Purpose: This empirical study investigates the anomalous behaviour and volatility in stock return of PSX-100 index of Pakistan Stock Exchange (PSX).
Rana Shahid Imdad Akash +2 more
doaj
Ambient particulate air pollution and daily stock market returns and volatility in 47 cities worldwide. [PDF]
Kiihamäki SP, Korhonen M, Jaakkola JJK.
europepmc +1 more source
Integrating machine learning, deep learning, and image analysis for seed species classification
Abstract Premise The growing demand for wildflower seeds in ecological restoration requires reliable species identification, yet current market products often contain heterogeneous species. As seed identification is labor‐intensive and requires advanced botanical knowledge, we evaluated multiple segmentation and classification approaches to determine ...
Jonathan Ashworth +6 more
wiley +1 more source
Long Memory in the Turkish Stock Market Return and Volatility [PDF]
This paper examines the dual long memory property of the Turkish stock market. The data set consists of daily returns, and long memory tests are carried out both for the returns and volatility.
Erdost Torun, Adnan Kasman
core
Stock market returns and oil price shocks: A CoVaR analysis based on dynamic vine copula models. [PDF]
Kielmann J, Manner H, Min A.
europepmc +1 more source
Abstract Past research suggests that people exhibit robust waste aversion. However, many consumers routinely feel that they waste not only goods but also time, money, energy, and emotion and would be hard‐pressed to imagine their lives otherwise. Why does consumer waste persist? In this paper, we first propose a definition for consumer waste.
Marissa A. Sharif, Cait Lamberton
wiley +1 more source
Predictability in Stock Returns in an Emerging Market: Evidence from KSE 100 Stock Price Index [PDF]
We investigate the persistence in monthly KSE100 excess stock returns over the Treasury bills rates using non-Gaussian state space or unobservable component model with stable distributions and volatility persistence.
Khurshid M. Kiani
core
COVID-19 containment measures and stock market returns: An international spatial econometrics investigation. [PDF]
Alexakis C, Eleftheriou K, Patsoulis P.
europepmc +1 more source
Trends and Current Situation of China's Meat Sector
ABSTRACT As the world's largest meat producer, consumer, and importer, China's meat sector has undergone profound transformation over the past decade, driven by biological crises (e.g., African Swine Fever), environmental policies, and global market integration. This study analyzes the sector's production restructuring, consumption diversification, and
Zengyong Zhu
wiley +1 more source
Time-Varying Market, Interest Rate and Exchange Rate Risk in Australian Bank Portfolio Stock Returns: A Garch-M Approach [PDF]
This study employs an extended version of the Generalised Autoregressive Conditional Heteroskedasticity in Mean (GARCH-M) model to consider the time-series sensitivity of Australian bank stock returns to market, interest rate and foreign exchange rate ...
Andrew C. Worthington, Susan Ryan
core

