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 *

282 related articles for article (PubMed ID: 32490224)

  • 1. 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]  

  • 2. COVID-19 outbreak and sectoral performance of the Australian stock market: An event study analysis.
    Alam MM; Wei H; Wahid ANM
    Aust Econ Pap; 2021 Sep; 60(3):482-495. PubMed ID: 33349733
    [TBL] [Abstract][Full Text] [Related]  

  • 3. 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]  

  • 4. Contagion effect of cryptocurrency on the securities market: a study of Bitcoin volatility using diagonal BEKK and DCC GARCH models.
    Sajeev KC; Afjal M
    SN Bus Econ; 2022; 2(6):57. PubMed ID: 35615335
    [TBL] [Abstract][Full Text] [Related]  

  • 5. 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]  

  • 6. 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]  

  • 7. Determining the return volatility of the Ghana stock exchange before and during the COVID-19 pandemic using the exponential GARCH model.
    Prempeh KB; Frimpong JM; Amaning N
    SN Bus Econ; 2023; 3(1):21. PubMed ID: 36590699
    [TBL] [Abstract][Full Text] [Related]  

  • 8. Modelling time-varying volatility using GARCH models: evidence from the Indian stock market.
    Ali F; Suri P; Kaur T; Bisht D
    F1000Res; 2022; 11():1098. PubMed ID: 36567684
    [No Abstract]   [Full Text] [Related]  

  • 9. An empirical investigation of investor sentiment and volatility of realty sector market in India: an application of the DCC-GARCH model.
    Pillada N; Rangasamy S
    SN Bus Econ; 2023; 3(2):55. PubMed ID: 36714500
    [TBL] [Abstract][Full Text] [Related]  

  • 10. 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]  

  • 11. Testing volatility and relationship among BRICS stock market returns.
    Ganguly S; Bhunia A
    SN Bus Econ; 2022; 2(8):111. PubMed ID: 35919285
    [TBL] [Abstract][Full Text] [Related]  

  • 12. A sectoral-level analysis of the short- and long-term impacts of the COVID-19 pandemic on China's stock market volatility.
    Zhang W; Hou W; Qu C
    Heliyon; 2022 Oct; 8(10):e11175. PubMed ID: 36284769
    [TBL] [Abstract][Full Text] [Related]  

  • 13. Response of stock market volatility to COVID-19 announcements and stringency measures: A comparison of developed and emerging markets.
    Bakry W; Kavalmthara PJ; Saverimuttu V; Liu Y; Cyril S
    Financ Res Lett; 2022 May; 46():102350. PubMed ID: 35431683
    [TBL] [Abstract][Full Text] [Related]  

  • 14. Volatility spillovers from the Chinese stock market to the U.S. stock market: The role of the COVID-19 pandemic.
    Vuong GTH; Nguyen MH; Huynh ANQ
    J Econ Asymmetries; 2022 Nov; 26():e00276. PubMed ID: 36268201
    [TBL] [Abstract][Full Text] [Related]  

  • 15. 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]  

  • 16. Does media sentiment affect stock prices? Evidence from China's STAR market.
    Dong X; Xu S; Liu J; Tsai FS
    Front Psychol; 2022; 13():1040171. PubMed ID: 36533006
    [TBL] [Abstract][Full Text] [Related]  

  • 17. Oil price shocks, stock market returns, and volatility spillovers: a bibliometric analysis and its implications.
    Bashir MF
    Environ Sci Pollut Res Int; 2022 Apr; 29(16):22809-22828. PubMed ID: 35048345
    [TBL] [Abstract][Full Text] [Related]  

  • 18. How to Promote the Performance of Parametric Volatility Forecasts in the Stock Market? A Neural Networks Approach.
    Su JB
    Entropy (Basel); 2021 Sep; 23(9):. PubMed ID: 34573776
    [TBL] [Abstract][Full Text] [Related]  

  • 19. Effects of Price of Gold on Bombay Stock Exchange Sectoral Indices: New Evidence for Portfolio Risk Management.
    Trabelsi N; Gozgor G; Tiwari AK; Hammoudeh S
    Res Int Bus Finance; 2021 Jan; 55():101316. PubMed ID: 34173411
    [TBL] [Abstract][Full Text] [Related]  

  • 20. When the market got the first dose: Stock volatility and vaccination campaign in COVID-19 period.
    To BCN; Nguyen BKQ; Nguyen TVT
    Heliyon; 2023 Jan; 9(1):e12809. PubMed ID: 36624823
    [TBL] [Abstract][Full Text] [Related]  

    [Next]    [New Search]
    of 15.