Investigating the impact of company announcements on stock prices: an application of machine learning on Australian lithium market
Ahmad Kianrad,
Mohadeseh Najafi Arani,
Karim Hasani
et al.
Abstract:This paper investigates the effects of various types of announcements made by lithium producers on stock prices. We collected data from 40 lithium-producing companies listed on the world's largest stock exchanges, spanning from May 2020 to September 2022. To analyze the impact of announcements such as quoted and unquoted securities, market announcements, company reports, public meetings and presentations, financial announcements, and technical announcements on stock prices, we employed an extreme gradient boos… Show more
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