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1
Market volatility and crisis dynamics: a comprehensive analysis of U.S., China, India, and Pakistan stock markets with oil and gold interconnections during COVID-19 and Russia–Ukraine war periods
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Market volatility and crisis dynamics: a comprehensive analysis of U.S., China, India, and Pakistan stock markets with oil and gold interconnections during COVID-19 and Russia–Ukraine war periods

Future business journal, 2024-12, Vol.10 (1), p.22-15 [Peer Reviewed Journal]

The Author(s) 2024 ;The Author(s) 2024. 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. ;ISSN: 2314-7202 ;EISSN: 2314-7210 ;DOI: 10.1186/s43093-024-00314-8

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2
The effect of foreign investment flow on commonality in liquidity on the Brazilian stock market
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The effect of foreign investment flow on commonality in liquidity on the Brazilian stock market

Revista Contabilidade & Finanças, 2020-12, Vol.31 (84), p.425-443 [Peer Reviewed Journal]

COPYRIGHT 2020 Departamento de Contabilidade - FEA/USP ;Copyright Universidade de São Paulo, FEA, Departmento de Contabilidade e Atuária Sep-Dec 2020 ;This work is licensed under a Creative Commons Attribution 4.0 International License. ;ISSN: 1519-7077 ;ISSN: 1808-057X ;EISSN: 1808-057X ;DOI: 10.1590/1808-057x201909530

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3
The Cryptocurrency Market in Transition before and after COVID-19: An Opportunity for Investors?
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The Cryptocurrency Market in Transition before and after COVID-19: An Opportunity for Investors?

Entropy (Basel, Switzerland), 2022-09, Vol.24 (9), p.1317 [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. ;2022 by the authors. 2022 ;ISSN: 1099-4300 ;EISSN: 1099-4300 ;DOI: 10.3390/e24091317

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4
Optimization of equity allocations of institutional investors: study of Moroccan case
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Optimization of equity allocations of institutional investors: study of Moroccan case

International journal for simulation and multidisciplinary design optimization, 2022, Vol.13, p.12 [Peer Reviewed Journal]

2022. This work is licensed under https://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. ;ISSN: 1779-6288 ;EISSN: 1779-6288 ;DOI: 10.1051/smdo/2021042

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5
Does Liquidity Predicts the Stock Price Volatility: Evidence from the Asia Pacific Markets
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Does Liquidity Predicts the Stock Price Volatility: Evidence from the Asia Pacific Markets

Journal of management research, 2022-07, Vol.22 (2), p.73-100

Copyright South Asia Publications Jul-Dec 2022 ;ISSN: 0972-5814 ;EISSN: 0974-0287

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6
Investor Heterogeneity and Liquidity
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Investor Heterogeneity and Liquidity

Journal of financial and quantitative analysis, 2022-11, Vol.57 (7), p.2798-2833 [Peer Reviewed Journal]

The Author(s), 2022. Published by Cambridge University Press on behalf of the Michael G. Foster School of Business, University of Washington ;Copyright Cambridge University Press Nov 2022 ;ISSN: 0022-1090 ;EISSN: 1756-6916 ;DOI: 10.1017/S0022109022000217

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7
Risk-return and Volatility analysis of Sustainability Index in India
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Risk-return and Volatility analysis of Sustainability Index in India

Environment, development and sustainability, 2015-12, Vol.17 (6), p.1329-1342 [Peer Reviewed Journal]

Springer Science+Business Media Dordrecht 2014 ;Springer Science+Business Media Dordrecht 2015 ;ISSN: 1387-585X ;EISSN: 1573-2975 ;DOI: 10.1007/s10668-014-9608-8

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8
Deep Reinforcement Learning Model for Stock Portfolio Management Based on Data Fusion
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Deep Reinforcement Learning Model for Stock Portfolio Management Based on Data Fusion

Neural processing letters, 2024-04, Vol.56 (2), p.108 [Peer Reviewed Journal]

The Author(s) 2024 ;The Author(s) 2024. 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. ;ISSN: 1370-4621 ;EISSN: 1573-773X ;DOI: 10.1007/s11063-024-11582-4

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9
Performance Evaluation of State-Owned Company Stocks in Indonesia: A Portfolio Formation Approach
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Performance Evaluation of State-Owned Company Stocks in Indonesia: A Portfolio Formation Approach

International journal of finance & banking studies, 2024-02, Vol.12 (4), p.14-26 [Peer Reviewed Journal]

2023. This work is published under https://creativecommons.org/licenses/by/nc/sa/4.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;ISSN: 2147-4486 ;EISSN: 2147-4486 ;DOI: 10.20525/ijfbs.v12i4.3157

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10
MEASUREMENT OF STOCK MARKET RISKS: VOLATILITY
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MEASUREMENT OF STOCK MARKET RISKS: VOLATILITY

TURAN : stratejik arastirmalar merkezi, 2024-01, Vol.16 (61), p.182-190 [Peer Reviewed Journal]

Copyright TURAN-SAM (TURAN Stratejik Arastirmalar Merkezi) Winter 2024 ;ISSN: 1308-8041 ;EISSN: 1309-4033 ;DOI: 10.15189/1308-8041

