Equity Markets | List of Frontiers open access articles

Original Research

Published on 14 Mar 2024

On the linkage of oil prices and oil uncertainty with US equities: a combination analysis based on the wavelet approach and quantile-on-quantile regression

in Social Physics

Mohamed Yousfi
Houssam Bouzgarrou

Frontiers in Physics

doi 10.3389/fphy.2024.1357366

4,393 views
9 citations

Original Research

Published on 24 Feb 2016

Investing in Global Markets: Big Data and Applications of Robust Regression

in Mathematical Finance

John B. Guerard

Frontiers in Applied Mathematics and Statistics

doi 10.3389/fams.2015.00014

7,739 views
8 citations

Original Research

Published on 30 Jul 2025

Exploring ESG volatility spillovers: evidence from global equity markets

in Quantitative Sustainability Assessment

Maria Elena De Giuli
Luca Di Persio
Fatemeh Mottaghi
Alessandra Tanda

Frontiers in Sustainability

doi 10.3389/frsus.2025.1612279

3,759 views
1 citation

Original Research

Published on 15 Dec 2022

The impact of COVID-19 on GCC equity and debt markets: Evidence from TVP-VAR estimation

in Mathematical Finance

Ali Murad Syed

Frontiers in Applied Mathematics and Statistics

doi 10.3389/fams.2022.1032123

5,449 views
8 citations

Original Research

Published on 23 Jun 2025

Adaptive fractal dynamics: a time-varying Hurst approach to volatility modeling in equity markets

in Mathematical Finance

Abe Webb
Siddharth Mahajan
Mateo Sandhu
Rohan Agarwal
Arjun Velan

Frontiers in Applied Mathematics and Statistics

doi 10.3389/fams.2025.1554144

3,847 views

Correction

Published on 08 Jul 2025

Correction: Adaptive fractal dynamics: a time-varying Hurst approach to volatility modeling in equity markets

in Mathematical Finance

Abe Webb
Siddharth Mahajan
Mateo Sandhu
Rohan Agarwal
Arjun Velan

Frontiers in Applied Mathematics and Statistics

doi 10.3389/fams.2025.1653586

981 views

Articles

On the linkage of oil prices and oil uncertainty with US equities: a combination analysis based on the wavelet approach and quantile-on-quantile regression

Investing in Global Markets: Big Data and Applications of Robust Regression

Exploring ESG volatility spillovers: evidence from global equity markets

The impact of COVID-19 on GCC equity and debt markets: Evidence from TVP-VAR estimation

Adaptive fractal dynamics: a time-varying Hurst approach to volatility modeling in equity markets

Correction: Adaptive fractal dynamics: a time-varying Hurst approach to volatility modeling in equity markets