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Physica A: Statistical Mechanics and its Applications, ISSN 0378-4371, 02/2015, Volume 419, pp. 221 - 233
We analyze intraday fluctuations in several stock indices to investigate the underlying stochastic processes using techniques appropriate for processes with... 
Econophysics | Order book | Stock markets | Variable diffusion | HURST EXPONENTS | PHYSICS, MULTIDISCIPLINARY | BEHAVIOR | EQUATIONS | TIME | STOCHASTIC VOLATILITY | OPTIONS | WEALTH | AVERAGES | REALIZED VARIANCE | Intervals | Dynamic tests | Asymptotic properties | Dynamics | Fluctuation | Markets | Mathematical models | Raw materials
Journal Article
Journal of Monetary Economics, ISSN 0304-3932, 05/2015, Volume 72, pp. 64 - 82
Conventional analyses of labor market fluctuations ascribe a minor role to labor force participation. We show, by contrast, that flows-based analyses imply... 
Labor force participation | Business cycles | Worker flows | Unemployment | OUTS | ERRORS | SEARCH | MODEL | INS | BUSINESS, FINANCE | CYCLICALITY | DYNAMICS | ECONOMICS | FLOWS | Labor supply | Statistics
Journal Article
American Economic Journal: Applied Economics, ISSN 1945-7782, 10/2018, Volume 10, Issue 4, pp. 349 - 377
Do wealth shocks affect the health of elderly in developed countries? 1 exploit the booms and busts in the US stock market as a natural experiment that... 
MORTALITY | IMPACT | RECESSIONS GOOD | LOTTERY PRIZES | PANEL-DATA | INCOME | RETIREMENT | ADMINISTRATIVE DATA | VARIABLES | ECONOMICS | MENTAL-HEALTH | Economic models | Retirees | Industrialized nations | Public health | Securities markets
Journal Article
Journal of Money, Credit and Banking, ISSN 1538-4616, 2010, Volume 42, Issue 4, pp. 715 - 742
Journal Article
Physics Letters A, ISSN 0375-9601, 02/2018, Volume 382, Issue 6, pp. 367 - 371
Two decades ago Bak et al. (1997) proposed a reaction–diffusion model to describe market fluctuations. In the model buyers and sellers diffuse from opposite... 
Econophysics | Traded volumes | Reaction–diffusion model | Zero-intelligence model | Market fluctuations | Bond market | Reaction-diffusion model | PHYSICS, MULTIDISCIPLINARY | STOCK-MARKET | POWER
Journal Article
Journal of Economic Cooperation & Development, ISSN 1308-7800, 01/2017, Volume 38, Issue 3, pp. 1 - 43
This paper investigates the responses of the Sudanese stock market to fluctuations in exchange rate, inflation and crude oil price. The paper employs a... 
Economic models | Stock exchanges | Volatility | Securities markets
Journal Article
Advances in Complex Systems, ISSN 0219-5259, 12/2017, Volume 20, Issue 8
The inability of investors and academics to consistently predict, and understand the behavior of financial markets has forced the search for alternative... 
dividend policy | networks | artificial stock market | Agent-based model | MATHEMATICS, INTERDISCIPLINARY APPLICATIONS | INFORMATION | MULTIDISCIPLINARY SCIENCES | DYNAMICS | MODEL
Journal Article
International Journal of Bifurcation and Chaos, ISSN 0218-1274, 12/2011, Volume 21, Issue 12, pp. 3557 - 3564
Journal Article
Economic Inquiry, ISSN 0095-2583, 04/2018, Volume 56, Issue 2, pp. 1007 - 1027
The stock market crash of 2008 caused a severe impact to households. Earlier research has explored the impacts of a stock market crash on life well‐being,... 
MORTALITY | ALCOHOL-PROBLEMS | TIMES | ECONOMICS | HEALTH | RECESSIONS | HUMAN-CAPITAL DEVELOPMENT | ECONOMIC-CONDITIONS | Psychological aspects | Stress (Psychology) | Stocks | Stock markets | Newspaper publishing | Stock market crashes | Socioeconomic factors | Childrens health | Securities markets | Economic impact | Regression analysis | Children & youth
Journal Article
The European Journal of Finance, ISSN 1351-847X, 03/2018, Volume 24, Issue 4, pp. 333 - 346
We use a novel nonparametric causality-in-quantiles test to study the effects of terror attacks on stock-market returns and volatility in G7 countries. We also... 
