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 *

122 related articles for article (PubMed ID: 33266963)

  • 41. Does corporate governance affect financial analysts' stock recommendations, target prices accuracy and earnings forecast characteristics? An empirical investigation of US companies.
    Bouteska A; Mili M
    Empir Econ; 2022; 63(4):2125-2171. PubMed ID: 36118292
    [TBL] [Abstract][Full Text] [Related]  

  • 42. A comprehensive dataset of board of directors attributes of Pakistan stock exchange listed non-financial firms.
    Khan S; Kamal Y
    Data Brief; 2022 Apr; 41():107879. PubMed ID: 35146095
    [TBL] [Abstract][Full Text] [Related]  

  • 43. Loss of structural balance in stock markets.
    Ferreira E; Orbe S; Ascorbebeitia J; Álvarez Pereira B; Estrada E
    Sci Rep; 2021 Jun; 11(1):12230. PubMed ID: 34108544
    [TBL] [Abstract][Full Text] [Related]  

  • 44. Folic acid supplementation and malaria susceptibility and severity among people taking antifolate antimalarial drugs in endemic areas.
    Crider K; Williams J; Qi YP; Gutman J; Yeung L; Mai C; Finkelstain J; Mehta S; Pons-Duran C; Menéndez C; Moraleda C; Rogers L; Daniels K; Green P
    Cochrane Database Syst Rev; 2022 Feb; 2(2022):. PubMed ID: 36321557
    [TBL] [Abstract][Full Text] [Related]  

  • 45. Does the financial flexibility prevent stock price crash risk during COVID-19 crisis? Evidence from the Vietnamese stock market.
    Nguyen QK; Dang VC
    Heliyon; 2023 Nov; 9(11):e22287. PubMed ID: 38045113
    [TBL] [Abstract][Full Text] [Related]  

  • 46. 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]  

  • 47. Dynamics of investor spanning trees around dot-com bubble.
    Ranganathan S; Kivelä M; Kanniainen J
    PLoS One; 2018; 13(6):e0198807. PubMed ID: 29897973
    [TBL] [Abstract][Full Text] [Related]  

  • 48. Dynamics of Information Flow between the Chinese A-Share Market and the U.S. Stock Market: From the 2008 Crisis to the COVID-19 Pandemic Period.
    Nie CX; Xiao J
    Entropy (Basel); 2022 Aug; 24(8):. PubMed ID: 36010766
    [TBL] [Abstract][Full Text] [Related]  

  • 49. Quantifying the behavior of stock correlations under market stress.
    Preis T; Kenett DY; Stanley HE; Helbing D; Ben-Jacob E
    Sci Rep; 2012; 2():752. PubMed ID: 23082242
    [TBL] [Abstract][Full Text] [Related]  

  • 50. Multi-scale features of volatility spillover networks: A case study of China's energy stock market.
    Liu X; Jiang C
    Chaos; 2020 Mar; 30(3):033120. PubMed ID: 32237784
    [TBL] [Abstract][Full Text] [Related]  

  • 51. An Entropy Approach to Measure the Dynamic Stock Market Efficiency.
    Patra S; Hiremath GS
    J Quant Econ; 2022; 20(2):337-377. PubMed ID: 35542760
    [TBL] [Abstract][Full Text] [Related]  

  • 52. Stock Net Entropy: Evidence from the Chinese Growth Enterprise Market.
    Lv Q; Han L; Wan Y; Yin L
    Entropy (Basel); 2018 Oct; 20(10):. PubMed ID: 33265892
    [TBL] [Abstract][Full Text] [Related]  

  • 53. Media coverage and stock market returns: Evidence from China Pakistan economic corridor (CPEC).
    Yuanyuan Z; Kumari S; Ilyas M; Bhayo MU; Marwat J
    Heliyon; 2023 Mar; 9(3):e14204. PubMed ID: 36923889
    [TBL] [Abstract][Full Text] [Related]  

  • 54. 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]  

  • 55. Systemic Importance of China's Financial Institutions: A Jump Volatility Spillover Network Review.
    Yang X; Zhao X; Gong X; Yang X; Huang C
    Entropy (Basel); 2020 May; 22(5):. PubMed ID: 33286360
    [TBL] [Abstract][Full Text] [Related]  

  • 56. Impact of Environmental Fluctuations on Stock Markets: Empirical Evidence from South Asia.
    Zahid RMA; Khurshid M; Waheed M; Sanni T
    J Environ Public Health; 2022; 2022():7692086. PubMed ID: 35874884
    [TBL] [Abstract][Full Text] [Related]  

  • 57. The relationship between political instability and stock market performance: An analysis of the MSCI index in the case of Pakistan.
    Mai Z; Nawaz Saleem HM; Kamran M
    PLoS One; 2023; 18(10):e0292284. PubMed ID: 37856493
    [TBL] [Abstract][Full Text] [Related]  

  • 58. Network geometry and market instability.
    Samal A; Pharasi HK; Ramaia SJ; Kannan H; Saucan E; Jost J; Chakraborti A
    R Soc Open Sci; 2021 Feb; 8(2):201734. PubMed ID: 33972862
    [TBL] [Abstract][Full Text] [Related]  

  • 59. 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]  

  • 60. Volatility in metallic resources prices in COVID-19 and financial Crises-2008: Evidence from global market.
    Xu Q; Meng T; Sha Y; Jiang X
    Resour Policy; 2022 Sep; 78():102927. PubMed ID: 35942294
    [TBL] [Abstract][Full Text] [Related]  

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