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Relevant bibliographies by topics / Financial markets analysis

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Academic literature on the topic 'Financial markets analysis'

Author: Grafiati

Published: 28 May 2022

Last updated: 31 July 2025

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Journal articles on the topic "Financial markets analysis"

1

Mayew, William J. "Speech Analysis in Financial Markets." Foundations and Trends® in Accounting 7, no. 2 (2013): 1–71. http://dx.doi.org/10.1561/1400000024.

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Fung, Hung-Gay. "Financial Markets and Institutional Analysis." Chinese Economy 46, no. 5 (2013): 3–4. http://dx.doi.org/10.2753/ces1097-1475460500.

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Jawale, Piyush, Saahil Jawale, Dhaval Ingale, and Mohit Shetty. "Sentiment Analysis for Financial Markets." International Journal for Research in Applied Science and Engineering Technology 11, no. 12 (2023): 535–41. http://dx.doi.org/10.22214/ijraset.2023.57385.

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Abstract: Predicting movements in the stock market is a novel use of sentiment analysis's growing body of knowledge. The purpose of this study is to investigate the potential of NLP for predicting stock market movements by analyzing textual data sources such as news articles, social media posts, as well as earnings reports. The research examines current approaches, applications, and difficulties in sentiment analysis by drawing on extensive surveys and reviews [1], [2]. It also investigates the use of pre-trained models in NLP and the potential biases of such models [6]. Important research fin

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Ashwini, K. Bhavsar, and H. Gavhane Tejaswini. "Sentiment Analysis in Financial Markets." Sentiment Analysis in Financial Markets 9, no. 2 (2024): 6. https://doi.org/10.5281/zenodo.10643367.

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Moving ahead in this era of data, there is a lot of information, which if used in the right way, can be used in the financial domain as well, to determine the market. This prediction can lead to large profits and help in understanding the complex financial markets. Sentiment analysis is a kind of data mining technique, which can be used to process and understand the textual content to derive meaningful insights. In this paper, for the purpose of sentiment analysis, natural language processing will be used, which is the area of machine learning in the rise. The techniques will be applied here o

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Mynhardt, Ronald Henry, Alexey Plastun, and Inna Makarenko. "Behavior of financial markets efficiency during the financial market crisis: 2007 – 2009." Corporate Ownership and Control 11, no. 2 (2014): 473–87. http://dx.doi.org/10.22495/cocv11i2c5p4.

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This paper examines the behavior of financial markets efficiency during the recent financial market crisis. Using the Hurst exponent as a criterion of market efficiency we show that level of market efficiency is different for pre-crisis and crisis periods. We also classify financial markets of different countries by the level of their efficiency and reaffirm that financial markets of developed countries are more efficient than the developing ones. Based on Ukrainian financial market analysis we show the reasons of inefficiency of financial markets and provide some recommendations on their solu

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Bağcı, Haşim. "The causal relationship between financial markets, financial institutions and financial development: Findings from Panel Granger causality analysis." Business & Management Studies: An International Journal 13, no. 2 (2025): 647–60. https://doi.org/10.15295/bmij.v13i2.2550.

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This study aims to determine the existence and direction of the causality among financial markets, financial institutions, and financial development (FD). To achieve this, six indicators are used: a financial development index, a financial institutions index, financial institutions' access, financial institutions' depth, financial markets' depth, and financial markets' access. The model examines whether financial markets and institutions have an impact on foreign direct investment (FDI). The variables in the model are rendered stationary to prepare for the causality analysis. The panel Granger

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Mintzelas, A., and K. Kiriakopoulos. "Natural time analysis in financial markets." Algorithmic Finance 5, no. 1-2 (2016): 37–46. http://dx.doi.org/10.3233/af-160057.

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Vodenska, Irena, Alexander Becker, Di Zhou, Dror Kenett, H. Stanley, and Shlomo Havlin. "Community Analysis of Global Financial Markets." Risks 4, no. 2 (2016): 13. http://dx.doi.org/10.3390/risks4020013.

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Agarwal, Nikhil. "Policy Analysis in Matching Markets." American Economic Review 107, no. 5 (2017): 246–50. http://dx.doi.org/10.1257/aer.p20171112.

