1 Board social capital and structure, ownership and financial variables of Brazilian companies: A three levels dataset integrating directors, board networks and firm characteristics.

2 Genomic Biomarkers to Predict Resistance to Hypomethylating Agents in Patients With Myelodysplastic Syndromes Using Artificial Intelligence.

3 Time-varying coefficient vector autoregressions model based on dynamic correlation with an application to crude oil and stock markets.

4 Coherent diversification in corporate technological portfolios.

5 Direct and moderating effects of environmental regulation intensity on enterprise technological innovation: The case of China.

6 Commentary: Identifying the Underpinnings of "Care That Honours Seniors" in Alberta.

7 Impact of Credit Risk on Momentum and Contrarian Strategies: Evidence from South Asian Markets

8 Asymmetric correlation and hedging effectiveness of gold & cryptocurrencies: From pre-industrial to the 4th industrial revolution.

9 Using networks and partial differential equations to forecast bitcoin price movement.

10 considerations on the impact of the global financial crisis on economies from eastern europe

11 supply and demand on the russian stock market: a socioeconomic analysis

12 the value of being innovative in information technology

13 application of genetic algorithm and personal informatics in stock market

14 the effect of macroeconomic factors on stock prices of swiss real estate companies

15 the methodological peculiarities of assessing the efficiency of the system of ensuring financial stability of credit institutions

16 effect of money supply on the dow jones industrial average stock index

17 Portfolio Construction by Using Different Risk Models: A Comparison among Diverse Economic Scenarios

18 Effect of Ap-Index of Geomagnetic Activity on S&P 500 Stock Market Return

19 THE IMPACT OF BEHAVIORAL FINANCE ON STOCK MARKETS

20 Assessing risk contagion among the Brent crude oil market, London gold market and stock markets: Evidence based on a new wavelet decomposition approach

21 Stock market behavior of pharmaceutical industry in Iran and macroeconomic factors

22 Analysing volatility spillover between the oil market and the stock market in oil-importing and oil-exporting countries: Implications on portfolio management

23 Economic benefits of technical analysis in portfolio management: Evidence from global stock markets

24 The EGARCH effect test of chinese stock market from the perspective of behavioral finance

25 Identifying the Trading Behaviors and Risk of Noise Traders in Iran Stock Market

26 Stock selection with random forest: An exploitation of excess return in the Chinese stock market.

27 Profitability of Contrarian Strategies in the Chinese Stock Market.

28 An econophysics approach to study the effect of BREXIT referendum on European Union stock markets

29 A simple econophysics model of the stock market as a nonequilibrium open system

30 Agent-based analysis of risk contagion in stock market from perspective of econophysics

31 Does gender diversity on boards influence stock market liquidity? Empirical evidence from the French market

32 Does board gender diversity affect firm risk-taking? Evidence from the French stock market

33 The impact of exchange rates on stock market returns: new evidence from seven free-floating currencies

34 Chasing investor sentiment in stock market

35 A novel UMIDAS-SVQR model with mixed frequency investor sentiment for predicting stock market volatility

36 Investor sentiment and stock market liquidity: Evidence from an emerging economy

37 The impact of terrorist attacks in G7 countries on international stock markets and the role of investor sentiment

38 Investor sentiment and the price-earnings ratio in the G7 stock markets

39 Does Online Investor Sentiment Affect the Asset Price Movement? Evidence from the Chinese Stock Market

40 UNDERSTANDING INVESTORS’ BEHAVIOR DURING STOCK PRICE MANIPULATION: A CASE OF INDONESIA’S STOCK MARKET

41 Relationship among weather effects, investors' moods and stock market risk: An analysis of bull and bear markets in Taiwan, Japan and Hong Kong

42 The influence of China Environmental Protection Tax Law on firm performance–evidence from stock markets

43 Investor characteristics and the effect of disposition bias on the Tunisian stock market

44 Financial liberalization and cross-border market integration: Evidence from China's stock market

45 Stock market and macroeconomic variables: new evidence from India

46 Analysing the dynamic influence of US macroeconomic news releases on Turkish stock markets

47 Oil price fluctuation, stock market and macroeconomic fundamentals: Evidence from China before and after the financial crisis

48 The joint impact of stock market and corruption on economic growth and development in Nigeria: Evidence from cointegration and vecm analysis

