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Record W4311690042 · doi:10.5539/ijef.v15n1p24

How Volatility and Herding of the Stock Markets in the Oceania Region Influence Investors and Policymakers: A Sector-Wise Exploration in Pre and Post-COVID Period

2022· article· en· W4311690042 on OpenAlexvenueno aff
Swarnil Roy, Sk. Riad Arefin, Avijit Mallik

Bibliographic record

VenueInternational Journal of Economics and Finance · 2022
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicMarket Dynamics and Volatility
Canadian institutionsnot available
Fundersnot available
KeywordsHerdingVolatility (finance)EconomicsAutoregressive conditional heteroskedasticityReal estateMonetary economicsCoronavirus disease 2019 (COVID-19)Stock marketStock (firearms)Financial economicsHerd behaviorBusinessFinanceGeography

Abstract

fetched live from OpenAlex

The paper probes the sector-wise presence of volatility persistence, herding behavior and corresponding implications on investors and policymakers in the Oceania region both in Pre-COVID & Post-COVID era. The inspection is based on seven identical sectors from both Australia and New Zealand using GARCH (Generalized autoregressive conditional heteroscedasticity) methods for volatility analysis and CSAD (Cross-Sectional Absolute Deviation) method for herding behavior. This paper finds the existence of herding behavior only in the consumer discretionary sector for both countries which delineates efficient market conditions for other sectors. The market is highly favorable for the investors in Food & Beverages, IT, and Healthcare sectors in both countries due to the potential growth opportunity while Real Estate and Financial sectors should be meticulously assessed in line with the alteration of macroeconomic forces. Fiscal and monetary measures along with the influx of labor forces and technological breakthroughs should be the key concentrations for the policymakers of both countries.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.000
metaresearch head score (Gemma)0.001
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Observational · Consensus signal: Observational
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.031
Threshold uncertainty score0.061

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0000.001
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.001
Science and technology studies0.0000.000
Scholarly communication0.0010.000
Open science0.0000.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0010.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.026
GPT teacher head0.224
Teacher spread0.198 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designObservational
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations6
Published2022
Admission routes1
Has abstractyes

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