FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W3206559124> ?p ?o ?g. }

• W3206559124 endingPage "188" @default.
• W3206559124 startingPage "188" @default.
• W3206559124 abstract "The key to understanding the dynamics of stock markets, particularly the mechanisms of their changes, is in the concept of the market regime. It is regarded as a regular transition from one state to another. Although the market agenda is never the same, its functioning regime allows us to reveal the logic of its development. The article employs the concept of financial turbulence to identify hidden market regimes. These are revealed through the ratio of the components, which describe single changes of correlated risks and volatility. The combinations of typical and atypical variates of correlational and magnitude components of financial turbulence allowed four hidden regimes to be revealed. These were arranged by the degree of financial turbulence, conceptually analyzed and assessed from the perspective of their duration. The empirical data demonstrated ETF day trading profits for S&P 500 sectors, covering the period of January 1998–August 2020, as well as day trade profits of the Russian blue chips within the period of October 2006–February 2021. The results show a significant difference in regard to the market performance and volatility, which depend on hidden regimes. Both sample data groups demonstrated similar contemporaneous and lagged effects, which allows the prediction of volatility jumps in the periods following atypical correlations." @default.
• W3206559124 created "2021-10-25" @default.
• W3206559124 creator A5016286697 @default.
• W3206559124 creator A5020551915 @default.
• W3206559124 creator A5055682202 @default.
• W3206559124 date "2021-10-22" @default.
• W3206559124 modified "2023-10-16" @default.
• W3206559124 title "Equity Risk and Return across Hidden Market Regimes" @default.
• W3206559124 cites W1727659491 @default.
• W3206559124 cites W1992103779 @default.
• W3206559124 cites W2071028470 @default.
• W3206559124 cites W2073397294 @default.
• W3206559124 cites W2074812030 @default.
• W3206559124 cites W2099233100 @default.
• W3206559124 cites W2111560705 @default.
• W3206559124 cites W2155179256 @default.
• W3206559124 cites W2158810025 @default.
• W3206559124 cites W2399974638 @default.
• W3206559124 cites W2736767837 @default.
• W3206559124 cites W2771030840 @default.
• W3206559124 cites W2795571638 @default.
• W3206559124 cites W2806249636 @default.
• W3206559124 cites W2883487552 @default.
• W3206559124 cites W2886644496 @default.
• W3206559124 cites W2892199902 @default.
• W3206559124 cites W2961290387 @default.
• W3206559124 cites W2965133638 @default.
• W3206559124 cites W2969562921 @default.
• W3206559124 cites W2972152299 @default.
• W3206559124 cites W2987070014 @default.
• W3206559124 cites W3008721479 @default.
• W3206559124 cites W3015191466 @default.
• W3206559124 cites W3033155756 @default.
• W3206559124 cites W3036396670 @default.
• W3206559124 cites W3049341522 @default.
• W3206559124 cites W3121177045 @default.
• W3206559124 cites W3121714092 @default.
• W3206559124 cites W3122225907 @default.
• W3206559124 cites W3122244915 @default.
• W3206559124 cites W3126081245 @default.
• W3206559124 cites W3128465983 @default.
• W3206559124 cites W3129869358 @default.
• W3206559124 cites W3132698530 @default.
• W3206559124 cites W3175095226 @default.
• W3206559124 cites W3189825283 @default.
• W3206559124 cites W4255034375 @default.
• W3206559124 doi "https://doi.org/10.3390/risks9110188" @default.
• W3206559124 hasPublicationYear "2021" @default.
• W3206559124 type Work @default.
• W3206559124 sameAs 3206559124 @default.
• W3206559124 citedByCount "1" @default.
• W3206559124 countsByYear W32065591242023 @default.
• W3206559124 crossrefType "journal-article" @default.
• W3206559124 hasAuthorship W3206559124A5016286697 @default.
• W3206559124 hasAuthorship W3206559124A5020551915 @default.
• W3206559124 hasAuthorship W3206559124A5055682202 @default.
• W3206559124 hasBestOaLocation W32065591241 @default.
• W3206559124 hasConcept C10138342 @default.
• W3206559124 hasConcept C106159729 @default.
• W3206559124 hasConcept C149782125 @default.
• W3206559124 hasConcept C162324750 @default.
• W3206559124 hasConcept C166957645 @default.
• W3206559124 hasConcept C17744445 @default.
• W3206559124 hasConcept C19244329 @default.
• W3206559124 hasConcept C199539241 @default.
• W3206559124 hasConcept C199728807 @default.
• W3206559124 hasConcept C204036174 @default.
• W3206559124 hasConcept C205649164 @default.
• W3206559124 hasConcept C2779343474 @default.
• W3206559124 hasConcept C2780299701 @default.
• W3206559124 hasConcept C556758197 @default.
• W3206559124 hasConcept C91602232 @default.
• W3206559124 hasConceptScore W3206559124C10138342 @default.
• W3206559124 hasConceptScore W3206559124C106159729 @default.
• W3206559124 hasConceptScore W3206559124C149782125 @default.
• W3206559124 hasConceptScore W3206559124C162324750 @default.
• W3206559124 hasConceptScore W3206559124C166957645 @default.
• W3206559124 hasConceptScore W3206559124C17744445 @default.
• W3206559124 hasConceptScore W3206559124C19244329 @default.
• W3206559124 hasConceptScore W3206559124C199539241 @default.
• W3206559124 hasConceptScore W3206559124C199728807 @default.
• W3206559124 hasConceptScore W3206559124C204036174 @default.
• W3206559124 hasConceptScore W3206559124C205649164 @default.
• W3206559124 hasConceptScore W3206559124C2779343474 @default.
• W3206559124 hasConceptScore W3206559124C2780299701 @default.
• W3206559124 hasConceptScore W3206559124C556758197 @default.
• W3206559124 hasConceptScore W3206559124C91602232 @default.
• W3206559124 hasIssue "11" @default.
• W3206559124 hasLocation W32065591241 @default.
• W3206559124 hasLocation W32065591242 @default.
• W3206559124 hasLocation W32065591243 @default.
• W3206559124 hasOpenAccess W3206559124 @default.
• W3206559124 hasPrimaryLocation W32065591241 @default.
• W3206559124 hasRelatedWork W2172176281 @default.
• W3206559124 hasRelatedWork W2291973775 @default.
• W3206559124 hasRelatedWork W2326995271 @default.
• W3206559124 hasRelatedWork W2370669686 @default.
• W3206559124 hasRelatedWork W2645942849 @default.

• next