C53 | G7 countries | C22 | terror attacks | G10 | returns | volatility | nonparametric causality-in-quantiles test | Stock markets | FINANCIAL-MARKETS | REGRESSION | GRANGER CAUSALITY | PRICE | BASQUE COUNTRY | BUSINESS, FINANCE | PARAMETER | Economic models | Terrorism | Volatility | Securities markets
Journal Article
Simulation Modelling Practice and Theory, ISSN 1569-190X, 2010, Volume 18, Issue 6, pp. 910 - 925
In this paper, we model a new random stock price model for the stock markets based on the finite range contact process, which is a model for epidemic spreading... 
Econophysics | Returns | Statistical analysis | Computer simulation | Stock index | Finite range contact model | Probability distribution | COMPUTER SCIENCE, SOFTWARE ENGINEERING | COMPUTER SCIENCE, INTERDISCIPLINARY APPLICATIONS | Dynamics | Mathematical analysis | Fluctuation | Markets | Raw materials | Dynamical systems | Contact
Journal Article
International Journal of Strategic Communication, ISSN 1553-118X, 01/2018, Volume 12, Issue 1, pp. 67 - 85
This study investigates the reciprocal relationships between the fluctuation of the closing prices of three companies listed on the Amsterdam exchange index,... 
Journal Article
Fluctuation and Noise Letters, ISSN 0219-4775, 12/2015, Volume 14, Issue 4
We present a new ensemble system for stock market returns prediction where continuous wavelet transform (CWT) is used to analyze return series and... 
continuous wavelet transform | forecasting | neural networks | asymmetry | particle swarm optimization | Stock market | ensemble network | SOM | MATHEMATICS, INTERDISCIPLINARY APPLICATIONS | PHYSICS, APPLIED
Journal Article
Physica A: Statistical Mechanics and its Applications, ISSN 0378-4371, 2007, Volume 374, Issue 1, pp. 315 - 324
The statistics of return distributions on various time scales constitutes one of the most informative characteristics of the financial dynamics. Here, we... 
q-Gaussian distributions | Tsallis statistics | Financial markets | MULTIFRACTALITY | LAW | PHYSICS, MULTIDISCIPLINARY | RETURNS | PRICE FLUCTUATIONS | OPTIONS | VOLATILITY | financial markets | Stock markets
Journal Article
The Singapore Economic Review, ISSN 0217-5908, 09/2017, Volume 62, Issue 4, pp. 875 - 904
Using a simple theoretical model, this paper provides a micro-foundation of applying vector auto-regressive (VAR) models to explore the effects of monetary... 
MSVAR-EGARCH model | stock market fluctuations | Monetary shocks | SECURITIES | INFORMATION | RETURNS | FIRMS | MODEL | ASSET PRICES | POLICY | IMPACT | FINANCING CONSTRAINTS | EQUILIBRIUM | ECONOMICS | Stocks | Stock markets
Journal Article
Journal of Applied Econometrics, ISSN 0883-7252, 1/2008, Volume 23, Issue 1, pp. 17 - 42
We apply extreme value analysis to US sectoral stock indices in order to assess whether tail risk measures like value-at-risk and extremal linkages were... 
Quadrants | Investment risk | Terrorism | Economic indices | Nasdaq Composite Index | Significance level | Stock market indices | Stock markets | Probabilities | Estimators | TRANSMISSION | IMPACT | RETURNS | TAIL | CONTAGION | INTERNATIONAL EQUITY MARKETS | RISK | SOCIAL SCIENCES, MATHEMATICAL METHODS | ECONOMICS | INDEX | ESTIMATOR | VOLATILITY
Journal Article
The Review of Economics and Statistics, ISSN 0034-6535, 11/2007, Volume 89, Issue 4, pp. 684 - 700
Recent empirical evidence demonstrates the presence of an important long-memory component in realized asset return volatility. We specify and estimate... 
Datasets | Stock prices | Statistical variance | Economic models | Price volatility | Tradeoffs | Financial leverage | Risk premiums | Coefficients | Parametric models | ASSET PRICING MODEL | PERSISTENCE | CONDITIONAL HETEROSKEDASTICITY | RETURNS | EMPIRICAL-EVIDENCE | RISK | SOCIAL SCIENCES, MATHEMATICAL METHODS |