Stock price dynamics and option valuations under volatility feedback effect
در این صفحه، تعداد 89 مقاله انگلیسی از ژورنال ها و مجلات معتبر پایگاه ساینس دایرکت (ScienceDirect) درباره موضوع پویایی بازار سهام آرشیو شده است که شما می توانید مقالات مورد نظر خود را بر اساس سال انتشار، موضوع مقاله، وضعیت ترجمه و تعداد صفحات، انتخاب نموده و دانلود فرمایید.
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در صورتی که مقاله لاتین مورد نظر شما تا کنون به زبان فارسی ترجمه نشده باشد، واحد ترجمه پایگاه ISI Articles با همکاری تنی چند از اساتید و مترجمان با سابقه، آمادگی دارد آن را در اسرع وقت و با کیفیت مطلوب برای شما ترجمه نماید.
Nonlinear complexity behaviors of agent-based 3D Potts financial dynamics with random environments
Credit market Jitters in the course of the financial crisis: A permutation entropy approach in measuring informational efficiency in financial assets
Dynamic derivative strategies with stochastic interest rates and model uncertainty
Investor attention to market categories and market volatility: The case of emerging markets
Refined composite multiscale weighted-permutation entropy of financial time series
Oil returns and volatility: The role of mergers and acquisitions
Financial news predicts stock market volatility better than close price
Directional predictability and time-varying spillovers between stock markets and economic cycles
Does feedback trading drive returns of cross-listed shares?
The cooling-off effect of price limits in the Chinese stock markets
Do business cycles, investment-specific technology shocks matter for stock returns?
A Multidimensional Analysis of the Relationship Between Corporate Social Responsibility and Firms' Economic Performance
Time-varying diversification strategies: The roles of state-level housing assets in optimal portfolios
Detrended fluctuation analysis based on higher-order moments of financial time series
Geodetic convex boundary curvatures of the communities in stock market networks
Analysis of financial time series using multiscale entropy based on skewness and kurtosis
Dynamics of international spillovers and interaction: Evidence from financial market stress and economic policy uncertainty
Dynamics of a durable commodity market involving trade at disequilibrium
On the interdependence of natural gas and stock markets under structural breaks
New Insights into the US Stock Market Reactions to Energy Price Shocks
Toward a scenario with complementary stochastic and deterministic information in financial fluctuations
A multiscale analysis of stock return co-movements and spillovers: Evidence from Pacific developed markets
Time-localized wavelet multiple regression and correlation
Financial market illiquidity shocks and macroeconomic dynamics: Evidence from the UK
Portfolio diversification with virtual currency: Evidence from bitcoin
Effects of fundamentals acquisition and strategy switch on stock price dynamics
Simulation of demand growth scenarios in the Colombian electricity market: An integration of system dynamics and dynamic systems
On Robustness of Simultaneous Long-Short Stock Trading Control with Time-Varying Price Dynamics
Does gold Liquidity learn from the greenback or the equity?
Coupling detrended fluctuation analysis of Asian stock markets
The effect of investor sentiment on gold market return dynamics: Evidence from a nonparametric causality-in-quantiles approach
On measuring uncertainty and its impact on investment: Cross-country evidence from the euro area
Modeling the dynamics of institutional, foreign, and individual investors through price consensus
Hidden cointegration reveals hidden values in Islamic investments
Modeling Latin-American stock and Forex markets volatility: Empirical application of a model with random level shifts and genuine long memory
Main driving factors of the interest rate-stock market Granger causality
Nonlinear stochastic exclusion financial dynamics modeling and time-dependent intrinsic detrended cross-correlation
Inventory dynamics in process industries: An empirical investigation
Symbolic complexity of volatility duration and volatility difference component on voter financial dynamics
Unit-linked life insurance policies: Optimal hedging in partially observable market models
Asymmetric multifractal cross-correlations and time varying features between Latin-American stock market indices and crude oil market
Herding in frontier markets: Evidence from African stock exchanges
Complexity and multifractal behaviors of multiscale-continuum percolation financial system for Chinese stock markets
Post-hit dynamics of price limit hits in the Chinese stock markets
Market impact and structure dynamics of the Chinese stock market based on partial correlation analysis
Exchange rate dynamics and stock prices in small open economies: Evidence from Asia-Pacific countries
Multifractal analysis of Moroccan family business stock returns
Uncovering frequency domain causality between gold and the stock markets of China and India: Evidence from implied volatility indices
On the dynamic interactions between energy and stock markets under structural shifts: Evidence from Egypt
The impact of monetary policy on stock market performance: Evidence from twelve (12) African countries
Permutation entropy analysis based on GiniSimpson index for financial time series
On fractality and chaos in Moroccan family business stock returns and volatility
Regional spillovers across transitioning emerging and frontier equity markets: A multi-time scale wavelet analysis
A quantum anharmonic oscillator model for the stock market
The impact of macroeconomic and conventional stock market variables on Islamic index returns under regime switching
Daily happiness and stock returns: The case of Chinese company listed in the United States
Nonlinear complexity of random visibility graph and Lempel-Ziv on multitype range-intensity interacting financial dynamics
Wealth effect revisited: Novel evidence on long term co-memories between real estate and stock markets
Dynamic asset trees in the US stock market: Structure variation and market phenomena
Causality between oil prices and the stock market in China: The relevance of the reformed oil product pricing mechanism
The predictive power of local properties of financial networks
Determinants of corporate listings on stock markets in Sub-Saharan Africa: Evidence from Ghana ☆
The predictive power of singular value decomposition entropy for stock market dynamics
Non-scheduled news arrival and high-frequency stock market dynamics: Evidence from the Australian Securities Exchange