"How did Markets and Public Sentiment React During Demonetization? Stud" by Manish Sinha, Dipasha Sharma et al.
The present study aims to determine the impact of shock of demonetization which happened in November 2016 in India. It has been observed in literature that while the market moves due to unforeseen events, market movements are largely affected by news reports on such events. Considering these two threads and the association between them, the study follows mixed method research methodology and assesses the impact of demonetization on stock market movement through time series analysis and text analytics of news items generated during the period. This study examines, through time series analysis, ...