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1
Fragmentation and inefficiencies in US equity markets: Evidence from the Dow 30
Fragmentation and inefficiencies in US equity markets: Evidence from the Dow 30
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Fragmentation and inefficiencies in US equity markets: Evidence from the Dow 30

PloS one, 2020-01, Vol.15 (1), p.e0226968-e0226968 [Peer Reviewed Journal]

COPYRIGHT 2020 Public Library of Science ;COPYRIGHT 2020 Public Library of Science ;2020 The MITRE Corp., Tyler Gray, Brendan Tivnan, and Christopher Danforth. This is an open access article distributed under the terms of the Creative Commons Attribution License: http://creativecommons.org/licenses/by/4.0/ (the “License”), which permits unrestricted use, distribution, and reproduction in any medium, provided the original author and source are credited. Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;2020 The MITRE Corp., Tyler Gray, Brendan Tivnan, and Christopher Danforth 2020 The MITRE Corp., Tyler Gray, Brendan Tivnan, and Christopher Danforth ;ISSN: 1932-6203 ;EISSN: 1932-6203 ;DOI: 10.1371/journal.pone.0226968 ;PMID: 31967997

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2
Quantifying the behavior of stock correlations under market stress
Quantifying the behavior of stock correlations under market stress
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Quantifying the behavior of stock correlations under market stress

Scientific reports, 2012-10, Vol.2 (1), p.752-752, Article 752 [Peer Reviewed Journal]

Copyright Nature Publishing Group Oct 2012 ;Copyright © 2012, Macmillan Publishers Limited. All rights reserved 2012 Macmillan Publishers Limited. All rights reserved ;ISSN: 2045-2322 ;EISSN: 2045-2322 ;DOI: 10.1038/srep00752 ;PMID: 23082242

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3
Assessing systemic risk in financial markets using dynamic topic networks
Assessing systemic risk in financial markets using dynamic topic networks
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Assessing systemic risk in financial markets using dynamic topic networks

Scientific reports, 2022-02, Vol.12 (1), p.2668-2668, Article 2668 [Peer Reviewed Journal]

2022. The Author(s). ;The Author(s) 2022. This work is published under http://creativecommons.org/licenses/by/4.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;The Author(s) 2022 ;ISSN: 2045-2322 ;EISSN: 2045-2322 ;DOI: 10.1038/s41598-022-06399-x ;PMID: 35177679

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4
Forecasting Stock Market Indices Using the Recurrent Neural Network Based Hybrid Models: CNN-LSTM, GRU-CNN, and Ensemble Models
Forecasting Stock Market Indices Using the Recurrent Neural Network Based Hybrid Models: CNN-LSTM, GRU-CNN, and Ensemble Models
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Forecasting Stock Market Indices Using the Recurrent Neural Network Based Hybrid Models: CNN-LSTM, GRU-CNN, and Ensemble Models

Applied sciences, 2023-04, Vol.13 (7), p.4644 [Peer Reviewed Journal]

COPYRIGHT 2023 MDPI AG ;2023 by the authors. Licensee MDPI, Basel, Switzerland. This article is an open access article distributed under the terms and conditions of the Creative Commons Attribution (CC BY) license (https://creativecommons.org/licenses/by/4.0/). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;ISSN: 2076-3417 ;EISSN: 2076-3417 ;DOI: 10.3390/app13074644

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5
A moving-window bayesian network model for assessing systemic risk in financial markets
A moving-window bayesian network model for assessing systemic risk in financial markets
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A moving-window bayesian network model for assessing systemic risk in financial markets

PloS one, 2023-01, Vol.18 (1), p.e0279888-e0279888 [Peer Reviewed Journal]

