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Results 1 to 25 of 642

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Oil price and financial markets: Multivariate dynamic frequency analysisCRETI, Anna; FTITI, Zied; GUESMI, Khaled et al.Energy policy. 2014, Vol 73, pp 245-258, issn 0301-4215, 14 p.Article

Bad news and Dow Jones make the Spanish stocks go roundBLASCO, Natividad; CORREDOR, Pilar; DEL RIO, Cristina et al.European journal of operational research. 2005, Vol 163, Num 1, pp 253-275, issn 0377-2217, 23 p.Conference Paper

Tolerance to arbitrageSALOPEK, D. M.Stochastic processes and their applications. 1998, Vol 76, Num 2, pp 217-230, issn 0304-4149Article

Volume and the nonlinear dynamics of stock returnsChiente Hsu.Lecture notes in economics and mathematical systems. 1998, issn 0075-8442, isbn 3-540-63672-2, VIII, 132 p, isbn 3-540-63672-2Book

A time-varying copula approach to oil and stock market dependence: The case of transition economiesALOUI, Riadh; HAMMOUDEH, Shawkat; KHUONG NGUYEN, Duc et al.Energy economics. 2013, Vol 39, pp 208-221, issn 0140-9883, 14 p.Article

U.S. stock returns and oil prices: The tale from daily data and the 2008―2009 financial crisisVARELLA MOLLICK, André; ABEBE ASSEFA, Tibebe.Energy economics. 2013, Vol 36, pp 1-18, issn 0140-9883, 18 p.Article

The value of information in a multi-agent market model : The luck of the uninformedTOTH, B; SCALAS, E; HUBER, J et al.The European physical journal. B, Condensed matter physics. 2007, Vol 55, Num 1, pp 115-120, issn 1434-6028, 6 p.Article

L'INTÉGRATION BOURSIÈRE INTERNATIONALE : TESTS ET EFFETS SUR LA DIVERSIFICATION = World Stock Markets Integration : Tests and Impacts on Portfolio DiversificationAROURI MOHAMED EL HEDI.Annales d'économie et de statistique. 2007, Num 85, pp 189-218, issn 0769-489X, 30 p.Article

Stock Trading System : Framework for Development and Evaluation of Stock Trading StrategiesNENORTAITE, Jovita; CIVILIS, Alminas.Lecture notes in computer science. 2006, pp 1034-1037, issn 0302-9743, isbn 3-540-34379-2, 4 p.Conference Paper

Multivariate causality tests with simulation and applicationZHIDONGBAI; HENG LI; WONG, Wing-Keung et al.Statistics & probability letters. 2011, Vol 81, Num 8, pp 1063-1071, issn 0167-7152, 9 p.Article

Day-of-the-week effects in US and Asia-Pacific stock markets during the Asian financial crisis: a non-parametric approachHUI, Tak-Kee.Omega (Oxford). 2005, Vol 33, Num 3, pp 277-282, issn 0305-0483, 6 p.Article

How did the Fed react to the 1990s stock market bubble? Evidence from an extended Taylor ruleHAYFORD, M. D; MALLIARIS, A. G.European journal of operational research. 2005, Vol 163, Num 1, pp 20-29, issn 0377-2217, 10 p.Conference Paper

Order-splitting and long-memory in an order-driven market : Applications of Physics in Economics and FinanceYAMAMOTO, R; LEBARON, B.The European physical journal. B, Condensed matter physics (Print). 2010, Vol 73, Num 1, pp 51-57, issn 1434-6028, 7 p.Article

The boys in the bubble : Internet entrepreneurs and stock market valueFORBES, William.Omega (Oxford). 2006, Vol 34, Num 5, pp 439-447, issn 0305-0483, 9 p.Article

The behavior of extreme values in Germany's stock index futures : An application to intradaily margin settingBROUSSARD, J. P; BOOTH, G. G.European journal of operational research. 1998, Vol 104, Num 3, pp 393-402, issn 0377-2217Article

Investor Inattention and the Market Reaction to Merger AnnouncementsLOUIS, Henock; SUN, Amy.Management science. 2010, Vol 56, Num 10, pp 1781-1793, issn 0025-1909, 13 p.Article

Critical comparison of several order-book models for stock-market fluctuationsSLANINA, F.The European physical journal. B, Condensed matter physics. 2008, Vol 61, Num 2, pp 225-240, issn 1434-6028, 16 p.Article

Can irrational investors survive? A social-computing perspective : Social computingYONGJIE ZHANG; WEI ZHANG.IEEE intelligent systems. 2007, Vol 22, Num 5, pp 58-64, issn 1541-1672, 7 p.Article

Imprints of log-periodic self-similarity in the stock marketDROZDZ, S; RUF, F; SPETH, J et al.The European physical journal. B, Condensed matter physics. 1999, Vol 10, Num 3, pp 589-593, issn 1434-6028Article

Preferred numbers and the distributions of trade sizes and trading volumes in the Chinese stock marketMU, G.-H; CHEN, W; KERTESZ, J et al.The European physical journal. B, Condensed matter physics (Print). 2009, Vol 68, Num 1, pp 145-152, issn 1434-6028, 8 p.Article

Neural Network Method to Predict Stock Price Movement Based on Stock Information EntropyXUN LIANG.Lecture notes in computer science. 2006, pp 436-441, issn 0302-9743, isbn 3-540-34439-X, 6 p.Conference Paper

Stock market crashes are outliersJOHANSEN, A; SORNETTE, D.The European physical journal. B, Condensed matter physics. 1998, Vol 1, Num 2, pp 141-143, issn 1434-6028Article

Inverse cubic law for the distribution of stock price variationsGOPIKRISHNAN, P; MEYER, M; AMARAL, L. A. N et al.The European physical journal. B, Condensed matter physics. 1998, Vol 3, Num 2, pp 139-140, issn 1434-6028Article

Investigation of major international and Turkish companies via hierarchical methods and bootstrap approachKANTAR, E; DEVIREN, B; KESKIN, M et al.The European physical journal. B, Condensed matter physics (Print). 2011, Vol 84, Num 2, pp 339-350, issn 1434-6028, 12 p.Article

Additional logarithmic utility of an insiderAMENDINGER, J; IMKELLER, P; SCHWEIZER, M et al.Stochastic processes and their applications. 1998, Vol 75, Num 2, pp 263-286, issn 0304-4149Article

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