Cargando…
Stock market efficiency: An intraday case of study about the G-20 group
Given the importance of the financial markets in the global context, data analysis and new statistical approach are always welcome, especially if we are referring to G-20 group (the world's richest countries). As we know, the pandemic outbreak of COVID-19 has affected the global economy, and it...
Autores principales: | Zebende, G.F., Santos Dias, R.M.T., de Aguiar, L.C. |
---|---|
Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
Elsevier
2022
|
Materias: | |
Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8800029/ https://www.ncbi.nlm.nih.gov/pubmed/35128100 http://dx.doi.org/10.1016/j.heliyon.2022.e08808 |
Ejemplares similares
-
Nonlinear intraday trading invariance in the Russian stock market
por: Teplova, Tamara, et al.
Publicado: (2022) -
Asymmetric dependence of intraday frequency components in the Brazilian stock market
por: Carvalho, Marcela de Marillac, et al.
Publicado: (2021) -
Intraday News Trading: The Reciprocal Relationships Between the Stock
Market and Economic News
por: Strauß, Nadine, et al.
Publicado: (2017) -
COVID-19 pandemic’s impact on intraday volatility spillover between oil, gold, and stock markets
por: Mensi, Walid, et al.
Publicado: (2022) -
CEGH: A Hybrid Model Using CEEMD, Entropy, GRU, and History Attention for Intraday Stock Market Forecasting
por: Liu, Yijiao, et al.
Publicado: (2022)