Topological data analysis of financial time series: Landscapes of crashes
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The returns and risks of investment portfolio in stock market crashes ☆
A mixed data sampling copula model for the return-liquidity dependence in stock index futures markets
The effect of economic policy uncertainty on the long-run correlation between crude oil and the U.S. stock markets
Time-varying efficiency of developed and emerging bond markets: Evidence from long-spans of historical data
Asymmetric impact of oil price on Islamic sectoral stocks
Thriving in a disrupted market: a study of Chinese hedge fund performance
Non-linear dependencies in African stock markets: Was subprime crisis an important factor?
Stochastic space interval as a link between quantum randomness and macroscopic randomness?
Multifractal analysis of Shanghai and Hong Kong stock markets before and after the connect program
Anti-corruption campaigns and corporate information release in China
Oil prices, exchange rates and stock markets under uncertainty and regime-switching
Statistical mechanics and financial markets: Antagony between derivatives and market self-regulation
Insights into the macroscopic behavior of equity markets: Theory and application
Ownership structure, audit quality, board structure, and stock price crash risk: Evidence from China
Is market fear persistent? A long-memory analysis
Commodity market based hedging against stock market risk in times of financial crisis: The case of crude oil and gold
Estimating the beta-return relationship by considering the sign and the magnitude of daily returns
Who exacerbates the extreme swings in the Chinese stock market?
The impact of margin trading on share price evolution: A cascading failure model investigation
The time-varying correlation between policy uncertainty and stock returns: Evidence from China
Modeling and forecasting the volatility of carbon emission market: The role of outliers, time-varying jumps and oil price risk
Timefrequency wavelet analysis of the interrelationship between the global macro assets and the fear indexes
Information driving force and its application in agent-based modeling
Do political factors affect stock returns during presidential elections?
Post-crash airline pricing: A case study of Alaska Airlines Flight 261
Democracy and market crashes: Evidence from a worldwide panel of countries
Bank loan loss accounting treatments, credit cycles and crash risk
Modeling volatility linkages between Shanghai and Hong Kong stock markets before and after the connect program
Reassessing the role of precious metals as safe havensWhat colour is your haven and why?
Business strategy, overvalued equities, and stock price crash risk
Frequency aspects of information transmission in a network of three western equity markets
Hawkes processes for forecasting currency crashes: Evidence from Russia
Seeing is not necessarily the truth: Do institutional investors' corporate site visits reduce hosting firms' stock price crash risk?
Stock liquidity and stock prices crash-risk: Evidence from India
Log-periodic view on critical dates of the Chinese stock market bubbles
Stock return anomalies and individual investors in the Korean stock market
Determinants of risk in the banking sector during the European Financial Crisis
On the relation between liquidity and the futures-cash basis: Evidence from a natural experiment
Macroeconomic experiences and risk taking of euro area households
An extreme value analysis of the last century crises across industries in the U.S. economy
The behaviour of asset return and volatility spillovers in Turkey: A tale of two crises
An empirical investigation of herding in the U.S. stock market
Role of index futures on China's stock markets: Evidence from price discovery and volatility spillover
Empirical evidence of news about future prospects in the risk-pricing of oil assets
Analysis of the global financial crisis using statistical moments
Managerial ability, investment efficiency and stock price crash risk
Independent director reputation incentives and stock price informativeness
A Bayesian approach to excess volatility, short-term underreaction and long-term overreaction during financial crises
Examining mean-volatility spillovers across national stock markets
A stable systemic risk ranking in Chinas banking sector: Based on principal component analysis
Long memory volatility of gold price returns: How strong is the evidence from distinct economic cycles?
Some historical perspectives on the Bond-Stock Earnings Yield Model for crash prediction around the world
Boosting Trading Strategies performance using VIX indicator together with a dual-objective Evolutionary Computation optimizer
Correlations between oil and stock markets: A wavelet-based approach ☆