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Stock markets

Can systematic skewness factors predict future interest rates: Evidence from China

Xinyao Liang, Yichen Sun

SSE forecasts based on market–sentiment dual anchoring

Lei Yang, Bo Gan, Xueyan Niu, Qing Liu

A multi-factor dynamic time series measure for stock correlation analysis

Jinyu Fan, Guanyu Lu, Jun Ma

Analysis of the risk spillover network of G20 stock markets based on transfer entropy and complex network approaches

Yijiang Zou, Qinghua Chen, Jihui Han, Longfeng Zhao

Regional asymmetry in financial markets: Pricing of skewness risk in the Thai stock market

Tran Trong Huynh, Bui Thanh Khoa

EMSA: Explainable multilingual sentiment analysis models providing sentiment analysis across multiple languages

Li Zhao, Jinwei Zhou, Jinde Cao, Weina Zhu

Parametric portfolio policy with momentum-based sentiment trading strategy

Wen-Yi Lee, Yu-Hsuan Lin, Jing-Rung Yu, Donald Lien

Co-movement between stock markets in advanced economies and Africa in times of uncertainty: A time-frequency domain approach

Joseph Emmanuel Tetteh, Peterson Owusu Junior

Dynamic forecasting and mechanisms of volatility synchronization in complex financial systems

Jiang-Cheng Li, Jin Guo, Rui Ma, Guangyan Zhong

Delay, deny, and defend: Public outrage at health insurance companies and stock market debacle

Chen Li, Moumita Dutta, Jing Duo, Shantanu Dutta

Early warning of regime switching in a financial time series: A heteroskedastic network model

Linxi Wang, Sufang An, [ ... ], Jiapei Li

Predicting stock returns using machine learning combined with data envelopment analysis and automatic feature engineering: A case study on the Vietnamese stock market

Hoang Thanh Nhon, Nga Do-Thi, Thao Nguyen-Trang

Sectoral sensitivity of the Kuwait stock market to a dual shock

Talal Alotaibi, Lucía Morales

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