Latest Research in Market Dynamics and Volatility
23 research papers · 2026 median publication year
Top Research Topics in Market Dynamics and Volatility
- Market Dynamics and Volatility — 5 papers
- Methodology — 2 papers
- Computational Finance — 2 papers
- Housing Market and Economics — 1 papers
- Corporate Social Responsibility Reporting — 1 papers
- Risk and Portfolio Optimization — 1 papers
- Leadership, Behavior, and Decision-Making Studies — 1 papers
- Intelligence, Security, War Strategy — 1 papers
- Econometrics — 1 papers
- Pricing of Securities — 1 papers
Highest-Cited Papers
- Which ETFs Protect Against U.S. Equity Crashes? Regime-Dependent Hedging and Safe-Haven Evidence from DCC-GJR-GARCH
- Liquidity in housing markets: the effect of news sentiment on time on market
- Explainable Machine Learning for Exploratory Residual Screening of Electricity-Consumption Disclosures in a Sample of Chinese Listed Firms
- A Geometric Vector Framework for High-Dimensional Interaction Modeling Applications to Systemic Risk Using Dot and Cross Product Invariants
- Beyond Sigma - The Resonance Principle
- LAB #2215 NEUTRAL: TG AUTO: New edge proposed: first_hour_range_breakout_with_volume_ratio_confirm — E8 Intelligence Research
- Identification and Inference in proxy-SVARs with non-Gaussian shocks
- Cointegration by Parts: Locating Cointegration in Time
- The existence of optimal bang-bang controls for GMxB contracts
- Environmental Constraints in Cryptocurrency Portfolio Optimization: A Mean-CVaR Analysis
- Structural Analysis of a Dynamic Multilayer Network via Matrix Autoregressive Models: A Case Study of International Interactions between Countries
- Connectedness between order flows and exchange rate movements—An empirical analysis of calm and turbulent conditions in the Ghanaian foreign exchange market
- LAB #1893 PROMISING: TG AUTO: New edge proposed: volume_weighted_average_price_deviation_reversion — E8 Intelligence Research
- Convex Modeling of Price Cross-Impact over Time
- Firm biodiversity risk and future stock price crash risk: Empirical evidence from China
- Measuring Tail Geopolitical Risk
- Firm‐Level Climate Risk and Stock Price Crash: Does Investor Attention or Sentiment Matter?
- Systematic Covariance Envelopes from Wasserstein Geometry: Evidence from Language-Model Representations
- Exchange‐Rate Responses to Structural Oil‐Market Shocks: Revisiting Krugman's Real–Financial Adjustment Framework
- Geopolitical risk persistence and economic statecraft: evidence from long-memory dynamics