These tools will no longer be maintained as of December 31, 2024. Archived website can be found here. PubMed4Hh GitHub repository can be found here. Contact NLM Customer Service if you have questions.


BIOMARKERS

Molecular Biopsy of Human Tumors

- a resource for Precision Medicine *

273 related articles for article (PubMed ID: 26368537)

  • 1. Profitability of Contrarian Strategies in the Chinese Stock Market.
    Shi HL; Jiang ZQ; Zhou WX
    PLoS One; 2015; 10(9):e0137892. PubMed ID: 26368537
    [TBL] [Abstract][Full Text] [Related]  

  • 2. Statistical properties and pre-hit dynamics of price limit hits in the Chinese stock markets.
    Wan YL; Xie WJ; Gu GF; Jiang ZQ; Chen W; Xiong X; Zhang W; Zhou WX
    PLoS One; 2015; 10(4):e0120312. PubMed ID: 25874716
    [TBL] [Abstract][Full Text] [Related]  

  • 3. Dynamic Portfolio Strategy Using Clustering Approach.
    Ren F; Lu YN; Li SP; Jiang XF; Zhong LX; Qiu T
    PLoS One; 2017; 12(1):e0169299. PubMed ID: 28129333
    [TBL] [Abstract][Full Text] [Related]  

  • 4. White lie effects of information asymmetry on stock momentum.
    Lai HH; Lin SH
    Heliyon; 2020 Apr; 6(4):e03816. PubMed ID: 32373733
    [TBL] [Abstract][Full Text] [Related]  

  • 5. Sign realized jump risk and the cross-section of stock returns: Evidence from China's stock market.
    Chao Y; Liu X; Guo S
    PLoS One; 2017; 12(8):e0181990. PubMed ID: 28771514
    [TBL] [Abstract][Full Text] [Related]  

  • 6. The mathematics of market timing.
    Metcalfe G
    PLoS One; 2018; 13(7):e0200561. PubMed ID: 30021021
    [TBL] [Abstract][Full Text] [Related]  

  • 7. What stock market returns to expect for the future?
    Diamond PA
    Soc Secur Bull; 2000; 63(2):38-52. PubMed ID: 11131980
    [TBL] [Abstract][Full Text] [Related]  

  • 8. Volatility correlation structure, dynamic network and portfolio implications of Chinese stock market.
    He C; Huang K; Liu S; Zhang Z
    Procedia Comput Sci; 2022; 202():122-127. PubMed ID: 36721523
    [TBL] [Abstract][Full Text] [Related]  

  • 9. Asymmetric correlation and hedging effectiveness of gold & cryptocurrencies: From pre-industrial to the 4th industrial revolution
    Thampanya N; Nasir MA; Huynh TLD
    Technol Forecast Soc Change; 2020 Oct; 159():120195. PubMed ID: 32834136
    [TBL] [Abstract][Full Text] [Related]  

  • 10. Dynamic evolution of cross-correlations in the Chinese stock market.
    Ren F; Zhou WX
    PLoS One; 2014; 9(5):e97711. PubMed ID: 24867071
    [TBL] [Abstract][Full Text] [Related]  

  • 11. Switching portfolios.
    Singer Y
    Int J Neural Syst; 1997 Aug; 8(4):445-55. PubMed ID: 9730020
    [TBL] [Abstract][Full Text] [Related]  

  • 12. Exploration of Stock Portfolio Investment Construction Using Deep Learning Neural Network.
    Xie Z; Wang Y
    Comput Intell Neurosci; 2022; 2022():7957097. PubMed ID: 35592717
    [TBL] [Abstract][Full Text] [Related]  

  • 13. Deciphering equity style returns: An analysis of size and value anomalies in the Pakistani stock exchange.
    Kashif M; Chamadia S; Ahmed F; Trinidad Segovia JE
    Heliyon; 2023 Aug; 9(8):e19022. PubMed ID: 37636428
    [TBL] [Abstract][Full Text] [Related]  

  • 14. Exploring Market State and Stock Interactions on the Minute Timescale.
    Tan L; Chen JJ; Zheng B; Ouyang FY
    PLoS One; 2016; 11(2):e0149648. PubMed ID: 26900948
    [TBL] [Abstract][Full Text] [Related]  

  • 15. Mood Sensitive Stocks and Sustainable Cross-Sectional Returns During the COVID-19 Pandemic: An Analysis of Day of the Week Effect in the Chinese A-Share Market.
    Ul Ain Q; Azam T; Yousaf T; Zafar MZ; Akhtar Y
    Front Psychol; 2021; 12():630941. PubMed ID: 33716897
    [TBL] [Abstract][Full Text] [Related]  

  • 16. Global motion filtered nonlinear mutual information analysis: Enhancing dynamic portfolio strategies.
    Peng W; Wen M; Jiang X; Li Y; Chen T; Zheng B
    PLoS One; 2024; 19(7):e0303707. PubMed ID: 38990955
    [TBL] [Abstract][Full Text] [Related]  

  • 17. Nonlinear dependence between China's carbon market and stock market: new evidence from quantile coherency and causality-in-quantiles.
    Jiang Y; Liu L; Mu J
    Environ Sci Pollut Res Int; 2022 Jun; 29(30):46064-46076. PubMed ID: 35157201
    [TBL] [Abstract][Full Text] [Related]  

  • 18. Can Network Linkage Effects Determine Return? Evidence from Chinese Stock Market.
    Qiao H; Xia Y; Li Y
    PLoS One; 2016; 11(6):e0156784. PubMed ID: 27257816
    [TBL] [Abstract][Full Text] [Related]  

  • 19. The joint dynamics of investor beliefs and trading during the COVID-19 crash.
    Giglio S; Maggiori M; Stroebel J; Utkus S
    Proc Natl Acad Sci U S A; 2021 Jan; 118(4):. PubMed ID: 33468667
    [TBL] [Abstract][Full Text] [Related]  

  • 20. Stock market comovements among Asian emerging economies: A wavelet-based approach.
    Younis I; Longsheng C; Basheer MF; Joyo AS
    PLoS One; 2020; 15(10):e0240472. PubMed ID: 33044995
    [TBL] [Abstract][Full Text] [Related]  

    [Next]    [New Search]
    of 14.