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Empirical evidence on nexus between financial markets in India : an ARDL bounds test approach

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A model of stock manipulation ramping tricks

Liu, Ke; Lai, Kin Keung; Yen, Jerome; Zhu, Qing - In: Computational economics 45 (2015) 1, pp. 135-150

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Modeling and forecasting Hang Seng index volatility with day-of-week effect, spillover effect based on ARIMA and HAR

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Analysis of stock markets risk spillover with copula models under the background of Chinese financial opening

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Dynamic linkages between the China and international stock markets

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Risk-return trade-off, information diffusion, and U.S. stock market predictability

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Hybrid data decomposition-based deep learning for Bitcoin prediction and algorithm trading

Li, Yuze; Jiang, Shangrong; Li, Xuerong; Wang, Shouyang - In: Financial innovation : FIN 8 (2022), pp. 1-24

In recent years, Bitcoin has received substantial attention as potentially high-earning investment. However, its volatile price movement exhibits great financial risks. Therefore, how to accurately predict and capture changing trends in the Bitcoin market is of substantial importance to...

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Uncertainty shocks of Trump election in an interval model of stock market

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Is Halloween effect a new puzzle? : evidence from price gap

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