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Journal articles on the topic 'Financial markets analysis'

Author: Grafiati

Published: 28 May 2022

Last updated: 31 July 2025

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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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10

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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Davydov, Andrey. "US and Russian Financial markets: comparative analysis." Russia and America in the 21st Century, no. 5 (2022): 0. http://dx.doi.org/10.18254/s207054760022713-1.

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This article provides an analytic interpretation of the U.S. financial market development and identifies important mechanism of this market. Debt securities can spur economic growth but may also pose risks to financial stability and macroeconomic performance. US private financial sector debt increased during the COVID-19 pandemic, spotlighting the role of debt in supporting economic activity as well as the associated risks. This article covers the major trends and institutions of modern U.S. financial market. The current operating system of the American money market is being analyzed. The prim

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Alim, Al Ayub Ahmed, Paruchuri Harish, Vadlamudi Siddhartha, and Ganapathy Apoorva. "Cryptography in Financial Markets: Potential Channels for Future Financial Stability." Academy of Accounting and Financial Studies Journal 25, no. 4 (2021): 1–9. https://doi.org/10.5281/zenodo.4774829.

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Digital finance is assuming a significant part in the arrangement of financial services all over the world. Fast growth with digitalization, data analysis, and computing capacities allows for a whole new scope of financial services and transactions. This financial development empowered by digital financial technology (Fintech) has pulled in a ton of attention, as it could offer some potential for economic growth and development. As a part of the Fintech environment, cryptography has started to grow quickly and digital assets are acquiring in favorability among financial bankers and investors.

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Gurrib, Ikhlaas. "Are key market players in currency derivatives markets affected by financial conditions?" Investment Management and Financial Innovations 15, no. 2 (2018): 183–93. http://dx.doi.org/10.21511/imfi.15(2).2018.16.

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This study investigates if the biggest players in major foreign currencies futures markets are affected by current and previous financial conditions. Using root mean squared errors (RMSE), normalized RMSE, and Nash-Sutcliffe efficiency, this study compares the impact of current, 1 and 2 week lags of financial conditions onto foreign currency futures players’ net positions. The financial conditions indices used are UFCI, STLFSI, NFCI and ANFCI with weekly data set from January 2007 till December 2018. The US dollar index futures is included as a benchmark, since the financial conditions are bas

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Çelikkol, Hakan, and Fatma Köse. "Causality analysis of Turkish electricity financial markets." International Journal of Social Sciences and Education Research 1, no. 3 (2015): 814–23. http://dx.doi.org/10.24289/ijsser.279159.

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Jiang, Zhi-Qiang, Wen-Jie Xie, Wei-Xing Zhou, and Didier Sornette. "Multifractal analysis of financial markets: a review." Reports on Progress in Physics 82, no. 12 (2019): 125901. http://dx.doi.org/10.1088/1361-6633/ab42fb.

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Kenett, Dror Y., Xuqing Huang, Irena Vodenska, Shlomo Havlin, and H. Eugene Stanley. "Partial correlation analysis: applications for financial markets." Quantitative Finance 15, no. 4 (2015): 569–78. http://dx.doi.org/10.1080/14697688.2014.946660.

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Uechi, Lisa, Tatsuya Akutsu, H. Eugene Stanley, Alan J. Marcus, and Dror Y. Kenett. "Sector dominance ratio analysis of financial markets." Physica A: Statistical Mechanics and its Applications 421 (March 2015): 488–509. http://dx.doi.org/10.1016/j.physa.2014.11.055.

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18

Davydov, A. Yu. "US and Russian Financial Markets: Comparative Analysis." Herald of the Russian Academy of Sciences 92, S15 (2022): S1430—S1434. http://dx.doi.org/10.1134/s1019331622210080.

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19

Li, Wenyang. "Analysis of Financial Market Efficiency." International Journal of Global Economics and Management 2, no. 2 (2024): 244–53. http://dx.doi.org/10.62051/ijgem.v2n2.31.

