State-controlled companies and political risk: Evidence from the 2014 Brazilian election
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How does the stock market value bank diversification? Evidence from Vietnam
Algorithmic trading and liquidity: Long term evidence from Austria
Foreign equity flows: Boon or bane to the liquidity of Malaysian stock market?
Planning stock portfolios by means of weighted frequent itemsets
Using Twitter trust network for stock market analysis
Non-parametric causality detection: An application to social media and financial data
Testing for bubbles in stock markets with irregular dividend distribution
Geopolitical risks and the oil-stock nexus over 18992016
A new procedure in stock market forecasting based on fuzzy random auto-regression time series model
Stock market one-day ahead movement prediction using disparate data sources
Deep learning networks for stock market analysis and prediction: Methodology, data representations, and case studies
Information asymmetry and investor trading behavior around bond rating change announcements
Analysis of cyclical behavior in time series of stock market returns
Dynamic derivative strategies with stochastic interest rates and model uncertainty
Toward a scenario with complementary stochastic and deterministic information in financial fluctuations
The impact of microblogging data for stock market prediction: Using Twitter to predict returns, volatility, trading volume and survey sentiment indices
Does central bank independence affect stock market volatility?
The properties of realized volatility and realized correlation: Evidence from the Indian stock market
The effect of data breach announcements beyond the stock price: Empirical evidence on market activity
Nonparametric panel data model for crude oil and stock market prices in net oil importing countries
Do foreign investors improve stock price informativeness in emerging equity markets? Evidence from Vietnam
Does inflation affect sensitivity of investment to stock prices? Evidence from emerging markets
Trading of foreign investors and stock returns in an emerging market - Evidence from Vietnam
The impact of monetary policy on stock market performance: Evidence from twelve (12) African countries
Static and dynamic factors in an information-based multi-asset artificial stock market
Improving stock market prediction via heterogeneous information fusion
The effect of fiscal and monetary policies interaction on stock market performance: Evidence from Nigeria
Tracing dynamic linkages and spillover effect between Pakistani and leading foreign stock markets
A mixed data sampling copula model for the return-liquidity dependence in stock index futures markets
Information driving force and its application in agent-based modeling
Speculative bubbles in emerging stock markets and macroeconomic factors: A new empirical evidence for Asia and Latin America
A tripartite inquiry into volatility-efficiency-integration nexus - case of emerging markets
Analysis of the efficiencyintegration nexus of Japanese stock market
Uncovering asymmetries in the relationship between fear and the stock market using a hidden co-integration approach
Frequency aspects of information transmission in a network of three western equity markets
Correlation analysis of the Korean stock market: Revisited to consider the influence of foreign exchange rate
Is equity market volatility driven by migration fear?
Connectedness network and dependence structure mechanism in green investments
New Insights into the US Stock Market Reactions to Energy Price Shocks
Oil price shocks, economic policy uncertainty and industry stock returns in China: Asymmetric effects with quantile regression
Co-movement of coherence between oil prices and the stock market from the joint time-frequency perspective
Linkages between oil price shocks and stock returns revisited
Stock return predictability and model instability: Evidence from mainland China and Hong Kong
Can investor sentiment be used to predict the stock price? Dynamic analysis based on China stock market
Are Vietnam and Chinese stock markets out of the US contagion effect in extreme events?
Exploiting investors social network for stock prediction in China's market
Forecasting performance of global economic policy uncertainty for volatility of Chinese stock market
Commodity market based hedging against stock market risk in times of financial crisis: The case of crude oil and gold
Regular paths in financial markets: Investigating the Benford's law
Modeling public mood and emotion: Blog and news sentiment and socio-economic phenomena
Stock market listing and corporate policy: Evidence from reforms to Japanese corporate law
Refined composite multiscale weighted-permutation entropy of financial time series
Does oil product pricing reform increase returns and uncertainty in the Chinese stock market?
Quantile Dependence between the Stock, Bond and Foreign Exchange Markets - Evidence from the UK
The relationship between oil prices, the stock market and the exchange rate: Evidence from Mexico
New efficient hybrid candlestick technical analysis model for stock market timing on the basis of the Support Vector Machine and Heuristic Algorithms of Imperialist Competition and Genetic
Income inequality, equities, household debt, and interest rates: Evidence from a century of data
Asset price volatility, price markups, and macroeconomic fluctuations
Financial market illiquidity shocks and macroeconomic dynamics: Evidence from the UK
Monetary policy uncertainty and the market reaction to macroeconomic news
Organization capital, labor market flexibility, and stock returns around the world
Social norms and market outcomes: The effects of religious beliefs on stock markets
The troika of business cycle, efficiency and volatility. An East Asian perspective
Testing for stock return predictability in a large Chinese panel ☆
Determining what drives stock returns: Proper inference is crucial: Evidence from the UK
Sell in May and Go Away: Evidence from China
Developing an approach to evaluate stocks by forecasting effective features with data mining methods