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Select item 103664051.

Engagement of the e-commerce industry in the US, according to Twitter in the period of the COVID-19 pandemic

Danyely Paredes-Corvalan, Claudia Pezoa-Fuentes, Genesis Silva-Rojas, Iván Valenzuela Rojas, Mauricio Castillo-Vergara

Heliyon. 2023 Jul; 9(7): e16881. Published online 2023 Jul 7. doi: 10.1016/j.heliyon.2023.e16881

PMCID:: PMC10366405

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Can core competence help reduce stock price synchronicity? - Empirical evidence based on text analysis

Changling Sun, Hetao Sun, Nian Li, Muhammad Asif Khan, Zixi Zhang

PLoS One. 2021; 16(11): e0259409. Published online 2021 Nov 9. doi: 10.1371/journal.pone.0259409

PMCID:: PMC8577773

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Performance evaluation of e-commerce firms in China: Using three-stage data envelopment analysis and the Malmquist productivity index

Sufang Zheng, Rabnawaz Khan

PLoS One. 2021; 16(8): e0255851. Published online 2021 Aug 11. doi: 10.1371/journal.pone.0255851

PMCID:: PMC8357152

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The Impact of COVID-19 on the Stock Price of Socially Responsible Enterprises: An Empirical Study in Taiwan Stock Market

Kuo-Jung Lee, Su-Lien Lu

Int J Environ Res Public Health. 2021 Feb; 18(4): 1398. Published online 2021 Feb 3. doi: 10.3390/ijerph18041398

PMCID:: PMC7913571

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Linkages between share pledging, stock price risk and profitability: Evidence from the P.R. China

Fengchao Li, Xing Zhang, Jaime Ortiz

PLoS One. 2021; 16(11): e0260040. Published online 2021 Nov 18. doi: 10.1371/journal.pone.0260040

PMCID:: PMC8601517

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The impact of crude oil prices on Chinese stock markets and selected sectors: evidence from the VAR-DCC-GARCH model

Shabir Mohsin Hashmi, Farhan Ahmed, Zainab Alhayki, Aamir Aijaz Syed

Environ Sci Pollut Res Int. 2022; 29(35): 52560–52573. Published online 2022 Mar 9. doi: 10.1007/s11356-022-19573-5

PMCID:: PMC8905557

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Causality-driven multivariate stock movement forecasting

Abel Díaz Berenguer, Yifei Da, Matías Nicolás Bossa, Meshia Cédric Oveneke, Hichem Sahli

PLoS One. 2024; 19(4): e0302197. Published online 2024 Apr 25. doi: 10.1371/journal.pone.0302197

PMCID:: PMC11045085

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Impact of chart image characteristics on stock price prediction with a convolutional neural network

Guangxun Jin, Ohbyung Kwon

PLoS One. 2021; 16(6): e0253121. Published online 2021 Jun 23. doi: 10.1371/journal.pone.0253121

PMCID:: PMC8221485

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Artificial intelligence in E-Commerce: a bibliometric study and literature review

Ransome Epie Bawack, Samuel Fosso Wamba, Kevin Daniel André Carillo, Shahriar Akter

Electron Markets. 2022; 32(1): 297–338. Published online 2022 Mar 18. doi: 10.1007/s12525-022-00537-z

PMCID:: PMC8932684

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Understanding Consumer Online Impulse Buying in Live Streaming E-Commerce: A Stimulus-Organism-Response Framework

Mingwei Li, Qingjin Wang, Ying Cao

Int J Environ Res Public Health. 2022 Apr; 19(7): 4378. Published online 2022 Apr 6. doi: 10.3390/ijerph19074378

PMCID:: PMC8998889

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Analysis and Prediction of Cross-Border e-Commerce Scale of China Based on the Machine Learning Model

Qiaoping Chen

Comput Intell Neurosci. 2022; 2022: 7906135. Published online 2022 Aug 23. doi: 10.1155/2022/7906135

PMCID:: PMC9427215

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Does investors’ site visits improve the capital market pricing efficiency?

Nian Li, Runsen Yuan, Muhammad Asif Khan, Xiaofeng Yang, Nosherwan Khaliq, Xi Zhang

Heliyon. 2023 Sep; 9(9): e19100. Published online 2023 Aug 15. doi: 10.1016/j.heliyon.2023.e19100

PMCID:: PMC10469083

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A business model predicting the impact of live-stream marketing on firms' stock price - An event study

Shunjun Luo, Maw-Liann Shyu, Andri dayarana k. Silalahi, I-Tung Shih

Heliyon. 2022 Dec; 8(12): e12522. Published online 2022 Dec 22. doi: 10.1016/j.heliyon.2022.e12522

PMCID:: PMC9803699

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E-commerce Policy and the Global Economy: A Path to More Inclusive Development?