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Price and quantity interventions intended to affect assignments are common in many labor and education markets (e.g., financial aid, quotas). This article discusses an empirical framework, based on the theory of stable matching, that is suitable for policy analysis while accounting for the presence of equilibrium sorting. It then compares financial incentives and supply interventions for encouraging the training of family medicine residents in rural America. Due to equilibrium effects, the primary effect of financial incentives is to increase the quality, not numbers, of residents in rural pro

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Galindo-Manrique, Alicia Fernanda, Esteban Pérez-Calderón, and Martha del Pilar Rodríguez-García. "Eco-Efficiency and Stock Market Volatility: Emerging Markets Analysis." Administrative Sciences 11, no. 2 (2021): 36. http://dx.doi.org/10.3390/admsci11020036.

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Climate change, the accelerated industrialization of emerging countries, as well as the growing demand for transparency from stakeholders, are all factors that influence the environmental performance of companies. Thus, eco-efficient behavior can improve financial performance by increasing wealth generation and decreasing the volatility of listed financial assets. There is a lot of previous literature showing diverse results of the effect of eco-efficiency on corporate profitability, but this is not the case when we refer to risk. This study analyzes the relationship between eco-efficient beha

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Dissertations / Theses on the topic "Financial markets analysis"

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Griffioen, Gerwin Alfred Wilhelm. "Technical analysis in financial markets." [Amsterdam : Amsterdam : Thela Thesis] ; Universiteit van Amsterdam [Host], 2003. http://dare.uva.nl/document/87469.

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Melnychuk, Oleksandr. "Ukraine Financial Markets - The Analysis of Financial Frauds." Master's thesis, Vysoká škola ekonomická v Praze, 2012. http://www.nusl.cz/ntk/nusl-161874.

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Ukraine is quite new country, which faces early stages of its development. The financial market of the country has passed through different and challenging times for these 20 years and still has to choose several essential factors for the further development. The existence of financial frauds in Ukraine could be explained by lack of knowledge and information in the country as well as low level of trust to the government. The case of JSC "MMM" and Mr. Mavrodi is the best well-known example of Ponzi scheme in Ukraine and all post-Soviet countries, which gives the possibility to analyze the main

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Mohti, Wahbeeah. "Essays on frontier markets: financial integration, financial market efficiency, financial contagion." Doctoral thesis, Universidade de Évora, 2019. http://hdl.handle.net/10174/24579.

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This thesis investigates financial integration, market efficiency, and financial contagion in frontier markets in order to evaluate the potentiality of portfolio diversification. The first essay evaluates Asian frontier and emerging equity markets’ regional and global integration using Gregory and Hansen co-integration tests and detrended cross correlation analysis (DCCA). The results suggest that Asian emerging markets show some evidence of integration with both regional and global markets. From Asian frontier markets, Pakistan is the only one with evidence of integration with both benchmarks

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Cocilova, Alessandro. "Twitter data analysis for financial markets." Bachelor's thesis, Alma Mater Studiorum - Università di Bologna, 2015. http://amslaurea.unibo.it/8126/.

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Over the time, Twitter has become a fundamental source of information for news. As a one step forward, researchers have tried to analyse if the tweets contain predictive power. In the past, in financial field, a lot of research has been done to propose a function which takes as input all the tweets for a particular stock or index s, analyse them and predict the stock or index price of s. In this work, we take an alternative approach: using the stock price and tweet information, we investigate following questions. 1. Is there any relation between the amount of tweets being generated and the

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Ramyar, Richard. "Essays on technical analysis in financial markets." Thesis, City, University of London, 2006. http://openaccess.city.ac.uk/18945/.

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Technical analysis is the study of price movements in traded markets so as to forecast future movements or identify trading opportunities. Following a review of the history and research of technical analysis, three empirical chapters evaluate a number of propositions popular among technical analysts. One approach used widely over the last century assumes that support and resistance levels can be predicted by projecting the ratios between the length and duration of successive trends, in particular using Fibonacci ratios like 1.618. This proposition is rejected for the Dow Jones Industrial Avera

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Зайцев, Олександр Васильович, Александр Васильевич Зайцев, Oleksandr Vasylovych Zaitsev, and М. Л. Назаренко. "Analysis Mechanisms of Financial Markets. Fundamental Analysis and Technical Analysis." Thesis, Sumy State University, 2021. https://essuir.sumdu.edu.ua/handle/123456789/86030.

