Results 21 to 30 of about 152,784 (118)
Effects of the globalization in the Korean financial markets [PDF]
J. Korean Phys. Soc. 48, pp.S135-S138 (2006)., 2005 We study the effect of globalization on the Korean market, one of the emerging markets. Some characteristics of the Korean market are different from those of the mature market according to the latest market data, and this is due to the influence of foreign markets or investors.
arxiv
Emergence of world-stock-market network [PDF]
arXiv, 2017 In the age of globalization, it is natural that the stock market of each country is not independent form the other markets. In this case, collective behavior could be emerged form their dependency together. This article studies the collective behavior of a set of forty influential markets in the world economy with the aim of exploring a global ...
arxiv
Lessons of the Crisis for Emerging Markets [PDF]
International Economics and Economic Policy, 2009 This paper attempts to draw out the implication of the financial crisis for emerging markets. The most important implications will center on financial markets, where there will be less reliance on portfolio capital flows to finance investment and some deglobalization of banking so that the domain of bank operations more closely coincides with the ...
openaire +6 more sources
Futures market efficiency diagnostics via temporal two-point correlations. Russian market case study [PDF]
arXiv, 2013 Using a two-point correlation technique, we study emergence of market efficiency in the emergent Russian futures market by focusing on lagged correlations. The correlation strength of leader-follower effects in the lagged inter-market correlations on the hourly time frame is seen to be significant initially (2009-2011) but gradually goes down, as the ...
arxiv
Statistical Facts of Artificial Stock Market [PDF]
arXiv, 2004 The paper reports the construction of artificial stock market that emerges the similar statistical facts with real data in Indonesian stock market. We use the individual but dominant data, i.e.: PT TELKOM in hourly interval. The artificial stock market shows standard statistical facts, e.g.: volatility clustering, the excess kurtosis of the ...
arxiv
Towards Evology: a Market Ecology Agent-Based Model of US Equity Mutual Funds II [PDF]
arXiv, 2023 Agent-based models (ABMs) are fit to model heterogeneous, interacting systems like financial markets. We present the latest advances in Evology: a heterogeneous, empirically calibrated market ecology agent-based model of the US stock market. Prices emerge endogenously from the interactions of market participants with diverse investment behaviours and ...
arxiv
Financial Market Trend Forecasting and Performance Analysis Using LSTM [PDF]
arXiv, 2020 The financial market trend forecasting method is emerging as a hot topic in financial markets today. Many challenges still currently remain, and various researches related thereto have been actively conducted. Especially, recent research of neural network-based financial market trend prediction has attracted much attention. However, previous researches
arxiv
The Emergence of Market Structure
The Review of Economic Studies, 2017 Abstract We study a model of over-the-counter trading in which ex ante identical traders invest in a contact technology and participate in bilateral trade. We show that a rich market structure emerges both in equilibrium and in an optimal allocation. There is continuous heterogeneity in market access under weak regularity conditions.
Robert Shimer +2 more
openaire +2 more sources
Multiple Equilibria, Contagion, and the Emerging Market Crises [PDF]
, 1999 Paul R. Masson
openalex +3 more sources
Automated Trading Systems: Developed and Emerging Capital Markets [PDF]
arXiv, 2005 Automated trading systems on developed and emerging capital markets are studied in this paper. The standard for developed market is automated trading system with 40-days simple moving average. We tested it for the index SIX Industrial for 1000 and 730 trading days of the slovak emerging capital market.
arxiv