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11
Applying Hybrid ARIMA-SGARCH in Algorithmic Investment Strategies on S&P500 Index
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Applying Hybrid ARIMA-SGARCH in Algorithmic Investment Strategies on S&P500 Index

Entropy (Basel, Switzerland), 2022-01, Vol.24 (2), p.158 [Peer Reviewed Journal]

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. ;2022 by the authors. 2022 ;ISSN: 1099-4300 ;EISSN: 1099-4300 ;DOI: 10.3390/e24020158 ;PMID: 35205454

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12
Comparison of the trading strategies and market impact costs of the National Pension Service's internal and external management
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Comparison of the trading strategies and market impact costs of the National Pension Service's internal and external management

Seonmul yeongu (Online), 2023-08, Vol.31 (3), p.197-218 [Peer Reviewed Journal]

Yunsung Eom and Mincheol Woo. This work is published under http://creativecommons.org/licences/by/4.0/legalcode (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;ISSN: 1229-988X ;EISSN: 2713-6647 ;DOI: 10.1108/JDQS-12-2022-0027

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13
Toward Tax-Efficient Low-Volatility Investing
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Toward Tax-Efficient Low-Volatility Investing

Journal of portfolio management, 2022-01, Vol.48 (2), p.198-207 [Peer Reviewed Journal]

2021 Pageant Media Ltd ;ISSN: 0095-4918 ;EISSN: 2168-8656 ;DOI: 10.3905/jpm.2021.48.2.198

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14
Stock Price Prediction Incorporating Market Style Clustering
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Stock Price Prediction Incorporating Market Style Clustering

Cognitive computation, 2022, Vol.14 (1), p.149-166 [Peer Reviewed Journal]

The Author(s), under exclusive licence to Springer Science+Business Media, LLC part of Springer Nature 2021 ;The Author(s), under exclusive licence to Springer Science+Business Media, LLC part of Springer Nature 2021. ;ISSN: 1866-9956 ;EISSN: 1866-9964 ;DOI: 10.1007/s12559-021-09820-1

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15
Influence of virtual currency development and investor attention on financial stocks’ value: evidence from selected Asian equity markets
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Influence of virtual currency development and investor attention on financial stocks’ value: evidence from selected Asian equity markets

Journal of financial regulation and compliance, 2023-01, Vol.31 (1), p.96-125 [Peer Reviewed Journal]

Emerald Publishing Limited ;Emerald Publishing Limited. ;ISSN: 1358-1988 ;EISSN: 1358-1988 ;EISSN: 1740-0279 ;DOI: 10.1108/JFRC-01-2022-0007

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16
The Relationship Between the Indices of Volatility (VIX) and Sustainability (DJSEMUP): An ARDL Approach
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The Relationship Between the Indices of Volatility (VIX) and Sustainability (DJSEMUP): An ARDL Approach

Business and economics research journal, 2023-01, Vol.14 (1), p.19-29 [Peer Reviewed Journal]

Copyright Adem Anbar Jan 2023 ;EISSN: 1309-2448 ;DOI: 10.20409/berj.2023.401

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17
Volatility and Herding Bias on ESG Leaders’ Portfolios Performance
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Volatility and Herding Bias on ESG Leaders’ Portfolios Performance

Journal of risk and financial management, 2024-02, Vol.17 (2), p.77 [Peer Reviewed Journal]

COPYRIGHT 2024 MDPI AG ;2024 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: 1911-8074 ;ISSN: 1911-8066 ;EISSN: 1911-8074 ;DOI: 10.3390/jrfm17020077

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18
Testing of Portfolio Optimization by Timor-Leste Portfolio Investment Strategy on the Stock Market
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Testing of Portfolio Optimization by Timor-Leste Portfolio Investment Strategy on the Stock Market

Journal of risk and financial management, 2024-02, Vol.17 (2), p.78 [Peer Reviewed Journal]

COPYRIGHT 2024 MDPI AG ;2024 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: 1911-8074 ;ISSN: 1911-8066 ;EISSN: 1911-8074 ;DOI: 10.3390/jrfm17020078

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19
ESG performance and stock prices: evidence from the COVID-19 outbreak in China
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Article
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ESG performance and stock prices: evidence from the COVID-19 outbreak in China

Humanities & social sciences communications, 2022-12, Vol.9 (1), p.242-242, Article 242 [Peer Reviewed Journal]

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: 2662-9992 ;EISSN: 2662-9992 ;DOI: 10.1057/s41599-022-01259-5 ;PMID: 35874283

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20
On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks
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On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks

The Journal of finance (New York), 1993-12, Vol.48 (5), p.1779-1801 [Peer Reviewed Journal]

Copyright 1993 American Finance Association ;1993 the American Finance Association ;Copyright Blackwell Publishers Inc. Dec 1993 ;ISSN: 0022-1082 ;EISSN: 1540-6261 ;DOI: 10.1111/j.1540-6261.1993.tb05128.x ;CODEN: JLFIAN

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