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Тези доповіді на конференції<br>Щоб дізнатися, що буде з валютою завтра, або, іншими словами, спрогнозувати її вартість на певний період часу в майбутньому, необхідно знати і розуміти основні методи аналізу валютних ринків. На даний момент основними і підтвердженими практичним використанням двома методами є фундаментальний аналіз і технічний аналіз.<br>Чтобы узнать, что будет с валютой завтра, или, другими словами, спрогнозировать ее стоимость на определенный период времени в будущем, необходимо знать и понимать основные методы анализа валютных рынков. На данный момент основными и подтвержденн

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Dunne, Peter Gerard. "Essays in financial time-series analysis." Thesis, Queen's University Belfast, 1996. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.337690.

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Xu, Cheng. "Are UK financial markets SAD? : a behavioural finance analysis." Thesis, University of Sheffield, 2015. http://etheses.whiterose.ac.uk/10010/.

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Behavioural finance argues that some market anomalies can be explained by assuming investors are not always fully rational. This thesis contributes a greater understanding of the relationship between investor mood and financial markets, through exploring the effect of seasonal affective disorder (SAD) on UK financial markets . Chapter 2, the first empirical chapter, investigates the SAD effect on UK stock portfolio returns, by employing daily returns of all stocks traded on the London Stock Exchange (LSE) from 1988 to 2011. The chapter constructs SAD variables and six stock portfolios to exami

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BURZONI, MATTEO. "A MODEL-FREE ANALYSIS OF DISCRETE TIME FINANCIAL MARKETS." Doctoral thesis, Università degli Studi di Milano, 2015. http://hdl.handle.net/2434/337059.

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We discuss fundamental questions of Mathematical Finance such as arbitrage and hedging in the context of a discrete time market with no reference probability. We show how different notions of arbitrage can be studied under the same general framework by specifying a class S of significant sets, and we investigate the richness of the family of martingale measures in relation to the choice of S. We also provide a superhedging duality theorem. We show that the initial cost of the cheapest portfolio that dominates a contingent claim on every possible path, might be strictly greater than the upper b

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Kwan, Wai-ching Josephine. "Trend models for price movements in financial markets /." [Hong Kong] : University of Hong Kong, 1994. http://sunzi.lib.hku.hk/hkuto/record.jsp?B13841397.

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Books on the topic "Financial markets analysis"

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Hwa, Ng Kah, and Kwok Branson Chi Hing, eds. Financial markets and analysis. Addison-Wesley Pub. Co., 1996.

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Kaehler, Jürgen, and Peter Kugler, eds. Econometric Analysis of Financial Markets. Physica-Verlag HD, 1994. http://dx.doi.org/10.1007/978-3-642-48666-1.

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Plummer, Tony. Forecasting Financial Markets. Kogan Page Publishers, 2010.

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Koy, Kevin. Markets 101. MLS Pub., 1989.

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Di Lorenzo, Renato. Basic Technical Analysis of Financial Markets. Springer Milan, 2013. http://dx.doi.org/10.1007/978-88-470-5421-9.

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Chen, James. Essentials of technical analysis for financial markets. Wiley, 2010.

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Chen, James, ed. Essentials of Technical Analysis for Financial Markets. John Wiley & Sons, Inc., 2012. http://dx.doi.org/10.1002/9781119204213.

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Brown, Brendan. Economists and the Financial Markets. Taylor & Francis Group Plc, 2004.

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D, Griffiths Mark, and Winters Drew B, eds. Modern financial markets: Prices, yields, and risk analysis. Wiley, 2007.

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Plummer, Tony. Forecasting financial markets: The truth behind technical analysis. Kogan Page, 1990.

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Book chapters on the topic "Financial markets analysis"

1

Mallios, William S. "Financial Markets." In The Analysis of Sports Forecasting. Springer US, 2000. http://dx.doi.org/10.1007/978-1-4757-6713-1_8.

