Open Access
| Issue |
Int. J. Simul. Multidisci. Des. Optim.
Volume 13, 2022
Simulation and Optimization for Industry 4.0
|
|
|---|---|---|
| Article Number | 9 | |
| Number of page(s) | 10 | |
| DOI | https://doi.org/10.1051/smdo/2021040 | |
| Published online | 06 January 2022 | |
- K. Bel Hadj Miled, F. Darwez, Le comportement mimétique sur le marché Financier Tunisien avant et après la révolution, Int. J. Econ. Strategic Manage. Bus. Process. 2014, International Conference on Business, Economics, Marketing & Management Research (BEMM'14) [Google Scholar]
- E.A. Nenu, G. Vintilă, Ş.C. Gherghina, The impact of capital structure on risk and firm performance: Empirical evidence for the bucharest stock exchange listed companies, Int. J. Finan. Stud. 6 (2018) [Google Scholar]
- S. Stereńczak, State-dependent stock liquidity premium: The case of the Warsaw stock exchange, Int. J. Financial Stud. 8, 13 (2020) [CrossRef] [Google Scholar]
- M.E. Blume, D.B. Keim, Institutional investors and stock market liquidity: Trends and relationships, Finance Department, the Wharton School, University of Pennsylvania (2012) [Google Scholar]
- N. El Hami, M. Bouchekourte, Optimising liquidity with modified particle swarm optimization application: Case of Casablanca stock exchange, in: 2016 4th IEEE International Colloquium on Information Science and Technology (CiSt), 2016, pp. 725–729, doi: 10.1109/CIST.2016.7804981 [CrossRef] [Google Scholar]
- M.D. Chinn, H. Ito, What matters for financial development? Capital controls, institutions, and interactions, J. Develop. Econ. 81, 163–192 (2006), JEL classification: F36; F43; G28 [CrossRef] [Google Scholar]
- Y. Amihud, Illiquidity and stock returns: cross-section and time-series effects, J. Finan. Mar. 5, 31–56 (2002) [CrossRef] [Google Scholar]
- A. Beber, M.W. Brandt, M. Cosemans, M. Verardo, Ownership crowded with style: Institutional investors, liquidity, and iquidity risk, Netspar and the Duisenberg School of Finance (2012) [Google Scholar]
- D. Herlemont, Econometry of Financial markets with R-project, (YATS Finances & Technologies (2014) [Google Scholar]
- P.P. Dungore, S.H. Patel, Analysis of volatility volume and open interest for nifty index futures using GARCH analysis and VAR model, Int. J. Financial Stud. 9 (2021) [Google Scholar]
- F.A. Sulehri, A. Ali, Impact of political uncertainty on pakistan stock exchange: An event study approach, J. Adv. Stud. Finan. 11 (2020) JASF XI, 2 (22) (Winter 2020) [Google Scholar]
Current usage metrics show cumulative count of Article Views (full-text article views including HTML views, PDF and ePub downloads, according to the available data) and Abstracts Views on Vision4Press platform.
Data correspond to usage on the plateform after 2015. The current usage metrics is available 48-96 hours after online publication and is updated daily on week days.
Initial download of the metrics may take a while.