Copyright: © 2023 Chan et al. This is an open access article distributed under the terms of the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original author and source are credited. ;COPYRIGHT 2023 Public Library of Science ;2023 Chan et al. This is an open access article distributed under the terms of the Creative Commons Attribution License: http://creativecommons.org/licenses/by/4.0/ (the “License”), which permits unrestricted use, distribution, and reproduction in any medium, provided the original author and source are credited. Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;2023 Chan et al 2023 Chan et al ;2023 Chan et al. This is an open access article distributed under the terms of the Creative Commons Attribution License: http://creativecommons.org/licenses/by/4.0/ (the “License”), which permits unrestricted use, distribution, and reproduction in any medium, provided the original author and source are credited. Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;ISSN: 1932-6203 ;EISSN: 1932-6203 ;DOI: 10.1371/journal.pone.0279888 ;PMID: 36662719

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6
Economic Growth with Bubbles
Economic Growth with Bubbles
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Economic Growth with Bubbles

The American economic review, 2012-10, Vol.102 (6), p.3033-3058 [Peer Reviewed Journal]

Copyright© 2012 American Economic Association ;Copyright American Economic Association Oct 2012 ;ISSN: 0002-8282 ;EISSN: 1944-7981 ;DOI: 10.1257/aer.102.6.3033 ;CODEN: AENRAA

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7
Using Entropy to Evaluate the Impact of Monetary Policy Shocks on Financial Networks
Using Entropy to Evaluate the Impact of Monetary Policy Shocks on Financial Networks
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Using Entropy to Evaluate the Impact of Monetary Policy Shocks on Financial Networks

Entropy (Basel, Switzerland), 2021-11, Vol.23 (11), p.1465 [Peer Reviewed Journal]

2021 by the authors. Licensee MDPI, Basel, Switzerland. This article is an open access article distributed under the terms and conditions of the Creative Commons Attribution (CC BY) license (https://creativecommons.org/licenses/by/4.0/). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;2021 by the authors. 2021 ;ISSN: 1099-4300 ;EISSN: 1099-4300 ;DOI: 10.3390/e23111465 ;PMID: 34828163

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8
Holiday Effect and Stock Returns: Evidence from Stock Exchanges of Gulf Cooperation Council
Holiday Effect and Stock Returns: Evidence from Stock Exchanges of Gulf Cooperation Council
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Holiday Effect and Stock Returns: Evidence from Stock Exchanges of Gulf Cooperation Council

International journal of financial studies, 2022-11, Vol.10 (4), p.103 [Peer Reviewed Journal]

COPYRIGHT 2022 MDPI AG ;2022 by the authors. Licensee MDPI, Basel, Switzerland. This article is an open access article distributed under the terms and conditions of the Creative Commons Attribution (CC BY) license (https://creativecommons.org/licenses/by/4.0/). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;ISSN: 2227-7072 ;EISSN: 2227-7072 ;DOI: 10.3390/ijfs10040103

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9
A comparative study on effect of news sentiment on stock price prediction with deep learning architecture
A comparative study on effect of news sentiment on stock price prediction with deep learning architecture
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A comparative study on effect of news sentiment on stock price prediction with deep learning architecture

PloS one, 2023-04, Vol.18 (4), p.e0284695-e0284695 [Peer Reviewed Journal]

Copyright: © 2023 Dahal et al. This is an open access article distributed under the terms of the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original author and source are credited. ;COPYRIGHT 2023 Public Library of Science ;2023 Dahal et al. This is an open access article distributed under the terms of the Creative Commons Attribution License: http://creativecommons.org/licenses/by/4.0/ (the “License”), which permits unrestricted use, distribution, and reproduction in any medium, provided the original author and source are credited. Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;2023 Dahal et al 2023 Dahal et al ;2023 Dahal et al. This is an open access article distributed under the terms of the Creative Commons Attribution License: http://creativecommons.org/licenses/by/4.0/ (the “License”), which permits unrestricted use, distribution, and reproduction in any medium, provided the original author and source are credited. Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;ISSN: 1932-6203 ;EISSN: 1932-6203 ;DOI: 10.1371/journal.pone.0284695 ;PMID: 37098089

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10
Winners and losers from Pfizer and Biontech’s vaccine announcement: Evidence from S&P 500 (Sub)sector indices
Winners and losers from Pfizer and Biontech’s vaccine announcement: Evidence from S&P 500 (Sub)sector indices
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Winners and losers from Pfizer and Biontech’s vaccine announcement: Evidence from S&P 500 (Sub)sector indices