49 Investor Attention and Stock Market Activities: New Evidence from Panel Data

50 Revisiting the use of web search data for stock market movements.

51 A fuzzy decision system for money investment in stock markets based on fuzzy candlesticks pattern recognition

52 An experimental analysis of investors’ pattern in investment decisions making in Indian stock market

53 Hidden temporal order unveiled in stock market volatility variance

54 Agent-Based Simulation and Microstructure Modeling of Immature Stock Markets: Case of a Single Risky Asset

55 On the use of technical analysis indicators for stock market price movement direction prediction

56 The stock market and the business cycle in periods of deflation, (Hyper-) inflation, and political turmoil: Germany, 1913 –1926

57 Dataset on share issuance, abnormal returns and market timing in the Brazilian stock market.

58 Using Deep Neural Networks for Stock Market Data Forecasting: An Effectiveness Comparative Study

59 Data-driven trend forecasting in stock market using machine learning techniques

60 Analysis of stock market data by using Dynamic Fourier and Wavelets techniques

61 Indian stock market prediction using artificial neural networks on tick data

62 Enhancing stock market prediction with extended coupled hidden Markov model over multi-sourced data

63 Reprint of: Chaos in G7 stock markets using over one century of data: A note

64 Forecasting Chinese Stock Market Prices using Baidu Search Index with a Learning-Based Data Collection Method

65 The effect of global crises on stock market correlations: Evidence from scalar regressions via functional data analysis

66 Optimized feature extraction based artificial intelligence technique for empirical analysis of stock market data

67 Time series forecasting for stock market prediction through data discretization by fuzzistics and rule generation by rough set theory

68 Back propagation neural network based big data analytics for a stock market challenge

69 The effect of GST announcement on stock market volatility: evidence from intraday data

70 Evaluation of pattern based customized approach for stock market trend prediction with big data and machine learning techniques

71 Analysis of investor sentiment and stock market volatility trend based on big data strategy

72 Comparative study of hybrid artificial neural network methods under stationary and nonstationary data in stock market

73 Predictive analysis on stock market data

74 The impact of attention heterogeneity on stock market in the era of big data

75 Deep learning based forecasting in stock market with big data analytics

76 Impacts of lagged returns on the risk-return relationship of Chinese aggregate stock market: Evidence from different data frequencies

77 Neural network and principle component analysis based numerical data analysis for stock market prediction with machine learning techniques

78 Forecasting downside risk in China's stock market based on high-frequency data

79 Exploring Contrarian Degree in the Trading Behavior of China's Stock Market

80 Forecasting volatility using combination across estimation windows: An application to S&P500 stock market index.

81 Modeling time-varying beta in a sustainable stock market with a three-regime threshold GARCH model

82 Intraday and intraweek trade anomalies on the Czech stock market

83 Stock Market Forecasting Using Restricted Gene Expression Programming.

84 Predicting stock market movements using network science: an information theoretic approach.

85 The research on stock market volatility in China based on the model of ARIMA-EARCH-M (1, 1) and ARIMA-TARCH-M (1, 1)

86 Frequency-Division Combination Forecasting of Stock Market Based on Wavelet Multiresolution Analysis

87 Dynamic linkages between strategic commodities and stock market in Turkey: Evidence from SVAR-DCC-GARCH model

88 Geopolitical Risks, Returns, and Volatility in Emerging Stock Markets: Evidence from a Panel GARCH Model

89 Properties of a robust asymmetric GARCH model and its application in evaluating the Chinese stock market

90 Oil price uncertainty and the U.S. stock market analysis based on a GARCH-in-mean VAR model

91 The comparison of explanatory power of volatility index (VIX) and garch model in predicting future volatility (empirical studies on the indonesian stock market)

92 Using emotional markers' frequencies in stock market ARMAX-GARCH Model?

93 Stock market volatility in Saudi Arabia: An application of univariate GARCH model

94 Long memory revisit in Chinese stock markets: Based on GARCH-class models and multiscale analysis

95 The study about long memory and volatility persistence in China stock market based on fractal theory and GARCH model

96 A study on the behavior of volatility in Saudi Arabia stock market using symmetric and asymmetric GARCH models

97 STAR-GARCH models for stock market interactions in the Pacific Basin Region, Japan and US

98 RETRACTED ARTICLE: Tree structured DCC-multivariate GARCH model and its application in volatility correlation analysis of Shanghai, Shenzhen and Hong Kong Stock markets

99 RETRACTED ARTICLE: A joint model of chaos and GARCH effect in China's stock markets

100 Empirical analysis of volatility in standard & poor's (S&P) CNX nifty stock markets using GARCH models

101 Investigating the intertemporal risk-return relation in international stock markets with the component GARCH model

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