Purpose This study illustrates the economic and financial dynamics of the sector, analysing
the evolution of the main ratios of profitability and financial structure of 1,559 Italian real …

The sporadic large fluctuations seen in the stock market are due to different factors. These
large fluctuations are termed extreme events (EE). We have identified fundamental …

Statistical analysis of high-frequency stock market order transaction data is conducted to
understand order transition dynamics. We employ a first-order time-homogeneous discrete …

This paper employs Topological Data Analysis (TDA) to detect extreme events (EEs) in the
stock market at a continental level. Previous approaches, which analyzed stock indices …

In the aftermath of stock market crash due to COVID-19, not all sectors recovered in the
same way. Recently, a stock price model is proposed by Mahata et al.(2021) that describes …

Market crashes pose significant risks to the stability and performance of financial markets,
making the development of an early warning system crucial. This study utilizes exchange …

The sharp increase in liquidity has exacerbated volatility in futures markets. The shocks in
volatility patterns have triggered the urgent need to re-examine the efficiency of futures …

Linear response theory relates the response of a system to a weak external force with its
dynamics in equilibrium, subjected to fluctuations. Here, this framework is applied to …

Crude oil prices crashed and dropped into negative territory at the onset of the COVID-19
pandemic. This extreme event triggered a series of great-magnitude aftershocks. We seek to …

This study focuses on the real estate bubble burst in the US housing market during 2007–
2008. We analyze the dynamics of the housing market crash and the after-crash sequence …