A Systematic Review on Graph Neural Network-based Methods for Stock Market Forecasting

M Patel, K Jariwala, C Chattopadhyay - ACM Computing Surveys, 2024 - dl.acm.org
Financial technology (FinTech) is a field that uses artificial intelligence to automate financial
services. One area of FinTech is stock analysis, which aims to predict future stock prices to …

Determinants of stock market liquidity–a macroeconomic perspective

P Naik, YV Reddy - … and Finance in Emerging Market Economies, 2024 - Taylor & Francis
This study examines the impact of macroeconomic indicators on the liquidity of the Indian
stock market by using the Granger Causality, Vector Auto-Regressive Model, and Impulse …

[PDF][PDF] Assessment of country institutional factor on sustainable energy target achievement in European Union

L Ivascu, M Sarfraz, A Domil, O Bogdan… - Economic research …, 2022 - hrcak.srce.hr
This study examines causality relation between the quality of national institutional
frameworks designed to ensure higher energy efficiency and the distance to the …

High-dimensional simultaneous inference on non-gaussian var model via de-biased estimator

L Liu, D Zhang - arXiv preprint arXiv:2111.01382, 2021 - arxiv.org
Simultaneous inference for high-dimensional non-Gaussian time series is always
considered to be a challenging problem. Such tasks require not only robust estimation of the …

Exploring fluctuations and interconnected movements in stock, commodity, and cryptocurrency markets

I Akin, M Akin, Z Ozturk, A Hameed, V Opara… - British Actuarial …, 2024 - cambridge.org
This research employs a vector autoregression (VAR) analysis to explore the volatility and
dynamic interactions between stock, commodity, and cryptocurrency markets. It focuses on …

Empirical Analysis of the “China‒US factor” in Stock Market Linkages

H Qian, B Yang, W Huang - Emerging Markets Finance and Trade, 2024 - Taylor & Francis
This article studies the economic impact of China and the US from 2011 to 2023 through
stock market linkages. A bivariate VAR model is used for nonlinear Granger causality …

[PDF][PDF] Non-fungible tokens and factors affecting their pricing in a meta synthesis method

Z Dehghani FiroozAbadi… - Financial Management …, 2024 - jfm.alzahra.ac.ir
Non-fungible tokens are known as unique digital assets that are stored in the blockchain.
Their non-fungibility makes them different from other crypto assets. Therefore, their pricing is …

Wheat Under Pressure: Assessing the Influence of Climate Change on Pakistan's Agricultural Landscape

M Rizwan, MK Aman, MJ Haider, HMM Raza, M Saqib… - 2024 - advance.sagepub.com
This study examined the effects of climate change on wheat production in Pakistan,
documenting yearly changes in the atmosphere such as floods, rainfall, and increasing …

[PDF][PDF] Liquidity in Indian Stock Market: An Empirical Study

PU Naik - 2022 - irgu.unigoa.ac.in
Market liquidity is the security marketability (Amihud & Mendelson, 1986) and is an essential
component of equity markets. It generally refers to the ease with which a security can be …

The Causal Relationship Between Stocks, Gold, Crude Oil, and Bond Returns in Poland

K Mamcarz - Annales Universitatis Mariae Curie-Skłodowska, Sectio …, 2024 - ceeol.com
Theoretical background: Capital investments involve taking risks to achieve a favourable
rate of return. Investors are offered various options, including stocks, bonds, and …