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Tracking the fin trade: Genetic stock identification in western Atlantic scalloped hammerhead sharks Sphyrna lewini
(2009-12-01)
Location or stock-specific landing data are necessary to improve management of shark stocks, especially those imperiled by overexploitation as a result of the international shark fin trade. In the current absence of catch ...
Metal Returns, Stock Returns And Stock Market Volatility
(PONTIFICIA UNIV CATOLICA PERUSAN MIGUEL, 2015)
Information Search Behavior: Proposal of Study with Investors in the Stock Market
(2014)
With the aim of analyzing the information search behavior of investors working in the stock market, this research sought to raise the aspects related to this behavior with focus on the cognitive and causal aspects which ...
Qualitative assessment of stock prices listed on the Sao Paulo stock exchange: An approach from the perspective of homogeneity analysis
(CONSEJO LATINOAMERICANO ESCUELAS ADM-CLADEA, 2009)
The stock market suffers uncertain relations throughout the entire negotiation process, with different variables exerting direct and indirect influence on stock prices. This study focuses on the analysis of certain aspects ...
Stock market development and economic performance: the case of Mexico
(Universidad Alberto Hurtado. Facultad de Economía y Negocios, 2015)
A Random-Matrix-Theory-Based Analysis of the Brazilian Stock Market During the 2008 Financial Crisis and Asian Crisis and Temporal Neighborhoods
(World Scientific Publ Co Pte Ltd, 2022-09-14)
Several approaches and concepts of physics, such as Random Matrix Theory, have been used to investigate the complexity of financial time series. This study aims to analyze the spectrum of stock correlation in the Brazilian ...
Confidence and self-attribution bias in an artificial stock market
(2017-02-01)
Using an agent-based model we examine the dynamics of stock price fluctuations and their rates of return in an artificial financial market composed of fundamentalist and chartist agents with and without confidence. We find ...
The impact of the financial crisis on the long-range memory of European corporate bond and stock markets
(Springer, 2018-02)
This paper investigates the presence of long memory in corporate bond and stock indices of six European Union countries from July 1998 to February 2015. We compute the Hurst exponent by means of the DFA method and using a ...