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Busu, Mihail. "Financial Markets." In Essentials of Investment and Risk Analysis. Springer International Publishing, 2022. http://dx.doi.org/10.1007/978-3-031-15056-2_3.

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Chakrabarty, Siddhartha Pratim, and Ankur Kanaujiya. "Mechanisms of Financial Markets." In Mathematical Portfolio Theory and Analysis. Springer Nature Singapore, 2023. http://dx.doi.org/10.1007/978-981-19-8544-7_1.

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Cristelli, Matthieu. "Quantitative Analysis of Technical Trading." In Complexity in Financial Markets. Springer International Publishing, 2013. http://dx.doi.org/10.1007/978-3-319-00723-6_8.

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Kvasničková, Eva. "Equilibrium on the Interest Rate Market Analysis." In Market Risk and Financial Markets Modeling. Springer Berlin Heidelberg, 2012. http://dx.doi.org/10.1007/978-3-642-27931-7_11.

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Sörensen, Kristina, and Panos M. Pardalos. "Clustering in Financial Markets." In Models, Algorithms and Technologies for Network Analysis. Springer International Publishing, 2016. http://dx.doi.org/10.1007/978-3-319-29608-1_16.

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Kim, Amee. "Semiotic analysis in financial markets." In Researching and Analysing Business. Routledge, 2023. http://dx.doi.org/10.4324/9781003107774-16.

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Pilbeam, Keith. "Portfolio Analysis: Risk and Return in Financial Markets." In Finance and Financial Markets. Macmillan Education UK, 2005. http://dx.doi.org/10.1007/978-1-349-26273-1_7.

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Pilbeam, Keith. "Portfolio Analysis: Risk and Return in Financial Markets." In Finance & Financial Markets. Macmillan Education UK, 2010. http://dx.doi.org/10.1007/978-1-137-09043-0_7.

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Pilbeam, Keith. "Portfolio Analysis: Risk and Return in Financial Markets." In Finance & Financial Markets. Macmillan Education UK, 2018. http://dx.doi.org/10.1057/978-1-137-51563-6_7.

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Conference papers on the topic "Financial markets analysis"

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Thakur, Akshat, Prajwal Shaw, and Soma Das. "News Sentiment Analysis in Financial Markets: A Survey." In 2025 8th International Conference on Electronics, Materials Engineering & Nano-Technology (IEMENTech). IEEE, 2025. https://doi.org/10.1109/iementech65115.2025.10959674.

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Balasenthil, R. S., AmeyAdinath Choudhari, Rajeswaran Ayyadurai, Priti Dadasaheb Mane, and Dashrath Bhoite. "Predictive Analysis of Financial Markets Using Machine Learning." In 2025 International Conference on Frontier Technologies and Solutions (ICFTS). IEEE, 2025. https://doi.org/10.1109/icfts62006.2025.11031616.

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Penmetsa, Sahil Varma. "Equilibrium Analysis of AI Investment in Financial Markets under Uncertainty." In 2024 IEEE International Conference on Cognitive Computing and Complex Data (ICCD). IEEE, 2024. https://doi.org/10.1109/iccd62811.2024.10843643.

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Garg, Yashika, Karuna Kadian, Varda Mahajan, and Somya. "Unmasking Financial Deception: Leveraging Machine Learning for Risk Analysis and Fraud Detection in Financial Markets." In 2024 IEEE Region 10 Symposium (TENSYMP). IEEE, 2024. http://dx.doi.org/10.1109/tensymp61132.2024.10752159.

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Surulivel, S. T., M. Ashfaq Sultan, K. Ajithkumar, and S. Selvabaskar. "Sentiment Analysis in Financial Markets: Using NLP to Predict Stock Price from News and Social Media Data." In 2025 International Conference on Visual Analytics and Data Visualization (ICVADV). IEEE, 2025. https://doi.org/10.1109/icvadv63329.2025.10961060.

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Namazov, Vugar. "Structured financing: linkage between commodities and financial markets." In Systems Analysis in Economics - 2020. Moscow, "Science" Publishing House, 2021. http://dx.doi.org/10.33278/sae-2020.book1.308-31.

