Complexity

Complexity in Financial Markets


Publishing date
01 Jul 2022
Status
Closed
Submission deadline
25 Feb 2022

1VALORIZA - Research Center for Endogenous Resource Valorization, Portalegre, Portugal

2Universidade de Évora, Évora, Portugal

3SOCIUS – Research Centre in Economic and Organizational Sociology, Lisboa, Portugal

4COMSATS University, Islamabad, Pakistan

This issue is now closed for submissions.
More articles will be published in the near future.

Complexity in Financial Markets

This issue is now closed for submissions.
More articles will be published in the near future.

Description

Financial markets are recognized as complex systems, due to their inherent dynamics and the fact that they involve many agents. Over the years, those markets have continuously been monitored with many types of mathematical, econometric, physic, or information theory approaches. Moreover, the existence of big data has enabled research in economic and financial systems. There are constantly new challenges in studying the behaviour of financial markets.

The increasing connection between financial markets, as well as the occurrence of different types of events, creates the challenge of understanding financial markets in a detailed way. Therefore, it is difficult to make financial markets relevant for agents who are in the market such as investors. Moreover, it is a similar situation for the authorities, which have also the challenge of keeping markets stabilized. In addition, it is also necessary to understand how markets are related to preventing future possible problems.

The aim of this Special Issue is to bring together original research and review articles discussing the complexity of financial markets by considering their different typologies. We welcome submissions devoted to stock markets, bonds, commodities, interest rates, cryptocurrencies. Research discussing methods and potential applications with the main objective of increasing our knowledge of financial markets is also welcome. Manuscripts using applications such as linear and nonlinear econometric techniques, measures from information theory (e.g., entropy, transfer entropy or mutual information, etc.), statistical physics approaches, complex networks, or fractal and multifractal analysis are highly encouraged. Other empirical or even theoretical approaches related to complexity in financial markets are also considered.

Potential topics include but are not limited to the following:

  • Crisis and financial markets
  • Relationship between different assets
  • Complex networks in financial markets
  • Econophysics application in financial markets
  • Information theory and financial markets
  • Big data fractality and multifractality in financial markets
  • Efficient market hypothesis

Articles

  • Special Issue
  • - Volume 2022
  • - Article ID 8113760
  • - Research Article

Chaotic Phenomena and Oscillations in Dynamical Behaviour of Financial System via Fractional Calculus

Zahir Shah | Ebenezer Bonyah | ... | Nasser Aedh Alreshidi
  • Special Issue
  • - Volume 2022
  • - Article ID 6858916
  • - Research Article

Predicting Risk through Artificial Intelligence Based on Machine Learning Algorithms: A Case of Pakistani Nonfinancial Firms

Shamsa Khalid | Muhammad Anees Khan | ... | Muhammad Jehangir
  • Special Issue
  • - Volume 2022
  • - Article ID 7109529
  • - Research Article

Ecological and Coevolutionary Dynamics in Modern Markets Yield Nonstationarity in Market Efficiencies

Colin M. Van Oort | John Henry Ring IV | ... | Brian F. Tivnan
  • Special Issue
  • - Volume 2022
  • - Article ID 4710234
  • - Research Article

Liquidity, Asset Price Volatility, and Monetary Policy Choices: Empirical Evidence from China

Qing Zhu | Shuyu Bai | Jia Wang
  • Special Issue
  • - Volume 2022
  • - Article ID 6331366
  • - Research Article

Corporate Bond Pricing Model with Interaction between Liquidity and Credit Risk

Zijian Wu | Baochen Yang | Yunpeng Su
  • Special Issue
  • - Volume 2022
  • - Article ID 5346080
  • - Research Article

Impacts of COVID-19 on the Return and Volatility Nexus among Cryptocurrency Market

Xin Sui | Guifen Shi | ... | Yanshuang Li
  • Special Issue
  • - Volume 2022
  • - Article ID 6499876
  • - Research Article

Multi-Frequency Information Flows between Global Commodities and Uncertainties: Evidence from COVID-19 Pandemic

Emmanuel Asafo-Adjei | Siaw Frimpong | ... | Robert Ofori Abosompim
  • Special Issue
  • - Volume 2022
  • - Article ID 6162671
  • - Research Article

A Lead-Lag Relationship and Forecast Research between China’s Crude Oil Futures and Spot Markets

Chi Zhang | Dandan Pan | ... | Zhengning Pu
  • Special Issue
  • - Volume 2022
  • - Article ID 5478283
  • - Research Article

The Impact of COVID-19 Crisis on Stock Markets’ Statistical Complexity

Bogdan Dima | Stefana Maria Dima | Roxana Ioan
  • Special Issue
  • - Volume 2022
  • - Article ID 6594964
  • - Research Article

Bank Competition, Combination of Industry and Finance, and Enterprise Innovation: Evidence from China

Xiaofang Tan | Yunshan Dong | Tongyu Fang
Complexity
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