| The random matrix-based informative content of correlation matrices in stock markets |
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| Is your fund watching out for you? |
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| Dividend Puzzle: Global Evidence in Oil & Gas |
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| Global mutual fund flows |
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| Dynamic heterogeneities in stock markets |
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| Factors relevance in asset pricing: new evidences in emerging markets from random matrix theory |
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| Path integral for multiplicative noise: Generalized Fokker-Planck equation and entropy production rate in stochastic processes with threshold |
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| Analyzing clustered factors in the cryptocurrency market with Random Matrix Theory |
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| Do oil prices impact on transportation? Evidence from random matrix theory |
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| A comparison of international mutual funds efficiency |
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| Global tournaments |
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| Efficiency and investment style of European mutual funds |
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| Predictability of Korean mutual fund performance |
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| The relation between mutual fund performance and investment style changes |
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| Multifractality approach of a generalized Shannon index in financial time series |
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| Anderson-Darling and Watson tests for the geometric distribution with estimated probability of success |
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| Testing the significance of pricing factors of oil and gas companies |
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| Deciphering equity style returns: An analysis of size and value anomalies in the Pakistani stock exchange |
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| Market Beta is not dead: An approach from Random Matrix Theory |
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| Corporate vulnerability in the US and China during COVID-19: A machine learning approach |
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| Is government spending in the education and health sector necessary for human capital development? |
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| A new look at financial markets efficiency from linear response theory |
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| Measuring conditional correlation between financial markets' inefficiency |
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| The Impact of COVID-19 Cases on Stock Prices of Selected Companies Representing Tourism and Banking Sectors |
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| Improvement in Hurst exponent estimation and its application to financial markets |
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| A Bibliometric Analysis on Agent-Based Models in Finance: Identification of Community Clusters and Future Research Trends |
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| The impact of regulation-based constraints on portfolio selection: The Spanish case |
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| Correction: The impact of regulation-based constraints on portfolio selection: The Spanish case |
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| The impact of regulation-based constraints on portfolio selection: The Spanish case (vol 9, 310, 2022) |
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| A Composite Index for Measuring Stock Market Inefficiency |
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| Role of green innovation, trade and energy to promote green economic growth: a case of South Asian Nations |
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| Ivermectin to prevent hospitalizations in patients with COVID-19 (IVERCOR-COVID19) a randomized, double-blind, placebo-controlled trial |
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| Extending the Fama and French model with a long term memory factor |
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| Volatility Co-Movement in Stock Markets |
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| Assessing the Role of Digital Finance on Shadow Economy and Financial Instability: An Empirical Analysis of Selected South Asian Countries |
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| Linear response theory in stock markets |
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| A Cooperative Dynamic Approach to Pairs Trading |
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| Statistical Arbitrage in Emerging Markets: A Global Test of Efficiency |
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| A note on power-law cross-correlated processes |
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| A New Look on Financial Markets Co-Movement through Cooperative Dynamics in Many-Body Physics |
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| A Novel Methodology to Calculate the Probability of Volatility Clusters in Financial Series: An Application to Cryptocurrency Markets |
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| Exploring Arbitrage Strategies in Corporate Social Responsibility Companies |
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| Stock markets: A view from soft matter |
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| Some Notes on the Formation of a Pair in Pairs Trading |
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| An Alternative Approach to Measure Co-Movement between Two Time Series |
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| Testing the efficient market hypothesis in Latin American stock markets |
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| Ivermectin to prevent hospitalizations in patients with COVID-19 (IVERCOR-COVID19): a structured summary of a study protocol for a randomized controlled trial |
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| Algunas Notas sobre la Econofísica |
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| Some comments on Bitcoin market (in)efficiency |
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| A novel approach to detect volatility clusters in financial time series |
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| A Middle Definition Between Hausdorff and Box Dimensions |
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| Box Dimension Type Models |
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| Hausdorff Dimension Type Models for Fractal Structures |
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| Mathematical Background |
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| Contrast of the fractal market hypothesis in the latin american stock markets |
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| Preface |
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| Diffusive and Arrestedlike Dynamics in Currency Exchange Markets |
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| Introducing Hurst exponent in pair trading |
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| A model for foreign exchange markets based on glassy Brownian systems |
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| A new topological indicator for chaos in mechanical systems |
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| The Effect of the Underlying Distribution in Hurst Exponent Estimation |
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| An accurate algorithm to calculate the Hurst exponent of self-similar processes |
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| Measuring the self-similarity exponent in Levy stable processes of financial time series |
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| A note on geometric method-based procedures to calculate the Hurst exponent |
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| Introducing fractal dimension algorithms to calculate the Hurst exponent of financial time series |
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| Fractal dimension for fractal structures: Applications to the domain of words |
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| Markowitz's model with Euclidean vector spaces |
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| Some comments on Hurst exponent and the long memory processes on capital markets |
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| Más de medio siglo en busca de una teoría sobre los mercados de capitales |
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| A model for determining efficient portfolio cropping plans in organic farming |
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| Theory of portfolios:: New considerations on classic models and the Capital Market Line |
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| Dynamics of the Spanish Stock Market Through a Broadband View of the IBEX35% Index |
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| Teoría de Carteras: una aproximación metodológica |
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| Unit Linked y seguros de prima única |
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| Un análisis comparativo de las teorías clásicas para la formación de carteras de inversión |
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| El método de las dos funciones de distribución: la versión trapezoidal |
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| El principio primero la seguridad de Roy y su derivación hasta el modelo de Markowitz |
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