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Danilova, Elena, and Elena Nazmutdinova. "Financial leadership: an analysis of investment behaviour on financial markets." In 2nd International Conference on Social, Economic and Academic Leadership (ICSEAL 2018). Atlantis Press, 2018. http://dx.doi.org/10.2991/icseal-18.2018.24.

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Thompson, James R., and James R. Wilson. "Multifractal analysis of agent-based financial markets." In 2013 Winter Simulation Conference - (WSC 2013). IEEE, 2013. http://dx.doi.org/10.1109/wsc.2013.6721524.

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Thandayuthapani, S., Sudhakar Deivasigamani, Biplab Kumar Biswal, Moustafa K. Ibrahim, Karrar Shareef Mohsen, and Ashraf Mohammed Shareef. "Machine Learning Predictive Analysis for Financial Markets." In 2024 Ninth International Conference on Science Technology Engineering and Mathematics (ICONSTEM). IEEE, 2024. http://dx.doi.org/10.1109/iconstem60960.2024.10568660.

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O'Halloran, Sharyn, Sameer Maskey, Geraldine McAllister, David K. Park, and Kaiping Chen. "Big Data and the Regulation of Financial Markets." In ASONAM '15: Advances in Social Networks Analysis and Mining 2015. ACM, 2015. http://dx.doi.org/10.1145/2808797.2808841.

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Reports on the topic "Financial markets analysis"

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Hausmann, Ricardo, and Eduardo Fernández-Arias. What's Wrong with International Financial Markets? Inter-American Development Bank, 2000. http://dx.doi.org/10.18235/0010783.

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Recent financial crises and contagion call into question the wisdom of capital account liberalization. There is consensus that something is terribly wrong in the way international financial markets work for developing countries and that fixing is urgent. But what is wrong? Most views in developed countries identify the problems with too much capital flows, attracted by moral hazard. However, our analysis shows that the role of this distortion is being grossly exaggerated and that, in contrast, the main distortions in international financial markets are associated with capital flows being too l

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Kaufman, George G., and Randall S. Kroszner. How Should Financial Institutions and Markets be Structured?: Analysis and Options for Financial System Design. Inter-American Development Bank, 1997. http://dx.doi.org/10.18235/0011592.

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This paper analyzes the consequences of alternative financial structures for financial efficiency and stability. The focus is on the organizational structure of banks. Alternative bank structures range from 'narrow banks' to broad 'universal banks.' Each banking structure is assessed in its ability to satisfy the objectives of efficiency and stability in the financial system stability, economies of scale and scope, competition, avoiding regulatory capture, conflicts of interest and political manipulation, corporate control and management of financial distress, and monetary control. No one refo

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Соловйов, Володимир Миколайович, and D. N. Chabanenko. Financial crisis phenomena: analysis, simulation and prediction. Econophysic’s approach. Гумбольдт-Клуб Україна, 2009. http://dx.doi.org/10.31812/0564/1138.

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With the beginning of the global financial crisis, which attracts the attention of the international community, the inability of existing methods to predict the events became obvious. Creation, testing, adaptation of the models to the concrete financial market segments for the purpose of monitoring, early prediction, prevention and notification of financial crises is gaining currency nowadays. Econophysics is an interdisciplinary research field, applying theories and methods originally developed by physicists in order to solve problems in economics, usually those including uncertainty or stoch

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Hasanov, Fakhri. Oil Market Shocks and Financial Instability in Asian Countries. King Abdullah Petroleum Studies and Research Center, 2021. http://dx.doi.org/10.30573/ks--2021-dp18.

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There is no commodity whose interlinkages with the macroeconomy have been studied as extensively as oil, starting with Hamilton’s (1983) seminal study. Thousands of subsequent studies have examined the relationship between oil prices and various economic variables, including the stock market. This strand of the literature began with the pioneering work of Kling (1985). Since then, other financial markets, such as banking, have also received a fair share of analysis.

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Soloviev, Vladimir, Victoria Solovieva, Anna Tuliakova, Alexey Hostryk, and Lukáš Pichl. Complex networks theory and precursors of financial crashes. [б. в.], 2020. http://dx.doi.org/10.31812/123456789/4119.

