Corporate vulnerability in the US and China during COVID-19: A machine learning approach |
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Measuring conditional correlation between financial markets’ inefficiency |
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Deciphering equity style returns: An analysis of size and value anomalies in the Pakistani stock exchange |
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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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Market Beta is not dead: An approach from Random Matrix Theory |
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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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Correction: 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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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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A Composite Index for Measuring Stock Market Inefficiency |
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Linear response theory 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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A Cooperative Dynamic Approach to Pairs Trading |
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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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Volatility Co-Movement in Stock Markets |
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Statistical Arbitrage in Emerging Markets: A Global Test of Efficiency |
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Testing the efficient market hypothesis in Latin American stock markets |
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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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Exploring Arbitrage Strategies in Corporate Social Responsibility Companies |
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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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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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An Alternative Approach to Measure Co-Movement between Two Time Series |
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Algunas Notas sobre la Econofísica |
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A novel approach to detect volatility clusters in financial time series |
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Preface |
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Contrast of the fractal market hypothesis in the latin american stock markets,Contraste de la hipótesis de mercados fractales en el mercado latinoamericano de valores |
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Extending the Fama and French model with a long term memory factor |
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Some comments on Bitcoin market (in)efficiency |
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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 Lévy 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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Unit Linked y seguros de prima única |
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Teoría de Carteras: una aproximación metodológica |
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El método de las dos funciones de distribución: la versión trapezoidal |
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Un análisis comparativo de las teorías clásicas para la formación de carteras de inversión |
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El principio primero la seguridad de Roy y su derivación hasta el modelo de Markowitz |
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