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.
279 related articles for article (PubMed ID: 30011541)
41. Measuring the impact of COVID-19 on stock prices and profits in the food supply chain. Höhler J; Lansink AO Agribusiness (N Y N Y); 2021; 37(1):171-186. PubMed ID: 33362339 [TBL] [Abstract][Full Text] [Related]
42. Using E-GARCH to Analyze the Impact of Investor Sentiment on Stock Returns Near Stock Market Crashes. Chen ST; Haga KYA Front Psychol; 2021; 12():664849. PubMed ID: 34385951 [No Abstract] [Full Text] [Related]
43. Volatility spillover around price limits in an emerging market. Aktas OU; Kryzanowski L; Zhang J Financ Res Lett; 2021 Mar; 39():101610. PubMed ID: 32837364 [TBL] [Abstract][Full Text] [Related]
44. Understanding the complex dynamics of stock markets through cellular automata. Qiu G; Kandhai D; Sloot PM Phys Rev E Stat Nonlin Soft Matter Phys; 2007 Apr; 75(4 Pt 2):046116. PubMed ID: 17500970 [TBL] [Abstract][Full Text] [Related]
45. Examination of information release on return volatility: A market and sectoral analysis. Prasad M; Bakry W; Varua ME Heliyon; 2020 May; 6(5):e03885. PubMed ID: 32490224 [TBL] [Abstract][Full Text] [Related]
46. Time-frequency domain analysis of investor fear and expectations in stock markets of BRIC economies. Owusu Junior P; Adam AM; Asafo-Adjei E; Boateng E; Hamidu Z; Awotwe E Heliyon; 2021 Oct; 7(10):e08211. PubMed ID: 34754971 [TBL] [Abstract][Full Text] [Related]
47. Statistical analysis of the overnight and daytime return. Wang F; Shieh SJ; Havlin S; Stanley HE Phys Rev E Stat Nonlin Soft Matter Phys; 2009 May; 79(5 Pt 2):056109. PubMed ID: 19518523 [TBL] [Abstract][Full Text] [Related]
48. To keep faith with homoskedasticity or to go back to heteroskedasticity? The case of FATANG stocks. Curto JD Nonlinear Dyn; 2021; 104(4):4117-4147. PubMed ID: 34075278 [TBL] [Abstract][Full Text] [Related]
49. Tests of nonuniversality of the stock return distributions in an emerging market. Mu GH; Zhou WX Phys Rev E Stat Nonlin Soft Matter Phys; 2010 Dec; 82(6 Pt 2):066103. PubMed ID: 21230701 [TBL] [Abstract][Full Text] [Related]
50. Quantifying Stock Return Distributions in Financial Markets. Botta F; Moat HS; Stanley HE; Preis T PLoS One; 2015; 10(9):e0135600. PubMed ID: 26327593 [TBL] [Abstract][Full Text] [Related]
51. Can ETFs mitigate stock Co-movement? An analysis of an emerging market. Esmaeilpour Moghadam H Heliyon; 2023 Oct; 9(10):e21048. PubMed ID: 37867869 [TBL] [Abstract][Full Text] [Related]
52. 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]
53. Dominating clasp of the financial sector revealed by partial correlation analysis of the stock market. Kenett DY; Tumminello M; Madi A; Gur-Gershgoren G; Mantegna RN; Ben-Jacob E PLoS One; 2010 Dec; 5(12):e15032. PubMed ID: 21188140 [TBL] [Abstract][Full Text] [Related]
54. Time-varying economic dominance in financial markets: A bistable dynamics approach. He XZ; Li K; Wang C Chaos; 2018 May; 28(5):055903. PubMed ID: 29857663 [TBL] [Abstract][Full Text] [Related]
55. Leverage effect in financial markets: the retarded volatility model. Bouchaud JP; Matacz A; Potters M Phys Rev Lett; 2001 Nov; 87(22):228701. PubMed ID: 11736431 [TBL] [Abstract][Full Text] [Related]
56. The dynamics of volatility spillovers between oil prices and stock market returns at the sector level and hedging strategies: evidence from Pakistan. Habiba UE; Zhang W Environ Sci Pollut Res Int; 2020 Aug; 27(24):30706-30715. PubMed ID: 32472504 [TBL] [Abstract][Full Text] [Related]
57. Dynamic correlation network analysis of financial asset returns with network clustering. Isogai T Appl Netw Sci; 2017; 2(1):8. PubMed ID: 30443563 [TBL] [Abstract][Full Text] [Related]
58. 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]
59. Collective behavior of stock price movements in an emerging market. Pan RK; Sinha S Phys Rev E Stat Nonlin Soft Matter Phys; 2007 Oct; 76(4 Pt 2):046116. PubMed ID: 17995069 [TBL] [Abstract][Full Text] [Related]
60. Agent-based model with asymmetric trading and herding for complex financial systems. Chen JJ; Zheng B; Tan L PLoS One; 2013; 8(11):e79531. PubMed ID: 24278146 [TBL] [Abstract][Full Text] [Related] [Previous] [Next] [New Search]