Analysis of stock market efficiency during crisis periods in the US stock market: Differences between the global financial crisis and COVID-19 pandemic

SY Choi - Physica A: Statistical Mechanics and Its Applications, 2021 - Elsevier
In this study, we test the efficient market hypothesis for a number of sectors in the US stock
market during the COVID-19 pandemic to identify its effects on individual sectors. To test this …

The impact of digitalisation on corporate governance in Australia

Z Riaz, P Ray, S Ray - Journal of Business Research, 2022 - Elsevier
Corruptive practices refer to the abuse of power for private benefits, and include a wide
range of hidden, unethical conduct at both the individual and organisational levels. This …

Evaluating the efficiency of brazilian stock market indices: The case of covid-19

LHS Fernandes, FHA De Araujo, JWL Silva, IEM Silva… - Fractals, 2022 - World Scientific
This paper studies the efficiency of Brazilian activity sectors. For that, we apply the
Macroeconophysics Indicator of Economic Efficiency (MIEE) for each sector's index of the …

Geometric persistence and distributional trends in worldwide terrorism

N James, M Menzies, J Chok, A Milner… - Chaos, Solitons & Fractals, 2023 - Elsevier
This paper introduces new methods for studying the prevalence of terrorism around the
world and over time. Our analysis treats spatial prevalence of terrorism, the changing profile …

Detection and forecasting of extreme events in stock price triggered by fundamental, technical, and external factors

A Rai, SR Luwang, M Nurujjaman, C Hens… - Chaos, Solitons & …, 2023 - Elsevier
The sporadic large fluctuations seen in the stock market are due to different factors. These
large fluctuations are termed extreme events (EE). We have identified fundamental …

Managerial sentiments, non-performing loans, and banks financial performance: A causal mediation approach

J Iqbal, A Saeed - Chaos, Solitons & Fractals, 2023 - Elsevier
The existing literature on corporate disclosures suggests that managerial sentiments are the
outcome of the firm's financial performance. We extend this line of research and examine …

Recurrence measures and transitions in stock market dynamics

M Krishnadas, KP Harikrishnan, G Ambika - Physica A: Statistical …, 2022 - Elsevier
The financial markets are understood as complex dynamical systems whose dynamics is
analysed mostly using nonstationary and brief data sets from stock markets. For such data …

Cryptocurrency price analysis with ordinal partition networks

Z Shahriari, F Nazarimehr, K Rajagopal, S Jafari… - Applied Mathematics …, 2022 - Elsevier
The time series of cryptocurrency prices provide a unique window into their value and
fluctuations. In this study, an ordinal partition network is constructed using the price signals …

Decomposing cryptocurrency high-frequency price dynamics into recurring and noisy components

M Wątorek, M Skupień, J Kwapień… - … Interdisciplinary Journal of …, 2023 - pubs.aip.org
This paper investigates the temporal patterns of activity in the cryptocurrency market with a
focus on Bitcoin, Ethereum, Dogecoin, and WINkLink from January 2020 to December 2022 …

The co-movement of fossil energy, new energy, rare earth, and carbon in China: Measurement and evolution analysis

W Wen, C Gao, Y Xu, M Sun - Journal of Cleaner Production, 2024 - Elsevier
The low-carbon transition of the energy system plays a crucial role in achieving carbon
neutrality. However, the development of new energy heavily relies on rare earth resources …