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 …
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
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 …
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
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 …
Macroeconophysics Indicator of Economic Efficiency (MIEE) for each sector's index of the …
Geometric persistence and distributional trends in worldwide terrorism
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 …
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
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 …
large fluctuations are termed extreme events (EE). We have identified fundamental …
Managerial sentiments, non-performing loans, and banks financial performance: A causal mediation approach
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 …
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 …
analysed mostly using nonstationary and brief data sets from stock markets. For such data …
Cryptocurrency price analysis with ordinal partition networks
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 …
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
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 …
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 …
neutrality. However, the development of new energy heavily relies on rare earth resources …