Alan A. Ahi, Noemi Sinkovics, Rudolf R. Sinkovics

Manag Int Rev. 2023; 63(1): 27–56. Published online 2022 Nov 3. doi: 10.1007/s11575-022-00490-1

PMCID:: PMC9631583

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The impact of green financial development on stock price crash risk from the perspective of information asymmetry in Chinese listed companies

Zhibin Zhang, Youqiang Ding

Environ Sci Pollut Res Int. 2023; 30(37): 87199–87214. Published online 2023 Jul 7. doi: 10.1007/s11356-023-27771-y

PMCID:: PMC10406662

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A new look at stock price-exchange rate nexus: Analysis of COVID-19 pandemic waves in advanced and emerging economies

Ahmed S. Alimi, Idris A. Adediran

Sci Afr. 2023 Jul; 20: e01671. Published online 2023 Apr 14. doi: 10.1016/j.sciaf.2023.e01671

PMCID:: PMC10102500

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A bibliometric literature review of stock price forecasting: From statistical model to deep learning approach

Pham Hoang Vuong, Lam Hung Phu, Tran Hong Van Nguyen, Le Nhat Duy, Pham The Bao, Tan Dat Trinh

Sci Prog. 2024 Jan-Mar; 107(1): 00368504241236557. Published online 2024 Mar 15. doi: 10.1177/00368504241236557

PMCID:: PMC10943735

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Changes in oil price and economic policy uncertainty and the G7 stock returns: evidence from asymmetric quantile regression analysis

Salah A. Nusair, Jamal A. Al-Khasawneh

Econ Change Restruct. 2023; 56(3): 1849–1893. Published online 2023 Mar 4. doi: 10.1007/s10644-023-09494-9

PMCID:: PMC9985441

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Analyst optimism, information disclosure, and stock price collapse risk: Empirical insights from China’s A-share market

Yang Li, Yingchun Zhang, Rui Ma, Ruixuan Wang

PLoS One. 2024; 19(3): e0297055. Published online 2024 Mar 28. doi: 10.1371/journal.pone.0297055

PMCID:: PMC10977746

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An Empirical Study on the Relationship between Stock Price Information and Enterprise Innovation Management Based on Information Learning Mechanism

Min Bai

Comput Intell Neurosci. 2022; 2022: 9425405. Published online 2022 May 17. doi: 10.1155/2022/9425405

PMCID:: PMC9129931

Article PDF–437K

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PMC Images search for stock price index

Fig 1The boxplot of the stock index future’s price volatility in five experiments.

Study on Market Stability and Price Limit of Chinese Stock Index Futures Market: An Agent-Based Modeling Perspective

PLoS One. 2015;10(11):e0141605.
Fig. 5

The impact of SARS outbreak on 1-month stock return of various industry sectors. Note: One-month stock returns (R) are calculated from changes in monthly closing stock price (SP). That is, , where SP_May and SP_April are the closing prices at the end of April and May, respectively. The composite stock price index is the monthly capitalization-weighted stock index of the Taiwan Stock Exchange. Data of stock price index for each industry are taken from the TEJ database.

Interactions between business conditions and financial performance of tourism firms: Evidence from China and Taiwan

Tour Manag. 2007 Feb;28(1):188-203.
Fig 5The simulated PRGN stock price.

The BDI is displayed (blue) along with the real PRGN stock price (red) and the averaged price of 1000 model realizations using η = 0.062. The error bars signify ±1σ (green). Also presented is the NASDAQ Composite index historical value (magenta).

Analyzing the Long Term Cohesive Effect of Sector Specific Driving Forces

PLoS One. 2016;11(3):e0152487.
Fig. 40

The wavelet coherence of VaR-COVID-19 vs VaR-stock index in the case of oil-importing countries. This figure plots the wavelet coherence and phase relation of pairs consisting of VaR of COVID-19 and VaR of stock index price returns in oil-importing countries. See notes in Fig.

Dynamic causality interplay from COVID-19 pandemic to oil price, stock market, and economic policy uncertainty: evidence from oil-importing and oil-exporting countries

Ann Oper Res. 2022;313(1):105-143.