PloS one, 2022-10, Vol.17 (10), p.e0275773-e0275773 [Peer Reviewed Journal]

COPYRIGHT 2022 Public Library of Science ;2022 Kapar et al. This is an open access article distributed under the terms of the Creative Commons Attribution License: http://creativecommons.org/licenses/by/4.0/ (the “License”), which permits unrestricted use, distribution, and reproduction in any medium, provided the original author and source are credited. Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;2022 Kapar et al 2022 Kapar et al ;ISSN: 1932-6203 ;EISSN: 1932-6203 ;DOI: 10.1371/journal.pone.0275773 ;PMID: 36240218

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11
Study on the prediction of stock price based on the associated network model of LSTM
Study on the prediction of stock price based on the associated network model of LSTM
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Study on the prediction of stock price based on the associated network model of LSTM

International journal of machine learning and cybernetics, 2020-06, Vol.11 (6), p.1307-1317 [Peer Reviewed Journal]

The Author(s) 2019 ;ISSN: 1868-8071 ;EISSN: 1868-808X ;DOI: 10.1007/s13042-019-01041-1

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12
Predicting standardized absolute returns using rolling-sample textual modelling
Predicting standardized absolute returns using rolling-sample textual modelling
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Predicting standardized absolute returns using rolling-sample textual modelling

PloS one, 2021-12, Vol.16 (12), p.e0260132-e0260132 [Peer Reviewed Journal]

COPYRIGHT 2021 Public Library of Science ;2021 Tang et al. This is an open access article distributed under the terms of the Creative Commons Attribution License: http://creativecommons.org/licenses/by/4.0/ (the “License”), which permits unrestricted use, distribution, and reproduction in any medium, provided the original author and source are credited. Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;2021 Tang et al 2021 Tang et al ;ISSN: 1932-6203 ;EISSN: 1932-6203 ;DOI: 10.1371/journal.pone.0260132 ;PMID: 34874945

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13
An Analysis of the Stock Market Volatility Spread in Emerging Countries
An Analysis of the Stock Market Volatility Spread in Emerging Countries
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An Analysis of the Stock Market Volatility Spread in Emerging Countries

Istanbul business research, 2021-11, Vol.50 (2), p.215-233 [Peer Reviewed Journal]

2021. This work is published under https://creativecommons.org/licenses/by-nc/4.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;ISSN: 2630-5488 ;EISSN: 2630-5488 ;DOI: 10.26650/ibr.2021.50.861135

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14
Quantifying Stock Return Distributions in Financial Markets
Quantifying Stock Return Distributions in Financial Markets
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Quantifying Stock Return Distributions in Financial Markets

PloS one, 2015-09, Vol.10 (9), p.e0135600-e0135600 [Peer Reviewed Journal]

COPYRIGHT 2015 Public Library of Science ;COPYRIGHT 2015 Public Library of Science ;2015 Botta et al. This is an open access article distributed under the terms of the Creative Commons Attribution License: http://creativecommons.org/licenses/by/4.0/ (the “License”), which permits unrestricted use, distribution, and reproduction in any medium, provided the original author and source are credited Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;2015 Botta et al 2015 Botta et al ;ISSN: 1932-6203 ;EISSN: 1932-6203 ;DOI: 10.1371/journal.pone.0135600 ;PMID: 26327593

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15
Twitter sentiment around the Earnings Announcement events
Twitter sentiment around the Earnings Announcement events
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Twitter sentiment around the Earnings Announcement events

PloS one, 2017-02, Vol.12 (2), p.e0173151-e0173151 [Peer Reviewed Journal]

