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 *

248 related articles for article (PubMed ID: 35542760)

  • 1. 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]  

  • 2. Stock market comovements among Asian emerging economies: A wavelet-based approach.
    Younis I; Longsheng C; Basheer MF; Joyo AS
    PLoS One; 2020; 15(10):e0240472. PubMed ID: 33044995
    [TBL] [Abstract][Full Text] [Related]  

  • 3. Does the Adaptive Market Hypothesis explain the evolution of emerging markets efficiency? Evidence from the Moroccan financial market.
    Lekhal M; El Oubani A
    Heliyon; 2020 Jul; 6(7):e04429. PubMed ID: 32715124
    [TBL] [Abstract][Full Text] [Related]  

  • 4. Stock returns predictability and the adaptive market hypothesis in emerging markets: evidence from India.
    Hiremath GS; Kumari J
    Springerplus; 2014; 3():428. PubMed ID: 25197616
    [TBL] [Abstract][Full Text] [Related]  

  • 5. Information flow between global financial market stress and African equity markets: An EEMD-based transfer entropy analysis.
    Armah M; Bossman A; Amewu G
    Heliyon; 2023 Mar; 9(3):e13899. PubMed ID: 36895379
    [TBL] [Abstract][Full Text] [Related]  

  • 6. Extreme dependencies and spillovers between gold and stock markets: evidence from MENA countries.
    Mensi W; Maitra D; Selmi R; Vo XV
    Financ Innov; 2023; 9(1):47. PubMed ID: 36777284
    [TBL] [Abstract][Full Text] [Related]  

  • 7. Impact of COVID-19 and economic policy uncertainty on China's stock market returns: evidence from quantile-on-quantile and causality-in-quantiles approaches.
    Ullah A; Zhao X; Amin A; Syed AA; Riaz A
    Environ Sci Pollut Res Int; 2023 Jan; 30(5):12596-12607. PubMed ID: 36109486
    [TBL] [Abstract][Full Text] [Related]  

  • 8. Collective dynamics of stock market efficiency.
    Alves LGA; Sigaki HYD; Perc M; Ribeiro HV
    Sci Rep; 2020 Dec; 10(1):21992. PubMed ID: 33319788
    [TBL] [Abstract][Full Text] [Related]  

  • 9. Revisiting efficiency in MENA stock markets during political shocks: evidence from a multi-step approach.
    Hkiri B; Béjaoui A; Gharib C; AlNemer HA
    Heliyon; 2021 Sep; 7(9):e08028. PubMed ID: 34622045
    [TBL] [Abstract][Full Text] [Related]  

  • 10. Entropy-Based Behavioural Efficiency of the Financial Market.
    Dinga E; Oprean-Stan C; Tănăsescu CR; Brătian V; Ionescu GM
    Entropy (Basel); 2021 Oct; 23(11):. PubMed ID: 34828094
    [TBL] [Abstract][Full Text] [Related]  

  • 11. 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]  

  • 12. Dynamic links between the Nigerian equity market and those of selected regional and developed countries.
    Obadiaru ED; Obasaju BO; Omankhanlen AE; Eyiolorunshe DT
    Heliyon; 2020 Sep; 6(9):e04782. PubMed ID: 32995591
    [TBL] [Abstract][Full Text] [Related]  

  • 13. Dynamic connectedness between stock markets in the presence of the COVID-19 pandemic: does economic policy uncertainty matter?
    Youssef M; Mokni K; Ajmi AN
    Financ Innov; 2021; 7(1):13. PubMed ID: 35024274
    [TBL] [Abstract][Full Text] [Related]  

  • 14. Information transmission in regional energy stock markets.
    Alawi SM; Karim S; Meero AA; Rabbani MR; Naeem MA
    Environ Sci Pollut Res Int; 2023 Mar; 30(15):43000-43012. PubMed ID: 35287197
    [TBL] [Abstract][Full Text] [Related]  

  • 15. The Effect of COVID-19 on Herding Behavior in Eastern European Stock Markets.
    Fang H; Chung CP; Lee YH; Yang X
    Front Public Health; 2021; 9():695931. PubMed ID: 34307288
    [TBL] [Abstract][Full Text] [Related]  

  • 16. Quantile frequency connectedness between energy tokens, crypto market, and renewable energy stock markets.
    Wang X; Liu J; Xie Q
    Heliyon; 2024 Feb; 10(3):e25068. PubMed ID: 38317927
    [TBL] [Abstract][Full Text] [Related]  

  • 17. Risk and causality Co-movement of Malaysia's stock market with its emerging and OECD trading partners. Evidence from the wavelet approach.
    Wang X; Guo H; Waris M; Din BH
    PLoS One; 2024; 19(1):e0296712. PubMed ID: 38271459
    [TBL] [Abstract][Full Text] [Related]  

  • 18. Market return spillover from the US to the Asia-Pacific Countries: The Role of Geopolitical Risk and the Information & Communication Technologies.
    Tran MP; Vo DH
    PLoS One; 2023; 18(12):e0290680. PubMed ID: 38096228
    [TBL] [Abstract][Full Text] [Related]  

  • 19. Modelling the heterogeneous relationship between the crude oil implied volatility index and African stocks in the coronavirus pandemic.
    Boateng E; Adam AM; Junior PO
    Resour Policy; 2021 Dec; 74():102389. PubMed ID: 34629684
    [TBL] [Abstract][Full Text] [Related]  

  • 20. Asia-Pacific stock market return and volatility in the uncertain world: Evidence from the nonlinear autoregressive distributed lag approach.
    Tran MP; Vo DH
    PLoS One; 2023; 18(5):e0285279. PubMed ID: 37146006
    [TBL] [Abstract][Full Text] [Related]  

    [Next]    [New Search]
    of 13.