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This comprehensive study delves into the intricacies of financial market efficiency, anchored around the Efficient Market Hypothesis (EMH) as postulated by Eugene Fama. It scrutinizes the hypothesis across its weak, semi-strong, and strong forms, incorporating a broad spectrum of empirical evidence and theoretical discourse. In light of recent advancements in technology and the increasing complexity of global financial markets, this paper also explores the impact of high-frequency trading, artificial intelligence, and blockchain technology on market efficiency. Through a meticulous examination

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20

Yuan, Yichuan, Tu Yan, Lixin Cui, and Wang Xi. "The Risk Spillover Effect of China's Financial Market and Real Economy——Based on Network Correlation Analysis." Risk and Financial Management 6, no. 1 (2025): p40. https://doi.org/10.30560/rfm.v6n1p40.

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Financial security is crucial for the development of the Chinese economy owing to the complex interconnections between the financial market and the real economy. This study employs the generalized variance decomposition method to construct a two-way risk spillover model between China’s financial market and the real economy. It investigates the two-way risk spillover trans- 4 mission and risk hedging in different markets when facing external shocks over the past four years. Firstly, following external shocks, both the overall market’s total risk spillover and individual markets’ risk spillover

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Naghavi, Navaz, and Wee-Yeap Lau. "Financial Liberalization and Stock Market Efficiency: Causality Analysis of Emerging Markets." Global Economic Review 45, no. 4 (2016): 359–79. http://dx.doi.org/10.1080/1226508x.2016.1198921.

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Ugli, Firdavs Kazakov Farhod. "FINANCIAL MARKETS AND BONDS: AN IN-DEPTH ANALYSIS." European Journal of Contemporary Business Law & Technology: Cyber Law, Blockchain, and Legal Innovations 1, no. 6 (2024): 1–5. http://dx.doi.org/10.61796/ejcblt.v1i6.611.

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This comprehensive article provides a detailed analysis of financial markets and bonds, focusing on the structure of financial markets, the characteristics, types, and valuation methods of bonds, their significance in the global economy, and the associated risks. The article distinguishes between money markets and capital markets, highlighting the various instruments traded within each. It delves into different types of bonds, explaining their unique features and uses. Additionally, it discusses the importance of bonds in funding, portfolio diversification, income generation, economic indicato

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Luan, VARDARI, and Bekim BERISHA Dr. "Balkan Countries Financial Markets Analysis and Economic Development Performance." International Journal of Management Sciences and Business Research 5, no. 3 (2016): 53–58. https://doi.org/10.5281/zenodo.3463933.

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The fact of globalization, improvements in efficiency of intermediary services and activities, transactions that can be done in electronic environment and stocks that quoted on more than one stock exchange markets led to close integration process. These developments contribute to financial stability and growth. These developments have affected stock exchange markets in Balkan countries as well, and those countries tried to cope with globalized world. Recent developments and integration in Balkan countries had positive impact on this harmony. Moreover, financial integration leads to structural

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Vapa-Tankosić, Jelena, and Dejan Vukosavljević. "The analysis of the structured financial transactions as alternative sources of financing." Pravo - teorija i praksa 38, no. 1 (2021): 13–24. http://dx.doi.org/10.5937/ptp2101013v.

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It is undeniable that global financial institutions are facing the major changes taken place during the last few years. Starting with the continuous tightening of both legal and financial regulations, preparation for the introduction of Basel 3, consolidation of the industry itself, the introduction of new information and communication technologies, enhanced safeguards to prevent money laundering, globalization of financial functions and capital markets, the traditional structure of the financial services industry has suffered many changes. Technological changes have reduced the transaction co

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25

Lang, Chunlin, Danyang Xu, Shaen Corbet, Yang Hu, and John W. Goodell. "Global financial risk and market connectedness: An empirical analysis of COVOL and major financial markets." International Review of Financial Analysis 93 (May 2024): 103152. http://dx.doi.org/10.1016/j.irfa.2024.103152.

