Results 31 to 40 of about 3,656,202 (312)

Infectious disease pandemic and permanent volatility of international stock markets: A long-term perspective

open access: yesFinance Research Letters, 2020
Understanding the impact of infectious disease pandemic on stock market volatility is of great concerns for investors and policy makers, especially during recent new coronavirus spreading period.
Lan Bai   +4 more
semanticscholar   +1 more source

Do Volatilities Matter in the Interconnectedness between World Energy Commodities and Stock Markets of BRICS?

open access: yesDiscrete Dynamics in Nature and Society, 2022
Financial markets integration has resulted in high interconnectedness among the BRICS stock markets, which minimizes diversification potentials. This has increased investors’ interest in the financialization of commodities to minimize their portfolio ...
Gilbert K. Amoako   +3 more
doaj   +1 more source

The Impact of COVID-19 Pandemic on Stock Markets: An Empirical Analysis of World Major Stock Indices

open access: yesJournal of Asian Finance, Economics and Business, 2020
This study aims to investigate the impact of COVID-19 pandemic on the stock markets of sixteen countries. Pooled OLS regression, conventional t-test and Mann-Whitney test are used to estimate the results of the study.
Karamat Khan   +5 more
semanticscholar   +1 more source

Global Stock Market Prediction Based on Stock Chart Images Using Deep Q-Network

open access: yesIEEE Access, 2019
We applied Deep Q-Network with a Convolutional Neural Network function approximator, which takes stock chart images as input for making global stock market predictions.
Jinho Lee   +3 more
doaj   +1 more source

Volatility Transmission of the Rate of Returns in Iranian Stock, Gold and Foreign Currency Markets [PDF]

open access: yesفصلنامه پژوهش‌های اقتصادی ایران, 2016
The aim of this paper is to study volatility spillovers among stock, gold and exchange rate markets. A “VAR–MGARCH” model was applied for Iranian financial markets for the period of March 21, 2011 to September 22, 2014.
Niloufar Sadat Hosseinioun   +2 more
doaj   +1 more source

Short-term momentum effect: a case of Middle East stock markets

open access: yesBusiness: Theory and Practice, 2015
The objective of this paper is to find short-term momentum effect in stock markets of the Middle East and to examine whether short-term momentum profits can be explained by risk-based CAPM model.
Petr Polak, Abdullah Ejaz
doaj   +1 more source

Investigation of Stock Market Integration in the Baltic Countries

open access: yesEconomics and Business, 2016
Recent rapid development of the Baltic stock markets raises the question about stock market integration level in these countries. Some empirical aspects of the Baltic stock market integration have been analysed in the scientific literature, however, a ...
Deltuvaitė Vilma
doaj   +1 more source

COMPARISON RESEARCH ON FINANCING EFFICIENCY OF BRICS STOCK MARKETS [PDF]

open access: yesMalaysian E Commerce Journal, 2018
As emerging markets, BRICS stock markets are of great importance for their own listed companies to financing. We find out that the result of financing can be greatly decided by financing efficiency.
Fan-Hao Li,, Yan-Liang Zhang
doaj   +1 more source

Impact of the COVID-19 Pandemic on the Crude Oil and Stock Markets in the US: A Time-Varying Analysis

open access: yes, 2020
This research explores the interaction among the COVID-19 pandemic, crude oil market and stock market in the U.S. by utilizing a time-varying parameter vector autoregression (TVP-VAR) model.
Lu Liu, En-Ze Wang, Chien‐Chiang Lee
semanticscholar   +1 more source

Does COVID-19 pandemic event alter the dependence structure breaks between crude oil and stock markets in Europe and America

open access: yesEnergy Reports, 2022
This article attempts to investigate the influence of novel coronavirus (COVID-19) pandemic on the dependence structure break between crude oil and stock markets in Europe and America using ARMA-GARCH and R-vine copula methods.
Kai Chang, Sheng Ze Li
doaj   +1 more source

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