way to the EMH. The FMH is formed on the following parameter space: agents’ investment horizons. A financial market is more stable when a fractal character in the structures of agent’s investment horizons is adopted. For computer simulations, the c...

In the empirical literature on capital market efficiency, the hypothesis that futures price is an unbiased predictor of the future spot price has been one of the most controversial topics among the researchers, analysts and academicians. The study of the efficiency of the futures market is significant in an emerging market like India as futures market serves the most important functions of comp...

The basic form of efficient market hypothesis postulates that publicly available information is incorporated into stock prices. The stronger form of the hypothesis asserts that all information are immediately reflected in the market as soon as they become available; whereas the weaker form allows a certain lag period in which the information is digested by the public and stock prices move gradu...