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26

Hirano, Masanori, Kiyoshi Izumi, Takashi Shimada, Hiroyasu Matsushima, and Hiroki Sakaji. "Impact Analysis of Financial Regulation on Multi-Asset Markets Using Artificial Market Simulations." Journal of Risk and Financial Management 13, no. 4 (2020): 75. http://dx.doi.org/10.3390/jrfm13040075.

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In this study, we assessed the impact of capital adequacy ratio (CAR) regulation in the Basel regulatory framework. This regulation was established to make the banking network robust. However, a previous work argued that CAR regulation has a destabilization effect on financial markets. To assess impacts such as destabilizing effects, we conducted simulations of an artificial market, one of the computer simulations imitating real financial markets. In the simulation, we proposed and used a new model with continuous double auction markets, stylized trading agents, and two kinds of portfolio trad

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27

Ashurbayli-Huseynova, Nigar, and Yevgeniya Garmidarova. "Bank capital management in emerging and frontier markets: Bibliometric analysis." Banks and Bank Systems 20, no. 1 (2025): 304–22. https://doi.org/10.21511/bbs.20(1).2025.25.

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Bank capital management plays a crucial role in guaranteeing financial stability, particularly in emerging and frontier markets, where economic volatility, regulatory constraints, and financial market underdevelopment present significant challenges. This study aims to conduct a bibliometric analysis to explore investigation trends, emerging themes, and regional disparities in bank capital management. The research methodology includes a systematic review of 1,031 relevant documents from the Scopus database, analyzed using VOSviewer and Biblioshiny to visualize and assess the evolution of academ

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28

Shahapur, Salma S., Anil Koralli, Geeta Chippalakatti, et al. "Discovering Untapped Potential in Finance Markets Using NLP-Driven Sentiment Analysis." Indian Journal Of Science And Technology 17, no. 21 (2024): 2240–49. http://dx.doi.org/10.17485/ijst/v17i21.2912.

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Objectives: The main objective in Sentiment Analysis, and financial data is to decode sentiments through the use of Natural Language Processing (NLP) and Machine Learning (ML). This provides insights into market trends that are essential for risk management and well-informed financial decisions. By removing emotion from financial writing, gives stakeholders practical advice for wise investments in dynamic markets. The main objective is to increase the accuracy of Multinomial Naïve Bayes (Multinomial NB). In this work, we used purely ML models to get the accuracy more than the previous works, w

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Betz, Frederick. "Models of Financial Markets." Asian Business Research 1, no. 2 (2016): 30. http://dx.doi.org/10.20849/abr.v1i2.88.

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Computer-based algorithms &amp; models have become important in trading in financial markets. We illustrate the significance of model analysis of financial systems by a case study of BlackRock’s analytical platform called ‘Aladdin’. The nature of the model used in a computer algorithm is central to its real performance. Unreal models in financial algorithms will yield inaccurate performances. We review five fundamental models of economic dynamics: (1) traditional price-equilibrium of a commodity market, (2) Keynes-Minsky financial transactions over time, (3) price-disequilibrium of a finan

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Kolaiti, Theoplasti, Mwasi Mboya, and Philipp Sibbertsen. "Volatility Transmission across Financial Markets: A Semiparametric Analysis." Journal of Risk and Financial Management 13, no. 8 (2020): 160. http://dx.doi.org/10.3390/jrfm13080160.

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This paper revisits the question whether volatilities of different markets and trading zones have a long-run equilibrium in the sense that they are fractionally cointegrated. We consider the U.S., Japanese and German stock, bond and foreign exchange markets to see whether there is fractional cointegration between the markets in one trading zone or for one market across trading zones. Also the other combinations of different markets in different trading zones are considered. Applying a purely semiparametric approach through the whole analysis shows fractional cointegration can only be found for

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Popescu, Andrei-Dragos, and Cristi Spulbar. "FINANCIAL DIGITAL ASSETS AND THEIR INTERACTIONS WITH THE TRADITIONAL FINANCIAL MARKETS: A DSGE ANALYSIS." Social Sciences and Education Research Review 10, no. 1 (2023): 284–313. https://doi.org/10.5281/zenodo.8241416.

