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.
23. 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]
24. Stock Market Volatility and Return Analysis: A Systematic Literature Review. Bhowmik R; Wang S Entropy (Basel); 2020 May; 22(5):. PubMed ID: 33286294 [TBL] [Abstract][Full Text] [Related]
25. Market dynamics immediately before and after financial shocks: Quantifying the Omori, productivity, and Bath laws. Petersen AM; Wang F; Havlin S; Stanley HE Phys Rev E Stat Nonlin Soft Matter Phys; 2010 Sep; 82(3 Pt 2):036114. PubMed ID: 21230146 [TBL] [Abstract][Full Text] [Related]
26. The impact of oil and gold price fluctuations on the South African equity market: Volatility spillovers and financial policy implications. Morema K; Bonga-Bonga L Resour Policy; 2020 Oct; 68():101740. PubMed ID: 34173413 [TBL] [Abstract][Full Text] [Related]
27. Financial factor influence on scaling and memory of trading volume in stock market. Li W; Wang F; Havlin S; Stanley HE Phys Rev E Stat Nonlin Soft Matter Phys; 2011 Oct; 84(4 Pt 2):046112. PubMed ID: 22181232 [TBL] [Abstract][Full Text] [Related]
28. Financial volatility trading using a self-organising neural-fuzzy semantic network and option straddle-based approach. Tung WL; Quek C Expert Syst Appl; 2011 May; 38(5):4668-4688. PubMed ID: 32288336 [TBL] [Abstract][Full Text] [Related]
29. Volatility transmission between oil prices and banks' stock prices as a new source of instability: Lessons from the United States experience. Ehouman YA Econ Model; 2020 Sep; 91():198-217. PubMed ID: 32834330 [TBL] [Abstract][Full Text] [Related]
30. A Financial Market Model Incorporating Herd Behaviour. Wray CM; Bishop SR PLoS One; 2016; 11(3):e0151790. PubMed ID: 27007236 [TBL] [Abstract][Full Text] [Related]
33. First-passage and risk evaluation under stochastic volatility. Masoliver J; Perelló J Phys Rev E Stat Nonlin Soft Matter Phys; 2009 Jul; 80(1 Pt 2):016108. PubMed ID: 19658775 [TBL] [Abstract][Full Text] [Related]
34. Scaling and memory in volatility return intervals in financial markets. Yamasaki K; Muchnik L; Havlin S; Bunde A; Stanley HE Proc Natl Acad Sci U S A; 2005 Jun; 102(26):9424-8. PubMed ID: 15980152 [TBL] [Abstract][Full Text] [Related]
35. An analysis of security price risk and return among publicly traded pharmacy corporations. Gilligan AM; Skrepnek GH Res Social Adm Pharm; 2013; 9(6):828-40. PubMed ID: 23084271 [TBL] [Abstract][Full Text] [Related]
36. Re-examining the leverage effect and gold's safe haven properties with the utilization of the implied volatility of gold: a non-parametric quantile regression approach. Panagiotou D SN Bus Econ; 2021; 1(7):93. PubMed ID: 34778835 [TBL] [Abstract][Full Text] [Related]
37. Indication of multiscaling in the volatility return intervals of stock markets. Wang F; Yamasaki K; Havlin S; Stanley HE Phys Rev E Stat Nonlin Soft Matter Phys; 2008 Jan; 77(1 Pt 2):016109. PubMed ID: 18351917 [TBL] [Abstract][Full Text] [Related]
38. Price dynamics in political prediction markets. Majumder SR; Diermeier D; Rietz TA; Amaral LA Proc Natl Acad Sci U S A; 2009 Jan; 106(3):679-84. PubMed ID: 19155442 [TBL] [Abstract][Full Text] [Related]
39. Do stock markets love misery? Evidence from the COVID-19. Sergi BS; Harjoto MA; Rossi F; Lee R Financ Res Lett; 2021 Oct; 42():101923. PubMed ID: 34566532 [TBL] [Abstract][Full Text] [Related]
40. The Informational Dynamics of Mean‒Variance Relationships in Fertilizer Markets: An Entropic Investigation. Lahmiri S; Bekiros S Entropy (Basel); 2018 Sep; 20(9):. PubMed ID: 33265766 [TBL] [Abstract][Full Text] [Related] [Previous] [Next] [New Search]