COPYRIGHT 2017 Public Library of Science ;COPYRIGHT 2017 Public Library of Science ;2017 Gabrovšek et al. This is an open access article distributed under the terms of the Creative Commons Attribution License: http://creativecommons.org/licenses/by/4.0/ (the “License”), which permits unrestricted use, distribution, and reproduction in any medium, provided the original author and source are credited. Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;2017 Gabrovšek et al 2017 Gabrovšek et al ;ISSN: 1932-6203 ;EISSN: 1932-6203 ;DOI: 10.1371/journal.pone.0173151 ;PMID: 28235103

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16
Evidence of intraday multifractality in European stock markets during the recent coronavirus (covid-19) outbreak
Evidence of intraday multifractality in European stock markets during the recent coronavirus (covid-19) outbreak
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Evidence of intraday multifractality in European stock markets during the recent coronavirus (covid-19) outbreak

International journal of financial studies, 2020-06, Vol.8 (2), p.1-13 [Peer Reviewed Journal]

COPYRIGHT 2020 MDPI AG ;2020 by the authors. Licensee MDPI, Basel, Switzerland. This article is an open access article distributed under the terms and conditions of the Creative Commons Attribution (CC BY) license (http://creativecommons.org/licenses/by/4.0/). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;ISSN: 2227-7072 ;EISSN: 2227-7072 ;DOI: 10.3390/ijfs8020031

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17
Index tracking strategy based on mixed-frequency financial data
Index tracking strategy based on mixed-frequency financial data
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Index tracking strategy based on mixed-frequency financial data

PloS one, 2021-04, Vol.16 (4), p.e0249665-e0249665 [Peer Reviewed Journal]

COPYRIGHT 2021 Public Library of Science ;COPYRIGHT 2021 Public Library of Science ;2021 Cui, Zhang. This is an open access article distributed under the terms of the Creative Commons Attribution License: http://creativecommons.org/licenses/by/4.0/ (the “License”), which permits unrestricted use, distribution, and reproduction in any medium, provided the original author and source are credited. Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;2021 Cui, Zhang 2021 Cui, Zhang ;ISSN: 1932-6203 ;EISSN: 1932-6203 ;DOI: 10.1371/journal.pone.0249665 ;PMID: 33822827

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18
Using Google Trends and Baidu Index to analyze the impacts of disaster events on company stock prices
Using Google Trends and Baidu Index to analyze the impacts of disaster events on company stock prices
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Using Google Trends and Baidu Index to analyze the impacts of disaster events on company stock prices

Industrial management + data systems, 2020-02, Vol.120 (2), p.350-365 [Peer Reviewed Journal]

Emerald Publishing Limited ;Emerald Publishing Limited 2019 ;ISSN: 0263-5577 ;EISSN: 1758-5783 ;DOI: 10.1108/IMDS-03-2019-0190

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19
Momentum, Mean-Reversion, and Social Media: Evidence from StockTwits and Twitter
Momentum, Mean-Reversion, and Social Media: Evidence from StockTwits and Twitter
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Momentum, Mean-Reversion, and Social Media: Evidence from StockTwits and Twitter

Journal of portfolio management, 2018-07, Vol.44 (7), p.85-95 [Peer Reviewed Journal]

2018 Pageant Media Ltd ;ISSN: 0095-4918 ;EISSN: 2168-8656 ;DOI: 10.3905/jpm.2018.44.7.085

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20
Anticipating Economic Market Crises Using Measures of Collective Panic
Anticipating Economic Market Crises Using Measures of Collective Panic
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Anticipating Economic Market Crises Using Measures of Collective Panic

PloS one, 2015-07, Vol.10 (7), p.e0131871-e0131871 [Peer Reviewed Journal]

COPYRIGHT 2015 Public Library of Science ;COPYRIGHT 2015 Public Library of Science ;2015 Harmon et al. This is an open access article distributed under the terms of the Creative Commons Attribution License: http://creativecommons.org/licenses/by/4.0/ (the “License”), which permits unrestricted use, distribution, and reproduction in any medium, provided the original author and source are credited Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;2015 Harmon et al 2015 Harmon et al ;ISSN: 1932-6203 ;EISSN: 1932-6203 ;DOI: 10.1371/journal.pone.0131871 ;PMID: 26185988

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