Global Financial Market Integration: A Literature Survey
S Haddad - Journal of Risk and Financial Management, 2023 - mdpi.com
This article undertakes a literature review on the topic of market integration, covering over
380 articles from the 1980s to 2024. The review consists of a qualitative analysis for context …
380 articles from the 1980s to 2024. The review consists of a qualitative analysis for context …
Complex network analysis of global stock market co-movement during the COVID-19 pandemic based on intraday open-high-low-close data
W Huang, H Wang, Y Wei, J Chevallier - Financial Innovation, 2024 - Springer
This study uses complex network analysis to investigate global stock market co-movement
during the black swan event of the Coronavirus Disease 2019 (COVID-19) pandemic. We …
during the black swan event of the Coronavirus Disease 2019 (COVID-19) pandemic. We …
Network-induced soft sets and stock market applications
The intricacy of the financial systems reflected in bilateral ties has piqued the interest of
many specialists. In this research, we introduce network-induced soft sets, a novel …
many specialists. In this research, we introduce network-induced soft sets, a novel …
Unsupervised learning modeling of the impact of Black Swan events on financial network reconfiguration: New insights from the COVID-19 outbreak and the Russia …
D Siudak, A Świetlik - Physica A: Statistical Mechanics and its Applications, 2024 - Elsevier
Abstract The emergence of Black Swan events, such as the COVID-19 pandemic and the
Russian-Ukrainian war, has presented new challenges for stock markets and necessitates a …
Russian-Ukrainian war, has presented new challenges for stock markets and necessitates a …
The impact of the COVID-19 pandemic on earning quality: empirical evidence from commercial banks in Saudi Arabia
AMH MUSA, AAE ABDELRAHEEM - The Journal of Asian Finance …, 2022 - koreascience.kr
This study aims to investigate the impact of the Corona pandemic on the earning quality
(EQ) of Saudi national banks. It was conducted to evaluate the measurement of the earning …
(EQ) of Saudi national banks. It was conducted to evaluate the measurement of the earning …
Financial contagion during the COVID-19 pandemic: the case of African countries
I Zorgati, F Albouchi, R Garfatta - International Journal of …, 2024 - inderscienceonline.com
This study investigates pure financial contagion and interdependence as well as the nature
of causal relationships between stock markets during the COVID-19 pandemic. We use the …
of causal relationships between stock markets during the COVID-19 pandemic. We use the …
A minimum spanning tree analysis of the Polish stock market
AF Tomeczek - Journal of Economics and Management, 2022 - sciendo.com
Aim/purpose–This article aims to explore the network topology of the stock market in Poland
during the COVID-19 pandemic. Design/methodology/approach–Kruskal's algorithm was …
during the COVID-19 pandemic. Design/methodology/approach–Kruskal's algorithm was …
Structure of Global Financial Networks Before and During COVID-19 Based on Mutual Information
We investigate and perform a comparative study of the structure and network properties of
global financial indices before and during COVID-19 using mutual information. We analyze …
global financial indices before and during COVID-19 using mutual information. We analyze …
Modeling of Correlation on the Stock Market Using Complex Network Methods
O Liashenko, T Kravets… - 2022 12th International …, 2022 - ieeexplore.ieee.org
Volatility of stock indices can be manifested simultaneously in different stock markets. The
need to study this phenomenon requires the application of nontrivial methods of modeling …
need to study this phenomenon requires the application of nontrivial methods of modeling …