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We start from the premise that all markets, regardless of the shocks they experience, tend toward equilibrium. This is a characteristic that has been identified for any type of market, as the balance is required to be achieved in order for them to evolve. We are evolving a Dynamic General Stochastic Equilibrium model (DSGE) in order to assess and analysis the capital flows of shocks identified within different digital and traditional markets. The model is based on the fundamental theory of general equilibrium which attempts to describe the fluctuations based on supply, demand, and prices in a

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Bai, Min, Dong Zhang, and Jiaoying Yang. "Total Factor Productivity (TFP) and Financial Markets." American Business Review 28, no. 1 (2025): 176–202. https://doi.org/10.37625/abr.28.1.176-202.

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The dynamic interplay between real firms and the financial markets remains under continuous government scrutiny, reflecting the evolving diversity that accompanies the expansion of financial markets. Given the financial market's critical role in capital provision, it is essential to understand how different funding relationships influence firm performance. This study focuses on A-share listed companies in China from 2013 to 2023, categorizing their funding relationships into two distinct types: net investment and net financing. The analysis reveals a significant dampening effect on Total Facto

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Tashnazarov, Samiddin. "Transition To International Financial Reporting Standards In Developing Countries: Possibilities And Analysis Of Implementation." American Journal of Interdisciplinary Innovations and Research 03, no. 05 (2021): 135–41. http://dx.doi.org/10.37547/tajiir/volume03issue05-23.

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This article highlights the importance of IFRSs in developing countries, including Uzbekistan , based on the urgency of the transition to International Financial Reporting Standards ( IFRSs ) , and the factors that determine its necessity and potential . The most important one of the possibilities, the companies x International stock markets , currency exchange, capital markets and other markets in the world for the International Financial Reporting Standards , or GAAP financial reporting, and to provide in that country. The research work of the transition to IFRS to ensure the quality of the

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34

Dey, Dr Subhashish. "Digital Financial Inclusion and Economic Growth: A Cross Country Analysis of Emerging Markets." International Journal of Economics and Management Intellectuals 01, no. 01 (2025): 1–7. https://doi.org/10.63665/ijemi.v01i01.01.

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The digital revolution has significantly transformed the landscape of financial services in emerging economies. This paper investigates the extent to which digital financial inclusion (DFI) contributes to economic growth by enabling broader access to financial services through digital platforms such as mobile money, internet banking, and FinTech applications. Using data from multiple emerging markets over the period of 2015–2022, we conduct a comparative cross-country analysis to measure the relationship between DFI indicators and macroeconomic performance. The study finds that increased acces

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Kuznetsova, Natalia, and Zhanna V. Pisarenko. "Financial Convergence Analysis: Implication for Insurance and Pension Markets." Business: Theory and Practice 17, no. (2) (2016): 89–100. https://doi.org/10.3846/btp.2016.536.

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The proposed paper is one of a set of articles dedicated to the new phenomenon in the global and national financial markets – financial convergence – and is focused on theoretical issues. The hypothesis of the article is to argue whether the financial convergence determines the directions of financial market (namely, insurance and pension sectors) development. Adequately the goal of this paper is to analyze the existence of convergence processes in the insurance and pension markets. Methods of systematic and logical analysis are used. In the first part authors give brief history of the converg

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Sarwat, Ayesha, and Hameeda Akhtar. "Non-Financial Markets and Interconnectedness between US and Emerging Financial Economies: Evidence from Covid-19 Financial Crisis." Bulletin of Business and Economics (BBE) 12, no. 4 (2023): 238–53. http://dx.doi.org/10.61506/01.00108.

