Latest Research in Market Dynamics and Volatility

Top Research Topics in Market Dynamics and Volatility

• Financial Markets and Investment Strategies — 36 papers
• Market Dynamics and Volatility — 23 papers
• Complex Systems and Time Series Analysis — 17 papers
• Blockchain Technology Applications and Security — 10 papers
• Banking stability, regulation, efficiency — 9 papers
• Trading and Market Microstructure — 8 papers
• Applications — 7 papers
• Financial Risk and Volatility Modeling — 6 papers
• Stochastic processes and financial applications — 5 papers
• Econometrics — 5 papers

Highest-Cited Papers

1. Event History Is Not State: Observed Pressure Is Not Explained Pressure in DeFi Lending Markets (2 citations)
2. Geopolitical risk and the Indian stock market (3 citations)
3. Manipulation, Informed Trading, and Regulation in Leveraged Event-Linked Markets
4. Where does the criticality live? Early-warning signals are event-heterogeneous across seven crypto-perpetual liquidation cascades
5. Resolution-Aware Perpetual Futures on Binary Prediction Markets: Failure Modes and Mechanical Stress Tests Using Polymarket Data
6. A Taxonomy of Event-Linked Perpetual Futures: Design Axes, Failure Modes, and Empirical Evaluability
7. Dynamic Network Connectedness and Risk Spillovers Among DeFi, AI-Based, Islamic and Commodity Assets
8. Foreign Exchange Trading During World Cup Events (or I will watch the game while you trade)
9. Mapping the green crypto ecosystem: dynamic return and volatility spillovers via the TVP-VAR frequency-connectedness approach
10. DO OPEC OIL PRICES SHOCKS MATTER FOR THE TURKISH STOCK MARKET EVIDENCE FROM THE BIST 100 INDEX (2010-2026)
11. Volatility Dynamics of Sustainability Indices in India: Evidence from BSE 100 ESG, GREENEX and CARBONEX
12. Constructing and Validating an Agent-Based Simulator for Uniswap v3 Concentrated Liquidity
13. MODEL ADOPTION #298: REJECT — LEDGER BENCH: Apply filter: USDCHF SHORT @ ASIAN with 5 conf — improves win rate from 32.3 — E8 Intelligence Research
14. MODEL ADOPTION #298: REJECT — LEDGER BENCH: Apply filter: USDCHF SHORT @ ASIAN with 5 conf — improves win rate from 32.3 — E8 Intelligence Research
15. Can a small additional claim lower the premium? Credibility orders for collective risk models
16. The Japan All-Market Index as a Regional Economic Visualization Tool: Design Principles and Application to 3,682 Listed Japanese Companies
17. A Probabilistic Macroeconomic Regime Framework for Portfolio Allocation and Risk Management
18. Nonlinear Market Coupling During COVID-19 and the Global Financial Crisis: A Convergent Cross-Mapping Analysis of US and European Equity Indices
19. Structural Depth Theory: Multi-Asset Empirical Validation and Reproducible Source Code
20. A Probabilistic Macroeconomic Regime Framework for Portfolio Allocation and Risk Management