In the post-epidemic era, global economic policies have been uncertain and the stock
market has been volatile. It is crucial to investigate the spillover effect of economic policy …

This study examines the mediating role of volatility on the relationship between analyst
recommendations and herding in the Malaysian stock market by using data from 2010 to …

With the development of quantitative finance, machine learning methods used in the
financial fields have been given significant attention among researchers, investors, and …

Since 2018, the bond market has surpassed the stock market, becoming the biggest
investment area in China's security market, and the systemic risks of China's bond market …

Studies examining the impact of COVID-19 using network dynamics are scant and tend to
evaluate a specific local stock market. We present a thorough investigation of 58 world stock …

A stock market is a complex system consisting of many interacting agents. We consider
recent progress with complex networks constructed from cross-correlation of financial time …

This study proposes a framework to diagnose stock market crashes and predict the
subsequent price rebounds. Based on the observation of anomalous changes in stock …

During recent years we have witnessed a systematic progress in the understanding of
complex systems, both in the case of particular systems that are classified into this group …

International portfolio management is influenced by the existence of “frictions”, factors or
events that interfere with trade, which are linked in financial literature to market-specific …

Existing studies on the financing difficulties of middle‐and small‐sized enterprises (SMEs)
have neglected the quantitative analysis of SMEs' risk spillovers to banks. Therefore, taking …