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 *

124 related articles for article (PubMed ID: 33265892)

  • 21. Pandemic-induced fear and stock market returns: Evidence from China.
    Su Z; Liu P; Fang T
    Glob Financ J; 2022 Nov; 54():100644. PubMed ID: 38013955
    [TBL] [Abstract][Full Text] [Related]  

  • 22. 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]  

  • 23. Frequency spillover effects between natural gas market, uncertainty, and stock market: new evidence from China.
    Cao Q; Yang X; Yu W
    Environ Sci Pollut Res Int; 2023 Nov; 30(55):117265-117276. PubMed ID: 37863856
    [TBL] [Abstract][Full Text] [Related]  

  • 24. 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]  

  • 25. The dynamical relation between price changes and trading volume: A multidimensional clustering analysis.
    Alvarez E; Brida G; Moreno L; Sosa A
    Qual Quant; 2023 Jan; ():1-25. PubMed ID: 36685055
    [TBL] [Abstract][Full Text] [Related]  

  • 26. Dynamic Analyses of Contagion Risk and Module Evolution on the SSE A-Shares Market Based on Minimum Information Entropy.
    Chen M; Wang Y; Wu B; Huang D
    Entropy (Basel); 2021 Apr; 23(4):. PubMed ID: 33917234
    [TBL] [Abstract][Full Text] [Related]  

  • 27. 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]  

  • 28. Regularity in Stock Market Indices within Turbulence Periods: The Sample Entropy Approach.
    Olbryś J; Majewska E
    Entropy (Basel); 2022 Jul; 24(7):. PubMed ID: 35885144
    [TBL] [Abstract][Full Text] [Related]  

  • 29. 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]  

  • 30. The Threshold Effect of Leveraged Trading on the Stock Price Crash Risk: Evidence from China.
    Peng Z; Hu C
    Entropy (Basel); 2020 Feb; 22(3):. PubMed ID: 33286042
    [TBL] [Abstract][Full Text] [Related]  

  • 31. Complex network analysis of volatility spillovers between global financial indicators and G20 stock markets.
    Korkusuz B; McMillan DG; Kambouroudis D
    Empir Econ; 2023; 64(4):1517-1537. PubMed ID: 36106329
    [TBL] [Abstract][Full Text] [Related]  

  • 32. Applying attention-based BiLSTM and technical indicators in the design and performance analysis of stock trading strategies.
    Lee MC; Chang JW; Yeh SC; Chia TL; Liao JS; Chen XM
    Neural Comput Appl; 2022; 34(16):13267-13279. PubMed ID: 35106029
    [TBL] [Abstract][Full Text] [Related]  

  • 33. The stock market as a casino: Associations between stock market trading frequency and problem gambling.
    Mosenhauer M; Newall PWS; Walasek L
    J Behav Addict; 2021 Sep; 10(3):683-689. PubMed ID: 34587115
    [TBL] [Abstract][Full Text] [Related]  

  • 34. Building a dynamic correlation network for fat-tailed financial asset returns.
    Isogai T
    Appl Netw Sci; 2016; 1(1):7. PubMed ID: 30533499
    [TBL] [Abstract][Full Text] [Related]  

  • 35. Information Transfer between Stock Market Sectors: A Comparison between the USA and China.
    Yue P; Fan Y; Batten JA; Zhou WX
    Entropy (Basel); 2020 Feb; 22(2):. PubMed ID: 33285969
    [TBL] [Abstract][Full Text] [Related]  

  • 36. Development of a stock trading system based on a neural network using highly volatile stock price patterns.
    Oh J
    PeerJ Comput Sci; 2022; 8():e915. PubMed ID: 35494871
    [TBL] [Abstract][Full Text] [Related]  

  • 37. A network autoregressive model with GARCH effects and its applications.
    Huang SF; Chiang HH; Lin YJ
    PLoS One; 2021; 16(7):e0255422. PubMed ID: 34324604
    [TBL] [Abstract][Full Text] [Related]  

  • 38. Assessing the impact of COVID-19 on major industries in Japan: A dynamic conditional correlation approach.
    Kanno M
    Res Int Bus Finance; 2021 Dec; 58():101488. PubMed ID: 34230744
    [TBL] [Abstract][Full Text] [Related]  

  • 39. Empirical analysis of the relationship between carbon trading price and stock price of high carbon emitting firms based on VAR model - evidence from Chinese listed companies.
    Song Y; Liu Y
    Environ Sci Pollut Res Int; 2024 Jan; 31(1):1146-1157. PubMed ID: 38038913
    [TBL] [Abstract][Full Text] [Related]  

  • 40. 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]  

    [Previous]   [Next]    [New Search]
    of 7.