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 *

91 related articles for article (PubMed ID: 35431673)

  • 1. Margin purchases, short sales and stock return volatility in China: Evidence from the COVID-19 outbreak.
    Lin Y; Wang Y; Fu XM
    Financ Res Lett; 2022 May; 46():102351. PubMed ID: 35431673
    [TBL] [Abstract][Full Text] [Related]  

  • 2. Short selling and intraday volatility: evidence from the Chinese market.
    Zhang Y; Liu K; Shen D; Zhang W
    Springerplus; 2015; 4():797. PubMed ID: 26702386
    [TBL] [Abstract][Full Text] [Related]  

  • 3. "Investor attention fluctuation and stock market volatility: Evidence from China".
    Yang T; Zhuo S; Yang Y
    PLoS One; 2023; 18(11):e0293825. PubMed ID: 38011123
    [TBL] [Abstract][Full Text] [Related]  

  • 4. COVID-19 and instability of stock market performance: evidence from the U.S.
    Hong H; Bian Z; Lee CC
    Financ Innov; 2021; 7(1):12. PubMed ID: 35024273
    [TBL] [Abstract][Full Text] [Related]  

  • 5. The outbreak of COVID-19 pandemic and its impact on stock market volatility: Evidence from a worst-affected economy.
    Bora D; Basistha D
    J Public Aff; 2021 Nov; 21(4):e2623. PubMed ID: 33786019
    [TBL] [Abstract][Full Text] [Related]  

  • 6. Volatility correlation structure, dynamic network and portfolio implications of Chinese stock market.
    He C; Huang K; Liu S; Zhang Z
    Procedia Comput Sci; 2022; 202():122-127. PubMed ID: 36721523
    [TBL] [Abstract][Full Text] [Related]  

  • 7. COVID-19 Sentiment and the Chinese Stock Market: Evidence from the Official News Media and
    Duan Y; Liu L; Wang Z
    Res Int Bus Finance; 2021 Dec; 58():101432. PubMed ID: 36540342
    [TBL] [Abstract][Full Text] [Related]  

  • 8. 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]  

  • 9. 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]  

  • 10. 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]  

  • 11. Do non-pharmaceutical policies in response to COVID-19 affect stock performance? Evidence from Malaysia stock market return and volatility.
    Rowland R; Chia RCJ; Liew VK
    PLoS One; 2023; 18(1):e0277252. PubMed ID: 36719865
    [TBL] [Abstract][Full Text] [Related]  

  • 12. COVID19-MLSF: A multi-task learning-based stock market forecasting framework during the COVID-19 pandemic.
    Yuan C; Ma X; Wang H; Zhang C; Li X
    Expert Syst Appl; 2023 May; 217():119549. PubMed ID: 36694806
    [TBL] [Abstract][Full Text] [Related]  

  • 13. An LSTM and GRU based trading strategy adapted to the Moroccan market.
    Touzani Y; Douzi K
    J Big Data; 2021; 8(1):126. PubMed ID: 34603936
    [TBL] [Abstract][Full Text] [Related]  

  • 14. Do stock markets love misery? Evidence from the COVID-19.
    Sergi BS; Harjoto MA; Rossi F; Lee R
    Financ Res Lett; 2021 Oct; 42():101923. PubMed ID: 34566532
    [TBL] [Abstract][Full Text] [Related]  

  • 15. Financial factor influence on scaling and memory of trading volume in stock market.
    Li W; Wang F; Havlin S; Stanley HE
    Phys Rev E Stat Nonlin Soft Matter Phys; 2011 Oct; 84(4 Pt 2):046112. PubMed ID: 22181232
    [TBL] [Abstract][Full Text] [Related]  

  • 16. Stock market returns, volatility, correlation and liquidity during the COVID-19 crisis: Evidence from the Markov switching approach.
    Just M; Echaust K
    Financ Res Lett; 2020 Nov; 37():101775. PubMed ID: 33013236
    [TBL] [Abstract][Full Text] [Related]  

  • 17. Do retail traders destabilize financial markets? An investigation surrounding the COVID-19 pandemic.
    Baig AS; Blau BM; Butt HA; Yasin A
    J Bank Financ; 2022 Nov; 144():106627. PubMed ID: 35959423
    [TBL] [Abstract][Full Text] [Related]  

  • 18. Heterogeneously informed trading and the stock market efficiency during the COVID-19 pandemic.
    Xu L; Xue M; Zhang X; Zhao Y
    Int Rev Financ Anal; 2023 May; 87():102608. PubMed ID: 36910026
    [TBL] [Abstract][Full Text] [Related]  

  • 19. Is It Possible to Earn Abnormal Return in an Inefficient Market? An Approach Based on Machine Learning in Stock Trading.
    Khoa BT; Huynh TT
    Comput Intell Neurosci; 2021; 2021():2917577. PubMed ID: 34963777
    [TBL] [Abstract][Full Text] [Related]  

  • 20. Reprint of: Do retail traders destabilize financial markets? An investigation surrounding the COVID-19 pandemic.
    Baig AS; Blau BM; Butt HA; Yasin A
    J Bank Financ; 2023 Feb; 147():106744. PubMed ID: 36568844
    [TBL] [Abstract][Full Text] [Related]  

    [Next]    [New Search]
    of 5.