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 *

230 related articles for article (PubMed ID: 30089121)

  • 1. Time-varying and asymmetric effects of the oil-specific demand shock on investor sentiment.
    He Z; Zhou F
    PLoS One; 2018; 13(8):e0200734. PubMed ID: 30089121
    [TBL] [Abstract][Full Text] [Related]  

  • 2. A dynamic analysis of the relationship between investor sentiment and stock market realized volatility: Evidence from China.
    Chen Y; Zhao H; Li Z; Lu J
    PLoS One; 2020; 15(12):e0243080. PubMed ID: 33275622
    [TBL] [Abstract][Full Text] [Related]  

  • 3. Dynamic interactions between oil price and exchange rate.
    Castro C; Jiménez-Rodríguez R
    PLoS One; 2020; 15(8):e0237172. PubMed ID: 32817623
    [TBL] [Abstract][Full Text] [Related]  

  • 4. Oil price shocks and China's consumer and entrepreneur sentiment: a Bayesian structural VAR approach.
    Li P; Ouyang Y
    Empir Econ; 2023 Mar; ():1-31. PubMed ID: 37361957
    [TBL] [Abstract][Full Text] [Related]  

  • 5. Asymmetric impacts of climate policy uncertainty, investor sentiment on energy prices and renewable energy consumption: Evidence from NARDL and wavelet coherence.
    Fu L; Tu X; Liao J
    J Environ Manage; 2024 Sep; 367():122057. PubMed ID: 39096727
    [TBL] [Abstract][Full Text] [Related]  

  • 6. Economic policy uncertainty, investor sentiment and financial stability-an empirical study based on the time varying parameter-vector autoregression model.
    Qi XZ; Ning Z; Qin M
    J Econ Interact Coord; 2022; 17(3):779-799. PubMed ID: 34976227
    [TBL] [Abstract][Full Text] [Related]  

  • 7. The impact of investor sentiment on firms' green total factor productivity-facilitator or inhibitor?
    Zhao Z; Yan J
    Environ Sci Pollut Res Int; 2023 Jun; 30(27):70303-70314. PubMed ID: 37147543
    [TBL] [Abstract][Full Text] [Related]  

  • 8. Oil price shocks, economic policy uncertainty and industrial economic growth in China.
    Chen J; Jin F; Ouyang G; Ouyang J; Wen F
    PLoS One; 2019; 14(5):e0215397. PubMed ID: 31075134
    [TBL] [Abstract][Full Text] [Related]  

  • 9. Appraising the oil-stock nexus during the COVID-19 pandemic shock: a panel threshold analysis.
    Abdussalam NB; Usman N; Akadiri SS
    Environ Sci Pollut Res Int; 2022 Feb; 29(8):11418-11431. PubMed ID: 34537937
    [TBL] [Abstract][Full Text] [Related]  

  • 10. Effect of oil price shocks on output and prices: evidence from Saudi Arabia.
    Rumzi Tausif M; Haque MI; Khan MR
    Environ Sci Pollut Res Int; 2023 Oct; 30(50):108855-108864. PubMed ID: 37759056
    [TBL] [Abstract][Full Text] [Related]  

  • 11. Hybrid deep learning models with multi-classification investor sentiment to forecast the prices of China's leading stocks.
    Niu H; Pan Q; Xu K
    PLoS One; 2023; 18(11):e0294460. PubMed ID: 38011183
    [TBL] [Abstract][Full Text] [Related]  

  • 12. Rational catering of irrational emotions: Investor sentiment and executive tone.
    Qiu J; Yang N
    Front Psychol; 2022; 13():987310. PubMed ID: 36176805
    [TBL] [Abstract][Full Text] [Related]  

  • 13. Dynamic sentiment spillovers among crude oil, gold, and Bitcoin markets: Evidence from time and frequency domain analyses.
    Su X; Li Y
    PLoS One; 2020; 15(12):e0242515. PubMed ID: 33270645
    [TBL] [Abstract][Full Text] [Related]  

  • 14. 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]  

  • 15. The sustainability of stock price fluctuations: Explanation from a recursive dynamic model.
    Xie J; Xia W; Gao B
    PLoS One; 2021; 16(8):e0255081. PubMed ID: 34403423
    [TBL] [Abstract][Full Text] [Related]  

  • 16. Spillover and quantile linkage between oil price shocks and stock returns: new evidence from G7 countries.
    Jiang Y; Tian G; Mo B
    Financ Innov; 2020; 6(1):42. PubMed ID: 35024266
    [TBL] [Abstract][Full Text] [Related]  

  • 17. Investor sentiment-aware prediction model for P2P lending indicators based on LSTM.
    Cui Y; Liu L
    PLoS One; 2022; 17(1):e0262539. PubMed ID: 35085306
    [TBL] [Abstract][Full Text] [Related]  

  • 18. Cross-border acquisition or greenfield investment? The role of investor sentiment.
    Dong L; Chen J
    Front Psychol; 2022; 13():1085286. PubMed ID: 36698567
    [TBL] [Abstract][Full Text] [Related]  

  • 19. Can gold and bitcoin hedge against the COVID-19 related news sentiment risk? New evidence from a NARDL approach.
    Zhu X; Niu Z; Zhang H; Huang J; Zuo X
    Resour Policy; 2022 Dec; 79():103098. PubMed ID: 36340700
    [TBL] [Abstract][Full Text] [Related]  

  • 20. Addressing oil price changes through business profitability in oil and gas industry in the United Kingdom.
    Vătavu S; Lobonț OR; Para I; Pelin A
    PLoS One; 2018; 13(6):e0199100. PubMed ID: 29928039
    [TBL] [Abstract][Full Text] [Related]  

    [Next]    [New Search]
    of 12.