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 *

238 related articles for article (PubMed ID: 29529092)

  • 1. A dynamic analysis of S&P 500, FTSE 100 and EURO STOXX 50 indices under different exchange rates.
    Chen Y; Mantegna RN; Pantelous AA; Zuev KM
    PLoS One; 2018; 13(3):e0194067. PubMed ID: 29529092
    [TBL] [Abstract][Full Text] [Related]  

  • 2. Emerging stock market reactions to shocks during various crisis periods.
    Bhowmik R; Debnath GC; Debnath NC; Wang S
    PLoS One; 2022; 17(9):e0272450. PubMed ID: 36099256
    [TBL] [Abstract][Full Text] [Related]  

  • 3. Dynamic links between the Nigerian equity market and those of selected regional and developed countries.
    Obadiaru ED; Obasaju BO; Omankhanlen AE; Eyiolorunshe DT
    Heliyon; 2020 Sep; 6(9):e04782. PubMed ID: 32995591
    [TBL] [Abstract][Full Text] [Related]  

  • 4. Relationship between uncertainty in the oil and stock markets before and after the shale gas revolution: Evidence from the OVX, VIX, and VKOSPI volatility indices.
    Choi SY; Hong C
    PLoS One; 2020; 15(5):e0232508. PubMed ID: 32369536
    [TBL] [Abstract][Full Text] [Related]  

  • 5. Causal coupling between European and UK markets triggered by announcements of monetary policy decisions.
    Volta V; Aste T
    R Soc Open Sci; 2022 Mar; 9(3):211342. PubMed ID: 35360358
    [TBL] [Abstract][Full Text] [Related]  

  • 6. The recovery of global stock markets indices after impacts due to pandemics.
    David SA; Inácio CMC; Tenreiro Machado JA
    Res Int Bus Finance; 2021 Jan; 55():101335. PubMed ID: 34173412
    [TBL] [Abstract][Full Text] [Related]  

  • 7. Investigating the Psychology of Financial Markets During COVID-19 Era: A Case Study of the US and European Markets.
    Shehzad K; Xiaoxing L; Arif M; Rehman KU; Ilyas M
    Front Psychol; 2020; 11():1924. PubMed ID: 33013504
    [TBL] [Abstract][Full Text] [Related]  

  • 8. Regime Shifts in the Behaviour of International Currency and Equity Markets: A Markov-Switching Analysis.
    Dua P; Tuteja D
    J Quant Econ; 2021; 19(Suppl 1):309-336. PubMed ID: 34908653
    [TBL] [Abstract][Full Text] [Related]  

  • 9. Examining the asymmetric effects of stock markets and exchange rate volatility on Pakistan's environmental pollution.
    Ullah S; Ozturk I
    Environ Sci Pollut Res Int; 2020 Sep; 27(25):31211-31220. PubMed ID: 32488714
    [TBL] [Abstract][Full Text] [Related]  

  • 10. 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]  

  • 11. Do Earthquakes Shake Stock Markets?
    Ferreira S; Karali B
    PLoS One; 2015; 10(7):e0133319. PubMed ID: 26197482
    [TBL] [Abstract][Full Text] [Related]  

  • 12. 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]  

  • 13. The predictive power of stock market's expectations volatility: A financial synchronization phenomenon.
    Magner N; Lavin JF; Valle M; Hardy N
    PLoS One; 2021; 16(5):e0250846. PubMed ID: 34014976
    [TBL] [Abstract][Full Text] [Related]  

  • 14. Confidence and self-attribution bias in an artificial stock market.
    Bertella MA; Pires FR; Rego HH; Silva JN; Vodenska I; Stanley HE
    PLoS One; 2017; 12(2):e0172258. PubMed ID: 28231255
    [TBL] [Abstract][Full Text] [Related]  

  • 15. Being on the field when the game is still under way. The financial press and stock markets in times of crisis.
    Casarin R; Squazzoni F
    PLoS One; 2013; 8(7):e67721. PubMed ID: 23861791
    [TBL] [Abstract][Full Text] [Related]  

  • 16. Modelling cointegration and Granger causality network to detect long-term equilibrium and diffusion paths in the financial system.
    Gao X; Huang S; Sun X; Hao X; An F
    R Soc Open Sci; 2018 Mar; 5(3):172092. PubMed ID: 29657804
    [TBL] [Abstract][Full Text] [Related]  

  • 17. How does the COVID-19 outbreak affect the causality between gold and the stock market? New evidence from the extreme Granger causality test.
    Hong Y; Ma F; Wang L; Liang C
    Resour Policy; 2022 Sep; 78():102859. PubMed ID: 35782489
    [TBL] [Abstract][Full Text] [Related]  

  • 18. Impact persistence of stock market risks in commodity markets: Evidence from China.
    Ding S; Yuan Z; Chen F; Xiong X; Lu Z; Cui T
    PLoS One; 2021; 16(11):e0259308. PubMed ID: 34748595
    [TBL] [Abstract][Full Text] [Related]  

  • 19. The source of financial contagion and spillovers: An evaluation of the covid-19 pandemic and the global financial crisis.
    Gunay S; Can G
    PLoS One; 2022; 17(1):e0261835. PubMed ID: 35030202
    [TBL] [Abstract][Full Text] [Related]  

  • 20. 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]  

    [Next]    [New Search]
    of 12.