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During times of financial turmoil, when traditional assets experience significant volatility, commodity markets provide diversification benefits to investors. The objective is to investigate the factors influencing financial contagion between the United States and emerging Asian equity markets (China and India). The study analyzes the influential impact of the volatility index, gold, oil, and USD index on financial contagion among the markets. The dynamic conditional correlation analysis is utilized to explore the correlations during the US subprime and Covid-19 crises, and quantile regression

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Smirnova, O., and V. Kotlyar. "NEW APPROACHES TO INVESTMENT ANALYSIS ON HIGH RISKY FINANCIAL MARKETS." Sciences of Europe, no. 119 (June 22, 2023): 10–14. https://doi.org/10.5281/zenodo.8068264.

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A new type of risk assessment is introduced and substantiated - the risk ratio, as well as its relationship with the prices of a special financial instrument - a binary option - in high-risk financial markets. The peculiarities of risk coefficient calculation in the conditions of subjective-probabilistic and financial modeling are considered. The asymptotic stability of risk assessments in efficient financial markets is proved.

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Sharifxodjaev, Sh, Sh Achilova, and A. Abdurahmonov. "WORLD FINANCIAL MARKETS: THE ANALYSIS OF CURRENT SITUATION AND FINANCIAL CENTERS." Innovation in the economy 3, no. 1 (2019): 54–60. http://dx.doi.org/10.26739/2181-9491-2019-3-8.

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Dokumacı, Melis. "AI in Forecasting Financial Markets." Human Computer Interaction 8, no. 1 (2024): 127. https://doi.org/10.62802/1twmvt88.

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Artificial Intelligence (AI) is transforming the landscape of financial market forecasting, offering innovative approaches to predict trends, optimize investments, and mitigate risks. By leveraging machine learning, natural language processing (NLP), and advanced statistical methods, AI-driven models analyze vast amounts of structured and unstructured data in real time, uncovering patterns and insights beyond human capabilities. This research explores the application of AI in financial market forecasting, emphasizing techniques such as deep learning for time-series analysis, sentiment analysis

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ENOW, Samuel Tabot. "Evidence of Adaptive Market Hypothesis in International Financial Markets." Journal of Academic Finance 13, no. 2 (2022): 48–55. http://dx.doi.org/10.59051/joaf.v13i2.578.

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Objective: Traditional finance emphasises market efficiency and inherent behavioural anomalies in investors. However, the emergence of the adaptive market hypothesis tends to suggest otherwise. The adaptive market hypothesis challenges market efficiency and behavioural finance by contesting that investors and market participants adapt to changing market environment. In essence, investors learn from their mistakes. The purpose of this study was to explore the concept of an adaptive market hypothesis in five international markets, namely, the JSE, CAC 40, NASDAQ, JPX-NIKKEI and DAX. Method

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Xin, Tianxiao. "The Impact of Monetary and Fiscal Policies on Financial Markets: Policy Miscalculations and Financial Market Turmoil." Advances in Economics, Management and Political Sciences 180, no. 1 (2025): 203–10. https://doi.org/10.54254/2754-1169/2025.23265.

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This paper research how macroeconomic policy effects financial markets by case analysis of the Federal Reserves quantitative easing tightening policy and the United Kingdom governments Mini-budget policy. This presents a qualitative analysis of how specific policies in two cases affect different financial markets. In analyzing the first case, the discussion primarily centered on the adverse effects of a contraction in money supply and rising interest rates on the stock market, bond market, futures market, and credit market. In the second case, policies such as tax reductions and increased issu

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Seth, Neha, and Monica Singhania. "Volatility in frontier markets: a Multivariate GARCH analysis." Journal of Advances in Management Research 16, no. 3 (2019): 294–312. http://dx.doi.org/10.1108/jamr-02-2018-0017.