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Based on the network paradigm of complexity in the work, a systematic analysis of the dynamics of the largest stock markets in the world and cryptocurrency market has been carried out. According to the algorithms of the visibility graph and recurrence plot, the daily values of stock and crypto indices are converted into a networks and multiplex networks, the spectral and topological properties of which are sensitive to the critical and crisis phenomena of the studied complex systems. This work is the first to investigate the network properties of the crypto index CCI30 and the multiplex networ

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Soloviev, Vladimir, Oleksandr Serdiuk, Serhiy Semerikov, and Arnold Kiv. Recurrence plot-based analysis of financial-economic crashes. [б. в.], 2020. http://dx.doi.org/10.31812/123456789/4121.

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The article considers the possibility of analyzing the dynamics of changes in the characteristics of time series obtained on the basis of recurrence plots. The possibility of using the studied indicators to determine the presence of critical phenomena in economic systems is considered. Based on the analysis of economic time series of different nature, the suitability of the studied characteristics for the identification of critical phenomena is assessed. The description of recurrence diagrams and characteristics of time series that can be obtained on their basis is given. An analysis of seven

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Gandelman, Néstor, Flavia Roldán, and Sofía Viera. The Impact of Multi-acquiring in the Payment System: Evidence from Uruguayan Financial Inclusion Program. Inter-American Development Bank, 2025. https://doi.org/10.18235/0013400.

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This paper examines the transition from exclusive card network-acquirer relationships to a multi-acquiring model. Using the case of Uruguay's adoption of multi-acquiring in 2022, as part of a broader financial inclusion program, we document significant market dynamics, including restructured relationships among incumbents and new market entrants. Our analysis, leveraging the Herfindahl-Hirschman Index, reveals decreased market concentration across all payment segments. While fee reductions were initially driven by a government-sponsored price agreement, the increased competition fostered by mu

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Otrok, Christopher, Huigang Chen, Alessandro Rebucci, Gianluca Benigno, and Eric R. Young. Financial Crises and Macro-Prudential Policies. Inter-American Development Bank, 2011. http://dx.doi.org/10.18235/0011201.

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Stochastic general equilibrium models of small open economies with occasionally binding financial frictions are capable of mimicking both the business cycles and the crisis events associated with the sudden stop in access to credit markets (Mendoza, 2010). This paper studies the inefficiencies associated with borrowing decisions in a two-sector small open production economy, finding that this economy is much more likely to display under-borrowing rather than over-borrowing in normal times. As a result, macro-prudential policies (e. g, Tobin taxes or economy-wide controls on capital inflows) ar

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Fernández Lafuerza, Luis, Matías Lamas, Javier Mencía, Irene Pablos, and Raquel Vegas. Analysis of the usability of capital buffers during the crisis precipitated by COVID-19. Banco de España, 2023. http://dx.doi.org/10.53479/29750.

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This paper analyses the ability of banks to use voluntary and regulatory capital buffers, taking advantage of the experience of the COVID-19 pandemic. In the first place, we find that the usability of macroprudential buffers is not hampered in Spain by other parallel banks’ requirements. Additionally, we find that the existing voluntary buffers over capital requirements at the beginning of the pandemic have had significant effects on the financial markets, affecting the evolution of European bank stock prices, as well as the holdings of bank shares by investment funds. Lastly, we find no signi

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Levy Yeyati, Eduardo, and Eduardo Fernández-Arias. Global Financial Safety Nets: Where Do We Go from Here? Inter-American Development Bank, 2010. http://dx.doi.org/10.18235/0011213.

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An analysis of the performance of the global financial safety net during the 2008-2009 crisis, and an evaluation of its new components, indicates that, from an emerging markets perspective, the net remains full of holes despite recent stitches. This paper therefore proposes an effective and workable international lender of last resort (ILLR) for systemic liquidity crises based on: i) an automatic trigger to access the facility; ii) unilateral country pre-qualification to the facility during Article IV consultations; and iii) liquidity funded by the world's "issuers of last resort". These princ

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