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 *

186 related articles for article (PubMed ID: 34173420)

  • 1. Intraday return predictability: Evidence from commodity ETFs and their related volatility indices.
    Xu Y; Bouri E; Saeed T; Wen Z
    Resour Policy; 2020 Dec; 69():101830. PubMed ID: 34173420
    [TBL] [Abstract][Full Text] [Related]  

  • 2. COVID-induced sentiment and the intraday volatility spillovers between energy and other ETFs.
    Naeem MA; Karim S; Yarovaya L; Lucey BM
    Energy Econ; 2023 Jun; 122():106677. PubMed ID: 37163169
    [TBL] [Abstract][Full Text] [Related]  

  • 3. Is green investment different from grey? Return and volatility spillovers between green and grey energy ETFs.
    Rizvi SKA; Naqvi B; Mirza N
    Ann Oper Res; 2022; 313(1):495-524. PubMed ID: 34812215
    [TBL] [Abstract][Full Text] [Related]  

  • 4. On the relation between Pandemic Disease Outbreak News and Crude oil, Gold, Gold mining, Silver and Energy Markets.
    Shaikh I
    Resour Policy; 2021 Aug; 72():102025. PubMed ID: 34725530
    [TBL] [Abstract][Full Text] [Related]  

  • 5. Extending the Omega model with momentum and reversal strategies to intraday trading.
    Yu JR; Wei CH; Lai CJ; Lee WY
    PLoS One; 2023; 18(9):e0291119. PubMed ID: 37682858
    [TBL] [Abstract][Full Text] [Related]  

  • 6. COVID-19 pandemic and the crude oil market risk: hedging options with non-energy financial innovations.
    Salisu AA; Obiora K
    Financ Innov; 2021; 7(1):34. PubMed ID: 35024280
    [TBL] [Abstract][Full Text] [Related]  

  • 7. Sign prediction and volatility dynamics with hybrid neurofuzzy approaches.
    Bekiros SD
    IEEE Trans Neural Netw; 2011 Dec; 22(12):2353-62. PubMed ID: 21984500
    [TBL] [Abstract][Full Text] [Related]  

  • 8. The effect of COVID-19 pandemic on return-volume and return-volatility relationships in cryptocurrency markets.
    Foroutan P; Lahmiri S
    Chaos Solitons Fractals; 2022 Sep; 162():112443. PubMed ID: 36068915
    [TBL] [Abstract][Full Text] [Related]  

  • 9. COVID-19 pandemic and economic policy uncertainty regimes affect commodity market volatility.
    Ahmed MY; Sarkodie SA
    Resour Policy; 2021 Dec; 74():102303. PubMed ID: 34580556
    [TBL] [Abstract][Full Text] [Related]  

  • 10. 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]  

  • 11. Re-examining the leverage effect and gold's safe haven properties with the utilization of the implied volatility of gold: a non-parametric quantile regression approach.
    Panagiotou D
    SN Bus Econ; 2021; 1(7):93. PubMed ID: 34778835
    [TBL] [Abstract][Full Text] [Related]  

  • 12. How do equity markets react to COVID-19? Evidence from emerging and developed countries.
    Harjoto MA; Rossi F; Lee R; Sergi BS
    J Econ Bus; 2021; 115():105966. PubMed ID: 33518845
    [TBL] [Abstract][Full Text] [Related]  

  • 13. Dynamic connectedness and network in the high moments of cryptocurrency, stock, and commodity markets.
    Hanif W; Ko HU; Pham L; Kang SH
    Financ Innov; 2023; 9(1):84. PubMed ID: 37192907
    [TBL] [Abstract][Full Text] [Related]  

  • 14. Variety and volatility in financial markets.
    Lillo F; Mantegna RN
    Phys Rev E Stat Phys Plasmas Fluids Relat Interdiscip Topics; 2000 Nov; 62(5 Pt A):6126-34. PubMed ID: 11101943
    [TBL] [Abstract][Full Text] [Related]  

  • 15. Stock return predictability over four centuries: The role of commodity returns.
    Iyke BN; Ho SY
    Financ Res Lett; 2021 May; 40():101711. PubMed ID: 32837384
    [TBL] [Abstract][Full Text] [Related]  

  • 16. 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]  

  • 17. Do implied volatilities of stock and commodity markets affect conventional & shariah indices differently? An evidence by OVX, GVZ and VIX.
    Sheikh SP; Jamil SA; Aysan AF; Atif M; Rabbani MR; Kayani UN
    Heliyon; 2023 Nov; 9(11):e21094. PubMed ID: 38027772
    [TBL] [Abstract][Full Text] [Related]  

  • 18. Jumps beyond the realms of cricket: India's performance in One Day Internationals and stock market movements.
    Gkillas K; Gupta R; Lau CKM; Suleman MT
    J Appl Stat; 2020; 47(6):1109-1127. PubMed ID: 35706914
    [TBL] [Abstract][Full Text] [Related]  

  • 19. A Multi-market Comparison of the Intraday Lead-Lag Relations Among Stock Index-Based Spot, Futures and Options.
    Ren F; Cai ML; Li SP; Xiong X; Chen ZH
    Comput Econ; 2023; 62(1):1-28. PubMed ID: 35601934
    [TBL] [Abstract][Full Text] [Related]  

  • 20. Model for non-Gaussian intraday stock returns.
    Gerig A; Vicente J; Fuentes MA
    Phys Rev E Stat Nonlin Soft Matter Phys; 2009 Dec; 80(6 Pt 2):065102. PubMed ID: 20365214
    [TBL] [Abstract][Full Text] [Related]  

    [Next]    [New Search]
    of 10.