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Purpose The purpose of this paper is to analyze the existence of volatility spillover effect in frontier markets. This study also examines whether any linkages exist among these markets or not. Design/methodology/approach Monthly data of regional frontier markets, from 2009 to 2016, are analyzed using Multivariate GARCH (BEKK and Dynamic Conditional Correlation (DCC)) models. Findings The result of cointegration test shows that the sample frontier markets are not linked in long run, and Granger causality test reveals that the markets under consideration do not cause each other even in the shor

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Bezooijen, Emiel F. S. van, and Jacob A. Bikker. "Financial Structure and Macroeconomic Volatility: A Panel Data Analysis." International Journal of Economics and Finance 11, no. 12 (2019): 117. http://dx.doi.org/10.5539/ijef.v11n12p117.

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In 2015, the European Commission (EC) launched its action plan for the creation of a European Capital Markets Union. The EC aims to return the European economy to sustainable growth and to enhance its shock-absorbing capacity by reducing the reliance on bank finance and stimulating financial deepening and cross-border integration of Europe’s capital markets. Financial diversification and integrated European capital markets are expected to improve risk sharing among households, supporting economic stability. However, the economic literature reveals a lack of theoretical and empirical consensus

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Sabbaghi, Omid, and Navid Sabbaghi. "Market efficiency and the global financial crisis: evidence from developed markets." Studies in Economics and Finance 35, no. 3 (2018): 362–85. http://dx.doi.org/10.1108/sef-01-2014-0022.

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Purpose This study aims to provide one of the first empirical investigations of market efficiency for developed markets during the recent global financial crisis. Design/methodology/approach Using the Morgan Stanley Capital International (MSCI) country indices as proxies for national stock markets, the study conducts a battery of econometric tests in assessing weak-form market efficiency for the developed markets. Findings The inferential outcomes are consistent among the different tests. Specifically, the study finds that the majority of developed markets are weak-form efficient while the USA

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Farooq, Mohammad, and Wong Wing Keung. "Linkage between Stock Market Prices and Exchange Rate: A Causality Analysis for Pakistan." Pakistan Development Review 43, no. 4II (2004): 639–49. http://dx.doi.org/10.30541/v43i4iipp.639-649.

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Globalisation and financial sector reforms in developing economies have ushered in a sea change in the financial architecture of the economies. In the contemporary scenario, the activities in the financial markets and their relationships with the real sector have assumed significant importance. Correspondingly, researches are also being conducted to understand the current working of the economic and the financial system in the new scenario. Interesting results are emerging particularly for the developing countries where the markets are experiencing new relationships which are not perceived ear

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Vaníček, Petr. "Analysis and comparison of chosen FX – strategy." Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis 54, no. 6 (2006): 209–22. http://dx.doi.org/10.11118/actaun200654060209.

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The article is focused on possibilities of profit of chosen FX instruments by proceeding of foreign exchange risk. The foreign exchanges risk affect economic result of each economic subject. The foreign exchanges risk ensue unexpectible change of foreign exchange rate. Economic subjects pursue in exchange market that are concern on hedging of exchange risk during doing business and financial contracts. The most discussed problems in this article are the possibilies of present products in financials markets, that can help in hedging of exchange risk. The article is concentrated mainly on chosen

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47

Altın, Hakan. "Analysis of financial markets with the DEMATEL method." Pressacademia 8, no. 1 (2021): 53–66. http://dx.doi.org/10.17261/pressacademia.2021.1378.

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48

Izumi, Kiyoshi, Takashi Goto, and Tohgoroh Matsui. "Analysis of Financial Markets' Fluctuation by Textual Information." Transactions of the Japanese Society for Artificial Intelligence 25 (2010): 383–87. http://dx.doi.org/10.1527/tjsai.25.383.

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Peeters, Ronald, Helena Veiga, and Marc Vorsatz. "An experimental analysis of contagion in financial markets." Journal of Economic Dynamics and Control 171 (February 2025): 105033. https://doi.org/10.1016/j.jedc.2024.105033.

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Wafi, Ahmed S., Hassan Hassan, and Adel Mabrouk. "Fundamental Analysis Models in Financial Markets – Review Study." Procedia Economics and Finance 30 (2015): 939–47. http://dx.doi.org/10.1016/s2212-5671(15)01344-1.

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